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Strategy Settings

Risiko
0.11
IncreaseRiskMax
0.15
MoneyMangement_Inte...
1
MoneyMangement_Equi...
1
MinimumLotsize
0.1
sub_02
true
sub_03
true
sub_04
true
sub_05
true
sub_06
true
sub_07
true
sub_08
true
sub_09
true
sub_10
true
sub_11
true
+6637.27%

0.14%
4.22%
Drawdown: 17.57%

Balance: $673,732.67
Highest: (Feb 10) $674,952.71
Profit: $663,727.04
Deposits: $10,000.00

Test Started: Oct 03, 2005
Test Ended: Feb 12, 2014
Timeframe: 5 Minutes

Model Type: Open Prices
Added: Feb 12 2014 at 16:59
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 617645
Ticks Modelled: 1232093
Views: 72
Broker: Alpari UK
Trades: 17869
Profitability:
Pips: 85925.4
Average Win: 36.92 pips / $224.75
Average Loss: -63.21 pips / -$360.30
Lots: 14,299.93
Commissions: 0
Longs Won: (4174/7803) 53%
Shorts Won: (7965/10066) 79%
Best Trade ($): (Jan 23) 5735.01
Worst Trade ($): (Dec 11) -5940.93
Best Trade (Pips): (Nov 21) 163.4
Worst Trade (Pips): (Jan 08) -173.0
Avg. Trade Length: 19h 33m
Profit Factor: 1.32
Standard Deviation: $574.11
Sharpe Ratio 0.0000
Z-Score (Probability): -54.31 (99.99%)
Expectancy 4.8 Pips / $37.14
AHPR: 0.02%
GHPR: 0.02%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 7803 52565.4 368373.15 10066 33360.0 295359.52 17869 85925.4 663732.67 12139 (68%) 5730 (32%)
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 1869 1682 1495 1308 1121 935 748 561 374 187
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (17869)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
02.07.2014 18:10 02.12.2014 18:44 EURUSD Sell 0.90 1.36855 1.35593 1.36138 1.35965 17.3 113.39 5d 0.02%
02.06.2014 23:20 02.12.2014 18:44 EURUSD Sell 5.69 1.36878 1.35343 1.35903 1.35965 -6.2 -268.91 5d -0.04%
02.12.2014 07:40 02.12.2014 14:00 EURUSD Sell 0.90 1.37243 1.35849 1.36307 1.35849 45.8 303.60 6h 20m 0.05%
02.10.2014 21:55 02.12.2014 13:40 EURUSD Sell 3.79 1.37653 1.36052 1.36393 1.36052 34.1 947.39 1d 0.14%
02.11.2014 16:45 02.12.2014 13:35 EURUSD Sell 0.90 1.37232 1.36214 1.36374 1.36214 16.0 105.38 20h 50m 0.02%
02.10.2014 23:10 02.12.2014 02:25 EURUSD Sell 3.72 1.37136 1.36286 1.36439 1.36286 15.3 414.51 1d 0.06%
02.11.2014 17:50 02.11.2014 20:15 EURUSD Sell 3.96 1.37636 1.36435 1.36679 1.36435 24.4 708.26 2h 25m 0.11%
02.11.2014 09:25 02.11.2014 16:15 EURUSD Sell 5.42 1.37456 1.36405 1.36598 1.36405 19.3 767.18 6h 50m 0.11%
02.11.2014 14:30 02.11.2014 16:15 EURUSD Sell 0.91 1.37656 1.36387 1.36673 1.36387 28.6 190.87 1h 45m 0.03%
02.11.2014 15:00 02.11.2014 16:15 EURUSD Sell 6.43 1.37682 1.36455 1.36752 1.36455 29.7 1400.58 1h 15m 0.21%
02.11.2014 15:30 02.11.2014 16:00 EURUSD Sell 2.73 1.37646 1.36510 1.36743 1.36510 23.3 465.97 30m 0.07%
02.11.2014 09:25 02.11.2014 16:00 EURUSD Sell 0.92 1.37497 1.36512 1.36598 1.36512 8.6 57.96 6h 35m 0.01%
02.11.2014 15:00 02.11.2014 15:40 EURUSD Sell 1.34 1.37574 1.36549 1.36752 1.36549 20.3 199.06 40m 0.03%
02.10.2014 06:05 02.11.2014 10:30 EURUSD Sell 8.05 1.36819 1.35986 1.36236 1.36819 -58.3 -3433.30 1d -0.51%
02.04.2014 02:55 02.10.2014 10:40 EURUSD Buy 3.74 1.34775 1.36473 1.35245 1.36473 122.8 3360.77 6d 0.50%
02.07.2014 13:20 02.10.2014 10:40 EURUSD Sell 5.42 1.36511 1.35485 1.35708 1.36511 -80.3 -3191.98 2d -0.47%
02.06.2014 23:10 02.07.2014 10:35 EURUSD Sell 1.34 1.36723 1.35717 1.35891 1.35717 17.4 171.37 11h 25m 0.03%
02.07.2014 00:30 02.07.2014 10:35 EURUSD Sell 0.95 1.36815 1.35624 1.35894 1.35624 27.0 189.14 10h 5m 0.03%
02.07.2014 04:05 02.07.2014 10:35 EURUSD Sell 8.45 1.36810 1.35621 1.35916 1.35621 29.5 1838.16 6h 30m 0.27%
02.06.2014 20:40 02.07.2014 10:35 EURUSD Sell 0.90 1.36781 1.35745 1.35905 1.35745 16.0 105.82 13h 55m 0.02%

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