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Strategy Settings

LotSize
0.01
RiskValue
0.2
Magic
5009
FIFO
false
ClosePreviousSessio...
0
Assign_PT_and_ST
true
BotComment
"GB5a"
FastVolatilityBase
3
SlowVolatilityBase
76
VolatilityFactor
5
ProfitTarget
3
StopLoss
0.25
ProfitLossVolatilit...
50
TrailProfitRisk
0
MaxOrders
2
+44.53%

0.01%
0.26%
Drawdown: 1.32%

Balance: $14,452.44
Highest: (Oct 24) $14,518.76
Profit: $4,452.58
Deposits: $10,000.00

Test Started: Jan 01, 2002
Test Ended: Nov 08, 2013
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Nov 11, 2013 at 18:04
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Trades: 1,344
Profitability:
Pips: 34,898.3
Average Win: 83.63 pips / $15.02
Average Loss: -14.47 pips / -$4.90
Lots: 52.62
Commissions: 0
Longs Won: (273/671) 40%
Shorts Won: (281/673) 41%
Best Trade ($): (Dec 18) 100.85
Worst Trade ($): (Dec 18) -31.86
Best Trade (Pips): (Dec 18) 744.0
Worst Trade (Pips): (Dec 18) -93.2
Avg. Trade Length: 12h 42m
Profit Factor: 2.15
Standard Deviation: $12.10
Sharpe Ratio 0.00
Z-Score (Probability): -14.35 (99.99%)
Expectancy 26.0 Pips / $3.31
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 2950 2655 2360 2065 1770 1475 1180 885 590 295
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1344)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.08.2013 15:40 11.08.2013 15:59 EURUSD Sell 0.05 1.3 1.3 1.33692 1.33894 -20.2 -7.55 19m -0.05%
11.08.2013 15:35 11.08.2013 15:35 EURUSD Sell 0.05 1.3 1.3 1.33815 1.34017 -20.2 -7.53 0s -0.05%
11.08.2013 08:05 11.08.2013 08:13 EURUSD Sell 0.05 1.3 1.3 1.33911 1.33977 -6.6 -2.46 8m -0.02%
11.08.2013 08:10 11.08.2013 08:13 EURUSD Sell 0.05 1.3 1.3 1.3392 1.33988 -6.8 -2.54 3m -0.02%
11.07.2013 14:55 11.07.2013 18:17 EURUSD Sell 0.05 1.3 1.3 1.33756 1.34179 -42.3 -15.76 3h 22m -0.11%
11.07.2013 14:50 11.07.2013 18:17 EURUSD Sell 0.05 1.3 1.3 1.33688 1.34098 -41.0 -15.29 3h 27m -0.11%
11.04.2013 05:10 11.04.2013 05:27 EURUSD Sell 0.05 1.3 1.3 1.34624 1.34738 -11.4 -4.23 17m -0.03%
11.04.2013 05:05 11.04.2013 05:26 EURUSD Sell 0.05 1.3 1.3 1.34622 1.34736 -11.4 -4.23 21m -0.03%
10.30.2013 20:15 10.30.2013 21:30 EURUSD Sell 0.05 1.4 1.4 1.37262 1.37279 -1.7 -0.62 1h 15m 0.00%
10.24.2013 09:05 10.24.2013 10:02 EURUSD Buy 0.05 1.4 1.4 1.38128 1.38042 -8.6 -3.11 57m -0.02%
10.24.2013 09:10 10.24.2013 09:58 EURUSD Buy 0.05 1.4 1.4 1.3815 1.38067 -8.3 -3.00 48m -0.02%
10.22.2013 15:40 10.24.2013 07:10 EURUSD Buy 0.05 1.4 1.4 1.37325 1.37904 57.9 20.15 1d 0.14%
10.22.2013 15:35 10.22.2013 15:55 EURUSD Buy 0.05 1.4 1.4 1.37395 1.37187 -20.8 -7.58 20m -0.05%
10.17.2013 15:10 10.21.2013 00:00 EURUSD Buy 0.02 1.4 1.4 1.3603 1.3683 80.0 11.52 3d 0.08%
10.17.2013 14:20 10.21.2013 00:00 EURUSD Buy 0.02 1.4 1.4 1.3594 1.3683 89.0 12.84 3d 0.09%
10.17.2013 10:30 10.17.2013 15:10 EURUSD Buy 0.05 1.4 1.4 1.3603 1.36586 55.6 12.21 4h 40m 0.08%
10.17.2013 10:25 10.17.2013 14:20 EURUSD Buy 0.05 1.4 1.4 1.3594 1.36406 46.6 10.25 3h 55m 0.07%
10.15.2013 13:40 10.15.2013 21:40 EURUSD Sell 0.02 1.4 1.3 1.35287 1.35287 0.0 0.00 8h 0m 0.00%
10.15.2013 13:40 10.15.2013 21:36 EURUSD Sell 0.02 1.4 1.3 1.35273 1.35273 0.0 0.00 7h 56m 0.00%
10.15.2013 12:05 10.15.2013 13:40 EURUSD Sell 0.05 1.4 1.3 1.35287 1.34914 37.3 8.29 1h 35m 0.06%

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