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Strategy Settings

LotSize
0.1
Magic
740714
FIFO
false
ClosePreviousSessio...
2
InternalControl
false
ManualTradeControl
true
MaxTradesPerSideAll...
5
BotComment
"Forex Inv...
FastVolatilityBase
4
SlowVolatilityBase
62
VolatilityFactor
2.5
SupportFastVolatili...
5
SupporVolatilityFac...
2
ProfitTarget
0.26
StopLoss
0.24
+224.45%

0.33%
10.31%
Drawdown: 14.86%

Balance: $3,244.45
Highest: (Nov 08) $3,293.45
Profit: $2,244.50
Deposits: $1,000.00

Test Started: Jan 03, 2012
Test Ended: Dec 28, 2012
Timeframe: 15 Minutes

Model Type: n/a
Added: Mar 17, 2013 at 15:03
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Trades: 423
Profitability:
Pips: 2,871.3
Average Win: 31.71 pips / $24.77
Average Loss: -27.19 pips / -$21.22
Lots: 42.30
Commissions: 0
Longs Won: (112/202) 55%
Shorts Won: (132/221) 59%
Best Trade ($): (Jul 06) 131.80
Worst Trade ($): (Jul 02) -64.18
Best Trade (Pips): (Jul 06) 163.3
Worst Trade (Pips): (Jul 02) -80.6
Avg. Trade Length: 8h 20m
Profit Factor: 1.59
Standard Deviation: $27.69
Sharpe Ratio 0.21
Z-Score (Probability): -6.88 (99.99%)
Expectancy 6.8 Pips / $5.31
AHPR: 0.29%
GHPR: 0.28%
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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 153 138 122 107 92 76 61 46 31 15
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (423)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.28.2012 11:00 12.28.2012 15:45 EURUSD Sell 0.10 - - 1.32103 1.32175 -7.2 -5.45 4h 45m -0.17%
12.28.2012 11:30 12.28.2012 12:30 EURUSD Sell 0.10 - - 1.31825 1.31697 12.8 9.72 1h 0m 0.30%
12.28.2012 11:45 12.28.2012 12:30 EURUSD Sell 0.10 - - 1.31915 1.31697 21.8 16.55 45m 0.51%
12.27.2012 17:30 12.27.2012 22:15 EURUSD Sell 0.10 - - 1.32338 1.32435 -9.7 -7.32 4h 45m -0.23%
12.27.2012 17:45 12.27.2012 19:30 EURUSD Sell 0.10 - - 1.32339 1.32073 26.6 20.14 1h 45m 0.63%
12.27.2012 18:00 12.27.2012 19:30 EURUSD Sell 0.10 - - 1.32198 1.32073 12.5 9.46 1h 30m 0.29%
12.27.2012 18:15 12.27.2012 19:15 EURUSD Sell 0.10 - - 1.32262 1.32191 7.1 5.37 1h 0m 0.17%
12.26.2012 17:00 12.26.2012 18:00 EURUSD Buy 0.10 - - 1.32511 1.32218 -29.3 -22.16 1h 0m -0.69%
12.19.2012 11:30 12.19.2012 15:15 EURUSD Buy 0.10 - - 1.32646 1.3301 36.4 27.37 3h 45m 0.86%
12.19.2012 11:45 12.19.2012 14:30 EURUSD Buy 0.10 - - 1.32684 1.32887 20.3 15.28 2h 45m 0.48%
12.19.2012 12:00 12.19.2012 12:45 EURUSD Buy 0.10 - - 1.32713 1.32814 10.1 7.60 45m 0.24%
12.18.2012 18:00 12.19.2012 05:00 EURUSD Buy 0.10 - - 1.32141 1.32492 35.1 26.28 11h 0m 0.84%
12.18.2012 18:15 12.18.2012 20:15 EURUSD Buy 0.10 - - 1.32218 1.32371 15.3 11.56 2h 0m 0.37%
12.14.2012 11:00 12.14.2012 13:15 EURUSD Sell 0.10 - - 1.30771 1.30963 -19.2 -14.66 2h 15m -0.47%
12.12.2012 19:45 12.13.2012 11:45 EURUSD Buy 0.10 - - 1.30781 1.30555 -22.6 -17.94 16h 0m -0.57%
12.12.2012 20:15 12.12.2012 22:30 EURUSD Buy 0.10 - - 1.30895 1.30612 -28.3 -21.67 2h 15m -0.68%
12.12.2012 20:00 12.12.2012 22:30 EURUSD Buy 0.10 - - 1.30895 1.30612 -28.3 -21.67 2h 30m -0.68%
12.11.2012 14:00 12.11.2012 20:45 EURUSD Buy 0.10 - - 1.29939 1.30127 18.8 14.45 6h 45m 0.45%
12.07.2012 18:15 12.07.2012 22:15 EURUSD Buy 0.10 - - 1.29496 1.29226 -27.0 -20.89 4h 0m -0.65%
12.06.2012 16:00 12.07.2012 13:45 EURUSD Sell 0.10 - - 1.30334 1.29224 111.0 85.93 21h 45m 2.75%

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