Strategy Settings
Version.1.3
"
TradeComment
"EV.EurUsd...
UserComment
"Build 1.3...
EANumber
1
EmergencyCloseAll
false
LabelAcc
"Account T...
AllowTrades
true
NanoAccount
false
MaxOpenLots
0
AccountPC
100
PortionPC
100
StopTradePercent
100
MaximumDDpc
100
PortionDDLimit
40
ShutDown
false
MaxSpread
5
UsePowerOutSL
true
POSLPips
250
UseHolidayShutdown
false
HolidayDates
"1812-0101...
HolidaysAllowTrades...
true
SaveStats
false
UseEmail
false
PlaySounds
false
AlarmSound
"Alert.wav...
UseFIFO
false
ResetVariables
true
Debug
false
LabelDisplay
"Overlay S...
dOverlay
true
dShowTrades
true
dLogo
false
dCCI
true
dEntry
true
dLines
true
dSmartGrid
true
dXcord
100
dYcord
22
dCCIxCord
10
dTradesCoord
410
dSGWidth
2
dFont
"Arial_Bol...
dFontSize
8
dSpacing
12
dRatio
1
dColor
DeepSkyBlu...
dColorProfit
Green
dColorLoss
Red
dColorFGnd
White
dColorNA
DarkSlateG...
LabelLSG
"
LabelLSI
"Lot Size ...
UseMM
false
Aggression
1
StartLot
0.1
Multiplier
1.4
AutoLot
false
AutoLotPips
16
AutoLotMaxMult
10000
OrdersAtOneX
1
Level
7
LabelGSI
"Grid Leve...
AutoCal
false
LabelATRTFr
"0:Chart 1...
ATRTF
5
ATRPeriods
21
SetCountArray
"444"
GridSetArray
"51025"
TP_SetArray
"51025"
GAF
0.04
EntryDelay
600
LabelFG
"Flex Grid...
UseFlexGrid
true
FlexBias
33
FlexATRPeriod
14
EntryOffset
0
LabelSG
"Smart Gri...
UseSmartGrid
false
LabelRSITFr
"0:Chart 1...
RSI_TF
2
RSI_Period
12
RSI_Price
0
RSI_MA_Period
4
RSI_MA_Method
1
LabelHAMA
"HAMA Sett...
UseHAMA
false
HAMAPeriod
8
HAMAMethod
1
HAMAPips
3
LabelEMT
"
LabelIESI
"Indicator...
FirstTrade
"P"
BasketDelay
0
ForceMarketCond
3
UseAnyEntry
true
LabelMA
"MA Entry ...
MAEntry
1
MAPeriod
100
MADistance
0
LabelCCI
"CCI Entry...
CCIEntry
0
CCIPeriod
14
LabelBBS
"Bollinger...
BBandsEntry
0
BBPeriod
20
BBDistance
-3
BBDeviation
3
BBUseCandles
true
BBCandles
1
LabelSto
"Stochasti...
StochEntry
0
BuySellStochZone
40
KPeriod
60
DPeriod
20
Slowing
10
LabelPC
"Previous ...
PCEntry
0
LabelPCTFr
"0:Chart 1...
PCTF
7
PCMethod
0
PCDistance
10
LabelUTF
"Upper Tim...
UpperTimeFrame
false
LabelUTFTFr
"0:Chart 1...
UTF_RSI_TF
1
UTF_RSI_Period
50
UTF_RSI_Price
0
UTF_RSI_MA_Period
20
UTF_RSI_MA_Method
1
UTFDistance
0.5
UTFAlways
false
LabelDL3
"
LabelTSI
"Trading S...
MaxTrades
25
BreakEvenTrade
25
BEPlusLevel
8
BEPlusPips
2
ForceTPPips
0
MinTPPips
0
AllowHedgeTrades
true
UseCloseOldest
true
CloseTradesLevel
3
CloseTradesNum
2
CloseTradesMax
100
CloseTPPips
0
UseContraTrades
true
cLotMult
1.2
cStartLevel
2
cProfitAlloc
3
LabelES
"Exit Sett...
