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Strategy Settings

Risk_Setting
10
SlipPage
3
Aggressive_Trading
true
Multiply
0.3
+2198.43%

0.26%
8.18%
Drawdown: 24.36%

Balance: $574,606.75
Highest: (Dec 11) $574,606.75
Profit: $549,606.73
Deposits: $25,000.00

Test Started: Sep 01, 2004
Test Ended: Dec 11, 2007
Timeframe: 4 Hours

Model Type: Every Tick
Added: Nov 23, 2011 at 14:26
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Trades: 341
Profitability:
Pips: 5,996.0
Average Win: 68.93 pips / $4,787.25
Average Loss: -90.24 pips / -$5,056.81
Lots: 2,238.22
Commissions: 0
Longs Won: (145/202) 71%
Shorts Won: (86/139) 61%
Best Trade ($): (Sep 07) 28,497.15
Worst Trade ($): (Oct 09) -27,420.91
Best Trade (Pips): (Dec 16) 130.0
Worst Trade (Pips): (Mar 22) -269.0
Avg. Trade Length: 3d
Profit Factor: 1.99
Standard Deviation: $6,984.12
Sharpe Ratio 0.23
Z-Score (Probability): -7.76 (99.99%)
Expectancy 17.6 Pips / $1,611.75
AHPR: 1.02%
GHPR: 0.92%
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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% 0.02% 1.88%
Consecutive Losing Trades 114 102 91 80 68 57 45 34 23 11
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (341)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.11.2007 07:12 12.11.2007 23:58 EURUSD Sell 22.35 1.5 1.5 1.4736 1.4666 70.0 15,645.00 16h 46m 2.80%
12.06.2007 07:46 12.10.2007 11:26 EURUSD Buy 19.21 1.4 1.5 1.4574 1.4683 109.0 20,804.43 4d 3.87%
12.04.2007 12:01 12.05.2007 13:24 EURUSD Sell 20.69 1.5 1.5 1.4739 1.4674 65.0 13,506.43 1d 2.57%
12.04.2007 11:10 12.05.2007 13:24 EURUSD Sell 20.69 1.5 1.5 1.4709 1.4674 35.0 7,299.43 1d 1.41%
11.28.2007 07:45 11.28.2007 19:33 EURUSD Buy 19.88 1.5 1.5 1.4777 1.4843 66.0 13,120.80 11h 48m 2.60%
11.28.2007 07:17 11.28.2007 19:33 EURUSD Buy 19.88 1.5 1.5 1.4807 1.4843 36.0 7,156.80 12h 16m 1.44%
11.23.2007 10:26 11.26.2007 07:41 EURUSD Buy 19.21 1.5 1.5 1.4791 1.4857 66.0 12,611.37 2d 2.60%
11.23.2007 09:08 11.26.2007 07:41 EURUSD Buy 19.21 1.5 1.5 1.4821 1.4857 36.0 6,848.37 2d 1.43%
11.20.2007 07:25 11.20.2007 09:28 EURUSD Sell 19.21 1.5 1.5 1.4705 1.4777 -72.0 -13,831.20 2h 3m -2.77%
11.20.2007 07:41 11.20.2007 09:28 EURUSD Sell 19.21 1.5 1.5 1.4735 1.4777 -42.0 -8,068.20 1h 47m -1.66%
11.16.2007 08:14 11.20.2007 07:23 EURUSD Buy 19.21 1.4 1.5 1.4604 1.4704 100.0 19,075.53 3d 3.97%
11.12.2007 09:00 11.14.2007 10:48 EURUSD Buy 17.78 1.4 1.5 1.4601 1.4702 101.0 17,833.34 2d 3.85%
11.12.2007 01:18 11.12.2007 01:18 EURUSD Buy 17.78 1.4 1.5 1.4631 1.4632 1.0 177.80 0s 0.04%
11.01.2007 11:05 11.02.2007 12:41 EURUSD Buy 17.78 1.4 1.5 1.4417 1.4517 100.0 17,717.77 1d 3.98%
10.22.2007 10:55 10.25.2007 10:53 EURUSD Buy 17.78 1.4 1.4 1.4213 1.4309 96.0 16,757.65 2d 3.92%
10.22.2007 10:34 10.25.2007 10:53 EURUSD Buy 17.78 1.4 1.4 1.4243 1.4309 66.0 11,423.65 3d 2.74%
10.11.2007 08:31 10.18.2007 06:55 EURUSD Sell 17.78 1.4 1.4 1.4202 1.4253 -51.0 -8,719.31 6d -2.05%
10.11.2007 06:07 10.18.2007 06:55 EURUSD Sell 17.78 1.4 1.4 1.4172 1.4253 -81.0 -14,053.31 7d -3.20%
10.05.2007 12:52 10.10.2007 14:07 EURUSD Buy 17.09 1.4 1.4 1.4035 1.4165 130.0 22,037.56 5d 5.28%
10.02.2007 09:45 10.09.2007 02:31 EURUSD Buy 17.09 1.4 1.4 1.4179 1.4021 -158.0 -27,420.91 6d -6.17%

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