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Strategy Settings
LotSize 0.1 Magic 740714 FIFO false
ClosePreviousSessionOrders 2 InternalControl true ManualTradeControl false
MaxTradesPerSideAllowed 99 BotComment "Forex Inv... FastVolatilityBase 5
SlowVolatilityBase 60 VolatilityFactor 3 SupportFastVolatilityBase 5
SupporVolatilityFactor 2 ProfitTarget 0.2 StopLoss 0.2
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Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +70310.67%
  • Daily: 0.13%
  • Monthly: 3.91%
  • Drawdown: 41.46%
  • Balance: $7041.1K
  • Highest: (Jan 05) $7254.9K
  • Profit: $7031066.94
  • Deposits: $10000.00
  • Test Started:Jan 06, 1999
  • Test Ended:Jan 25, 2013
  • Timeframe:15 Minutes
  • Model Type:Every Tick
  • Added:Jan 30 2013 at 20:00
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 2179
Profitability:
Pips: 19686.4
Average Win: 40.81 pips / $12917.60
Average Loss: -28.49 pips / -$8219.93
Lots: 55,004.76
Commissions: 0
Longs Won: (637/1182) 53%
Shorts Won: (543/997) 54%
Best Trade($): (Sep 22) 332336.74
Worst Trade($): (Nov 30) -196900.50
Best Trade (Pips): (Mar 19) 449.0
Worst Trade (Pips): (Feb 28) -136.0
Avg. Trade Length: 11h 18m
Profit Factor: 1.86
Standard Deviation: $31304.18
Sharpe Ratio: 0.1800
Z-Score (Probability): -25.31 (99.99%)
Expectancy: 9.0 Pips / $3226.74
AHPR: 0.31%
GHPR: 0.30%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
EURUSD 1182 7445.0 2011161.23 997 12241.4 5019905.45 2179 19686.4 7031066.68 1180 (54%) 999 (46%)
Trading Activity (2179)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.25.2013 09:15 01.25.2013 11:15 EURUSD Buy 279.20 - - 1.34131 1.34357 22.6 60996.82 2h 0m 0.87%
01.23.2013 17:45 01.24.2013 10:30 EURUSD Sell 286.17 - - 1.32702 1.33304 -60.2 -174286.11 16h 45m -2.44%
10.05.2012 16:30 10.05.2012 18:15 EURUSD Buy 286.81 - - 1.30453 1.30509 5.6 13901.68 1h 45m 0.19%
10.05.2012 17:15 10.05.2012 18:15 EURUSD Buy 286.81 - - 1.30610 1.30509 -10.1 -31127.49 1h 0m -0.43%
10.05.2012 16:45 10.05.2012 18:15 EURUSD Buy 286.81 - - 1.30497 1.30509 1.2 1282.04 1h 30m 0.02%
01.12.2012 16:00 01.13.2012 07:00 EURUSD Buy 284.67 - - 1.28196 1.28396 20.0 53466.71 15h 0m 0.75%
01.11.2012 12:30 01.11.2012 14:00 EURUSD Sell 286.99 - - 1.26997 1.27191 -19.4 -57837.09 1h 30m -0.81%
01.06.2012 15:00 01.06.2012 15:15 EURUSD Sell 290.20 - - 1.27316 1.27585 -26.9 -80249.01 15m -1.11%
01.05.2012 10:15 01.05.2012 11:15 EURUSD Sell 287.53 - - 1.28701 1.28462 23.9 66554.57 1h 0m 0.93%
12.28.2011 15:45 12.29.2011 01:15 EURUSD Sell 242.90 - - 1.29911 1.29040 87.1 209858.31 9h 30m 3.31%
12.28.2011 16:00 12.29.2011 01:15 EURUSD Sell 242.90 - - 1.29841 1.29040 80.1 192855.31 9h 15m 2.95%
12.28.2011 16:45 12.29.2011 01:15 EURUSD Sell 242.90 - - 1.29507 1.29040 46.7 111726.71 8h 30m 1.58%
12.28.2011 16:30 12.29.2011 01:15 EURUSD Sell 242.90 - - 1.29571 1.29040 53.1 127272.31 8h 45m 1.83%
12.28.2011 15:30 12.29.2011 01:15 EURUSD Sell 242.90 - - 1.30132 1.29040 109.2 263539.21 9h 45m 4.34%
12.28.2011 16:15 12.29.2011 01:15 EURUSD Sell 242.90 - - 1.29914 1.29040 87.4 210587.01 9h 0m 3.13%
12.21.2011 12:45 12.21.2011 14:15 EURUSD Sell 231.52 - - 1.30868 1.30534 33.4 75584.33 1h 30m 1.26%
12.21.2011 12:00 12.21.2011 14:15 EURUSD Sell 231.52 - - 1.31037 1.30534 50.3 114711.21 2h 15m 1.98%
12.21.2011 12:15 12.21.2011 14:15 EURUSD Sell 231.52 - - 1.30949 1.30534 41.5 94337.45 2h 0m 1.60%
12.20.2011 12:00 12.20.2011 13:30 EURUSD Buy 235.39 - - 1.30829 1.30603 -22.6 -54970.63 1h 30m -0.94%
12.20.2011 11:00 12.20.2011 13:30 EURUSD Buy 235.39 - - 1.30773 1.30603 -17.0 -41788.79 2h 30m -0.71%

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EURUSD 1.10583 GBPUSD 1.29573
USDJPY 108.748 USDCAD 1.32326

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HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors. Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance. You could lose some or all of your initial investment; do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions. Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice. Past performance is not indicative of future results.