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Strategy Settings

StartTime
"00:00"
StopTime
"23:59"
Use_Alignment
false
Risk
0.02
PipValue
1
LotsDigits
2
MaxTrades
5
MinZonePips
5
MaxZonePips
25
MaxRetouches
2
OppZoneDistanceMult...
0
ProfitMarginMultip
0
ArrivalOptionMultip...
0
Use_CloseHalf
true
Use_BB_Filter
false
+243.62%

1.41%
52.32%
Drawdown: 34.58%

Balance: $34,361.60
Highest: (Oct 07) $48,852.77
Profit: $24,361.62
Deposits: $10,000.00

Test Started: Aug 01, 2011
Test Ended: Oct 28, 2011
Timeframe: 5 Minutes

Model Type: Control Points
Added: Oct 31, 2011 at 23:13
Loading, please wait...
Trades: 1,317
Profitability:
Pips: 6,647.1
Average Win: 15.52 pips / $334.98
Average Loss: -9.20 pips / -$411.98
Lots: 5,605.17
Commissions: 0
Longs Won: (382/656) 58%
Shorts Won: (377/661) 57%
Best Trade ($): (Sep 19) 4,026.93
Worst Trade ($): (Oct 07) -810.00
Best Trade (Pips): (Sep 19) 116.4
Worst Trade (Pips): (Aug 05) -23.8
Avg. Trade Length: 40m
Profit Factor: 1.11
Standard Deviation: $476.79
Sharpe Ratio 0.08
Z-Score (Probability): -5.23 (99.99%)
Expectancy 5.0 Pips / $18.50
AHPR: 0.11%
GHPR: 0.09%
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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% 0.13% 0.62% 2.14% 5.87% 13.82% 28.99% 55.73%
Consecutive Losing Trades 83 75 67 58 50 42 33 25 17 8
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1317)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.28.2011 20:45 10.28.2011 22:59 EURUSD Buy 3.03 1.4 - 1.41541 1.41467 -7.4 -224.22 2h 14m -0.65%
10.28.2011 20:36 10.28.2011 20:45 EURUSD Buy 7.47 1.4 - 1.4163 1.41562 -6.8 -507.96 9m -1.45%
10.28.2011 20:22 10.28.2011 20:28 EURUSD Sell 7.73 1.4 - 1.4167 1.41729 -5.9 -456.07 6m -1.28%
10.28.2011 15:28 10.28.2011 18:27 EURUSD Buy 3.12 1.4 - 1.4153 1.4153 0.0 0.00 2h 59m 0.00%
10.28.2011 15:07 10.28.2011 15:12 EURUSD Sell 2.12 1.4 - 1.41708 1.41572 13.6 288.32 5m 0.82%
10.28.2011 14:54 10.28.2011 15:07 EURUSD Sell 4.25 1.4 - 1.41708 1.4143 27.8 592.14 13m 1.71%
10.28.2011 14:04 10.28.2011 14:53 EURUSD Sell 4.25 1.4 - 1.41692 1.41692 0.0 0.00 49m 0.00%
10.28.2011 13:30 10.28.2011 13:30 EURUSD Buy 5.80 1.4 - 1.41478 1.41406 -7.2 -417.60 0s -1.19%
10.28.2011 13:11 10.28.2011 13:24 EURUSD Buy 2.81 1.4 - 1.41509 1.41697 18.8 528.28 13m 1.53%
10.28.2011 13:05 10.28.2011 13:11 EURUSD Buy 5.62 1.4 - 1.41509 1.41712 20.3 570.43 6m 1.68%
10.28.2011 10:11 10.28.2011 10:15 EURUSD Sell 5.90 1.4 - 1.41782 1.4187 -8.8 -519.20 4m -1.50%
10.28.2011 07:03 10.28.2011 07:58 EURUSD Sell 5.31 1.4 - 1.41768 1.41868 -10.0 -531.00 55m -1.52%
10.28.2011 05:27 10.28.2011 05:41 EURUSD Sell 6.87 1.4 - 1.41705 1.41705 0.0 0.00 14m 0.00%
10.27.2011 23:32 10.28.2011 00:06 EURUSD Buy 5.99 1.4 - 1.41831 1.41735 -9.6 -574.44 34m -1.61%
10.27.2011 22:43 10.27.2011 23:32 EURUSD Buy 5.99 1.4 - 1.4184 1.4184 0.0 0.00 49m 0.00%
10.27.2011 21:43 10.27.2011 21:48 EURUSD Buy 6.14 1.4 - 1.41909 1.41805 -10.4 -638.56 5m -1.76%
10.27.2011 18:05 10.27.2011 18:07 EURUSD Sell 5.87 1.4 - 1.41908 1.41984 -7.6 -446.12 2m -1.22%
10.27.2011 15:03 10.27.2011 15:04 EURUSD Sell 6.81 1.4 - 1.40778 1.40839 -6.1 -415.41 1m -1.12%
10.27.2011 14:23 10.27.2011 14:41 EURUSD Sell 3.81 1.4 - 1.40505 1.40657 -15.2 -579.12 18m -1.54%
10.27.2011 13:15 10.27.2011 14:01 EURUSD Sell 4.70 1.4 - 1.40258 1.40389 -13.1 -615.70 46m -1.61%

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