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Strategy Settings

s1
"
AutoLots
true
PercentRisk
1.5
FixedLots
0.1
s2
"
TimeFrame
0
LookBackBars
53
MinimumDistance
10
SLInPips
10
TPInPips
500
s3
"
BreakEvenCheck
true
BERiskMultiplier
5
BEAfterMinutes
5000
s4
"
+14265.38%

0.29%
9%
Drawdown: 91.50%

Balance: $718,269.13
Highest: (Jul 27) $718,269.13
Profit: $713,269.13
Deposits: $5,000.00

Test Started: Nov 01, 2007
Test Ended: Jul 27, 2012
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jan 23, 2015 at 03:44
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Trades: 1,963
Profitability:
Pips: 6,394.3
Average Win: 61.28 pips / $6,333.92
Average Loss: -10.00 pips / -$1,000.38
Lots: 20,041.18
Commissions: 0
Longs Won: (184/1,004) 18%
Shorts Won: (181/959) 18%
Best Trade ($): (Jul 27) 142,843.05
Worst Trade ($): (Jul 16) -7,911.00
Best Trade (Pips): (Aug 10) 500.0
Worst Trade (Pips): (Nov 01) -10.0
Avg. Trade Length: 7h 43m
Profit Factor: 1.45
Standard Deviation: $7,392.57
Sharpe Ratio 0.06
Z-Score (Probability): 2.48 (98.68%)
Expectancy 3.3 Pips / $363.36
AHPR: 0.49%
GHPR: 0.25%
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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% 0.02% 0.14% 0.78% 3.37% 11.99% 36.74%
Consecutive Losing Trades 718 646 574 503 431 359 287 215 144 72
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1963)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.25.2012 03:10 07.27.2012 04:55 EURUSD Buy 86.31 1.2 1.3 1.208 1.22455 165.5 142,843.05 2d 24.82%
07.20.2012 07:45 07.25.2012 03:10 EURUSD Sell 73.35 1.2 1.2 1.21978 1.208 117.8 86,406.30 4d 17.67%
07.19.2012 09:20 07.19.2012 09:27 EURUSD Sell 74.47 1.2 1.2 1.22386 1.22486 -10.0 -7,447.00 7m -1.50%
07.19.2012 04:50 07.19.2012 05:26 EURUSD Sell 75.60 1.2 1.2 1.22665 1.22765 -10.0 -7,560.00 36m -1.50%
07.17.2012 10:10 07.17.2012 12:19 EURUSD Sell 76.76 1.2 1.2 1.22294 1.22394 -10.0 -7,676.00 2h 9m -1.50%
07.16.2012 21:30 07.16.2012 21:51 EURUSD Buy 77.92 1.2 1.3 1.23064 1.22964 -10.0 -7,792.00 21m -1.50%
07.16.2012 11:20 07.16.2012 12:17 EURUSD Buy 79.11 1.2 1.3 1.22654 1.22554 -10.0 -7,911.00 57m -1.50%
07.05.2012 07:55 07.16.2012 11:20 EURUSD Sell 61.34 1.2 1.2 1.24585 1.22654 193.1 118,447.54 11d 28.96%
07.04.2012 10:50 07.04.2012 12:59 EURUSD Sell 62.28 1.3 1.2 1.25285 1.25385 -10.0 -6,228.00 2h 9m -1.50%
06.28.2012 22:55 07.04.2012 10:50 EURUSD Buy 59.18 1.2 1.3 1.24936 1.25285 34.9 20,653.82 5d 5.24%
06.24.2012 18:10 06.28.2012 22:55 EURUSD Sell 54.56 1.3 1.2 1.255 1.24936 56.4 30,771.84 4d 8.46%
06.22.2012 09:15 06.22.2012 09:38 EURUSD Buy 55.39 1.3 1.3 1.2566 1.2556 -10.0 -5,539.00 23m -1.50%
06.21.2012 09:45 06.22.2012 09:15 EURUSD Sell 50.52 1.3 1.2 1.26303 1.2566 64.3 32,484.36 23h 30m 9.64%
06.21.2012 07:20 06.21.2012 07:52 EURUSD Buy 51.29 1.3 1.3 1.26885 1.26785 -10.0 -5,129.00 32m -1.50%
06.20.2012 04:45 06.20.2012 04:54 EURUSD Buy 52.07 1.3 1.3 1.27051 1.26951 -10.0 -5,207.00 9m -1.50%
06.19.2012 11:10 06.19.2012 11:37 EURUSD Buy 52.87 1.3 1.3 1.26969 1.26869 -10.0 -5,287.00 27m -1.50%
06.18.2012 04:15 06.19.2012 10:12 EURUSD Sell 52.87 1.3 1.2 1.26556 1.26556 0.0 0.00 1d 0.00%
06.17.2012 18:10 06.17.2012 18:59 EURUSD Buy 53.67 1.3 1.3 1.27251 1.27151 -10.0 -5,367.00 49m -1.50%
06.13.2012 10:45 06.13.2012 16:38 EURUSD Buy 54.49 1.3 1.3 1.25716 1.25616 -10.0 -5,449.00 5h 53m -1.50%
06.12.2012 10:15 06.12.2012 10:18 EURUSD Sell 55.32 1.2 1.2 1.24497 1.24597 -10.0 -5,532.00 3m -1.50%

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