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Strategy Settings

A1_enable
1
A4_enable
1
A8_enable
1
A12_enable
1
A2_enable
1
A6_enable
1
A7_enable
1
A10_enable
1
+1.3M%

0.27%
8.51%
Drawdown: 0.00%

Balance: $39,097,912.63
Highest: (Dec 02) $40,238,538.63
Profit: $39,094,912.65
Deposits: $3,000.00

Test Started: Nov 01, 2000
Test Ended: May 14, 2010
Timeframe: 1 Minute

Model Type: Every Tick
Added: Jun 24 2010 at 05:58
Comments:
For true system performance, look for my fixed 0.1 lot results.
Model Quality: 25.0
Bars In Test: 3385409
Ticks Modelled: 36522468
Views: 3101
Broker: MIG Bank
Trades: 16607
Profitability:
Pips: 45980.3
Average Win: 45.83 pips / $41290.92
Average Loss: -42.65 pips / -$38716.92
Lots: 1,490,630.80
Commissions: 0
Longs Won: (4136/8108) 51%
Shorts Won: (4389/8499) 51%
Best Trade($): (Dec 29) 280090.00
Worst Trade($): (Jan 02) -120000.00
Best Trade (Pips): (Mar 17) 280.0
Worst Trade (Pips): (Nov 03) -120.0
Avg. Trade Length: 15h 18m
Profit Factor: 1.12
Standard Deviation: $54920.92
Sharpe Ratio 0.0300
Z-Score (Probability): -31.22 (99.99%)
Expectancy: 2.8 Pips / $2354.12
AHPR: 0.09%
GHPR: 0.06%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 8108 35531.8 31064120.29 8499 10448.5 8030792.34 16607 45980.3 39094912.63 8525 (51%) 8082 (49%)
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 1010 909 808 707 606 505 404 303 202 101
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (16607)

Open
Date
Close
date
Symbol Action Lots SL TP Open
Price
Close
Price
Pips Profit Duration Change
05.13.2010 23:00 05.14.2010 00:14 EURUSD Sell 100.00 1.25944 1.23544 1.25344 1.25333 1.1 1067.00 1h 14m 0.00%
05.12.2010 23:02 05.14.2010 00:14 EURUSD Sell 100.00 1.26741 1.24341 1.26141 1.25333 80.8 80668.00 1d 0.21%
05.13.2010 03:02 05.13.2010 15:28 EURUSD Buy 100.00 1.25572 1.27972 1.26372 1.25572 -80.0 -80000.00 12h 26m -0.20%
05.07.2010 03:00 05.12.2010 23:00 EURUSD Buy 100.00 1.25347 1.28947 1.26147 1.26139 -0.8 -746.00 5d 0.00%
05.12.2010 15:02 05.12.2010 22:45 EURUSD Buy 100.00 1.26118 1.28518 1.26718 1.26118 -60.0 -60000.00 7h 43m -0.15%
05.07.2010 02:02 05.07.2010 22:00 EURUSD Buy 100.00 1.25799 1.28199 1.26599 1.27299 70.0 70000.00 19h 58m 0.18%
05.07.2010 08:01 05.07.2010 17:00 EURUSD Sell 100.00 1.28122 1.24122 1.26922 1.26526 39.6 39600.00 8h 59m 0.10%
05.07.2010 15:04 05.07.2010 16:05 EURUSD Buy 100.00 1.26450 1.28850 1.27050 1.26450 -60.0 -60000.00 1h 1m -0.15%
05.07.2010 08:02 05.07.2010 10:10 EURUSD Sell 100.00 1.27674 1.24274 1.26874 1.27674 -80.0 -80000.00 2h 8m -0.20%
05.06.2010 23:01 05.07.2010 04:22 EURUSD Sell 100.00 1.26839 1.24439 1.26239 1.26839 -60.0 -60033.00 5h 21m -0.15%
05.06.2010 11:05 05.06.2010 18:00 EURUSD Sell 100.00 1.29113 1.26113 1.28113 1.26902 121.1 121100.00 6h 55m 0.31%
05.06.2010 15:02 05.06.2010 17:51 EURUSD Buy 100.00 1.26559 1.28959 1.27159 1.26559 -60.0 -60000.00 2h 49m -0.15%
05.06.2010 08:00 05.06.2010 17:00 EURUSD Sell 100.00 1.29520 1.25520 1.28320 1.27125 119.5 119500.00 9h 0m 0.31%
05.06.2010 02:00 05.06.2010 09:00 EURUSD Buy 100.00 1.27379 1.29779 1.28179 1.27379 -80.0 -80000.00 7h 0m -0.20%
05.06.2010 03:00 05.06.2010 08:34 EURUSD Buy 100.00 1.27573 1.31173 1.28373 1.27573 -80.0 -80000.00 5h 34m -0.20%
05.05.2010 15:04 05.06.2010 08:15 EURUSD Buy 100.00 1.27848 1.30248 1.28448 1.27848 -60.0 -59946.00 17h 11m -0.15%
05.05.2010 23:03 05.06.2010 04:53 EURUSD Sell 100.00 1.28545 1.26145 1.27945 1.28545 -60.0 -60099.00 5h 50m -0.15%
05.05.2010 08:02 05.05.2010 17:00 EURUSD Sell 100.00 1.30871 1.26871 1.29671 1.28677 99.4 99400.00 8h 58m 0.25%
05.05.2010 02:01 05.05.2010 14:32 EURUSD Buy 100.00 1.29007 1.31407 1.29807 1.29007 -80.0 -80000.00 12h 31m -0.20%
05.04.2010 23:03 05.05.2010 13:00 EURUSD Sell 100.00 1.30462 1.28062 1.29862 1.29410 45.2 45167.00 13h 57m 0.12%

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