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Strategy Settings

UseVariableValues
true
AdjustLotsizeToVari...
true
ShowInfoPanel
true
InfoPanelSizeAdjust...
1
UpdateInfoTesting
false
spreadfilter
"---------...
AllowBuyTrades
true
AllowSellTrades
true
TradeFrequency
3
MaxSpread
500
UseHL_TrailingSL
true
FridayStopHour
25
setSL_TP_After_Entr...
false
Virtual_expiration
true
Randomization
0
+4.73M%

0.28%
8.88%
Drawdown: 96.17%

Balance: $4,729,805.15
Highest: (Mar 26) $4,729,805.15
Profit: $4,729,705.06
Deposits: $100.00

Test Started: Nov 02, 2004
Test Ended: Mar 26, 2015
Timeframe: 1 Day

Model Type: Every Tick
Added: Jun 19 at 13:45
Loading, please wait...
Trades: 7,347
Profitability:
Pips: 824,486.0
Average Win: 316.57 pips / $1,955.35
Average Loss: -210.96 pips / -$1,430.54
Lots: 33,898.94
Commissions: 0
Longs Won: (2,555/4,232) 60%
Shorts Won: (1,946/3,115) 62%
Best Trade ($): (Mar 26) 219,834.89
Worst Trade ($): (Jan 02) -59,921.64
Best Trade (Pips): (Feb 29) 5,414.0
Worst Trade (Pips): (Mar 25) -2,194.0
Avg. Trade Length: 4h 27m
Profit Factor: 2.16
Standard Deviation: $7,045.78
Sharpe Ratio 0.11
Z-Score (Probability): -43.53 (99.99%)
Expectancy 112.2 Pips / $643.76
AHPR: 0.16%
GHPR: 0.15%
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% <0.01% <0.01% <0.01% <0.01% <0.01%
Consecutive Losing Trades 3311 2980 2649 2318 1987 1656 1325 993 662 331
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (7347)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.20.2015 15:46 03.26.2015 10:04 XAUUSD Buy 63.24 1,192.6 1,213.2 1,177.42 1,213.18 3,576.0 219,834.89 5d 4.87%
03.25.2015 13:13 03.25.2015 14:17 XAUUSD Buy 47.99 1,194.7 1,198.5 1,194.36 1,194.73 37.0 1,679.65 1h 4m 0.04%
03.25.2015 13:13 03.25.2015 13:26 XAUUSD Buy 43.73 1,194.3 1,199.4 1,194.32 1,194.32 0.0 -87.46 13m 0.00%
03.23.2015 16:22 03.23.2015 18:26 XAUUSD Buy 48.75 1,187.7 1,191.4 1,187.34 1,187.7 36.0 1,657.50 2h 4m 0.04%
03.20.2015 15:46 03.20.2015 16:17 XAUUSD Buy 44.28 1,177.1 1,182.1 1,177.13 1,182.13 500.0 22,051.44 31m 0.49%
03.20.2015 15:46 03.20.2015 15:55 XAUUSD Buy 35.24 1,177.5 1,181.0 1,177.15 1,177.54 39.0 1,303.88 9m 0.03%
03.20.2015 15:46 03.20.2015 15:55 XAUUSD Buy 48.58 1,177.5 1,181.2 1,177.17 1,177.53 36.0 1,651.72 9m 0.04%
03.20.2015 15:46 03.20.2015 15:55 XAUUSD Buy 59.38 1,177.6 1,184.0 1,177.44 1,177.57 13.0 653.18 9m 0.01%
03.18.2015 20:06 03.18.2015 20:09 XAUUSD Buy 42.91 1,163.4 1,168.4 1,163.39 1,163.39 0.0 -85.82 3m 0.00%
03.18.2015 20:06 03.18.2015 20:09 XAUUSD Buy 57.56 1,163.8 1,170.2 1,163.7 1,163.83 13.0 633.16 3m 0.01%
03.18.2015 20:06 03.18.2015 20:07 XAUUSD Buy 47.85 1,163.8 1,167.4 1,163.44 1,167.44 400.0 19,044.30 1m 0.43%
03.18.2015 20:06 03.18.2015 20:07 XAUUSD Buy 34.69 1,163.8 1,167.3 1,163.42 1,167.27 385.0 13,286.27 1m 0.30%
03.18.2015 20:02 03.18.2015 20:07 XAUUSD Buy 58.47 1,163.0 1,165.9 1,159.47 1,165.91 644.0 37,537.74 5m 0.84%
03.18.2015 20:02 03.18.2015 20:06 XAUUSD Buy 43.60 1,159.2 1,164.1 1,159.16 1,164.11 495.0 21,494.80 4m 0.49%
03.18.2015 20:02 03.18.2015 20:06 XAUUSD Buy 34.69 1,159.6 1,163.0 1,159.19 1,163.04 385.0 13,286.27 4m 0.30%
03.18.2015 20:05 03.18.2015 20:06 XAUUSD Buy 34.69 1,159.6 1,163.0 1,159.19 1,163.04 385.0 13,286.27 1m 0.30%
03.17.2015 15:00 03.17.2015 16:42 XAUUSD Sell 66.43 1,164.3 1,154.2 1,148.35 1,154.19 -584.0 -38,927.98 1h 42m -0.88%
03.17.2015 15:00 03.17.2015 15:45 XAUUSD Sell 99.00 1,147.2 1,124.1 1,147.82 1,147.24 58.0 5,544.00 45m 0.13%
03.17.2015 15:00 03.17.2015 15:44 XAUUSD Sell 61.41 1,146.7 1,112.8 1,148.14 1,146.69 145.0 8,781.63 44m 0.20%
03.17.2015 15:00 03.17.2015 15:44 XAUUSD Sell 99.00 1,146.4 1,129.1 1,148.11 1,146.41 170.0 16,632.00 44m 0.38%

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