Strategy Settings
Lots
0
Risk
0.01
RR
2
RRincludeSpread
true
Use1stTrade
true
Use2ndTrade
true
UseCloseOnOpposite
true
MinXage
0
commentMaxLines
25
UseBreakEven
false
SLbufferPips
15
TPbufferPips
5
MinimumSL
0
SRTF
240
UseCandleFilter
false
UseTrendFilter
true
TrendFilterTF
1440
TrendFastMA
5
TrendSlowMA
12
UseFractalTrail
true
FractalTrailTF
240
UseATRTrail
false
ATRperiod
5
ATRmultiplier
2
MaxDBars
3
| +5.09% |
| 0% | |
| 0.07% | |
| Drawdown: | 8.28% |
| Balance: | $10,509.20 |
| Highest: | (May 29) $10,878.85 |
| Profit: | $509.20 |
| Deposits: | $10,000.00 |
| Test Started: | Jun 07, 2007 |
| Test Ended: | Dec 26, 2012 |
| Timeframe: | 4 Hours |
| Model Type: | Control Points |
| Added: | Dec 30, 2012 at 11:39 |
Loading, please wait...
| Trades: | 92 |
| Profitability: | |
| Pips: | 549.3 |
| Average Win: | 161.08 pips / $160.45 |
| Average Loss: | -48.78 pips / -$49.14 |
| Lots: | 9.20 |
| Commissions: | 0 |
| Longs Won: | (11/34) 32% |
| Shorts Won: | (13/58) 22% |
| Best Trade ($): | (Feb 12) 329.65 |
| Worst Trade ($): | (Oct 10) -149.50 |
| Best Trade (Pips): | (Feb 12) 330.4 |
| Worst Trade (Pips): | (Oct 10) -149.5 |
| Avg. Trade Length: | 1d |
| Profit Factor: | 1.15 |
| Standard Deviation: | $105.51 |
| Sharpe Ratio | 0.06 |
| Z-Score (Probability): | -1.63 (-90.58%) |
| Expectancy | 6.0 Pips / $5.53 |
| AHPR: | 0.06% |
| GHPR: | 0.05% |
Loading, please wait...
| 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% | 0.07% | 0.5% | 2.46% | 9.86% | 33.49% |
| Consecutive Losing Trades | 214 | 192 | 171 | 150 | 128 | 107 | 86 | 64 | 43 | 21 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (92)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.21.2012 16:05 | 12.26.2012 20:00 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3182 | 1.32193 | 37.3 | 36.10 | 5d | 0.34% |
| 11.21.2012 23:06 | 11.22.2012 11:40 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.28454 | 1.28863 | -40.9 | -41.35 | 12h 34m | -0.39% |
| 11.20.2012 01:40 | 11.21.2012 23:06 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.27909 | 1.28386 | -47.7 | -47.85 | 1d | -0.45% |
| 10.24.2012 12:05 | 10.26.2012 10:30 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.29445 | 1.2905 | -39.5 | -41.10 | 1d | -0.39% |
| 10.24.2012 00:00 | 10.24.2012 08:20 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.29774 | 1.29368 | -40.6 | -40.60 | 8h 20m | -0.38% |
| 09.05.2012 05:33 | 09.05.2012 14:40 | EURUSD | Buy | 0.10 | 1.2 | 1.3 | 1.25295 | 1.26225 | 93.0 | 93.00 | 9h 7m | 0.88% |
| 07.19.2012 08:05 | 07.20.2012 13:30 | EURUSD | Sell | 0.10 | 1.2 | 1.2 | 1.22952 | 1.218 | 115.2 | 115.05 | 1d | 1.10% |
| 04.04.2012 12:40 | 04.05.2012 09:30 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31139 | 1.30922 | -21.7 | -22.90 | 20h 50m | -0.22% |
| 04.04.2012 08:30 | 04.04.2012 12:40 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.318 | 1.31183 | -61.7 | -61.70 | 4h 10m | -0.59% |
| 04.03.2012 20:05 | 04.04.2012 08:30 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.324 | 1.31765 | -63.5 | -63.90 | 12h 25m | -0.60% |
| 02.01.2012 04:00 | 02.01.2012 07:15 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30732 | 1.30265 | -46.7 | -46.70 | 3h 15m | -0.44% |
| 01.03.2012 12:05 | 01.04.2012 15:40 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30447 | 1.29219 | 122.8 | 122.65 | 1d | 1.17% |
| 12.21.2011 00:20 | 12.21.2011 08:40 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.31008 | 1.31505 | -49.7 | -49.70 | 8h 20m | -0.47% |
| 12.01.2011 01:30 | 12.02.2011 12:40 | EURUSD | Sell | 0.10 | 1.4 | 1.3 | 1.34591 | 1.354 | -80.9 | -81.05 | 1d | -0.76% |
| 10.10.2011 08:20 | 10.10.2011 16:05 | EURUSD | Sell | 0.10 | 1.4 | 1.3 | 1.35481 | 1.36976 | -149.5 | -149.50 | 7h 45m | -1.39% |
| 09.16.2011 00:00 | 09.19.2011 14:05 | EURUSD | Sell | 0.10 | 1.4 | 1.4 | 1.38803 | 1.35957 | 284.6 | 284.45 | 3d | 2.71% |
| 09.01.2011 14:40 | 09.02.2011 07:40 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.423 | 1.4211 | -19.0 | -19.40 | 17h 0m | -0.18% |
| 09.01.2011 08:05 | 09.01.2011 14:40 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.43128 | 1.42438 | -69.0 | -69.00 | 6h 35m | -0.65% |
| 08.02.2011 08:05 | 08.04.2011 13:40 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.41941 | 1.41359 | -58.2 | -59.80 | 2d | -0.56% |
| 07.21.2011 20:06 | 07.26.2011 01:40 | EURUSD | Sell | 0.10 | 1.4 | 1.4 | 1.4403 | 1.4425 | -22.0 | -22.45 | 4d | -0.21% |
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