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Strategy Settings

AnzeigeLong
true
Risiko
0.36
IncreaseRiskMax
0.4
MoneyMangementIntel...
true
MoneyMangementEquit...
true
+674.26%

0.08%
2.57%
Drawdown: 23.89%

Balance: $77,424.60
Highest: (Jan 23) $78,580.11
Profit: $67,425.70
Deposits: $10,000.00

Test Started: Aug 01, 2007
Test Ended: Mar 19, 2014
Timeframe: 5 Minutes

Model Type: Open Prices
Added: Mar 19, 2014 at 13:13
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Trades: 2,039
Profitability:
Pips: 57,225.7
Average Win: 151.71 pips / $185.18
Average Loss: -89.32 pips / -$111.34
Lots: 312.99
Commissions: 0
Longs Won: (308/647) 47%
Shorts Won: (685/1,392) 49%
Best Trade ($): (Dec 27) 1,188.22
Worst Trade ($): (Aug 07) -733.92
Best Trade (Pips): (Mar 09) 499.4
Worst Trade (Pips): (Jul 29) -363.3
Avg. Trade Length: 5d
Profit Factor: 1.58
Standard Deviation: $202.07
Sharpe Ratio 0.00
Z-Score (Probability): -6.93 (99.99%)
Expectancy 28.1 Pips / $33.07
AHPR: 0.10%
GHPR: 0.10%
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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 695 626 556 487 417 348 278 209 139 70
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2039)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.19.2014 12:55 03.19.2014 15:14 CADCHF Buy 0.28 0.8 0.8 0.78266 0.78218 -4.8 -11.05 2h 19m -0.01%
03.17.2014 16:00 03.19.2014 15:14 CADCHF Buy 0.28 0.8 0.8 0.78803 0.78218 -58.5 -134.01 1d -0.17%
03.10.2014 23:05 03.19.2014 15:14 CADCHF Buy 0.29 0.8 0.8 0.79071 0.78218 -85.3 -200.35 8d -0.26%
03.14.2014 06:30 03.19.2014 15:14 CADCHF Buy 0.28 0.8 0.8 0.78919 0.78218 -70.1 -160.39 5d -0.21%
03.07.2014 16:30 03.19.2014 12:15 CADCHF Buy 0.29 0.8 0.8 0.79503 0.78255 -124.8 -294.18 11d -0.38%
03.11.2014 04:00 03.17.2014 16:00 CADCHF Sell 0.28 0.8 0.7 0.78996 0.78803 19.3 40.56 6d 0.05%
03.14.2014 05:40 03.14.2014 16:05 CADCHF Buy 0.28 0.8 0.8 0.78934 0.78526 -40.8 -93.91 10h 25m -0.12%
03.07.2014 15:25 03.14.2014 06:30 CADCHF Sell 0.28 0.8 0.8 0.79794 0.78919 87.5 196.85 6d 0.25%
03.13.2014 02:55 03.14.2014 05:40 CADCHF Sell 0.28 0.8 0.8 0.78668 0.78934 -26.6 -61.85 1d -0.08%
02.20.2014 05:00 03.12.2014 14:30 CADCHF Buy 0.28 0.8 0.8 0.80072 0.78522 -155.0 -350.97 20d -0.45%
02.07.2014 16:45 03.10.2014 03:20 CADCHF Sell 0.31 0.8 0.8 0.81866 0.78972 289.4 716.68 30d 0.92%
02.13.2014 06:25 03.06.2014 09:50 CADCHF Sell 0.28 0.8 0.8 0.8157 0.80401 116.9 255.51 21d 0.33%
02.13.2014 10:45 03.06.2014 09:50 CADCHF Sell 0.28 0.8 0.8 0.81561 0.80213 134.8 296.70 20d 0.38%
02.21.2014 02:00 02.28.2014 12:25 CADCHF Buy 0.29 0.8 0.8 0.80124 0.79185 -93.9 -221.52 7d -0.29%
01.23.2014 11:05 02.20.2014 03:50 CADCHF Buy 0.28 0.8 0.8 0.81003 0.79998 -100.5 -222.32 27d -0.29%
02.14.2014 10:20 02.18.2014 15:45 CADCHF Buy 0.28 0.8 0.8 0.81328 0.80996 -33.2 -75.78 4d -0.10%
02.14.2014 02:45 02.14.2014 10:20 CADCHF Sell 0.28 0.8 0.8 0.81395 0.81328 6.7 15.42 7h 35m 0.02%
01.23.2014 10:50 02.07.2014 16:45 CADCHF Buy 0.31 0.8 0.9 0.81121 0.81866 74.5 195.19 15d 0.25%
01.31.2014 22:05 02.07.2014 16:20 CADCHF Sell 0.28 0.8 0.8 0.81427 0.82125 -69.8 -165.12 6d -0.21%
01.31.2014 22:55 02.07.2014 16:20 CADCHF Sell 0.31 0.8 0.8 0.81414 0.82114 -70.0 -183.32 6d -0.24%

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