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Strategy Settings

v_percent
0.00001
koef
2.6
diapason_bar
574
min_bars
63
limit_pendings_numb...
90
FAST
8
SLOW
10
exit_koef
4
fixedlot
false
initial_lot
0.1
channel_width_koef
0.007
norma_outside_prosa...
100
max_delta_tp_sl_koe...
0.0035
+1177.64%

0.05%
1.59%
Drawdown: 18.02%

Balance: $127,764.82
Highest: (Mar 08) $128,472.54
Profit: $117,764.41
Deposits: $10,000.00

Test Started: Jan 03, 2000
Test Ended: Mar 29, 2013
Timeframe: 5 Minutes

Model Type: Open Prices
Added: Nov 02, 2013 at 13:59
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Trades: 18,017
Profitability:
Pips: 173,919.4
Average Win: 60.70 pips / $42.50
Average Loss: -41.26 pips / -$29.34
Lots: 1,265.80
Commissions: 0
Longs Won: (4,377/9,085) 48%
Shorts Won: (4,620/8,932) 51%
Best Trade ($): (May 12) 759.58
Worst Trade ($): (Apr 18) -56.24
Best Trade (Pips): (May 12) 766.6
Worst Trade (Pips): (Apr 21) -55.8
Avg. Trade Length: 19h 20m
Profit Factor: 1.45
Standard Deviation: $47.03
Sharpe Ratio 0.00
Z-Score (Probability): -115.24 (99.99%)
Expectancy 9.7 Pips / $6.54
AHPR: 0.01%
GHPR: 0.01%
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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 4348 3913 3478 3043 2609 2174 1739 1304 870 435
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (18017)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.25.2013 16:45 03.29.2013 22:59 EURUSD Sell 0.08 1.3 - 1.2888 1.28152 72.8 58.38 4d 0.05%
03.25.2013 16:45 03.29.2013 22:59 EURUSD Sell 0.08 1.3 - 1.2888 1.28152 72.8 58.38 4d 0.05%
03.25.2013 16:45 03.29.2013 22:59 EURUSD Sell 0.08 1.3 - 1.2888 1.28152 72.8 58.38 4d 0.05%
03.25.2013 19:15 03.26.2013 17:15 EURUSD Sell 0.07 1.3 - 1.28438 1.28892 -45.4 -31.76 22h 0m -0.02%
03.25.2013 19:15 03.26.2013 17:15 EURUSD Sell 0.07 1.3 - 1.28438 1.28891 -45.3 -31.69 22h 0m -0.02%
03.25.2013 19:15 03.26.2013 17:15 EURUSD Sell 0.07 1.3 - 1.28438 1.28891 -45.3 -31.69 22h 0m -0.02%
03.25.2013 19:15 03.26.2013 17:15 EURUSD Sell 0.07 1.3 - 1.28438 1.28892 -45.4 -31.76 22h 0m -0.02%
03.25.2013 19:15 03.26.2013 17:15 EURUSD Sell 0.07 1.3 - 1.28438 1.28891 -45.3 -31.69 22h 0m -0.02%
03.25.2013 19:15 03.26.2013 17:15 EURUSD Sell 0.07 1.3 - 1.28438 1.28891 -45.3 -31.69 22h 0m -0.02%
03.19.2013 18:05 03.20.2013 12:30 EURUSD Sell 0.10 1.3 - 1.28817 1.29271 -45.4 -45.37 18h 25m -0.04%
03.19.2013 18:05 03.20.2013 12:30 EURUSD Sell 0.08 1.3 - 1.28817 1.29272 -45.5 -36.38 18h 25m -0.03%
03.18.2013 00:05 03.18.2013 10:45 EURUSD Sell 0.09 1.3 - 1.2911 1.29565 -45.5 -40.95 10h 40m -0.03%
03.18.2013 00:05 03.18.2013 10:45 EURUSD Sell 0.06 1.3 - 1.2911 1.29567 -45.7 -27.42 10h 40m -0.02%
03.18.2013 00:05 03.18.2013 10:45 EURUSD Sell 0.08 1.3 - 1.2911 1.29565 -45.5 -36.40 10h 40m -0.03%
03.18.2013 00:05 03.18.2013 10:45 EURUSD Sell 0.08 1.3 - 1.2911 1.29565 -45.5 -36.40 10h 40m -0.03%
03.18.2013 00:05 03.18.2013 10:45 EURUSD Sell 0.08 1.3 - 1.2911 1.29566 -45.6 -36.48 10h 40m -0.03%
03.18.2013 00:05 03.18.2013 10:45 EURUSD Sell 0.08 1.3 - 1.2911 1.29566 -45.6 -36.48 10h 40m -0.03%
03.18.2013 00:05 03.18.2013 10:45 EURUSD Sell 0.06 1.3 - 1.2911 1.29567 -45.7 -27.42 10h 40m -0.02%
03.18.2013 00:05 03.18.2013 10:45 EURUSD Sell 0.08 1.3 - 1.2911 1.29566 -45.6 -36.48 10h 40m -0.03%
03.18.2013 00:05 03.18.2013 10:45 EURUSD Sell 0.06 1.3 - 1.2911 1.29567 -45.7 -27.42 10h 40m -0.02%

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