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Strategy Settings

AnzeigeLong
true
Risiko
0.36
IncreaseRiskMax
0.4
MoneyMangementIntel...
true
MoneyMangementEquit...
true
+2413.33%

0.1%
2.92%
Drawdown: 14.41%

Balance: $251,330.03
Highest: (Mar 14) $256,315.72
Profit: $241,332.60
Deposits: $10,000.00

Test Started: Jan 03, 2005
Test Ended: Mar 19, 2014
Timeframe: 5 Minutes

Model Type: Open Prices
Added: Mar 19, 2014 at 11:05
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Trades: 11,119
Profitability:
Pips: 1,287,830.3
Average Win: 967.21 pips / $187.80
Average Loss: -905.87 pips / -$177.62
Lots: 2,937.57
Commissions: 0
Longs Won: (3,299/6,300) 52%
Shorts Won: (2,766/4,819) 57%
Best Trade ($): (Mar 04) 1,301.12
Worst Trade ($): (Apr 15) -1,280.10
Best Trade (Pips): (Sep 29) 2,347.1
Worst Trade (Pips): (Apr 15) -3,021.8
Avg. Trade Length: 1d
Profit Factor: 1.27
Standard Deviation: $279.10
Sharpe Ratio 0.00
Z-Score (Probability): -27.29 (99.99%)
Expectancy 115.8 Pips / $21.70
AHPR: 0.03%
GHPR: 0.03%
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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 1414 1273 1132 990 849 707 566 424 283 141
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (11119)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.18.2014 08:20 03.19.2014 12:59 XAUUSD Buy 1.02 1,342.4 1,374.5 1,360.904 1,346.512 -1,439.2 -1,059.28 1d -0.42%
03.19.2014 09:50 03.19.2014 12:59 XAUUSD Buy 0.92 1,340.1 1,367.0 1,352.87 1,346.512 -635.8 -420.00 3h 9m -0.17%
03.19.2014 03:30 03.19.2014 12:59 XAUUSD Sell 0.95 1,364.7 1,343.1 1,358.47 1,346.912 1,155.8 788.30 9h 29m 0.31%
03.19.2014 09:50 03.19.2014 12:59 XAUUSD Buy 1.01 1,339.4 1,368.8 1,352.87 1,346.512 -635.8 -461.08 3h 9m -0.18%
03.18.2014 21:50 03.19.2014 12:59 XAUUSD Buy 0.92 1,343.4 1,370.0 1,356.34 1,346.512 -982.8 -653.94 15h 9m -0.26%
03.18.2014 02:50 03.19.2014 10:55 XAUUSD Sell 0.92 1,366.9 1,349.2 1,367.222 1,349.239 1,798.3 1,188.10 1d 0.47%
03.18.2014 10:15 03.19.2014 10:55 XAUUSD Buy 0.92 1,346.9 1,374.2 1,360.106 1,346.9 -1,320.6 -877.09 1d -0.35%
03.18.2014 20:55 03.19.2014 03:30 XAUUSD Buy 1.01 1,345.6 1,372.3 1,358.815 1,358.47 -34.5 -30.20 6h 35m -0.01%
03.18.2014 10:10 03.18.2014 14:50 XAUUSD Buy 0.92 1,350.9 1,375.9 1,359.116 1,350.885 -823.1 -543.73 4h 40m -0.21%
03.17.2014 20:50 03.18.2014 14:30 XAUUSD Buy 0.92 1,352.6 1,380.8 1,367.398 1,352.61 -1,478.8 -981.59 17h 40m -0.39%
03.17.2014 20:45 03.18.2014 14:20 XAUUSD Buy 0.92 1,356.6 1,385.4 1,367.072 1,356.61 -1,046.2 -695.82 17h 35m -0.27%
03.18.2014 08:50 03.18.2014 10:15 XAUUSD Sell 0.92 1,365.5 1,348.6 1,361.19 1,360.106 108.4 71.60 1h 25m 0.03%
03.14.2014 22:05 03.17.2014 20:30 XAUUSD Sell 0.92 1,392.2 1,365.8 1,380.536 1,365.828 1,470.8 971.79 2d 0.38%
03.17.2014 03:20 03.17.2014 18:20 XAUUSD Buy 0.92 1,370.7 1,394.2 1,383.98 1,370.676 -1,330.4 -878.84 15h 0m -0.34%
03.14.2014 21:55 03.17.2014 13:40 XAUUSD Sell 0.92 1,397.4 1,377.9 1,381.07 1,377.912 315.8 208.91 2d 0.08%
03.17.2014 07:05 03.17.2014 11:10 XAUUSD Sell 0.94 1,392.4 1,378.4 1,383.521 1,378.427 509.4 343.78 4h 5m 0.14%
03.17.2014 06:45 03.17.2014 10:50 XAUUSD Sell 1.01 1,400.2 1,379.9 1,383.276 1,379.871 340.5 246.90 4h 5m 0.10%
03.14.2014 22:25 03.17.2014 00:55 XAUUSD Sell 0.92 1,391.6 1,363.6 1,382.589 1,391.635 -904.6 -597.17 2d -0.23%
03.13.2014 08:35 03.14.2014 15:15 XAUUSD Buy 0.92 1,365.1 1,384.0 1,370.555 1,383.994 1,343.9 883.04 1d 0.35%
03.12.2014 15:20 03.14.2014 14:50 XAUUSD Sell 0.92 1,378.3 1,347.9 1,363.82 1,378.337 -1,451.7 -957.56 1d -0.37%

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