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Strategy Settings

USA_or_JAPAN_ACCOUNT...
false
candle_options
"
USE_CANDLE_FILTER
false
CANDLE_MAX_HEIGHT
90
CANDLE_FIX_HOUR
1
CANDLE_FIX_MINUTE
1
ma_options
"
USE_MA_FILTER
true
MA_PERIOD
80
grid_options
"
GRID_SCALE
0.5
GRID_PHASE
265
OPEN_SECOND_POSITIO...
false
SHORT_STOP_LOSS
false
fix_options
"
+2193.72%

0.2%
6.28%
Drawdown: 91.11%

Balance: $229,371.70
Highest: (Mar 27) $229,909.75
Profit: $219,371.65
Deposits: $10,000.00

Test Started: Jan 05, 2009
Test Ended: Mar 28, 2013
Timeframe: 1 Day

Model Type: Every Tick
Added: Dec 29, 2014 at 21:11
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Trades: 539
Profitability:
Pips: 10,034.7
Average Win: 36.83 pips / $794.91
Average Loss: -126.76 pips / -$2,689.84
Lots: 1,552.44
Commissions: 0
Longs Won: (180/207) 86%
Shorts Won: (299/332) 90%
Best Trade ($): (Feb 22) 10,446.39
Worst Trade ($): (Jan 20) -11,396.53
Best Trade (Pips): (Oct 05) 642.1
Worst Trade (Pips): (Oct 05) -600.9
Avg. Trade Length: 3d
Profit Factor: 2.36
Standard Deviation: $1,967.63
Sharpe Ratio 0.20
Z-Score (Probability): -3.31 (-169.52%)
Expectancy 18.6 Pips / $407.00
AHPR: 0.63%
GHPR: 0.58%
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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 85 77 68 60 51 43 34 26 17 9
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (539)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.28.2013 00:05 03.28.2013 10:55 EURAUD Sell 9.45 - 1.2 1.22319 1.22389 -7.0 -538.05 10h 50m -0.23%
03.27.2013 00:05 03.27.2013 13:23 EURAUD Sell 9.37 - 1.2 1.22624 1.22361 26.3 2,004.45 13h 18m 0.88%
03.25.2013 00:05 03.25.2013 14:26 EURAUD Sell 9.26 - 1.2 1.24123 1.23755 36.8 2,771.77 14h 21m 1.23%
03.20.2013 00:05 03.21.2013 12:30 EURAUD Sell 9.25 - 1.2 1.24054 1.24071 -1.7 161.09 1d 0.07%
03.19.2013 00:05 03.19.2013 18:00 EURAUD Sell 9.17 - 1.2 1.2455 1.24298 25.2 1,879.61 17h 55m 0.84%
03.18.2013 00:05 03.18.2013 00:25 EURAUD Sell 9.07 - 1.2 1.24734 1.24413 32.1 2,368.16 20m 1.07%
03.13.2013 00:05 03.13.2013 14:40 EURAUD Sell 8.98 - 1.3 1.26211 1.2588 33.1 2,417.70 14h 35m 1.11%
03.12.2013 00:05 03.12.2013 02:53 EURAUD Sell 8.91 - 1.3 1.269 1.26692 20.8 1,507.44 2h 48m 0.70%
03.07.2013 00:05 03.08.2013 16:07 EURAUD Sell 8.91 - 1.3 1.26708 1.26697 1.1 172.51 1d 0.08%
02.28.2013 00:05 02.28.2013 03:13 EURAUD Sell 8.84 - 1.3 1.28313 1.28091 22.2 1,596.26 3h 8m 0.74%
01.28.2013 00:05 02.22.2013 00:46 EURAUD Sell 8.44 - - 1.29231 1.28055 117.6 10,446.39 25d 5.11%
01.24.2013 00:05 02.22.2013 00:46 EURAUD Sell 8.44 - - 1.2619 1.28055 -186.5 -10,254.32 29d -4.77%
02.13.2013 00:05 02.13.2013 14:33 EURAUD Buy 8.75 - 1.3 1.30498 1.30786 28.8 2,049.64 14h 28m 0.96%
02.08.2013 00:05 02.08.2013 02:30 EURAUD Buy 8.71 - 1.3 1.303 1.30443 14.3 1,013.04 2h 25m 0.48%
02.01.2013 00:05 02.01.2013 03:01 EURAUD Buy 8.60 - 1.3 1.30199 1.30576 37.7 2,637.01 2h 56m 1.26%
01.31.2013 00:05 01.31.2013 05:54 EURAUD Buy 8.50 - 1.3 1.30221 1.30566 34.5 2,385.12 5h 49m 1.15%
01.25.2013 00:05 01.25.2013 09:08 EURAUD Buy 8.44 - 1.3 1.27967 1.28194 22.7 1,558.26 9h 3m 0.76%
01.17.2013 00:05 01.17.2013 02:30 EURAUD Buy 8.35 - 1.3 1.25694 1.26006 31.2 2,118.91 2h 25m 1.04%
01.16.2013 00:05 01.16.2013 12:58 EURAUD Buy 8.28 - 1.3 1.25895 1.26129 23.4 1,575.86 12h 53m 0.78%
12.28.2012 00:05 01.11.2013 18:18 EURAUD Buy 8.00 - - 1.27506 1.26659 -84.7 -6,888.79 14d -3.42%

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