Strategy Settings
LotSize
0.1
FastVolatilityBase
5
SlowVolatilityBase
60
VolatilityFactor
2
| +194.78% |
| 0.08% | |
| 2.39% | |
| Drawdown: | 7.76% |
| Balance: | $29,478.33 |
| Highest: | (Nov 09) $29,712.34 |
| Profit: | $19,478.26 |
| Deposits: | $10,000.00 |
| Test Started: | Mar 30, 2007 |
| Test Ended: | Dec 31, 2010 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Dec 22, 2011 at 13:57 |
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| Trades: | 1,678 |
| Profitability: | |
| Pips: | 19,384.8 |
| Average Win: | 69.41 pips / $69.62 |
| Average Loss: | -30.37 pips / -$30.43 |
| Lots: | 168.70 |
| Commissions: | 0 |
| Longs Won: | (351/853) 41% |
| Shorts Won: | (354/825) 42% |
| Best Trade ($): | (Dec 18) 623.25 |
| Worst Trade ($): | (Dec 16) -131.00 |
| Best Trade (Pips): | (Dec 18) 622.5 |
| Worst Trade (Pips): | (Dec 16) -131.0 |
| Avg. Trade Length: | 12h 47m |
| Profit Factor: | 1.66 |
| Standard Deviation: | $66.16 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -17.10 (99.99%) |
| Expectancy | 11.6 Pips / $11.61 |
| AHPR: | 0.07% |
| GHPR: | 0.06% |
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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 | 969 | 872 | 775 | 678 | 581 | 484 | 388 | 291 | 194 | 97 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (1678)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.31.2010 07:00 | 12.31.2010 16:00 | EURUSD | Buy | 0.10 | - | - | 1.33754 | 1.34137 | 38.3 | 38.30 | 9h 0m | 0.13% |
| 12.31.2010 07:15 | 12.31.2010 08:30 | EURUSD | Buy | 0.10 | - | - | 1.33544 | 1.33393 | -15.1 | -15.10 | 1h 15m | -0.05% |
| 12.31.2010 07:30 | 12.31.2010 07:45 | EURUSD | Buy | 0.10 | - | - | 1.33644 | 1.33505 | -13.9 | -13.90 | 15m | -0.05% |
| 12.31.2010 06:30 | 12.31.2010 06:45 | EURUSD | Buy | 0.10 | - | - | 1.33631 | 1.33383 | -24.8 | -24.80 | 15m | -0.08% |
| 12.29.2010 17:15 | 12.29.2010 19:30 | EURUSD | Buy | 0.10 | - | - | 1.31821 | 1.32082 | 26.1 | 26.10 | 2h 15m | 0.09% |
| 12.29.2010 17:30 | 12.29.2010 18:30 | EURUSD | Buy | 0.10 | - | - | 1.31837 | 1.32345 | 50.8 | 50.80 | 1h 0m | 0.17% |
| 12.28.2010 15:00 | 12.29.2010 16:45 | EURUSD | Sell | 0.10 | - | - | 1.31919 | 1.31767 | 15.2 | 14.85 | 1d | 0.05% |
| 12.28.2010 13:15 | 12.28.2010 15:00 | EURUSD | Sell | 0.20 | - | - | 1.31919 | 1.31433 | 48.6 | 48.60 | 1h 45m | 0.17% |
| 12.28.2010 13:30 | 12.28.2010 14:45 | EURUSD | Sell | 0.10 | - | - | 1.32057 | 1.31711 | 34.6 | 34.60 | 1h 15m | 0.12% |
| 12.28.2010 13:45 | 12.28.2010 14:15 | EURUSD | Sell | 0.10 | - | - | 1.32058 | 1.32124 | -6.6 | -6.60 | 30m | -0.02% |
| 12.28.2010 00:45 | 12.28.2010 13:15 | EURUSD | Buy | 0.10 | - | - | 1.32415 | 1.31919 | -49.6 | -49.60 | 12h 30m | -0.17% |
| 12.28.2010 00:30 | 12.28.2010 13:15 | EURUSD | Buy | 0.10 | - | - | 1.32327 | 1.31919 | -40.8 | -40.80 | 12h 45m | -0.14% |
| 12.28.2010 01:00 | 12.28.2010 13:00 | EURUSD | Buy | 0.10 | - | - | 1.32341 | 1.32221 | -12.0 | -12.00 | 12h 0m | -0.04% |
| 12.28.2010 01:15 | 12.28.2010 07:30 | EURUSD | Buy | 0.10 | - | - | 1.32325 | 1.32146 | -17.9 | -17.90 | 6h 15m | -0.06% |
| 12.27.2010 07:00 | 12.27.2010 13:00 | EURUSD | Buy | 0.10 | - | - | 1.31589 | 1.31382 | -20.7 | -20.70 | 6h 0m | -0.07% |
| 12.27.2010 00:15 | 12.27.2010 00:30 | EURUSD | Sell | 0.10 | - | - | 1.30833 | 1.30978 | -14.5 | -14.50 | 15m | -0.05% |
| 12.27.2010 00:00 | 12.27.2010 00:30 | EURUSD | Sell | 0.10 | - | - | 1.30786 | 1.30978 | -19.2 | -19.20 | 30m | -0.07% |
| 12.23.2010 16:30 | 12.23.2010 16:45 | EURUSD | Buy | 0.10 | - | - | 1.31185 | 1.30934 | -25.1 | -25.10 | 15m | -0.09% |
| 12.23.2010 08:45 | 12.23.2010 13:15 | EURUSD | Sell | 0.10 | - | - | 1.31015 | 1.30641 | 37.4 | 37.40 | 4h 30m | 0.13% |
| 12.23.2010 09:15 | 12.23.2010 13:15 | EURUSD | Sell | 0.10 | - | - | 1.3106 | 1.30641 | 41.9 | 41.90 | 4h 0m | 0.14% |
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