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Strategy Settings

StartTime
"08:00"
StopTime
"12:00"
Use_Alignment
false
Risk
0.02
PipValue
1
LotsDigits
2
MaxTrades
5
MinZonePips
4
MaxZonePips
23
MaxRetouches
1
OppZoneDistanceMult...
0
ProfitMarginMultip
0
ArrivalOptionMultip...
0
Use_CloseHalf
true
Use_BB_Filter
false
+16.42%

0.05%
1.53%
Drawdown: 41.24%

Balance: $11,642.00
Highest: (May 05) $18,646.72
Profit: $1,642.00
Deposits: $10,000.00

Test Started: Jan 03, 2011
Test Ended: Oct 31, 2011
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Nov 02, 2011 at 23:36
Loading, please wait...
Trades: 577
Profitability:
Pips: 2,087.5
Average Win: 12.20 pips / $172.63
Average Loss: -8.44 pips / -$235.55
Lots: 1,538.46
Commissions: 0
Longs Won: (171/294) 58%
Shorts Won: (166/283) 58%
Best Trade ($): (May 05) 1,129.44
Worst Trade ($): (Apr 20) -799.24
Best Trade (Pips): (Feb 22) 129.0
Worst Trade (Pips): (Apr 20) -21.2
Avg. Trade Length: 26m
Profit Factor: 1.03
Standard Deviation: $240.22
Sharpe Ratio 0.02
Z-Score (Probability): -2.90 (-130.67%)
Expectancy 3.6 Pips / $2.85
AHPR: 0.04%
GHPR: 0.03%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 7.26% 15.99% 25.38% 35.22% 45.41% 55.89% 66.62% 77.56% 88.69%
Consecutive Losing Trades 49 44 40 35 30 25 20 15 10 5
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (577)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.31.2011 09:59 10.31.2011 12:33 EURUSD Buy 1.06 1.4 - 1.39943 1.39943 0.0 0.00 2h 34m 0.00%
10.31.2011 09:33 10.31.2011 09:37 EURUSD Buy 1.49 1.4 - 1.40099 1.39951 -14.8 -220.52 4m -1.86%
10.31.2011 08:55 10.31.2011 09:04 EURUSD Sell 2.08 1.4 - 1.40475 1.40475 0.0 0.00 9m 0.00%
10.31.2011 08:50 10.31.2011 08:54 EURUSD Sell 2.28 1.4 - 1.4034 1.40428 -8.8 -200.64 4m -1.66%
10.28.2011 11:41 10.28.2011 11:45 EURUSD Buy 1.55 1.4 - 1.4161 1.41669 5.9 91.45 4m 0.76%
10.28.2011 11:31 10.28.2011 11:41 EURUSD Buy 3.10 1.4 - 1.4161 1.41729 11.9 184.45 10m 1.56%
10.28.2011 11:15 10.28.2011 11:17 EURUSD Buy 3.16 1.4 - 1.41785 1.4172 -6.5 -205.40 2m -1.71%
10.28.2011 10:11 10.28.2011 10:15 EURUSD Sell 2.28 1.4 - 1.41782 1.4187 -8.8 -200.64 4m -1.65%
10.28.2011 09:14 10.28.2011 09:15 EURUSD Buy 3.40 1.4 - 1.41649 1.41587 -6.2 -210.80 1m -1.70%
10.27.2011 10:05 10.27.2011 11:44 EURUSD Sell 1.59 1.4 - 1.40254 1.40118 13.6 216.24 1h 39m 1.77%
10.27.2011 08:52 10.27.2011 09:12 EURUSD Buy 1.03 1.4 - 1.3984 1.4022 38.0 391.40 20m 3.32%
10.27.2011 08:37 10.27.2011 08:52 EURUSD Buy 2.07 1.4 - 1.3984 1.40033 19.3 200.72 15m 1.73%
10.26.2011 11:43 10.26.2011 11:58 EURUSD Buy 0.95 1.4 - 1.39252 1.39354 10.2 96.90 15m 0.84%
10.26.2011 10:22 10.26.2011 11:43 EURUSD Buy 1.90 1.4 - 1.39252 1.39457 20.5 194.75 1h 21m 1.72%
10.26.2011 09:40 10.26.2011 09:42 EURUSD Sell 2.30 1.4 - 1.39321 1.39402 -8.1 -186.30 2m -1.62%
10.26.2011 08:24 10.26.2011 08:41 EURUSD Sell 2.74 1.4 - 1.39121 1.39121 0.0 0.00 17m 0.00%
10.25.2011 12:39 10.25.2011 12:59 EURUSD Buy 0.64 1.4 - 1.39236 1.39394 15.8 101.12 20m 0.89%
10.25.2011 11:51 10.25.2011 12:39 EURUSD Buy 1.28 1.4 - 1.39236 1.39553 31.7 202.88 48m 1.81%
10.25.2011 11:15 10.25.2011 11:31 EURUSD Sell 1.32 1.4 - 1.39298 1.39452 -15.4 -203.28 16m -1.78%
10.25.2011 10:56 10.25.2011 11:15 EURUSD Sell 1.32 1.4 - 1.39297 1.39297 0.0 0.00 19m 0.00%

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