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Strategy Settings

Activation_Code
xxxxxxxxx
Max_Allocation_Per_...
6
Fixed_LotSize
0
Use_Full_Account_Ba...
true
Set_Initial_Start_B...
0
Trade_Management
"Targets S...
Protective_TP
500
Protective_SL
120
TP
300
SL
60
TL1
50
TSL1
0
TL2
100
TSL2
50
TL3
150
+1667.74%

0.13%
3.87%
Drawdown: 22.88%

Balance: $176,774.11
Highest: (Jun 06) $185,724.10
Profit: $166,774.17
Deposits: $10,000.00

Test Started: May 21, 2007
Test Ended: Aug 04, 2013
Timeframe: 1 Hour

Model Type: Every Tick
Added: Dec 11 2013 at 02:47
Comments:
CabEX EA V2 : Tick Data Back Test - MA6
Model Quality: 99.0
Bars In Test: 39374
Ticks Modelled: 58597329
Views: 341
Broker: Alpari UK
Trades: 762
Profitability:
Pips: 13263.8
Average Win: 107.01 pips / $1623.73
Average Loss: -71.73 pips / -$1178.65
Lots: 1,298.40
Commissions: 0
Longs Won: (194/390) 49%
Shorts Won: (186/372) 50%
Best Trade($): (Jul 05) 14225.90
Worst Trade($): (Jun 12) -5306.40
Best Trade (Pips): (Oct 21) 418.0
Worst Trade (Pips): (May 23) -120.0
Avg. Trade Length: 1d
Profit Factor: 1.37
Standard Deviation: $2156.59
Sharpe Ratio 0.1400
Z-Score (Probability): -1.56 (-88.79%)
Expectancy: 17.4 Pips / $218.86
AHPR: 0.41%
GHPR: 0.38%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
GBPUSD 390 6192.7 99139.91 372 7071.1 67634.20 762 13263.8 166774.11 380 (50%) 382 (50%)
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% 0.02% 0.27% 2.5% 17.52%
Consecutive Losing Trades 150 135 120 105 90 75 60 45 30 15
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (762)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.02.2013 15:00 08.04.2013 23:59 GBPUSD Buy 4.23 1.51541 1.57741 1.52741 1.52860 11.9 503.37 2d 0.29%
07.30.2013 15:00 07.31.2013 12:30 GBPUSD Buy 4.36 1.51393 1.57593 1.52593 1.51393 -120.0 -5228.95 21h 30m -2.88%
07.29.2013 13:00 07.30.2013 15:00 GBPUSD Sell 4.25 1.54819 1.48619 1.53619 1.52593 102.6 4352.00 1d 2.46%
07.25.2013 10:00 07.25.2013 19:00 GBPUSD Sell 4.34 1.53988 1.47788 1.52788 1.53604 -81.6 -3541.44 9h 0m -1.96%
07.17.2013 14:00 07.18.2013 22:00 GBPUSD Sell 4.35 1.53375 1.47175 1.52175 1.52291 -11.6 -530.70 1d -0.29%
07.17.2013 09:00 07.17.2013 14:00 GBPUSD Buy 4.33 1.50815 1.57015 1.52015 1.52175 16.0 692.80 5h 0m 0.38%
07.12.2013 10:00 07.16.2013 07:00 GBPUSD Sell 4.33 1.52431 1.46231 1.51231 1.51196 3.5 134.23 3d 0.07%
07.11.2013 15:00 07.11.2013 20:00 GBPUSD Sell 4.42 1.52354 1.46154 1.51154 1.51970 -81.6 -3606.72 5h 0m -1.96%
07.11.2013 08:00 07.11.2013 15:00 GBPUSD Buy 4.37 1.49519 1.55719 1.50719 1.51154 43.5 1900.95 7h 0m 1.04%
07.08.2013 09:00 07.10.2013 09:00 GBPUSD Sell 4.37 1.50101 1.43901 1.48901 1.48885 1.6 52.44 2d 0.03%
07.04.2013 05:00 07.05.2013 13:00 GBPUSD Sell 4.03 1.53726 1.47526 1.52526 1.48994 353.2 14225.90 1d 8.48%
06.19.2013 19:00 06.24.2013 04:35 GBPUSD Buy 4.15 1.53671 1.59871 1.54871 1.53671 -120.0 -4965.48 4d -2.87%
06.18.2013 20:00 06.19.2013 18:35 GBPUSD Buy 4.27 1.55266 1.61466 1.56466 1.55266 -120.0 -5121.01 22h 35m -2.88%
06.07.2013 17:00 06.12.2013 06:28 GBPUSD Sell 4.40 1.56549 1.50349 1.55349 1.56549 -120.0 -5306.40 4d -2.90%
06.07.2013 01:00 06.07.2013 17:00 GBPUSD Buy 4.46 1.54712 1.60912 1.55912 1.55349 -56.3 -2510.98 16h 0m -1.35%
06.05.2013 05:00 06.06.2013 16:00 GBPUSD Buy 4.19 1.52089 1.58289 1.53289 1.55938 264.9 11108.11 1d 6.36%
05.30.2013 10:00 06.03.2013 09:00 GBPUSD Sell 4.27 1.53030 1.46830 1.51830 1.52604 -77.4 -3322.06 3d -1.87%
05.27.2013 15:00 05.29.2013 13:00 GBPUSD Sell 4.29 1.52210 1.46010 1.51010 1.51203 -19.3 -845.13 1d -0.47%
05.21.2013 01:00 05.23.2013 17:00 GBPUSD Sell 4.18 1.53483 1.47283 1.52283 1.51176 110.7 4593.82 2d 2.64%
05.03.2013 13:00 05.07.2013 16:00 GBPUSD Buy 4.22 1.53864 1.60064 1.55064 1.54664 -40.0 -1682.09 4d -0.96%

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