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Strategy Settings

Magic_multiplier
1
Magic_adder
0
TradeLong
true
TradeShort
true
TradeFromTF
0
TradeToTF
0
Slippage
2
SpreadLimit_M1
0.5
SpreadLimit_M5
1
SpreadLimit_M15
1.5
SpreadLimit_M30
1.7
SpreadLimit_H1
2
SpreadLimit_H4
2.5
SpreadLimit_D1
3
LotSize_M1
0.004
+27.51%

0.07%
2.05%
Drawdown: 5.43%

Balance: $127,511.00
Highest: (Dec 21) $134,089.83
Profit: $27,511.00
Deposits: $100,000.00

Test Started: Jan 04, 2010
Test Ended: Dec 30, 2010
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jun 24, 2017 at 12:02
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Trades: 46,204
Profitability:
Pips: -358.1
Average Win: 7.96 pips / $32.41
Average Loss: -9.67 pips / -$37.95
Lots: 20,339.37
Commissions: 0
Longs Won: (12,582/22,986) 54%
Shorts Won: (12,729/23,218) 54%
Best Trade ($): (May 17) 750.76
Worst Trade ($): (May 17) -598.60
Best Trade (Pips): (Mar 01) 23.4
Worst Trade (Pips): (Dec 03) -19.3
Avg. Trade Length: 10m
Profit Factor: 1.03
Standard Deviation: $79.03
Sharpe Ratio 0.00
Z-Score (Probability): 174.36 (99.99%)
Expectancy 0.0 Pips / $0.60
AHPR: 0.00%
GHPR: 0.00%
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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% 0.3% 6.46%
Consecutive Losing Trades 3356 3020 2685 2349 2013 1678 1342 1007 671 336
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (46204)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2010 15:57 12.30.2010 16:00 EURUSD Buy 0.12 - - 1.33124 1.33042 -8.2 -9.84 3m -0.01%
12.30.2010 15:57 12.30.2010 16:00 EURUSD Sell 0.18 - - 1.33113 1.33047 6.6 11.88 3m 0.01%
12.30.2010 15:57 12.30.2010 16:00 EURUSD Buy 0.05 - - 1.33124 1.33042 -8.2 -4.10 3m 0.00%
12.30.2010 15:58 12.30.2010 16:00 EURUSD Sell 0.41 - - 1.33113 1.33047 6.6 27.06 2m 0.02%
12.30.2010 15:57 12.30.2010 16:00 EURUSD Buy 0.27 - - 1.33124 1.33042 -8.2 -22.14 3m -0.02%
12.30.2010 15:57 12.30.2010 16:00 EURUSD Sell 0.08 - - 1.33113 1.33047 6.6 5.28 3m 0.00%
12.30.2010 15:57 12.30.2010 15:57 EURUSD Buy 0.05 - - 1.33051 1.33115 6.4 3.20 0s 0.00%
12.30.2010 15:51 12.30.2010 15:57 EURUSD Buy 0.12 - - 1.32976 1.3304 6.4 7.68 6m 0.01%
12.30.2010 15:55 12.30.2010 15:57 EURUSD Buy 0.27 - - 1.32976 1.3304 6.4 17.28 2m 0.01%
12.30.2010 15:49 12.30.2010 15:57 EURUSD Buy 0.05 - - 1.32976 1.3304 6.4 3.20 8m 0.00%
12.30.2010 15:50 12.30.2010 15:57 EURUSD Sell 0.08 - - 1.32965 1.33045 -8.0 -6.40 7m -0.01%
12.30.2010 15:55 12.30.2010 15:57 EURUSD Sell 0.18 - - 1.32965 1.33045 -8.0 -14.40 2m -0.01%
12.30.2010 15:45 12.30.2010 15:49 EURUSD Buy 0.05 - - 1.32905 1.32969 6.4 3.20 4m 0.00%
12.30.2010 15:45 12.30.2010 15:49 EURUSD Buy 0.12 - - 1.32905 1.32969 6.4 7.68 4m 0.01%
12.30.2010 15:45 12.30.2010 15:49 EURUSD Sell 0.08 - - 1.32894 1.32974 -8.0 -6.40 4m -0.01%
12.30.2010 15:16 12.30.2010 15:45 EURUSD Buy 0.27 - - 1.32985 1.32902 -8.3 -22.41 29m -0.02%
12.30.2010 15:27 12.30.2010 15:45 EURUSD Buy 1.40 - - 1.32985 1.32902 -8.3 -116.20 18m -0.09%
12.30.2010 15:18 12.30.2010 15:45 EURUSD Sell 0.93 - - 1.32974 1.32907 6.7 62.31 27m 0.05%
12.30.2010 15:16 12.30.2010 15:45 EURUSD Sell 0.41 - - 1.32974 1.32907 6.7 27.47 29m 0.02%
12.30.2010 15:27 12.30.2010 15:45 EURUSD Sell 2.10 - - 1.32974 1.32907 6.7 140.70 18m 0.11%

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