Strategy Settings
pipmove
6
VectorSeconds
3
MaxTrades
2
TP
30
SL
310
TrailingStop
2
WriteLogOn
false
WriteErrOn
false
autolot
"*Automati...
Lots
0.01
AutoLotSize
true
RiskPercentage
22
MaxAllowedLotSize
1000
| +479.79M% |
| 4.4% | |
| 264.28% | |
| Drawdown: | 19.27% |
| Balance: | $47,978,709.35 |
| Highest: | (Dec 28) $47,997,709.35 |
| Profit: | $47,978,699.35 |
| Deposits: | $10.00 |
| Test Started: | Jan 06, 2010 |
| Test Ended: | Dec 29, 2010 |
| Timeframe: | 5 Minutes |
| Model Type: | n/a |
| Added: | Feb 22, 2014 at 17:47 |
Loading, please wait...
| Trades: | 1,640 |
| Profitability: | |
| Pips: | 5,887.7 |
| Average Win: | 4.55 pips / $37,059.32 |
| Average Loss: | -1.11 pips / -$8,978.77 |
| Lots: | 1,318,023.54 |
| Commissions: | 0 |
| Longs Won: | (732/864) 84% |
| Shorts Won: | (630/776) 81% |
| Best Trade ($): | (Nov 03) 300,000.00 |
| Worst Trade ($): | (May 20) -35,000.00 |
| Best Trade (Pips): | (Nov 03) 30.0 |
| Worst Trade (Pips): | (May 20) -3.5 |
| Avg. Trade Length: | 13s |
| Profit Factor: | 20.22 |
| Standard Deviation: | $47,090.74 |
| Sharpe Ratio | 0.37 |
| Z-Score (Probability): | -4.50 (99.99%) |
| Expectancy | 3.6 Pips / $29,255.30 |
| AHPR: | 0.97% |
| GHPR: | 0.94% |
Loading, please wait...
| 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 | 5348 | 4813 | 4278 | 3743 | 3209 | 2674 | 2139 | 1604 | 1070 | 535 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (1640)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.29.2010 01:35 | 12.29.2010 01:37 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.31031 | 1.3105 | 1.9 | 19,000.00 | 2m | 0.04% |
| 12.28.2010 01:15 | 12.28.2010 01:16 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32337 | 1.32311 | -2.6 | -26,000.00 | 1m | -0.05% |
| 12.28.2010 01:15 | 12.28.2010 01:15 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.3225 | 1.32241 | 0.9 | 9,000.00 | 0s | 0.02% |
| 12.28.2010 01:15 | 12.28.2010 01:15 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32295 | 1.3233 | 3.5 | 35,000.00 | 0s | 0.07% |
| 12.28.2010 01:15 | 12.28.2010 01:15 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32281 | 1.3233 | 4.9 | 49,000.00 | 0s | 0.10% |
| 12.28.2010 01:15 | 12.28.2010 01:15 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.3205 | 1.32117 | 6.7 | 67,000.00 | 0s | 0.14% |
| 12.28.2010 01:15 | 12.28.2010 01:15 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32174 | 1.32223 | 4.9 | 49,000.00 | 0s | 0.10% |
| 12.28.2010 01:15 | 12.28.2010 01:15 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32229 | 1.32241 | -1.2 | -12,000.00 | 0s | -0.03% |
| 12.28.2010 01:15 | 12.28.2010 01:15 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32188 | 1.32223 | 3.5 | 35,000.00 | 0s | 0.07% |
| 12.28.2010 01:15 | 12.28.2010 01:15 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32032 | 1.32117 | 8.5 | 85,000.00 | 0s | 0.18% |
| 12.24.2010 01:55 | 12.24.2010 01:57 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.3109 | 1.31077 | -1.3 | -13,000.00 | 2m | -0.03% |
| 12.24.2010 01:55 | 12.24.2010 01:55 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.30946 | 1.30938 | 0.8 | 8,000.00 | 0s | 0.02% |
| 12.24.2010 01:55 | 12.24.2010 01:55 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.3102 | 1.31021 | -0.1 | -1,000.00 | 0s | 0.00% |
| 12.23.2010 17:40 | 12.23.2010 17:40 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.30977 | 1.30976 | 0.1 | 1,000.00 | 0s | 0.00% |
| 12.23.2010 17:40 | 12.23.2010 17:40 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.30906 | 1.30889 | 1.7 | 17,000.00 | 0s | 0.04% |
| 12.23.2010 17:40 | 12.23.2010 17:40 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.31042 | 1.3104 | 0.2 | 2,000.00 | 0s | 0.00% |
| 12.23.2010 17:40 | 12.23.2010 17:40 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.30896 | 1.30889 | 0.7 | 7,000.00 | 0s | 0.01% |
| 12.23.2010 17:19 | 12.23.2010 17:20 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.31329 | 1.31306 | -2.3 | -23,000.00 | 1m | -0.05% |
| 12.23.2010 17:19 | 12.23.2010 17:19 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.31036 | 1.31133 | 9.7 | 97,000.00 | 0s | 0.21% |
| 12.23.2010 17:19 | 12.23.2010 17:19 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.31175 | 1.31253 | 7.8 | 78,000.00 | 0s | 0.16% |
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