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Strategy Settings

Risiko
0.1
IncreaseRiskMax
0.12
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
+1358.88%

0.09%
2.84%
Drawdown: 20.04%

Balance: $145,890.78
Highest: (Jun 20) $147,922.13
Profit: $135,887.88
Deposits: $10,000.00

Test Started: Oct 03, 2005
Test Ended: Aug 15, 2013
Timeframe: 5 Minutes

Model Type: n/a
Added: Feb 13 2014 at 15:39
Comments:
Simulated FX Wave Surfer with ideal risk-parameters for a DD of 20 %..
Model Quality: 90.0
Bars in test: 617833
Ticks Modelled: 82585666
Views: 144
Broker: Alpari UK
Trades: 17206
Profitability:
Pips: 59198.3
Average Win: 36.65 pips / $67.92
Average Loss: -64.11 pips / -$114.18
Lots: 4,251.32
Commissions: 0
Longs Won: (3969/7469) 53%
Shorts Won: (7566/9737) 77%
Best Trade ($): (Mar 15) 1099.22
Worst Trade ($): (Jan 11) -1104.26
Best Trade (Pips): (Nov 21) 162.0
Worst Trade (Pips): (Jan 08) -173.0
Avg. Trade Length: 18h 48m
Profit Factor: 1.21
Standard Deviation: $140.30
Sharpe Ratio 0.0000
Z-Score (Probability): -51.33 (99.99%)
Expectancy 3.4 Pips / $7.90
AHPR: 0.02%
GHPR: 0.02%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 7469 39960.2 80773.75 9737 19238.1 55117.03 17206 59198.3 135890.78 11535 (67%) 5671 (33%)
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 1277 1149 1022 894 766 639 511 383 255 128
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (17206)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.15.2013 10:35 08.15.2013 21:00 EURUSD Buy 1.41 1.32040 1.33865 1.32868 1.33395 52.7 557.04 10h 25m 0.38%
08.15.2013 10:25 08.15.2013 21:00 EURUSD Buy 1.35 1.32000 1.33849 1.32834 1.33395 56.1 567.75 10h 35m 0.39%
08.13.2013 14:10 08.15.2013 17:07 EURUSD Buy 0.17 1.32080 1.33910 1.33004 1.32080 -92.4 -119.21 2d -0.08%
08.13.2013 11:30 08.15.2013 17:03 EURUSD Buy 0.16 1.32142 1.34180 1.32871 1.32142 -72.9 -88.54 2d -0.06%
08.13.2013 10:45 08.15.2013 17:03 EURUSD Buy 1.04 1.32150 1.34040 1.33022 1.32150 -87.2 -687.98 2d -0.47%
08.14.2013 21:00 08.15.2013 16:51 EURUSD Buy 0.17 1.32190 1.33341 1.32537 1.32190 -34.7 -44.84 19h 51m -0.03%
08.14.2013 11:55 08.15.2013 15:55 EURUSD Buy 0.43 1.32237 1.33354 1.32648 1.32237 -41.1 -134.19 1d -0.09%
08.14.2013 04:35 08.15.2013 15:37 EURUSD Buy 0.36 1.32257 1.33301 1.32578 1.32257 -32.1 -87.83 1d -0.06%
08.13.2013 16:00 08.15.2013 15:37 EURUSD Buy 1.04 1.32326 1.33585 1.32592 1.32326 -26.6 -210.79 1d -0.14%
08.13.2013 08:30 08.15.2013 15:37 EURUSD Buy 0.18 1.32284 1.33872 1.33034 1.32284 -75.0 -102.35 2d -0.07%
08.14.2013 13:00 08.15.2013 15:37 EURUSD Buy 0.70 1.32347 1.33241 1.32440 1.32347 -9.3 -50.06 1d -0.03%
08.14.2013 21:00 08.15.2013 15:36 EURUSD Buy 0.16 1.32407 1.33141 1.32537 1.32407 -13.0 -15.91 18h 36m -0.01%
08.14.2013 04:00 08.14.2013 09:00 EURUSD Buy 0.26 1.32053 1.32757 1.32635 1.32757 12.2 23.89 5h 0m 0.02%
08.12.2013 10:55 08.13.2013 17:04 EURUSD Buy 0.36 1.32410 1.33873 1.33088 1.32410 -67.8 -184.49 1d -0.13%
08.12.2013 20:50 08.13.2013 17:04 EURUSD Buy 0.43 1.32428 1.33773 1.33087 1.32428 -65.9 -214.16 20h 14m -0.15%
08.13.2013 08:30 08.13.2013 16:34 EURUSD Buy 0.16 1.32485 1.33674 1.33034 1.32485 -54.9 -66.30 8h 4m -0.05%
08.07.2013 00:00 08.13.2013 10:45 EURUSD Sell 0.96 1.34058 1.32475 1.33035 1.33022 1.3 6.99 6d 0.00%
08.12.2013 12:40 08.13.2013 09:26 EURUSD Buy 0.26 1.32444 1.33140 1.32980 1.33140 16.0 31.14 20h 46m 0.02%
08.12.2013 00:15 08.12.2013 15:01 EURUSD Buy 0.16 1.32858 1.33995 1.33382 1.32858 -52.4 -63.11 14h 46m -0.04%
08.09.2013 02:50 08.12.2013 11:05 EURUSD Buy 1.40 1.33016 1.34798 1.33813 1.33016 -79.7 -839.44 3d -0.57%

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