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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
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 617307
Ticks Modelled: 1209517
Views: 28
Broker: Alpari UK
Trades: 11119
Profitability:
Pips: 1287830.3
Average Win: 967.21 pips / $187.80
Average Loss: -905.87 pips / -$177.62
Lots: 2,937.57
Commissions: 0
Longs Won: (3299/6300) 52%
Shorts Won: (2766/4819) 57%
Best Trade ($): (Mar 04) 1301.12
Worst Trade ($): (Apr 15) -1280.10
Best Trade (Pips): (Sep 29) 2347.1
Worst Trade (Pips): (Apr 15) -3021.8
Avg. Trade Length: 1d
Profit Factor: 1.27
Standard Deviation: $279.10
Sharpe Ratio 0.0000
Z-Score (Probability): -27.29 (99.99%)
Expectancy 115.8 Pips / $21.70
AHPR: 0.03%
GHPR: 0.03%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
XAUUSD 6300 951911.6 129378.07 4819 335918.7 111951.96 11119 1287830.3 241330.03 6065 (55%) 5054 (45%)
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 1342.40000 1374.50900 1360.90400 1346.51200 -1439.2 -1059.28 1d -0.42%
03.18.2014 21:50 03.19.2014 12:59 XAUUSD Buy 0.92 1343.37100 1370.03900 1356.34000 1346.51200 -982.8 -653.94 15h 9m -0.26%
03.19.2014 09:50 03.19.2014 12:59 XAUUSD Buy 1.01 1339.42500 1368.81100 1352.87000 1346.51200 -635.8 -461.08 3h 9m -0.18%
03.19.2014 09:50 03.19.2014 12:59 XAUUSD Buy 0.92 1340.12500 1367.04700 1352.87000 1346.51200 -635.8 -420.00 3h 9m -0.17%
03.19.2014 03:30 03.19.2014 12:59 XAUUSD Sell 0.95 1364.69700 1343.05200 1358.47000 1346.91200 1155.8 788.30 9h 29m 0.31%
03.18.2014 02:50 03.19.2014 10:55 XAUUSD Sell 0.92 1366.88600 1349.23900 1367.22200 1349.23900 1798.3 1188.10 1d 0.47%
03.18.2014 10:15 03.19.2014 10:55 XAUUSD Buy 0.92 1346.90000 1374.24800 1360.10600 1346.90000 -1320.6 -877.09 1d -0.35%
03.18.2014 20:55 03.19.2014 03:30 XAUUSD Buy 1.01 1345.58000 1372.32400 1358.81500 1358.47000 -34.5 -30.20 6h 35m -0.01%
03.18.2014 10:10 03.18.2014 14:50 XAUUSD Buy 0.92 1350.88500 1375.89400 1359.11600 1350.88500 -823.1 -543.73 4h 40m -0.21%
03.17.2014 20:50 03.18.2014 14:30 XAUUSD Buy 0.92 1352.61000 1380.78300 1367.39800 1352.61000 -1478.8 -981.59 17h 40m -0.39%
03.17.2014 20:45 03.18.2014 14:20 XAUUSD Buy 0.92 1356.61000 1385.37600 1367.07200 1356.61000 -1046.2 -695.82 17h 35m -0.27%
03.18.2014 08:50 03.18.2014 10:15 XAUUSD Sell 0.92 1365.46700 1348.56600 1361.19000 1360.10600 108.4 71.60 1h 25m 0.03%
03.14.2014 22:05 03.17.2014 20:30 XAUUSD Sell 0.92 1392.22700 1365.82800 1380.53600 1365.82800 1470.8 971.79 2d 0.38%
03.17.2014 03:20 03.17.2014 18:20 XAUUSD Buy 0.92 1370.67600 1394.23000 1383.98000 1370.67600 -1330.4 -878.84 15h 0m -0.34%
03.14.2014 21:55 03.17.2014 13:40 XAUUSD Sell 0.92 1397.43500 1377.91200 1381.07000 1377.91200 315.8 208.91 2d 0.08%
03.17.2014 07:05 03.17.2014 11:10 XAUUSD Sell 0.94 1392.44000 1378.42700 1383.52100 1378.42700 509.4 343.78 4h 5m 0.14%
03.17.2014 06:45 03.17.2014 10:50 XAUUSD Sell 1.01 1400.24000 1379.87100 1383.27600 1379.87100 340.5 246.90 4h 5m 0.10%
03.14.2014 22:25 03.17.2014 00:55 XAUUSD Sell 0.92 1391.63500 1363.61700 1382.58900 1391.63500 -904.6 -597.17 2d -0.23%
03.13.2014 08:35 03.14.2014 15:15 XAUUSD Buy 0.92 1365.14000 1383.99400 1370.55500 1383.99400 1343.9 883.04 1d 0.35%
03.12.2014 18:45 03.14.2014 14:50 XAUUSD Sell 0.92 1382.45100 1363.29700 1368.78700 1382.45100 -1366.4 -901.22 1d -0.35%

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