UseStopLoss
false
SLPips
30
TSLPips
10
TSLPipsMin
3
DailyTrades
0
DailyTarget
0
UseSession
false
SessionTrades
"35"
SessionTargets
"1020"
MaximizeProfit
true
ProfitSet
40
MoveTP
10
TotalMoves
20
LabelEE
"Early Exi...
UseEarlyExit
false
EEStartHours
3
EEFirstTrade
true
EEHoursPC
0.5
EEStartLevel
5
EELevelPC
10
EEAllowLoss
false
LabelDL4
"
LabelHSI
"Hedge Set...
UseHedge
false
HedgeSymbol
""
CorrPeriod
30
HedgeType
"d"
HedgeStart
20
hLotMult1
3
hLotMult2
5
hMaxLossPips
40
hTakeProfit
20
hReEntryPC
2
StopTrailAtBE
false
ReduceTrailStop
true
LabelSI
"General S...
BasketCloseDD
10
BasketCloseLevel
8
LabelGSSI
"Grid Scal...
UseGridScalp
false
gScalpPips
20
gScalpFromLevel
3
gScalpLastOnly
true
gProfitAlloc
1
LabelSSI
"SmartScal...
UseSmartScalp
false
sUseMM
true
sLAF
1
| +121.99% |
| 3.53% | |
| 182.97% | |
| Drawdown: | 34.26% |
| Balance: | $22,198.77 |
| Highest: | (Nov 04) $22,235.31 |
| Profit: | $12,198.80 |
| Deposits: | $10,000.00 |
| Test Started: | Oct 12, 2011 |
| Test Ended: | Nov 04, 2011 |
| Timeframe: | 1 Minute |
| Model Type: | Every Tick |
| Added: | Nov 15 2011 at 09:52 |
|
Comments:
evolution. |
| Model Quality: | 25.0 |
| Bars in test: | 26595 |
| Ticks Modelled: | 1528164 |
| Views: | 302 |
| Broker: | Alpari UK |
| Trades: | 3421 |
| Profitability: | |
| Pips: | -1031.4 |
| Average Win: | 5.63 pips / $34.08 |
| Average Loss: | -9.09 pips / -$41.68 |
| Lots: | 1,437.70 |
| Commissions: | 0 |
| Longs Won: | (1147/1899) 60% |
| Shorts Won: | (896/1522) 58% |
| Best Trade ($): | (Nov 03) 6644.00 |
| Worst Trade ($): | (Oct 14) -2676.80 |
| Best Trade (Pips): | (Nov 03) 49.8 |
| Worst Trade (Pips): | (Nov 01) -60.9 |
| Avg. Trade Length: | 12m |
| Profit Factor: | 1.21 |
| Standard Deviation: | $207.79 |
| Sharpe Ratio | 0.0200 |
| Z-Score (Probability): | -17.04 (99.99%) |
| Expectancy | -0.3 Pips / $3.57 |
| AHPR: | 0.04% |
| GHPR: | 0.02% |
| Longs | Shorts | Total | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Currency | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Won(%) | Lost(%) |
| EURUSD | 1899 | -314.5 | 7375.09 | 1522 | -716.9 | 4823.68 | 3421 | -1031.4 | 12198.77 | 2043 (60%) | 1378 (40%) |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | 0.02% | 0.28% | 1.22% | 3.5% | 7.92% | 15.43% | 27.12% | 44.21% | 68.02% |
| Consecutive Losing Trades | 532 | 479 | 426 | 373 | 319 | 266 | 213 | 160 | 106 | 53 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (3421)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.04.2011 21:43 | 11.04.2011 21:59 | EURUSD | Buy | 0.20 | 1.35264 | - | 1.37727 | 1.37897 | 17.0 | 34.00 | 16m | 0.15% |
