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Strategy Settings

AnzeigeLong
true
Risiko
0.55
IncreaseRiskMax
0.63
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
+348010.1%

0.33%
10.35%
Drawdown: 70.05%

Balance: $34,811,010.33
Highest: (Aug 26) $40,531,418.82
Profit: $34,801,010.41
Deposits: $10,000.00

Test Started: Jan 02, 2007
Test Ended: Oct 22, 2013
Timeframe: 5 Minutes

Model Type: n/a
Added: Feb 15, 2014 at 11:54
Loading, please wait...
Trades: 15,344
Profitability:
Pips: 49,224.3
Average Win: 36.59 pips / $21,528.45
Average Loss: -64.37 pips / -$36,727.32
Lots: 1,216,741.68
Commissions: 0
Longs Won: (3,463/6,564) 52%
Shorts Won: (6,808/8,780) 77%
Best Trade ($): (Aug 20) 1,267,435.31
Worst Trade ($): (Oct 02) -1,172,116.56
Best Trade (Pips): (Nov 21) 162.0
Worst Trade (Pips): (Jan 08) -173.0
Avg. Trade Length: 17h 58m
Profit Factor: 1.19
Standard Deviation: $83,165.43
Sharpe Ratio 0.06
Z-Score (Probability): -48.08 (99.99%)
Expectancy 3.2 Pips / $2,268.05
AHPR: 0.06%
GHPR: 0.05%
Loading, please wait...
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% 0.03% 0.62% 9.1%
Consecutive Losing Trades 948 853 758 664 569 474 379 284 190 95
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (15344)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.17.2013 23:40 10.22.2013 07:38 EURUSD Buy 502.20 1.4 1.4 1.36756 1.36668 -8.8 -33,014.44 4d -0.09%
10.22.2013 04:40 10.22.2013 07:38 EURUSD Buy 1836.41 1.4 1.4 1.36736 1.36668 -6.8 -91,371.70 2h 58m -0.26%
10.17.2013 17:20 10.22.2013 07:38 EURUSD Sell 592.70 1.4 1.4 1.3673 1.36698 3.2 13,607.96 4d 0.04%
10.22.2013 02:25 10.22.2013 07:38 EURUSD Buy 207.42 1.4 1.4 1.36755 1.36668 -8.7 -13,203.92 5h 13m -0.04%
10.21.2013 15:10 10.22.2013 07:38 EURUSD Buy 207.42 1.4 1.4 1.36717 1.36668 -4.9 -7,530.03 16h 28m -0.02%
10.17.2013 15:50 10.22.2013 07:38 EURUSD Sell 216.08 1.4 1.4 1.3645 1.36698 -24.8 -39,298.87 4d -0.11%
10.22.2013 02:55 10.22.2013 07:38 EURUSD Buy 1315.31 1.4 1.4 1.3676 1.36668 -9.2 -88,541.96 4h 43m -0.25%
10.17.2013 17:00 10.22.2013 07:38 EURUSD Sell 1285.60 1.4 1.4 1.3675 1.36698 5.2 48,325.78 4d 0.14%
10.18.2013 05:35 10.22.2013 07:38 EURUSD Sell 885.80 1.4 1.4 1.36613 1.36698 -8.5 -55,345.55 4d -0.16%
10.17.2013 15:30 10.22.2013 07:38 EURUSD Sell 427.59 1.4 1.4 1.36535 1.36698 -16.3 -51,178.66 4d -0.15%
10.22.2013 04:35 10.22.2013 07:38 EURUSD Buy 1764.27 1.4 1.4 1.36686 1.36668 -1.8 -23,236.50 3h 3m -0.07%
10.18.2013 03:55 10.22.2013 07:38 EURUSD Buy 804.09 1.4 1.4 1.36674 1.36668 -0.6 -4,253.80 4d -0.01%
10.17.2013 17:20 10.22.2013 07:38 EURUSD Sell 212.93 1.4 1.4 1.3673 1.36698 3.2 4,888.72 4d 0.01%
10.17.2013 18:30 10.22.2013 04:40 EURUSD Sell 2040.46 1.4 1.4 1.36668 1.36736 -6.8 -102,392.06 4d -0.29%
10.17.2013 15:30 10.22.2013 04:35 EURUSD Sell 1769.88 1.4 1.4 1.36535 1.36686 -15.1 -196,318.95 4d -0.55%
10.17.2013 20:00 10.22.2013 02:55 EURUSD Sell 1334.16 1.4 1.4 1.36616 1.3676 -14.4 -141,079.34 4d -0.40%
10.18.2013 09:55 10.22.2013 02:25 EURUSD Sell 207.58 1.4 1.4 1.36866 1.36755 11.1 16,786.39 3d 0.05%
10.21.2013 00:11 10.21.2013 16:12 EURUSD Sell 1659.34 1.4 1.4 1.36826 1.36576 25.0 303,741.53 16h 1m 0.86%
10.17.2013 15:30 10.21.2013 15:10 EURUSD Sell 212.10 1.4 1.4 1.36535 1.36717 -18.2 -28,298.74 3d -0.08%
10.17.2013 20:35 10.18.2013 03:55 EURUSD Sell 880.15 1.4 1.4 1.3667 1.36674 -0.4 -2,707.93 7h 20m -0.01%

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