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Strategy Settings

bFermetureWeekEnd
false
iResserementTS
50
dLotsFixes
1
iBreakevenPips
50
dRisqueMaximalPourc...
2
iTrailingStopPips
0
iBreakevenGapPips
13
+123.98%

0.52%
16.89%
Drawdown: 22.19%

Balance: $22,397.89
Highest: (Jun 05) $25,499.59
Profit: $12,397.89
Deposits: $10,000.00

Test Started: Jan 05, 2012
Test Ended: Jun 08, 2012
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jun 08, 2012 at 20:47
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Trades: 105
Profitability:
Pips: 1,049.0
Average Win: 60.70 pips / $638.14
Average Loss: -75.82 pips / -$762.04
Lots: 108.82
Commissions: 0
Longs Won: (30/49) 61%
Shorts Won: (36/56) 64%
Best Trade ($): (Apr 03) 1,440.48
Worst Trade ($): (Feb 07) -1,248.50
Best Trade (Pips): (Feb 24) 125.0
Worst Trade (Pips): (Feb 07) -125.0
Avg. Trade Length: 1d
Profit Factor: 1.42
Standard Deviation: $749.52
Sharpe Ratio 0.19
Z-Score (Probability): -0.32 (-25.11%)
Expectancy 10.0 Pips / $118.08
AHPR: 0.87%
GHPR: 0.77%
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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% 0.02% 0.16% 0.88% 3.68% 12.67% 37.71%
Consecutive Losing Trades 29 26 24 21 18 15 12 9 6 3
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (105)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.08.2012 14:57 06.08.2012 22:43 EURUSD Sell 1.00 1.3 1.2 1.2443 1.2509 -66.0 -660.00 7h 46m -2.86%
06.07.2012 14:33 06.08.2012 08:03 EURUSD Buy 1.00 1.3 1.3 1.2606 1.2506 -100.0 -1,001.50 17h 30m -4.16%
06.06.2012 17:59 06.07.2012 09:08 EURUSD Buy 1.00 1.3 1.3 1.253 1.2543 13.0 129.50 15h 9m 0.54%
06.05.2012 09:25 06.06.2012 18:02 EURUSD Sell 1.00 1.3 1.2 1.2458 1.2546 -88.0 -879.70 1d -3.55%
06.06.2012 14:43 06.06.2012 17:59 EURUSD Sell 1.00 1.3 1.2 1.2461 1.253 -69.0 -690.00 3h 16m -2.71%
06.04.2012 15:12 06.05.2012 09:15 EURUSD Buy 1.00 1.2 1.3 1.2465 1.2478 13.0 129.50 18h 3m 0.51%
06.01.2012 15:26 06.01.2012 15:56 EURUSD Buy 1.00 1.2 1.3 1.2382 1.2395 13.0 130.00 30m 0.52%
05.31.2012 17:02 06.01.2012 14:39 EURUSD Sell 1.00 1.2 1.2 1.2354 1.2341 13.0 130.90 21h 37m 0.52%
05.30.2012 11:02 05.31.2012 17:03 EURUSD Sell 1.50 1.2 1.2 1.2435 1.235 85.0 1,275.45 1d 5.35%
05.29.2012 17:38 05.30.2012 16:37 EURUSD Sell 1.00 1.2 1.2 1.2498 1.24 98.0 980.30 22h 59m 4.29%
05.28.2012 15:21 05.30.2012 09:40 EURUSD Sell 1.00 1.3 1.2 1.255 1.245 100.0 1,000.60 1d 4.58%
05.25.2012 14:34 05.28.2012 03:52 EURUSD Sell 1.00 1.3 1.2 1.2515 1.2595 -80.0 -799.70 2d -3.53%
05.24.2012 15:00 05.25.2012 14:57 EURUSD Buy 1.00 1.3 1.3 1.2602 1.2507 -95.0 -951.50 23h 57m -4.03%
05.25.2012 10:11 05.25.2012 14:34 EURUSD Buy 1.00 1.3 1.3 1.2595 1.2515 -80.0 -800.00 4h 23m -3.28%
05.22.2012 19:45 05.23.2012 10:26 EURUSD Sell 1.00 1.3 1.3 1.2715 1.2623 92.0 920.30 14h 41m 3.92%
05.21.2012 21:51 05.22.2012 12:20 EURUSD Buy 1.00 1.3 1.3 1.2815 1.2745 -70.0 -700.50 14h 29m -2.90%
05.21.2012 14:22 05.21.2012 21:51 EURUSD Sell 1.00 1.3 1.3 1.2745 1.2815 -70.0 -700.00 7h 29m -2.81%
05.18.2012 13:17 05.18.2012 22:04 EURUSD Buy 1.00 1.3 1.3 1.271 1.2791 81.0 810.00 8h 47m 3.36%
05.15.2012 14:58 05.16.2012 06:16 EURUSD Sell 1.00 1.3 1.3 1.281 1.2715 95.0 950.30 15h 18m 4.11%
05.14.2012 10:16 05.15.2012 08:13 EURUSD Sell 2.31 1.3 1.3 1.287 1.2857 13.0 300.99 21h 57m 1.32%

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