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Strategy Settings

AnzeigeLong
true
Risiko
1.26
IncreaseRiskMax
1.78
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
+15.86M%

0.64%
21.14%
Drawdown: 96.00%

Balance: $1,585,904,637.56
Highest: (Dec 27) $1,792,143,321.27
Profit: $1,585,894,637.45
Deposits: $10,000.00

Test Started: Jan 02, 2009
Test Ended: Feb 18, 2014
Timeframe: 5 Minutes

Model Type: n/a
Added: Feb 18, 2014 at 11:08
Loading, please wait...
Trades: 11,599
Profitability:
Pips: 44,707.5
Average Win: 36.99 pips / $1,576,187.66
Average Loss: -63.15 pips / -$2,774,074.47
Lots: 68,159,986.49
Commissions: 0
Longs Won: (2,693/5,151) 52%
Shorts Won: (5,068/6,448) 78%
Best Trade ($): (Dec 27) 85,447,425.12
Worst Trade ($): (Nov 07) -92,791,686.39
Best Trade (Pips): (Feb 06) 149.2
Worst Trade (Pips): (Jan 08) -173.0
Avg. Trade Length: 17h 42m
Profit Factor: 1.15
Standard Deviation: $6,013,725.34
Sharpe Ratio 0.06
Z-Score (Probability): -43.57 (99.99%)
Expectancy 3.9 Pips / $136,726.84
AHPR: 0.14%
GHPR: 0.10%
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% 0.03% 0.22% 1.41% 6.97% 28.43%
Consecutive Losing Trades 572 515 457 400 343 286 229 172 114 57
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (11599)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
02.14.2014 02:10 02.18.2014 12:40 EURUSD Buy 20652.44 1.4 1.4 1.36789 1.37177 38.8 5,823,869.32 4d 0.37%
02.13.2014 22:55 02.18.2014 12:40 EURUSD Sell 53702.94 1.4 1.4 1.36797 1.37207 -41.0 -16,070,313.37 4d -1.02%
02.13.2014 20:10 02.18.2014 12:40 EURUSD Sell 29457.66 1.4 1.4 1.36681 1.37207 -52.6 -11,305,507.16 4d -0.71%
02.13.2014 20:10 02.18.2014 12:40 EURUSD Sell 71448.21 1.4 1.4 1.36681 1.37207 -52.6 -27,420,991.69 4d -1.69%
02.13.2014 23:20 02.18.2014 12:40 EURUSD Buy 63827.30 1.4 1.4 1.36819 1.37177 35.8 16,575,866.47 4d 1.06%
02.18.2014 02:55 02.18.2014 12:40 EURUSD Buy 50828.13 1.4 1.4 1.37046 1.37177 13.1 4,853,936.91 9h 45m 0.31%
02.13.2014 16:10 02.18.2014 12:40 EURUSD Buy 20947.41 1.4 1.4 1.36749 1.37177 42.8 6,508,939.63 4d 0.40%
02.13.2014 19:20 02.18.2014 12:40 EURUSD Sell 24212.03 1.4 1.4 1.36662 1.37207 -54.5 -9,627,576.09 4d -0.59%
02.17.2014 20:40 02.18.2014 12:40 EURUSD Sell 79828.45 1.4 1.4 1.37026 1.37207 -18.1 -10,542,102.62 16h 0m -0.66%
02.14.2014 07:25 02.18.2014 12:40 EURUSD Sell 21007.08 1.4 1.4 1.36831 1.37207 -37.6 -5,762,714.63 4d -0.36%
02.17.2014 09:15 02.18.2014 12:40 EURUSD Buy 72769.45 1.4 1.4 1.3703 1.37177 14.7 7,767,034.25 1d 0.49%
02.13.2014 22:20 02.18.2014 02:55 EURUSD Sell 73418.41 1.4 1.4 1.36762 1.37046 -28.4 -15,245,750.53 4d -0.93%
02.13.2014 21:05 02.17.2014 09:15 EURUSD Sell 72769.45 1.4 1.4 1.36716 1.3703 -31.4 -16,695,560.56 3d -1.01%
02.13.2014 20:10 02.14.2014 02:10 EURUSD Sell 28115.33 1.4 1.4 1.36681 1.36789 -10.8 -2,223,802.19 6h 0m -0.13%
02.13.2014 22:25 02.13.2014 23:20 EURUSD Sell 87875.97 1.4 1.4 1.36752 1.36819 -6.7 -4,303,269.28 55m -0.26%
02.13.2014 14:05 02.13.2014 22:55 EURUSD Buy 53702.94 1.4 1.4 1.36649 1.36797 14.8 5,810,094.61 8h 50m 0.35%
02.13.2014 17:05 02.13.2014 20:10 EURUSD Buy 20983.55 1.4 1.4 1.3681 1.36681 -12.9 -1,980,434.70 3h 5m -0.12%
02.13.2014 15:50 02.13.2014 16:10 EURUSD Sell 29599.85 1.4 1.4 1.36706 1.36749 -4.3 -930,751.63 20m -0.06%
02.13.2014 01:35 02.13.2014 11:23 EURUSD Buy 24212.03 1.4 1.4 1.35919 1.36629 71.0 12,581,820.47 9h 48m 0.76%
02.13.2014 01:35 02.13.2014 11:22 EURUSD Buy 20568.24 1.4 1.4 1.35919 1.36529 61.0 9,189,580.68 9h 47m 0.56%

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