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Strategy Settings

Lots
0.01
MagicNumber
786
ProfitTarget
0
StopLoss
40
BreakEven
5
Slippage
3
TrailingStop
0
stochUpLevel
70
stochDnLevel
30
highLowSmth1_thresh...
0.00045
enableEA
true
accumIndx
-2600
diffpipIndx
0
breakEn
true
trailEn
false
+8564.29%

0.41%
13.04%
Drawdown: 8.02%

Balance: $4,332,145.29
Highest: (Dec 29) $4,332,795.29
Profit: $4,282,144.90
Deposits: $50,000.00

Test Started: Jan 02, 2009
Test Ended: Dec 30, 2011
Timeframe: 1 Minute

Model Type: Every Tick
Added: Jan 01, 2012 at 08:27
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Trades: 1,734
Profitability:
Pips: 10,606.2
Average Win: 15.55 pips / $5,999.05
Average Loss: -36.07 pips / -$13,307.61
Lots: 63,420.60
Commissions: 0
Longs Won: (701/861) 81%
Shorts Won: (716/873) 82%
Best Trade ($): (Sep 22) 476,941.54
Worst Trade ($): (Dec 07) -21,250.00
Best Trade (Pips): (Sep 22) 1,017.5
Worst Trade (Pips): (Jan 02) -42.5
Avg. Trade Length: 5h 26m
Profit Factor: 2.02
Standard Deviation: $19,979.04
Sharpe Ratio 0.11
Z-Score (Probability): 0.76 (55.27%)
Expectancy 6.1 Pips / $2,469.52
AHPR: 0.29%
GHPR: 0.26%
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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 326 293 260 228 195 163 130 98 65 33
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1734)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2011 19:50 12.30.2011 20:44 EURUSD Sell 50.00 1.3 - 1.2941 1.29423 -1.3 -650.00 54m -0.02%
12.30.2011 08:29 12.30.2011 08:29 EURUSD Sell 50.00 1.3 - 1.2921 1.2921 0.0 0.00 0s 0.00%
12.29.2011 10:03 12.29.2011 12:00 EURUSD Sell 50.00 1.3 - 1.2901 1.2901 0.0 0.00 1h 57m 0.00%
12.28.2011 14:20 12.29.2011 07:27 EURUSD Sell 50.00 1.3 - 1.3041 1.29435 97.5 47,832.45 17h 7m 1.12%
12.23.2011 14:31 12.23.2011 14:31 EURUSD Sell 50.00 1.3 - 1.3041 1.3041 0.0 0.00 0s 0.00%
12.22.2011 13:50 12.22.2011 13:50 EURUSD Sell 50.00 1.3 - 1.3021 1.30635 -42.5 -21,250.00 0s -0.49%
12.22.2011 10:10 12.22.2011 10:36 EURUSD Sell 50.00 1.3 - 1.3061 1.3061 0.0 0.00 26m 0.00%
12.21.2011 19:34 12.21.2011 19:34 EURUSD Sell 50.00 1.3 - 1.3041 1.3041 0.0 0.00 0s 0.00%
12.21.2011 12:48 12.21.2011 13:16 EURUSD Sell 50.00 1.3 - 1.3061 1.3061 0.0 0.00 28m 0.00%
12.21.2011 01:25 12.21.2011 10:44 EURUSD Buy 50.00 1.3 - 1.31235 1.3141 17.5 8,750.00 9h 19m 0.20%
12.20.2011 13:44 12.20.2011 13:48 EURUSD Buy 50.00 1.3 - 1.31035 1.31035 0.0 0.00 4m 0.00%
12.19.2011 20:14 12.19.2011 20:14 EURUSD Sell 50.00 1.3 - 1.3001 1.3001 0.0 0.00 0s 0.00%
12.16.2011 17:47 12.16.2011 17:47 EURUSD Sell 50.00 1.3 - 1.3001 1.3001 0.0 0.00 0s 0.00%
12.16.2011 14:30 12.16.2011 14:46 EURUSD Sell 50.00 1.3 - 1.3041 1.3041 0.0 0.00 16m 0.00%
12.15.2011 15:39 12.15.2011 15:39 EURUSD Sell 50.00 1.3 - 1.3001 1.3001 0.0 0.00 0s 0.00%
12.15.2011 09:19 12.15.2011 09:45 EURUSD Sell 50.00 1.3 - 1.2981 1.2981 0.0 0.00 26m 0.00%
12.14.2011 10:52 12.14.2011 17:14 EURUSD Sell 50.00 1.3 - 1.3021 1.30035 17.5 8,750.00 6h 22m 0.20%
12.13.2011 13:14 12.14.2011 10:02 EURUSD Sell 50.00 1.3 - 1.3181 1.30635 117.5 58,444.15 20h 48m 1.38%
12.12.2011 04:49 12.13.2011 03:38 EURUSD Sell 50.00 1.3 - 1.3341 1.32035 137.5 68,444.15 22h 49m 1.64%
12.09.2011 15:40 12.09.2011 15:40 EURUSD Sell 50.00 1.3 - 1.3341 1.3341 0.0 0.00 0s 0.00%

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