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Strategy Settings

Lot
0.1
MoneyManagement
true
Risk
1
Agressive
true
GMT
0
MondayStartHour
11
FridayStopHour
18
+2056.38%

0.25%
7.73%
Drawdown: 17.36%

Balance: $21,563.75
Highest: (May 31) $21,563.75
Profit: $20,563.75
Deposits: $1,000.00

Test Started: Jan 10, 2008
Test Ended: May 31, 2011
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Mar 22, 2013 at 07:07
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Trades: 474
Profitability:
Pips: 7,124.5
Average Win: 68.99 pips / $179.35
Average Loss: -27.16 pips / -$62.94
Lots: 136.59
Commissions: 0
Longs Won: (100/245) 40%
Shorts Won: (108/229) 47%
Best Trade ($): (May 31) 688.60
Worst Trade ($): (May 31) -234.17
Best Trade (Pips): (Mar 19) 278.6
Worst Trade (Pips): (Dec 17) -83.5
Avg. Trade Length: 8h 15m
Profit Factor: 2.23
Standard Deviation: $172.14
Sharpe Ratio 0.30
Z-Score (Probability): -4.01 (99.99%)
Expectancy 15.0 Pips / $43.38
AHPR: 0.67%
GHPR: 0.65%
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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 343 308 274 240 206 171 137 103 69 34
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (474)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.31.2011 00:30 05.31.2011 22:35 EURUSD Buy 1.17 1.4 1.4 1.43755 1.4432 56.5 661.05 22h 5m 3.16%
05.30.2011 23:15 05.31.2011 02:07 EURUSD Buy 1.08 1.4 1.4 1.43397 1.44038 64.1 688.60 2h 52m 3.41%
05.30.2011 23:30 05.31.2011 00:02 EURUSD Buy 1.14 1.4 1.4 1.4347 1.43268 -20.2 -234.17 32m -1.15%
05.20.2011 14:15 05.20.2011 15:36 EURUSD Sell 0.80 1.4 1.4 1.41653 1.41936 -28.3 -226.40 1h 21m -1.10%
05.20.2011 10:15 05.20.2011 13:55 EURUSD Sell 1.00 1.4 1.4 1.42652 1.42002 65.0 650.00 3h 40m 3.25%
05.13.2011 16:15 05.16.2011 07:21 EURUSD Sell 0.47 1.4 1.4 1.4089 1.41361 -47.1 -221.99 2d -1.10%
05.11.2011 16:30 05.12.2011 10:49 EURUSD Sell 0.73 1.4 1.4 1.4208 1.41436 64.4 467.23 18h 19m 2.36%
05.05.2011 12:45 05.05.2011 17:00 EURUSD Sell 0.47 1.5 1.5 1.47148 1.45774 137.4 645.78 4h 15m 3.38%
05.05.2011 13:00 05.05.2011 15:10 EURUSD Sell 0.56 1.5 1.5 1.47042 1.45897 114.5 641.20 2h 10m 3.47%
05.05.2011 13:15 05.05.2011 15:00 EURUSD Sell 0.70 1.5 1.5 1.46971 1.46156 81.5 570.50 1h 45m 3.18%
04.20.2011 09:00 04.21.2011 00:36 EURUSD Buy 0.97 1.4 1.5 1.44897 1.45502 60.5 576.93 15h 36m 3.33%
04.14.2011 10:15 04.14.2011 12:41 EURUSD Sell 0.57 1.4 1.4 1.43924 1.44258 -33.4 -190.38 2h 26m -1.09%
04.08.2011 01:45 04.08.2011 08:05 EURUSD Buy 0.96 1.4 1.4 1.43657 1.44076 41.9 402.24 6h 20m 2.35%
04.01.2011 12:45 04.01.2011 13:33 EURUSD Sell 1.04 1.4 1.4 1.40975 1.41175 -20.0 -208.00 48m -1.20%
03.31.2011 09:15 03.31.2011 10:15 EURUSD Buy 1.08 1.4 1.4 1.42303 1.42118 -18.5 -199.80 1h 0m -1.14%
03.25.2011 16:45 03.27.2011 22:37 EURUSD Sell 1.07 1.4 1.4 1.40761 1.40265 49.6 530.72 2d 3.12%
03.25.2011 16:30 03.27.2011 21:02 EURUSD Sell 1.02 1.4 1.4 1.40886 1.40492 39.4 401.88 2d 2.42%
03.24.2011 15:00 03.24.2011 16:20 EURUSD Buy 0.74 1.4 1.4 1.42023 1.41764 -25.9 -191.66 1h 20m -1.14%
03.11.2011 10:30 03.11.2011 11:38 EURUSD Sell 0.83 1.4 1.4 1.37539 1.3778 -24.1 -200.03 1h 8m -1.18%
03.10.2011 07:30 03.10.2011 08:53 EURUSD Sell 1.60 1.4 1.4 1.38217 1.38343 -12.6 -201.60 1h 23m -1.17%

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