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Strategy Settings

+84453.01%

0.33%
10.28%
Drawdown: 43.04%

Balance: $2,539,126.37
Highest: (Aug 31) $2,539,126.37
Profit: $2,536,126.32
Deposits: $3,000.00

Test Started: Jan 03, 2007
Test Ended: Aug 31, 2012
Timeframe: 15 Minutes

Model Type: n/a
Added: Jan 29, 2013 at 13:26
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Trades: 2,953
Profitability:
Pips: 22,447.3
Average Win: 43.91 pips / $5,777.59
Average Loss: -28.19 pips / -$3,990.47
Lots: 43,266.09
Commissions: 0
Longs Won: (695/1,459) 47%
Shorts Won: (771/1,494) 51%
Best Trade ($): (Jul 06) 82,946.82
Worst Trade ($): (Aug 02) -53,721.15
Best Trade (Pips): (Mar 19) 471.2
Worst Trade (Pips): (Oct 22) -134.8
Avg. Trade Length: 7h 33m
Profit Factor: 1.43
Standard Deviation: $9,782.44
Sharpe Ratio 0.14
Z-Score (Probability): -29.67 (99.99%)
Expectancy 7.6 Pips / $858.83
AHPR: 0.24%
GHPR: 0.23%
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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 636 573 509 445 382 318 254 191 127 64
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2953)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.31.2012 12:15 08.31.2012 15:15 EURUSD Buy 91.12 - - 1.25515 1.26108 59.3 54,034.16 3h 0m 2.31%
08.31.2012 12:30 08.31.2012 15:15 EURUSD Buy 91.12 - - 1.2559 1.26108 51.8 47,200.16 2h 45m 1.97%
08.31.2012 12:45 08.31.2012 15:15 EURUSD Buy 91.12 - - 1.25724 1.26108 38.4 34,990.08 2h 30m 1.43%
08.31.2012 13:45 08.31.2012 15:15 EURUSD Buy 91.12 - - 1.25872 1.26108 23.6 21,504.32 1h 30m 0.85%
08.31.2012 12:00 08.31.2012 15:15 EURUSD Buy 91.12 - - 1.25455 1.26108 65.3 59,501.36 3h 15m 2.61%
08.31.2012 13:00 08.31.2012 15:15 EURUSD Buy 91.12 - - 1.25626 1.26108 48.2 43,919.84 2h 15m 1.78%
08.30.2012 18:15 08.31.2012 11:30 EURUSD Sell 94.27 - - 1.24994 1.25231 -23.7 -22,313.71 17h 15m -0.96%
08.30.2012 18:30 08.31.2012 11:30 EURUSD Sell 94.27 - - 1.25054 1.25231 -17.7 -16,657.51 17h 0m -0.73%
08.30.2012 17:45 08.31.2012 11:30 EURUSD Sell 94.27 - - 1.25056 1.25231 -17.5 -16,468.97 17h 45m -0.70%
08.30.2012 18:00 08.31.2012 11:30 EURUSD Sell 94.27 - - 1.24983 1.25231 -24.8 -23,350.68 17h 30m -1.00%
08.29.2012 12:15 08.29.2012 12:45 EURUSD Buy 94.63 - - 1.25684 1.25589 -9.5 -8,989.85 30m -0.38%
08.28.2012 12:15 08.28.2012 20:00 EURUSD Buy 85.49 - - 1.25439 1.25708 26.9 22,996.81 7h 45m 0.99%
08.28.2012 11:30 08.28.2012 20:00 EURUSD Buy 85.49 - - 1.2513 1.25708 57.8 49,413.22 8h 30m 2.26%
08.28.2012 11:15 08.28.2012 20:00 EURUSD Buy 85.49 - - 1.25087 1.25708 62.1 53,089.29 8h 45m 2.48%
08.28.2012 12:00 08.28.2012 20:00 EURUSD Buy 85.49 - - 1.2532 1.25708 38.8 33,170.12 8h 0m 1.46%
08.28.2012 12:30 08.28.2012 20:00 EURUSD Buy 85.49 - - 1.25544 1.25708 16.4 14,020.36 7h 30m 0.60%
08.28.2012 12:45 08.28.2012 20:00 EURUSD Buy 85.49 - - 1.25511 1.25708 19.7 16,841.53 7h 15m 0.72%
08.28.2012 11:45 08.28.2012 20:00 EURUSD Buy 85.49 - - 1.25252 1.25708 45.6 38,983.44 8h 15m 1.74%
08.28.2012 04:45 08.28.2012 08:15 EURUSD Sell 86.45 - - 1.24717 1.24857 -14.0 -12,103.00 3h 30m -0.56%
08.28.2012 04:15 08.28.2012 08:15 EURUSD Sell 86.45 - - 1.2472 1.24857 -13.7 -11,843.65 4h 0m -0.55%

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