Strategy Settings
Lots
0.01
ProfitTarget
210
StopLoss
60
BreakEven
5
applyBreakEven
true
diffLimit
240
Slippage
3
TrailingStop
5
stochUpLevel
70
stochDnLevel
30
highLowSmth1_thresh...
0.00045
| +13826.77% |
| 2.41% | |
| 104.5% | |
| Drawdown: | 22.46% |
| Balance: | $6,963,383.91 |
| Highest: | (Jul 29) $6,968,083.85 |
| Profit: | $6,913,383.87 |
| Deposits: | $50,000.00 |
| Test Started: | Jan 03, 2011 |
| Test Ended: | Jul 29, 2011 |
| Timeframe: | 30 Minutes |
| Model Type: | Every Tick |
| Added: | Jul 30, 2011 at 20:39 |
Loading, please wait...
| Trades: | 442 |
| Profitability: | |
| Pips: | 5,813.1 |
| Average Win: | 33.01 pips / $41,421.63 |
| Average Loss: | -7.81 pips / -$11,578.27 |
| Lots: | 53,667.92 |
| Commissions: | 0 |
| Longs Won: | (133/238) 55% |
| Shorts Won: | (94/204) 46% |
| Best Trade ($): | (Jul 28) 1,122,139.79 |
| Worst Trade ($): | (Jul 13) -213,363.73 |
| Best Trade (Pips): | (Jan 13) 210.0 |
| Worst Trade (Pips): | (Jun 17) -60.9 |
| Avg. Trade Length: | 5h 21m |
| Profit Factor: | 3.78 |
| Standard Deviation: | $87,930.81 |
| Sharpe Ratio | 0.29 |
| Z-Score (Probability): | 10.17 (99.99%) |
| Expectancy | 13.2 Pips / $15,641.14 |
| AHPR: | 1.21% |
| GHPR: | 1.12% |
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% | 0.19% | 5.24% |
| Consecutive Losing Trades | 601 | 541 | 481 | 421 | 361 | 301 | 241 | 180 | 120 | 60 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (442)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.29.2011 16:29 | 07.29.2011 17:57 | EURUSD | Buy | 671.42 | 1.4 | 1.5 | 1.43491 | 1.43491 | 0.0 | -4,699.94 | 1h 28m | -0.07% |
| 07.29.2011 16:29 | 07.29.2011 17:28 | EURUSD | Buy | 671.42 | 1.4 | 1.5 | 1.43491 | 1.43876 | 38.5 | 253,796.76 | 59m | 3.78% |
| 07.29.2011 08:29 | 07.29.2011 15:52 | EURUSD | Sell | 659.10 | 1.4 | 1.4 | 1.43087 | 1.43087 | 0.0 | -4,613.70 | 7h 23m | -0.07% |
| 07.29.2011 08:29 | 07.29.2011 09:31 | EURUSD | Sell | 659.10 | 1.4 | 1.4 | 1.43087 | 1.42886 | 20.1 | 127,865.40 | 1h 2m | 1.94% |
| 07.29.2011 08:19 | 07.29.2011 08:29 | EURUSD | Buy | 695.54 | 1.4 | 1.5 | 1.43342 | 1.43087 | -25.5 | -182,231.48 | 10m | -2.69% |
| 07.29.2011 08:19 | 07.29.2011 08:29 | EURUSD | Buy | 695.54 | 1.4 | 1.5 | 1.43342 | 1.43087 | -25.5 | -182,231.48 | 10m | -2.62% |
| 07.27.2011 17:05 | 07.28.2011 15:40 | EURUSD | Sell | 539.62 | 1.4 | 1.4 | 1.44689 | 1.42589 | 210.0 | 1,122,139.79 | 22h 35m | 19.24% |
| 07.27.2011 17:05 | 07.27.2011 18:06 | EURUSD | Sell | 539.62 | 1.4 | 1.4 | 1.44689 | 1.43872 | 81.7 | 437,092.20 | 1h 1m | 8.10% |
| 07.26.2011 03:54 | 07.27.2011 16:16 | EURUSD | Buy | 490.92 | 1.4 | 1.5 | 1.43647 | 1.4448 | 83.3 | 405,534.28 | 1d | 8.13% |
| 07.26.2011 03:54 | 07.26.2011 05:00 | EURUSD | Buy | 490.92 | 1.4 | 1.5 | 1.43647 | 1.4382 | 17.3 | 81,492.72 | 1h 6m | 1.66% |
| 07.25.2011 17:52 | 07.25.2011 18:28 | EURUSD | Sell | 490.23 | 1.4 | 1.4 | 1.43335 | 1.43307 | 2.8 | 10,294.83 | 36m | 0.21% |
| 07.25.2011 17:52 | 07.25.2011 18:28 | EURUSD | Sell | 490.23 | 1.4 | 1.4 | 1.43335 | 1.43335 | 0.0 | -3,431.61 | 36m | -0.07% |
| 07.25.2011 16:25 | 07.25.2011 16:42 | EURUSD | Buy | 487.65 | 1.4 | 1.5 | 1.4377 | 1.4377 | 0.0 | -3,413.55 | 17m | -0.07% |
| 07.25.2011 16:25 | 07.25.2011 16:36 | EURUSD | Buy | 487.65 | 1.4 | 1.5 | 1.4377 | 1.43837 | 6.7 | 29,259.00 | 11m | 0.60% |
| 07.25.2011 08:45 | 07.25.2011 09:02 | EURUSD | Sell | 483.97 | 1.4 | 1.4 | 1.43569 | 1.43569 | 0.0 | -3,387.79 | 17m | -0.07% |
| 07.25.2011 08:45 | 07.25.2011 08:56 | EURUSD | Sell | 483.97 | 1.4 | 1.4 | 1.43569 | 1.43479 | 9.0 | 40,169.51 | 11m | 0.83% |
| 07.25.2011 06:12 | 07.25.2011 06:31 | EURUSD | Buy | 480.03 | 1.4 | 1.5 | 1.43882 | 1.43882 | 0.0 | -3,360.21 | 19m | -0.07% |
| 07.25.2011 06:12 | 07.25.2011 06:23 | EURUSD | Buy | 480.03 | 1.4 | 1.5 | 1.43882 | 1.43978 | 9.6 | 42,722.67 | 11m | 0.89% |
| 07.25.2011 01:01 | 07.25.2011 01:14 | EURUSD | Buy | 478.36 | 1.4 | 1.5 | 1.44065 | 1.44065 | 0.0 | -3,348.52 | 13m | -0.07% |
| 07.25.2011 01:01 | 07.25.2011 01:12 | EURUSD | Buy | 478.36 | 1.4 | 1.5 | 1.44065 | 1.44114 | 4.9 | 20,091.12 | 11m | 0.42% |
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