| 11.04.2011 21:33 | 11.04.2011 21:59 | EURUSD | Buy | 0.10 | 1.35264 | - | 1.37839 | 1.37897 | 5.8 | 5.80 | 26m | 0.03% |
| 11.04.2011 21:43 | 11.04.2011 21:59 | EURUSD | Sell | 0.18 | - | - | 1.37700 | 1.37903 | -20.3 | -36.54 | 16m | -0.16% |
| 11.04.2011 20:56 | 11.04.2011 21:32 | EURUSD | Sell | 0.18 | - | - | 1.37671 | 1.37826 | -15.5 | -27.90 | 36m | -0.13% |
| 11.04.2011 20:46 | 11.04.2011 21:32 | EURUSD | Buy | 0.10 | 1.35214 | - | 1.37774 | 1.37820 | 4.6 | 4.60 | 46m | 0.02% |
| 11.04.2011 20:56 | 11.04.2011 21:32 | EURUSD | Buy | 0.20 | 1.35214 | - | 1.37684 | 1.37820 | 13.6 | 27.20 | 36m | 0.12% |
| 11.04.2011 20:33 | 11.04.2011 20:45 | EURUSD | Buy | 1.10 | 1.35257 | - | 1.37711 | 1.37764 | 5.3 | 58.30 | 12m | 0.26% |
| 11.04.2011 20:21 | 11.04.2011 20:33 | EURUSD | Buy | 0.80 | 1.35270 | - | 1.37722 | 1.37706 | -1.6 | -12.80 | 12m | -0.06% |
| 11.04.2011 20:07 | 11.04.2011 20:21 | EURUSD | Buy | 0.60 | 1.35281 | - | 1.37733 | 1.37717 | -1.6 | -9.60 | 14m | -0.04% |
| 11.04.2011 19:56 | 11.04.2011 20:07 | EURUSD | Buy | 0.40 | 1.35297 | - | 1.37744 | 1.37725 | -1.9 | -7.60 | 11m | -0.03% |
| 11.04.2011 19:44 | 11.04.2011 19:56 | EURUSD | Buy | 0.30 | 1.35382 | - | 1.37756 | 1.37734 | -2.2 | -6.60 | 12m | -0.03% |
| 11.04.2011 19:24 | 11.04.2011 19:44 | EURUSD | Buy | 0.10 | 1.35325 | - | 1.37858 | 1.37751 | -10.7 | -10.70 | 20m | -0.05% |
| 11.04.2011 19:34 | 11.04.2011 19:44 | EURUSD | Buy | 0.20 | 1.35325 | - | 1.37808 | 1.37751 | -5.7 | -11.40 | 10m | -0.05% |
| 11.04.2011 19:34 | 11.04.2011 19:44 | EURUSD | Sell | 0.18 | - | - | 1.37801 | 1.37759 | 4.2 | 7.56 | 10m | 0.03% |
| 11.04.2011 19:21 | 11.04.2011 19:23 | EURUSD | Buy | 0.10 | 1.35331 | - | 1.37831 | 1.37848 | 1.7 | 1.70 | 2m | 0.01% |
| 11.04.2011 19:17 | 11.04.2011 19:21 | EURUSD | Buy | 0.10 | 1.35307 | - | 1.37807 | 1.37825 | 1.8 | 1.80 | 4m | 0.01% |
| 11.04.2011 19:00 | 11.04.2011 19:17 | EURUSD | Sell | 1.50 | 1.40318 | - | 1.37988 | 1.37811 | 17.7 | 265.50 | 17m | 1.21% |
| 11.04.2011 18:48 | 11.04.2011 19:00 | EURUSD | Sell | 1.10 | 1.40261 | - | 1.37978 | 1.37993 | -1.5 | -16.50 | 12m | -0.08% |
| 11.04.2011 18:37 | 11.04.2011 18:48 | EURUSD | Sell | 0.80 | 1.40186 | - | 1.37868 | 1.37985 | -11.7 | -93.60 | 11m | -0.42% |
| 11.04.2011 18:27 | 11.04.2011 18:37 | EURUSD | Sell | 0.60 | 1.40133 | - | 1.37847 | 1.37875 | -2.8 | -16.80 | 10m | -0.08% |
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