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Strategy Settings

CoreNumber
1
MoneyManagement.Ena...
true
MoneyManagement.Ris...
0.02
FixedLotSize
0.1
MaxSpreadInPips
5
Order.Slippage
2
Order.Comment
""
Order.MagicNumber
0
Voice.Enabled
true
Color.Regular
White
Color.Okay
Lime
Color.Warning
Orange
Color.Error
Red
Tester.Core1.Enable...
true
Tester.Core2.Enable...
true
+9751.15M%

1.05%
36.73%
Drawdown: 6.60%

Balance: $48,755,747,176.70
Highest: (Nov 02) $48,755,747,176.70
Profit: $48,755,746,676.70
Deposits: $500.00

Test Started: Jan 03, 2007
Test Ended: Nov 02, 2011
Timeframe: 30 Minutes

Model Type: Every Tick
Added: Dec 17 2011 at 21:24
Comments:
No comments entered.
Model Quality: 90.0
Bars in test: 55048
Ticks Modelled: 44235617
Views: 223
Broker: -
Trades: 2121
Profitability:
Pips: 8960.5
Average Win: 7.82 pips / $46883872.62
Average Loss: -2.88 pips / -$24203009.79
Lots: 1,545,253,178.30
Commissions: 0
Longs Won: (747/1097) 68%
Shorts Won: (661/1024) 64%
Best Trade ($): (Oct 25) 1922289012.00
Worst Trade ($): (Oct 25) -627578321.20
Best Trade (Pips): (Mar 25) 34.6
Worst Trade (Pips): (Oct 30) -5.9
Avg. Trade Length: 24s
Profit Factor: 3.83
Standard Deviation: $152507241.14
Sharpe Ratio 0.4500
Z-Score (Probability): -8.67 (99.99%)
Expectancy 4.2 Pips / $22987150.72
AHPR: 0.89%
GHPR: 0.87%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 1097 4772.0 25471891136.20 1024 4188.5 23283855540.50 2121 8960.5 48755746676.70 1408 (66%) 713 (34%)
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 2016 1815 1613 1411 1210 1008 806 605 403 202
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2121)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.02.2011 20:04 11.02.2011 20:05 EURUSD Sell 12038456.00 1.37685 1.37515 1.37740 1.37685 5.5 601922800.00 1m 1.25%
11.02.2011 19:01 11.02.2011 19:02 EURUSD Buy 11990494.10 1.37176 1.37346 1.37155 1.37176 2.1 191847905.60 1m 0.40%
11.01.2011 21:47 11.01.2011 21:47 EURUSD Buy 11801667.40 1.36944 1.37114 1.36875 1.36944 6.9 755306713.60 0s 1.60%
11.01.2011 21:46 11.01.2011 21:46 EURUSD Buy 11745874.50 1.36880 1.37050 1.36856 1.36880 2.4 223171615.50 0s 0.47%
11.01.2011 19:27 11.01.2011 19:28 EURUSD Sell 11546694.00 1.37116 1.36946 1.37190 1.37116 7.4 796721886.00 1m 1.72%
10.31.2011 03:25 10.31.2011 03:26 EURUSD Buy 11379209.10 1.41352 1.41522 1.41285 1.41352 6.7 705510964.20 1m 1.54%
10.31.2011 03:26 10.31.2011 03:26 EURUSD Buy 10131214.10 1.41378 1.41528 1.41392 1.41378 -1.4 -192493067.90 0s -0.42%
10.31.2011 03:25 10.31.2011 03:25 EURUSD Buy 9760289.00 1.41298 1.41448 1.41312 1.41298 -1.4 -185445491.00 0s -0.41%
10.31.2011 03:25 10.31.2011 03:25 EURUSD Buy 9781921.40 1.41364 1.41514 1.41324 1.41364 4.0 342367249.00 0s 0.76%
10.27.2011 04:22 10.27.2011 04:23 EURUSD Sell 9255847.00 1.39337 1.39187 1.39485 1.39337 14.8 1323586121.00 1m 2.99%
10.27.2011 04:22 10.27.2011 04:23 EURUSD Sell 10656910.50 1.39363 1.39193 1.39527 1.39363 16.4 1694448769.50 1m 3.99%
10.27.2011 04:22 10.27.2011 04:22 EURUSD Sell 9202881.60 1.39509 1.39359 1.39500 1.39509 -0.9 -128840342.40 0s -0.30%
10.27.2011 04:22 10.27.2011 04:22 EURUSD Sell 10789076.70 1.39463 1.39293 1.39419 1.39463 -4.4 -528664758.30 0s -1.22%
10.26.2011 20:53 10.26.2011 20:55 EURUSD Sell 10396604.80 1.38890 1.38720 1.39046 1.38890 15.6 1569887324.80 2m 3.77%
10.26.2011 16:16 10.26.2011 16:17 EURUSD Sell 10291120.80 1.39685 1.39515 1.39731 1.39685 4.6 421935952.80 1m 1.02%
10.25.2011 17:50 10.25.2011 17:51 EURUSD Buy 10151537.20 1.39041 1.39211 1.38981 1.39041 6.0 558334546.00 1m 1.37%
10.25.2011 16:47 10.25.2011 16:47 EURUSD Buy 10131274.60 1.38964 1.39134 1.38951 1.38964 1.3 81050196.80 0s 0.20%
10.25.2011 16:46 10.25.2011 16:46 EURUSD Buy 10288169.20 1.38942 1.39112 1.38998 1.38942 -5.6 -627578321.20 0s -1.52%
10.25.2011 16:38 10.25.2011 16:40 EURUSD Buy 9807597.00 1.38899 1.39069 1.38698 1.38899 20.1 1922289012.00 2m 4.90%
10.25.2011 16:38 10.25.2011 16:38 EURUSD Buy 10075328.70 1.38722 1.38892 1.38765 1.38722 -4.3 -483615777.60 0s -1.20%

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