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Strategy Settings

AnzeigeLong
true
IncreaseRiskMax
2
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
sub_12
true
sub_15
true
sub_16
true
+130.3M%

0.38%
12.14%
Drawdown: 97.00%

Balance: $13,030,007,921.68
Highest: (Jun 20) $14,427,868,660.81
Profit: $13,029,997,920.44
Deposits: $10,000.00

Test Started: Jan 02, 2004
Test Ended: Feb 04, 2014
Timeframe: 5 Minutes

Model Type: Open Prices
Added: Feb 04, 2014 at 15:02
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Trades: 18,356
Profitability:
Pips: 71,773.7
Average Win: 38.13 pips / $8,078,224.02
Average Loss: -60.93 pips / -$13,251,831.53
Lots: 499,721,050.12
Commissions: 0
Longs Won: (4,834/9,246) 52%
Shorts Won: (7,181/9,110) 78%
Best Trade ($): (Nov 21) 109,556,075.59
Worst Trade ($): (Apr 28) -119,839,090.60
Best Trade (Pips): (Nov 21) 162.8
Worst Trade (Pips): (Dec 18) -167.0
Avg. Trade Length: 19h 53m
Profit Factor: 1.16
Standard Deviation: $20,377,625.92
Sharpe Ratio 0.05
Z-Score (Probability): -58.54 (99.99%)
Expectancy 3.9 Pips / $709,849.53
AHPR: 0.10%
GHPR: 0.08%
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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% 0.96%
Consecutive Losing Trades 983 885 787 688 590 492 393 295 197 98
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (18356)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.31.2014 06:55 02.04.2014 16:29 EURUSD Buy 72459.33 1.3 1.4 1.35514 1.35087 -42.7 -22,961,824.91 4d -0.18%
01.31.2014 22:05 02.04.2014 16:29 EURUSD Buy 72602.30 1.3 1.4 1.34911 1.35087 17.6 9,401,011.04 3d 0.07%
01.31.2014 22:20 02.04.2014 16:29 EURUSD Buy 4.27 1.3 1.4 1.34862 1.35087 22.5 707.79 3d 0.00%
02.03.2014 09:35 02.04.2014 16:29 EURUSD Buy 98251.16 1.3 1.4 1.34958 1.35087 12.9 9,343,097.28 1d 0.07%
01.31.2014 15:45 02.04.2014 16:29 EURUSD Buy 56231.91 1.3 1.4 1.35133 1.35087 -4.6 -1,959,801.80 4d -0.02%
01.31.2014 12:15 02.04.2014 16:29 EURUSD Buy 72602.30 1.3 1.4 1.35333 1.35087 -24.6 -13,279,313.93 4d -0.10%
02.03.2014 15:10 02.04.2014 16:29 EURUSD Buy 72459.33 1.3 1.4 1.34972 1.35087 11.5 6,139,502.47 1d 0.05%
02.03.2014 14:10 02.04.2014 16:29 EURUSD Buy 93107.13 1.3 1.4 1.35061 1.35087 2.6 1,754,776.65 1d 0.01%
01.31.2014 17:05 02.04.2014 16:29 EURUSD Buy 93456.33 1.3 1.4 1.3494 1.35087 14.7 10,095,037.00 3d 0.08%
01.31.2014 06:00 02.04.2014 16:29 EURUSD Buy 98251.16 1.3 1.4 1.35533 1.35087 -44.6 -32,516,968.32 4d -0.25%
02.03.2014 14:00 02.04.2014 16:29 EURUSD Buy 87151.80 1.3 1.4 1.3508 1.35087 0.7 416,746.47 1d 0.00%
01.31.2014 15:45 02.04.2014 16:29 EURUSD Buy 93107.13 1.3 1.4 1.35133 1.35087 -4.6 -3,244,981.74 4d -0.02%
01.31.2014 05:05 01.31.2014 17:00 EURUSD Buy 87151.80 1.3 1.4 1.3552 1.34857 -66.3 -42,844,696.76 11h 55m -0.33%
01.31.2014 03:30 01.31.2014 16:55 EURUSD Buy 88709.46 1.3 1.4 1.3553 1.34932 -59.8 -39,311,312.16 13h 25m -0.30%
01.30.2014 18:10 01.31.2014 16:55 EURUSD Buy 4.27 1.3 1.4 1.35589 1.34916 -67.3 -2,131.27 22h 45m 0.00%
01.30.2014 10:10 01.31.2014 09:10 EURUSD Buy 93456.33 1.4 1.4 1.36111 1.35321 -79.0 -54,588,849.34 23h 0m -0.41%
01.30.2014 09:40 01.30.2014 17:55 EURUSD Buy 87151.80 1.4 1.4 1.3631 1.35608 -70.2 -45,111,090.82 8h 15m -0.34%
01.30.2014 07:20 01.30.2014 17:55 EURUSD Buy 72459.33 1.4 1.4 1.36502 1.35608 -89.4 -47,764,109.82 10h 35m -0.36%
01.30.2014 07:10 01.30.2014 15:40 EURUSD Buy 98251.16 1.4 1.4 1.36483 1.35673 -81.0 -58,618,092.60 8h 30m -0.44%
01.30.2014 09:40 01.30.2014 15:10 EURUSD Buy 93107.13 1.4 1.4 1.3631 1.35718 -59.2 -40,620,082.51 5h 30m -0.30%

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