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Strategy Settings

A1_enable
1
A4_enable
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A8_enable
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A12_enable
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A2_enable
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A6_enable
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+9392.81M%

0.52%
16.7%
Drawdown: 0.00%

Balance: $46,964,066,793.20
Highest: (Feb 23) $47,897,387,459.90
Profit: $46,964,066,293.08
Deposits: $500.00

Test Started: Sep 18, 2000
Test Ended: Jun 24, 2010
Timeframe: 1 Minute

Model Type: Every Tick
Added: Jun 25 2010 at 19:04
Comments:
Starting capital $500
Maximum lot size 99,999
Model Quality: 25.0
Bars In Test: 3426739
Ticks Modelled: 36677847
Views: 11747
Broker: Alpari UK
Trades: 16824
Profitability:
Pips: 61548.6
Average Win: 46.09 pips / $37136894.66
Average Loss: -42.40 pips / -$34491597.90
Lots: 1,298,910,675.53
Commissions: 0
Longs Won: (4231/8217) 51%
Shorts Won: (4526/8607) 52%
Best Trade($): (Sep 22) 279997200.00
Worst Trade($): (May 08) -119998800.00
Best Trade (Pips): (Sep 22) 280.0
Worst Trade (Pips): (Sep 22) -120.0
Avg. Trade Length: 15h 24m
Profit Factor: 1.17
Standard Deviation: $52718465.88
Sharpe Ratio 0.0400
Z-Score (Probability): -32.01 (99.99%)
Expectancy: 3.7 Pips / $2791492.29
AHPR: 0.19%
GHPR: 0.11%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 8217 42723.0 32339932107.85 8607 18825.6 14624134185.35 16824 61548.6 46964066293.20 8757 (52%) 8067 (48%)
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% <0.01% <0.01% <0.01% <0.01%
Consecutive Losing Trades 1362 1226 1090 954 817 681 545 409 272 136
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (16824)

Open
Date
Close
date
Symbol Action Lots SL TP Open
Price
Close
Price
Pips Profit Duration Change
06.24.2010 15:04 06.24.2010 23:59 EURUSD Buy 99999.00 1.22305 1.24705 1.22905 1.23274 36.9 36899631.00 8h 55m 0.08%
06.24.2010 23:04 06.24.2010 23:59 EURUSD Sell 99999.00 1.23968 1.21568 1.23368 1.23283 8.5 8499915.00 55m 0.02%
06.24.2010 11:04 06.24.2010 17:49 EURUSD Sell 99999.00 1.23718 1.20718 1.22718 1.23718 -100.0 -99999000.00 6h 45m -0.21%
05.07.2010 03:00 06.24.2010 09:00 EURUSD Buy 99999.00 1.25337 1.28937 1.26137 1.25337 -80.0 -86719132.80 48d -0.18%
05.07.2010 02:02 05.07.2010 22:00 EURUSD Buy 99999.00 1.25789 1.28189 1.26589 1.27299 71.0 70999290.00 19h 58m 0.15%
05.07.2010 08:01 05.07.2010 17:00 EURUSD Sell 99999.00 1.28122 1.24122 1.26922 1.26516 40.6 40599594.00 8h 59m 0.09%
05.07.2010 15:04 05.07.2010 16:05 EURUSD Buy 99999.00 1.26440 1.28840 1.27040 1.26440 -60.0 -59999400.00 1h 1m -0.13%
05.07.2010 08:02 05.07.2010 10:10 EURUSD Sell 99999.00 1.27674 1.24274 1.26874 1.27674 -80.0 -79999200.00 2h 8m -0.17%
05.06.2010 23:01 05.07.2010 04:22 EURUSD Sell 99999.00 1.26839 1.24439 1.26239 1.26839 -60.0 -60069399.30 5h 21m -0.13%
05.06.2010 11:05 05.06.2010 18:00 EURUSD Sell 99999.00 1.29113 1.26113 1.28113 1.26892 122.1 122098779.00 6h 55m 0.26%
05.06.2010 15:02 05.06.2010 17:51 EURUSD Buy 99999.00 1.26549 1.28949 1.27149 1.26549 -60.0 -59999400.00 2h 49m -0.13%
05.06.2010 08:00 05.06.2010 17:00 EURUSD Sell 99999.00 1.29520 1.25520 1.28320 1.27115 120.5 120498795.00 9h 0m 0.26%
05.06.2010 02:00 05.06.2010 13:46 EURUSD Buy 99999.00 1.27369 1.29769 1.28169 1.27369 -80.0 -79999200.00 11h 46m -0.17%
05.06.2010 03:00 05.06.2010 08:34 EURUSD Buy 99999.00 1.27563 1.31163 1.28363 1.27563 -80.0 -79999200.00 5h 34m -0.17%
05.05.2010 15:04 05.06.2010 08:15 EURUSD Buy 99999.00 1.27838 1.30238 1.28438 1.27838 -60.0 -60419395.80 17h 11m -0.13%
05.05.2010 23:03 05.06.2010 04:53 EURUSD Sell 99999.00 1.28545 1.26145 1.27945 1.28545 -60.0 -60209397.90 5h 50m -0.13%
05.05.2010 08:02 05.05.2010 17:00 EURUSD Sell 99999.00 1.30871 1.26871 1.29671 1.28667 100.4 100398996.00 8h 58m 0.21%
05.05.2010 02:01 05.05.2010 14:32 EURUSD Buy 99999.00 1.28997 1.31397 1.29797 1.28997 -80.0 -79999200.00 12h 31m -0.17%
05.05.2010 08:04 05.05.2010 13:00 EURUSD Sell 99999.00 1.30510 1.27110 1.29710 1.29400 31.0 30999690.00 4h 56m 0.07%
05.04.2010 23:03 05.05.2010 13:00 EURUSD Sell 99999.00 1.30462 1.28062 1.29862 1.29400 46.2 46129538.70 13h 57m 0.10%

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