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Strategy Settings
Lots
0.01
time_offset
0
Span_trade
13
RSI_open
20
mm
false
sound
false
t0_0
true
t0_30
true
t1_0
true
t1_30
true
t2_0
true
t2_30
true
t3_0
true
t3_30
true
t4_0
true
t4_30
true
t5_0
true
t5_30
true
t6_0
true
t6_30
true
t7_0
true
t7_30
true
t8_0
true
t8_30
true
t9_0
true
t9_30
true
t10_0
true
t10_30
true
t11_0
true
t11_30
true
t12_0
true
t12_30
true
t13_0
true
t13_30
true
t14_0
true
t14_30
true
t15_0
true
t15_30
true
t16_0
true
t16_30
true
t17_0
true
t17_30
true
t18_0
true
t18_30
true
t19_0
true
t19_30
true
t20_0
true
t20_30
true
t21_0
true
t21_30
true
t22_0
true
t22_30
true
t23_0
true
t23_30
true
| +461.18% |
| 0.03% | |
| 1.04% | |
| Drawdown: | 38.04% |
| Balance: | $560.64 |
| Highest: | (Dec 18) $754.52 |
| Profit: | $461.18 |
| Deposits: | $100.00 |
| Test Started: | Dec 07, 1999 |
| Test Ended: | Jul 26, 2013 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Aug 12, 2013 at 04:45 |
Loading, please wait...
| Trades: | 3,023 |
| Profitability: |
|
| Pips: | 4,885.9 |
| Average Win: | 25.31 pips / $2.53 |
| Average Loss: | -48.83 pips / -$4.90 |
| Lots: | 30.23 |
| Commissions: | 0 |
| Longs Won: | (966/1,434) 67% |
| Shorts Won: | (1,091/1,589) 68% |
| Best Trade ($): | (Sep 18) 11.42 |
| Worst Trade ($): | (Dec 19) -57.23 |
| Best Trade (Pips): | (Sep 18) 114.2 |
| Worst Trade (Pips): | (Dec 19) -571.9 |
| Avg. Trade Length: | 11h 23m |
| Profit Factor: | 1.10 |
| Standard Deviation: | $4.99 |
| Sharpe Ratio | 0.06 |
| Z-Score (Probability): | -13.39 (99.99%) |
| Expectancy | 1.6 Pips / $0.15 |
| AHPR: | 0.06% |
| GHPR: | 0.06% |
Loading, please wait...
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | 0.03% | 0.21% | 0.94% | 3.2% | 9.05% | 22.25% | 49.18% |
| Consecutive Losing Trades | 114 | 103 | 92 | 80 | 69 | 57 | 46 | 34 | 23 | 11 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (3023)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.26.2013 13:34 | 07.26.2013 16:59 | EURUSD | Buy | 0.01 | - | - | 1.32644 | 1.32893 | 24.9 | 2.49 | 3h 25m | 0.45% |
| 07.24.2013 20:02 | 07.25.2013 06:01 | EURUSD | Buy | 0.01 | - | - | 1.32054 | 1.32045 | -0.9 | -0.20 | 9h 59m | -0.04% |
| 07.24.2013 15:41 | 07.25.2013 06:01 | EURUSD | Buy | 0.01 | - | - | 1.32179 | 1.32043 | -13.6 | -1.47 | 14h 20m | -0.26% |
| 07.23.2013 12:28 | 07.23.2013 15:34 | EURUSD | Buy | 0.01 | - | - | 1.31762 | 1.31913 | 15.1 | 1.51 | 3h 6m | 0.27% |
| 07.23.2013 12:55 | 07.23.2013 15:34 | EURUSD | Buy | 0.01 | - | - | 1.31662 | 1.31912 | 25.0 | 2.50 | 2h 39m | 0.45% |
| 07.23.2013 09:00 | 07.23.2013 10:29 | EURUSD | Buy | 0.01 | - | - | 1.3188 | 1.32065 | 18.5 | 1.85 | 1h 29m | 0.33% |
| 07.15.2013 11:50 | 07.15.2013 15:36 | EURUSD | Buy | 0.01 | - | - | 1.30339 | 1.30502 | 16.3 | 1.63 | 3h 46m | 0.30% |
| 07.15.2013 10:00 | 07.15.2013 15:36 | EURUSD | Buy | 0.01 | - | - | 1.30503 | 1.30493 | -1.0 | -0.10 | 5h 36m | -0.02% |
| 07.12.2013 10:44 | 07.12.2013 19:58 | EURUSD | Buy | 0.01 | - | - | 1.30557 | 1.30646 | 8.9 | 0.89 | 9h 14m | 0.16% |
| 07.12.2013 09:43 | 07.12.2013 19:58 | EURUSD | Buy | 0.01 | - | - | 1.30657 | 1.30645 | -1.2 | -0.12 | 10h 15m | -0.02% |
| 07.11.2013 16:00 | 07.11.2013 21:23 | EURUSD | Buy | 0.01 | - | - | 1.30156 | 1.30614 | 45.8 | 4.58 | 5h 23m | 0.84% |
| 07.11.2013 09:38 | 07.11.2013 13:39 | EURUSD | Buy | 0.01 | - | - | 1.30834 | 1.3073 | -10.4 | -1.04 | 4h 1m | -0.19% |
| 07.11.2013 09:53 | 07.11.2013 13:39 | EURUSD | Buy | 0.01 | - | - | 1.30702 | 1.30733 | 3.1 | 0.31 | 3h 46m | 0.06% |
| 07.10.2013 10:40 | 07.11.2013 09:10 | EURUSD | Sell | 0.01 | - | - | 1.28068 | 1.30911 | -284.3 | -28.44 | 22h 30m | -4.72% |
| 07.10.2013 11:20 | 07.11.2013 09:10 | EURUSD | Sell | 0.01 | - | - | 1.28216 | 1.30906 | -269.0 | -26.91 | 21h 50m | -4.68% |
| 07.08.2013 12:40 | 07.09.2013 02:55 | EURUSD | Sell | 0.01 | - | - | 1.28482 | 1.2862 | -13.8 | -1.38 | 14h 15m | -0.23% |
| 07.08.2013 22:20 | 07.09.2013 02:55 | EURUSD | Sell | 0.01 | - | - | 1.28791 | 1.28618 | 17.3 | 1.73 | 4h 35m | 0.29% |
| 07.02.2013 17:40 | 07.02.2013 20:38 | EURUSD | Sell | 0.01 | - | - | 1.30301 | 1.30007 | 29.4 | 2.94 | 2h 58m | 0.49% |
| 06.28.2013 09:55 | 06.28.2013 14:09 | EURUSD | Buy | 0.01 | - | - | 1.30485 | 1.30707 | 22.2 | 2.22 | 4h 14m | 0.37% |
| 06.27.2013 05:29 | 06.27.2013 09:12 | EURUSD | Sell | 0.01 | - | - | 1.30338 | 1.30231 | 10.7 | 1.07 | 3h 43m | 0.18% |
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