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Strategy Settings

GLOB_GMTOffSet
3
GLOB_Symbol
"EURUSD"
GLOB_SymbolAutoSet
true
GLOB_Risk
"
GLOB_MinBalance
10
MS_RiskSettings
"--- ---...
MS_RiskPercent_Long...
2.6
MS_RiskPercent_Shor...
4.9
MS_RiskFix
0.1
MS_Info
"
MS_WeekendCloseHour...
18
Info4
"
GLOB_MaxSpread_Pip
2
GLOB_slippage
0
+299627.99%

0.39%
12.4%
Drawdown: 23.61%

Balance: $3,330,310.87
Highest: (Aug 18) $3,338,710.87
Profit: $3,329,199.89
Deposits: $1,111.00

Test Started: Jan 03, 2010
Test Ended: Aug 20, 2015
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Dec 04, 2015 at 11:49
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Trades: 1,955
Profitability:
Pips: 9,727.9
Average Win: 11.29 pips / $4,153.13
Average Loss: -29.88 pips / -$11,814.13
Lots: 79,788.32
Commissions: 0
Longs Won: (808/993) 81%
Shorts Won: (847/962) 88%
Best Trade ($): (Jun 28) 149,700.00
Worst Trade ($): (Nov 28) -36,730.00
Best Trade (Pips): (May 25) 190.1
Worst Trade (Pips): (Jan 05) -36.0
Avg. Trade Length: 1h 23m
Profit Factor: 1.94
Standard Deviation: $11,327.91
Sharpe Ratio 0.22
Z-Score (Probability): 0.14 (11.13%)
Expectancy 5.0 Pips / $1,702.92
AHPR: 0.43%
GHPR: 0.41%
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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 282 254 226 197 169 141 113 85 56 28
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1955)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.20.2015 09:13 08.20.2015 09:17 EURUSD Buy 100.00 1.1 - 1.11474 1.11539 6.5 5,800.00 4m 0.17%
08.19.2015 17:47 08.19.2015 18:15 EURUSD Buy 100.00 1.1 - 1.10928 1.1116 23.2 22,500.00 28m 0.68%
08.19.2015 12:37 08.19.2015 14:44 EURUSD Sell 100.00 1.1 - 1.10191 1.10551 -36.0 -36,700.00 2h 7m -1.10%
08.18.2015 12:35 08.18.2015 12:36 EURUSD Sell 100.00 1.1 - 1.10531 1.10458 7.3 6,600.00 1m 0.20%
08.17.2015 15:10 08.18.2015 04:43 EURUSD Sell 100.00 1.1 - 1.1064 1.10572 6.8 6,090.00 13h 33m 0.18%
08.16.2015 23:03 08.16.2015 23:53 EURUSD Sell 100.00 1.1 - 1.10994 1.10928 6.6 5,900.00 50m 0.18%
08.12.2015 13:40 08.12.2015 14:01 EURUSD Buy 100.00 1.1 - 1.11769 1.11843 7.4 6,700.00 21m 0.20%
08.12.2015 12:13 08.12.2015 12:20 EURUSD Buy 100.00 1.1 - 1.11565 1.11632 6.7 6,000.00 7m 0.18%
08.12.2015 06:21 08.12.2015 06:33 EURUSD Buy 100.00 1.1 - 1.10872 1.10931 5.9 5,200.00 12m 0.16%
08.11.2015 07:45 08.11.2015 08:20 EURUSD Buy 100.00 1.1 - 1.10404 1.10471 6.7 6,000.00 35m 0.18%
08.10.2015 14:28 08.10.2015 15:26 EURUSD Buy 100.00 1.1 - 1.098 1.09872 7.2 6,500.00 58m 0.20%
08.10.2015 09:42 08.10.2015 09:46 EURUSD Sell 100.00 1.1 - 1.09518 1.09455 6.3 5,600.00 4m 0.17%
08.07.2015 16:11 08.10.2015 07:24 EURUSD Buy 100.00 1.1 - 1.09735 1.09799 6.4 5,540.00 2d 0.17%
08.07.2015 12:30 08.07.2015 12:30 EURUSD Sell 100.00 1.1 - 1.09087 1.09019 6.8 6,100.00 0s 0.19%
08.07.2015 07:30 08.07.2015 10:17 EURUSD Buy 100.00 1.1 - 1.09429 1.09149 -28.0 -28,700.00 2h 47m -0.87%
08.06.2015 06:00 08.06.2015 06:00 EURUSD Buy 100.00 1.1 - 1.09332 1.09431 9.9 9,200.00 0s 0.28%
08.06.2015 00:24 08.06.2015 01:42 EURUSD Buy 100.00 1.1 - 1.09332 1.09052 -28.0 -28,700.00 1h 18m -0.86%
08.05.2015 12:15 08.05.2015 12:15 EURUSD Buy 100.00 1.1 - 1.08931 1.09155 22.4 21,700.00 0s 0.66%
08.04.2015 17:49 08.04.2015 17:51 EURUSD Sell 100.00 1.1 - 1.09227 1.09152 7.5 6,800.00 2m 0.21%
07.31.2015 10:10 07.31.2015 12:30 EURUSD Buy 100.00 1.1 - 1.09837 1.10182 34.5 33,800.00 2h 20m 1.04%

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