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Strategy Settings

AnzeigeLong
true
Risiko
0.36
IncreaseRiskMax
0.4
MoneyMangementIntel...
true
MoneyMangementEquit...
true
+3517.1%

0.08%
2.44%
Drawdown: 26.02%

Balance: $361,708.85
Highest: (Mar 19) $364,311.83
Profit: $351,710.26
Deposits: $10,000.00

Test Started: Jan 02, 2002
Test Ended: Mar 19, 2014
Timeframe: 5 Minutes

Model Type: Open Prices
Added: Mar 19, 2014 at 10:44
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Trades: 3,774
Profitability:
Pips: 121,653.9
Average Win: 171.31 pips / $427.10
Average Loss: -121.09 pips / -$274.94
Lots: 1,136.86
Commissions: 0
Longs Won: (685/1,064) 64%
Shorts Won: (1,294/2,710) 47%
Best Trade ($): (Oct 24) 4,229.31
Worst Trade ($): (Aug 09) -3,149.29
Best Trade (Pips): (Sep 06) 651.8
Worst Trade (Pips): (Jun 07) -567.2
Avg. Trade Length: 7d
Profit Factor: 1.71
Standard Deviation: $620.57
Sharpe Ratio 0.00
Z-Score (Probability): -15.63 (99.99%)
Expectancy 32.2 Pips / $93.19
AHPR: 0.10%
GHPR: 0.10%
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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% <0.01%
Consecutive Losing Trades 1316 1184 1053 921 789 658 526 395 263 132
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3774)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
02.28.2014 12:45 03.19.2014 12:39 USDCHF Buy 1.30 0.9 0.9 0.88167 0.87461 -70.6 -751.86 18d -0.21%
01.06.2014 16:20 03.19.2014 12:39 USDCHF Sell 1.25 0.9 0.9 0.90594 0.87483 311.1 3,148.32 71d 0.88%
01.10.2014 10:25 03.19.2014 12:39 USDCHF Sell 1.25 0.9 0.8 0.90675 0.87483 319.2 3,235.14 68d 0.90%
03.03.2014 01:10 03.19.2014 12:39 USDCHF Buy 1.30 0.9 0.9 0.8791 0.87461 -44.9 -477.61 16d -0.13%
02.21.2014 17:10 03.19.2014 12:39 USDCHF Buy 1.29 0.9 0.9 0.8876 0.87461 -129.9 -1,373.51 25d -0.38%
01.07.2014 17:35 03.13.2014 08:50 USDCHF Sell 1.25 0.9 0.9 0.90899 0.87217 368.2 3,737.38 64d 1.06%
03.03.2014 13:10 03.04.2014 18:50 USDCHF Buy 1.30 0.9 0.9 0.87995 0.88753 75.8 809.29 1d 0.23%
02.03.2014 02:50 03.03.2014 01:10 USDCHF Sell 1.27 0.9 0.9 0.90684 0.8791 277.4 2,874.82 27d 0.82%
01.09.2014 02:20 02.28.2014 12:45 USDCHF Sell 1.25 0.9 0.9 0.91141 0.88167 297.4 3,021.26 50d 0.87%
01.03.2014 22:00 02.28.2014 12:05 USDCHF Sell 1.25 0.9 0.9 0.90456 0.88404 205.2 2,071.38 55d 0.60%
02.03.2014 03:20 02.21.2014 17:10 USDCHF Sell 1.27 0.9 0.9 0.90738 0.8876 197.8 2,049.86 18d 0.60%
02.11.2014 10:15 02.12.2014 16:05 USDCHF Buy 1.27 0.9 0.9 0.89496 0.90277 78.1 814.58 1d 0.24%
02.03.2014 15:25 02.11.2014 10:15 USDCHF Sell 1.27 0.9 0.9 0.90538 0.89496 104.2 1,081.43 7d 0.32%
01.28.2014 05:30 02.03.2014 02:50 USDCHF Buy 1.27 0.9 0.9 0.89634 0.90684 105.0 1,095.63 5d 0.32%
01.20.2014 03:30 01.31.2014 16:50 USDCHF Sell 1.25 0.9 0.9 0.91223 0.90547 67.6 685.73 11d 0.20%
01.20.2014 02:35 01.31.2014 16:50 USDCHF Sell 1.25 0.9 0.9 0.91238 0.90547 69.1 701.13 11d 0.21%
01.21.2014 02:40 01.28.2014 05:30 USDCHF Sell 1.25 0.9 0.9 0.91137 0.89634 150.3 1,538.11 7d 0.46%
01.14.2014 03:50 01.21.2014 14:05 USDCHF Sell 1.25 0.9 0.9 0.90031 0.91549 -151.8 -1,562.11 7d -0.46%
01.14.2014 21:10 01.21.2014 13:20 USDCHF Sell 1.25 0.9 0.9 0.90264 0.91445 -118.1 -1,216.28 6d -0.36%
01.06.2014 16:15 01.17.2014 20:10 USDCHF Sell 1.25 0.9 0.9 0.90652 0.91199 -54.7 -569.34 11d -0.17%

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