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Strategy Settings

Lots
0.01
MagicNumber
786
ProfitTarget
0
StopLoss
100
BreakEven
10
Slippage
3
TrailingStop
3
stochUpLevel
70
stochDnLevel
30
highLowSmth1_thresh...
0.00045
diffLimit
4
barValThresh
0.0001
openCloseFilterEN
false
+2314.35%

0.91%
31.28%
Drawdown: 12.11%

Balance: $1,207,175.56
Highest: (Dec 13) $1,256,912.41
Profit: $1,157,175.52
Deposits: $50,000.00

Test Started: Jan 02, 2011
Test Ended: Dec 19, 2011
Timeframe: 1 Minute

Model Type: Every Tick
Added: Dec 20, 2011 at 21:26
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Trades: 412
Profitability:
Pips: 2,771.0
Average Win: 10.16 pips / $4,419.07
Average Loss: -98.65 pips / -$46,617.95
Lots: 17,549.60
Commissions: 0
Longs Won: (197/206) 95%
Shorts Won: (202/206) 98%
Best Trade ($): (Oct 14) 174,700.00
Worst Trade ($): (May 24) -51,543.97
Best Trade (Pips): (Oct 14) 349.4
Worst Trade (Pips): (Feb 14) -102.5
Avg. Trade Length: 1h 43m
Profit Factor: 2.91
Standard Deviation: $13,048.71
Sharpe Ratio 0.29
Z-Score (Probability): 0.26 (20.51%)
Expectancy 6.7 Pips / $2,808.68
AHPR: 0.82%
GHPR: 0.78%
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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% 1.54%
Consecutive Losing Trades 26 23 21 18 16 13 10 8 5 3
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (412)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.19.2011 13:14 12.19.2011 23:45 EURUSD Buy 50.00 1.3 - 1.30435 1.2991 -52.5 -26,250.00 10h 31m -2.13%
12.16.2011 14:46 12.16.2011 17:36 EURUSD Sell 50.00 1.3 - 1.3021 1.30165 4.5 2,250.00 2h 50m 0.18%
12.15.2011 16:32 12.16.2011 01:10 EURUSD Buy 50.00 1.3 - 1.30235 1.30406 17.1 8,463.15 8h 38m 0.69%
12.15.2011 15:45 12.15.2011 15:45 EURUSD Sell 50.00 1.3 - 1.2991 1.29865 4.5 2,250.00 0s 0.18%
12.15.2011 10:52 12.15.2011 10:52 EURUSD Buy 50.00 1.3 - 1.30135 1.30155 2.0 1,000.00 0s 0.08%
12.15.2011 09:02 12.15.2011 09:19 EURUSD Sell 50.00 1.3 - 1.2991 1.29865 4.5 2,250.00 17m 0.18%
12.15.2011 07:36 12.15.2011 07:46 EURUSD Buy 50.00 1.3 - 1.30135 1.30255 12.0 6,000.00 10m 0.50%
12.14.2011 15:51 12.14.2011 15:58 EURUSD Sell 50.00 1.3 - 1.2961 1.29499 11.1 5,550.00 7m 0.46%
12.14.2011 10:02 12.14.2011 15:10 EURUSD Buy 50.00 1.3 - 1.30635 1.2961 -102.5 -51,250.00 5h 8m -4.08%
12.13.2011 12:09 12.13.2011 13:14 EURUSD Sell 50.00 1.3 - 1.3191 1.31783 12.7 6,350.00 1h 5m 0.51%
12.13.2011 11:05 12.13.2011 11:13 EURUSD Buy 50.00 1.3 - 1.32235 1.32329 9.4 4,700.00 8m 0.38%
12.12.2011 04:49 12.12.2011 07:10 EURUSD Sell 50.00 1.3 - 1.3341 1.33265 14.5 7,250.00 2h 21m 0.59%
12.09.2011 16:05 12.09.2011 16:05 EURUSD Buy 50.00 1.3 - 1.33835 1.3387 3.5 1,750.00 0s 0.14%
12.09.2011 15:40 12.09.2011 15:40 EURUSD Sell 50.00 1.3 - 1.3341 1.33388 2.2 1,100.00 0s 0.09%
12.09.2011 15:05 12.09.2011 15:05 EURUSD Buy 50.00 1.3 - 1.33835 1.33839 0.4 200.00 0s 0.02%
12.09.2011 13:32 12.09.2011 13:35 EURUSD Sell 50.00 1.3 - 1.3361 1.33565 4.5 2,250.00 3m 0.18%
12.09.2011 09:00 12.09.2011 10:17 EURUSD Buy 50.00 1.3 - 1.33435 1.3358 14.5 7,250.00 1h 17m 0.59%
12.08.2011 20:54 12.09.2011 03:14 EURUSD Sell 50.00 1.3 - 1.3331 1.33265 4.5 1,956.03 6h 20m 0.16%
12.08.2011 20:26 12.08.2011 20:38 EURUSD Buy 50.00 1.3 - 1.33635 1.33705 7.0 3,500.00 12m 0.29%
12.08.2011 11:03 12.08.2011 14:00 EURUSD Sell 50.00 1.3 - 1.3381 1.33765 4.5 2,250.00 2h 57m 0.18%

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