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Strategy Settings

ReInvestCapital
true
+12715.96%

0.29%
9.05%
Drawdown: 18.74%

Balance: $1,281,596.20
Highest: (Jul 11) $1,406,147.00
Profit: $1,271,596.20
Deposits: $10,000.00

Test Started: Jan 02, 2008
Test Ended: Aug 09, 2012
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Apr 21, 2013 at 04:19
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Trades: 2,809
Profitability:
Pips: 30,214.5
Average Win: 88.22 pips / $5,268.10
Average Loss: -23.43 pips / -$1,672.13
Lots: 20,774.50
Commissions: 0
Longs Won: (404/1,389) 29%
Shorts Won: (456/1,420) 32%
Best Trade ($): (Oct 31) 60,798.50
Worst Trade ($): (Feb 13) -22,500.00
Best Trade (Pips): (Dec 15) 922.2
Worst Trade (Pips): (Jan 02) -25.0
Avg. Trade Length: 12h 12m
Profit Factor: 1.39
Standard Deviation: $5,386.95
Sharpe Ratio 0.13
Z-Score (Probability): -14.74 (99.99%)
Expectancy 10.8 Pips / $452.69
AHPR: 0.18%
GHPR: 0.17%
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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% 1.5%
Consecutive Losing Trades 766 690 613 536 460 383 307 230 153 77
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2809)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.09.2012 13:45 08.09.2012 18:45 EURUSD Sell 19.50 1.2 - 1.23123 1.22718 40.5 7,897.50 5h 0m 0.62%
08.09.2012 11:00 08.09.2012 13:15 EURUSD Sell 19.50 1.2 - 1.23502 1.23121 38.1 7,429.50 2h 15m 0.59%
08.08.2012 10:00 08.08.2012 12:00 EURUSD Sell 19.50 1.2 - 1.23669 1.23864 -19.5 -3,802.50 2h 0m -0.30%
07.23.2012 15:45 07.23.2012 16:30 EURUSD Sell 19.50 1.2 - 1.20751 1.2093 -17.9 -3,490.50 45m -0.27%
07.20.2012 15:30 07.23.2012 01:00 EURUSD Sell 19.50 1.2 - 1.2198 1.21198 78.2 15,256.80 2d 1.21%
07.19.2012 19:30 07.20.2012 08:39 EURUSD Buy 19.50 1.2 - 1.22725 1.22475 -25.0 -4,892.55 13h 9m -0.39%
07.19.2012 17:00 07.19.2012 17:45 EURUSD Sell 19.50 1.2 - 1.22453 1.22642 -18.9 -3,685.50 45m -0.29%
07.19.2012 16:45 07.19.2012 17:43 EURUSD Sell 19.50 1.2 - 1.22364 1.22614 -25.0 -4,875.00 58m -0.38%
07.19.2012 13:00 07.19.2012 14:31 EURUSD Buy 58.50 1.2 - 1.23063 1.22813 -25.0 -14,625.00 1h 31m -1.14%
07.19.2012 11:45 07.19.2012 14:30 EURUSD Buy 19.50 1.2 - 1.22548 1.2284 29.2 5,641.35 2h 45m 0.44%
07.18.2012 17:30 07.19.2012 12:00 EURUSD Buy 19.50 1.2 - 1.22599 1.22738 13.9 2,657.85 18h 30m 0.21%
07.18.2012 17:15 07.19.2012 11:45 EURUSD Buy 39.00 1.2 - 1.22548 1.22684 13.6 2,599.35 18h 30m 0.20%
07.18.2012 13:00 07.18.2012 13:15 EURUSD Buy 19.50 1.2 - 1.2249 1.22364 -12.6 -2,474.55 15m -0.19%
07.18.2012 12:45 07.18.2012 13:00 EURUSD Buy 39.00 1.2 - 1.2249 1.22369 -12.1 -2,377.05 15m -0.19%
07.17.2012 19:30 07.18.2012 12:45 EURUSD Buy 58.50 1.2 - 1.2249 1.22394 -9.6 -1,889.55 17h 15m -0.15%
07.17.2012 20:30 07.18.2012 12:40 EURUSD Buy 19.50 1.2 - 1.22719 1.22469 -25.0 -4,892.55 16h 10m -0.38%
07.17.2012 18:15 07.17.2012 19:21 EURUSD Sell 19.50 1.2 - 1.22197 1.22447 -25.0 -4,875.00 1h 6m -0.38%
07.17.2012 17:30 07.17.2012 19:19 EURUSD Sell 19.50 1.2 - 1.22168 1.22418 -25.0 -4,875.00 1h 49m -0.38%
07.17.2012 18:00 07.17.2012 19:04 EURUSD Sell 19.50 1.2 - 1.22142 1.22392 -25.0 -4,875.00 1h 4m -0.37%
07.17.2012 17:15 07.17.2012 18:45 EURUSD Sell 19.50 1.2 - 1.22339 1.22298 4.1 799.50 1h 30m 0.06%

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