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Strategy Settings

AnzeigeLong
true
Risiko
0.79
IncreaseRiskMax
1.17
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
+11.35M%

0.47%
15.09%
Drawdown: 90.41%

Balance: $1,135,392,262.14
Highest: (Aug 26) $1,347,988,973.12
Profit: $1,135,382,262.17
Deposits: $10,000.00

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

Model Type: n/a
Added: Feb 16 2014 at 13:56
Comments:
Simulated FX Wave Surfer with ideal risk-parameters for a DD of 90 %..
Model Quality: 90.0
Bars in test: 527032
Ticks Modelled: 80602908
Views: 41
Broker: Alpari UK
Trades: 15328
Profitability:
Pips: 49334.8
Average Win: 36.59 pips / $759339.60
Average Loss: -64.40 pips / -$1314456.08
Lots: 43,197,169.03
Commissions: 0
Longs Won: (3461/6558) 52%
Shorts Won: (6802/8770) 77%
Best Trade ($): (Aug 20) 69660762.90
Worst Trade ($): (Oct 03) -55787673.45
Best Trade (Pips): (Nov 21) 162.0
Worst Trade (Pips): (Jan 08) -173.0
Avg. Trade Length: 17h 57m
Profit Factor: 1.17
Standard Deviation: $3496809.17
Sharpe Ratio 0.0500
Z-Score (Probability): -48.10 (99.99%)
Expectancy 3.2 Pips / $74072.43
AHPR: 0.09%
GHPR: 0.08%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 6558 32275.8 328653878.70 8770 17059.0 806728383.44 15328 49334.8 1135382262.14 10263 (67%) 5065 (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% 0.09% 0.76% 4.72% 23.65%
Consecutive Losing Trades 864 777 691 604 518 432 345 259 173 86
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (15328)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.17.2013 15:50 10.22.2013 07:38 EURUSD Sell 12788.84 1.37511 1.36290 1.36450 1.36698 -24.8 -2325929.61 4d -0.20%
10.22.2013 04:40 10.22.2013 07:38 EURUSD Buy 73949.94 1.35863 1.37696 1.36736 1.36668 -6.8 -3679424.53 2h 58m -0.32%
10.21.2013 15:10 10.22.2013 07:38 EURUSD Buy 12541.70 1.36050 1.37541 1.36717 1.36668 -4.9 -455305.21 16h 28m -0.04%
10.17.2013 23:40 10.22.2013 07:38 EURUSD Buy 36612.59 1.36216 1.37454 1.36756 1.36668 -8.8 -2406897.60 4d -0.21%
10.18.2013 03:55 10.22.2013 07:38 EURUSD Buy 31856.33 1.36326 1.37465 1.36674 1.36668 -0.6 -168526.39 4d -0.01%
10.17.2013 17:20 10.22.2013 07:38 EURUSD Sell 26677.48 1.37455 1.36528 1.36730 1.36698 3.2 612495.39 4d 0.05%
10.22.2013 02:25 10.22.2013 07:38 EURUSD Buy 11111.41 1.36235 1.37363 1.36755 1.36668 -8.7 -707329.20 5h 13m -0.06%
10.17.2013 15:30 10.22.2013 07:38 EURUSD Sell 20682.04 1.37395 1.36396 1.36535 1.36698 -16.3 -2475453.11 4d -0.21%
10.22.2013 02:55 10.22.2013 07:38 EURUSD Buy 79877.60 1.35925 1.37758 1.36760 1.36668 -9.2 -5377073.78 4h 43m -0.47%
10.17.2013 17:20 10.22.2013 07:38 EURUSD Sell 12594.97 1.37570 1.36444 1.36730 1.36698 3.2 289171.28 4d 0.03%
10.18.2013 05:35 10.22.2013 07:38 EURUSD Sell 54518.68 1.37999 1.36267 1.36613 1.36698 -8.5 -3406374.33 4d -0.30%
10.17.2013 17:00 10.22.2013 07:38 EURUSD Sell 78559.15 1.37416 1.36465 1.36750 1.36698 5.2 2953043.09 4d 0.26%
10.17.2013 18:30 10.22.2013 04:40 EURUSD Sell 82166.60 1.37564 1.36373 1.36668 1.36736 -6.8 -4123191.33 4d -0.36%
10.17.2013 20:00 10.22.2013 02:55 EURUSD Sell 82442.24 1.37734 1.36056 1.36616 1.36760 -14.4 -8717767.74 4d -0.75%
10.18.2013 09:55 10.22.2013 02:25 EURUSD Sell 11111.41 1.37647 1.36306 1.36866 1.36755 11.1 898546.96 3d 0.08%
10.17.2013 15:30 10.21.2013 15:10 EURUSD Sell 12541.70 1.37455 1.36396 1.36535 1.36717 -18.2 -1673334.98 3d -0.14%
10.17.2013 20:35 10.18.2013 03:55 EURUSD Sell 35041.96 1.37551 1.36417 1.36670 1.36674 -0.4 -107812.62 7h 20m -0.01%
10.17.2013 18:00 10.17.2013 23:40 EURUSD Sell 36612.59 1.37551 1.36450 1.36628 1.36756 -12.8 -3426841.62 5h 40m -0.29%
10.16.2013 02:40 10.17.2013 15:06 EURUSD Buy 12594.97 1.35388 1.36598 1.35293 1.36598 130.5 12015702.87 1d 1.04%
10.17.2013 07:40 10.17.2013 10:35 EURUSD Buy 26677.48 1.34794 1.36154 1.35466 1.36154 68.8 13480401.78 2h 55m 1.18%

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