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Strategy Settings

inSampleSize
10
outSampleSize
10
Desc1
"7.1"
Direction
1
Magic4Long
1440
Magic4Short
1441
minSpreadRatioVsAvg...
2
symbolSuffix
".lmx"
sAtr
"
PeriodRsi
15
PeriodAtr
-30
TfAtr
0
sMA
"
MinDstncFromMaL0
-2.2
MaAngleStartIndex
0
+278.68%

0.11%
3.21%
Drawdown: 2.46%

Balance: $3,786,805.97
Highest: (Jun 02) $3,801,965.26
Profit: $2,786,805.97
Deposits: $1,000,000.00

Test Started: Jan 01, 2012
Test Ended: Jun 18, 2015
Timeframe: 30 Minutes

Model Type: Open Prices
Added: Dec 13, 2015 at 19:54
Loading, please wait...
Trades: 43,202
Profitability:
Pips: 2,797,347.0
Average Win: 119.51 pips / $119.26
Average Loss: -126.15 pips / -$126.39
Lots: 4,320.20
Commissions: 0
Longs Won: (16,031/20,551) 78%
Shorts Won: (17,541/22,651) 77%
Best Trade ($): (Mar 31) 235.43
Worst Trade ($): (Apr 10) -243.40
Best Trade (Pips): (Mar 31) 235.4
Worst Trade (Pips): (Apr 10) -241.9
Avg. Trade Length: 5d
Profit Factor: 3.29
Standard Deviation: $107.66
Sharpe Ratio 0.00
Z-Score (Probability): -152.73 (99.99%)
Expectancy 64.8 Pips / $64.51
AHPR: 0.00%
GHPR: 0.00%
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 30303 27273 24242 21212 18182 15152 12121 9091 6061 3030
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (43202)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.08.2015 16:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12307 1.13722 -141.5 -141.38 10d 0.00%
06.04.2015 18:30 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12429 1.13722 -129.3 -129.16 14d 0.00%
06.08.2015 22:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12794 1.13722 -92.8 -92.68 10d 0.00%
06.08.2015 20:30 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12878 1.13722 -84.4 -84.28 10d 0.00%
06.08.2015 23:30 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12791 1.13722 -93.1 -92.98 10d 0.00%
06.18.2015 23:30 06.18.2015 23:59 EURUSD Sell 0.10 1.2 1.1 1.13705 1.13722 -1.7 -1.70 29m 0.00%
06.04.2015 19:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12449 1.13722 -127.3 -127.16 14d 0.00%
06.08.2015 19:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12758 1.13722 -96.4 -96.28 10d 0.00%
06.08.2015 17:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.1233 1.13722 -139.2 -139.08 10d 0.00%
06.08.2015 18:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12644 1.13722 -107.8 -107.68 10d 0.00%
06.04.2015 19:30 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12447 1.13722 -127.5 -127.36 14d 0.00%
06.08.2015 20:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12865 1.13722 -85.7 -85.58 10d 0.00%
06.08.2015 21:30 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.1289 1.13722 -83.2 -83.08 10d 0.00%
06.08.2015 19:30 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12809 1.13722 -91.3 -91.18 10d 0.00%
06.08.2015 21:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12906 1.13722 -81.6 -81.48 10d 0.00%
06.08.2015 22:30 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12829 1.13722 -89.3 -89.18 10d 0.00%
06.09.2015 00:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12802 1.13722 -92.0 -91.89 9d 0.00%
06.08.2015 23:00 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12805 1.13722 -91.7 -91.58 10d 0.00%
06.08.2015 16:30 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12315 1.13722 -140.7 -140.58 10d 0.00%
06.08.2015 18:30 06.18.2015 23:59 EURUSD Sell 0.10 1.1 1.1 1.12806 1.13722 -91.6 -91.48 10d 0.00%

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