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Strategy Settings

Lots
0.01
MagicNumber
786
ProfitTarget
15
StopLoss
45
BreakEven
5
Slippage
3
TrailingStop
0
maxLossCntr
10
stochUpLevel
70
stochDnLevel
30
highLowSmth1_thresh...
0.00045
enableEA
true
accumIndx
-2600
trainEn
false
breakEEn
true
+5180.97%

1.07%
37.7%
Drawdown: 61.67%

Balance: $2,640,483.87
Highest: (Jan 09) $2,676,483.87
Profit: $2,590,483.81
Deposits: $50,000.00

Test Started: Jan 02, 2011
Test Ended: Jan 09, 2012
Timeframe: 1 Minute

Model Type: Every Tick
Added: Jan 12, 2012 at 12:20
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Trades: 1,482
Profitability:
Pips: 5,865.5
Average Win: 12.74 pips / $5,512.08
Average Loss: -42.39 pips / -$18,125.28
Lots: 63,887.50
Commissions: 0
Longs Won: (587/724) 81%
Shorts Won: (659/758) 86%
Best Trade ($): (Mar 16) 7,500.00
Worst Trade ($): (May 06) -23,750.00
Best Trade (Pips): (Jan 02) 15.0
Worst Trade (Pips): (Mar 03) -47.5
Avg. Trade Length: 35m
Profit Factor: 1.61
Standard Deviation: $9,178.16
Sharpe Ratio 0.11
Z-Score (Probability): 0.84 (59.90%)
Expectancy 4.0 Pips / $1,747.96
AHPR: 0.31%
GHPR: 0.27%
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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% <0.01%
Consecutive Losing Trades 146 131 117 102 87 73 58 44 29 15
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1482)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.09.2012 19:14 01.09.2012 20:23 EURUSD Buy 50.00 1.3 1.3 1.27635 1.27615 -2.0 -1,000.00 1h 9m -0.04%
01.09.2012 16:16 01.09.2012 19:14 EURUSD Sell 50.00 1.3 1.3 1.2721 1.27635 -42.5 -21,250.00 2h 58m -0.80%
01.09.2012 12:50 01.09.2012 12:50 EURUSD Sell 50.00 1.3 1.3 1.2741 1.2726 15.0 7,500.00 0s 0.28%
01.09.2012 10:12 01.09.2012 12:50 EURUSD Buy 50.00 1.3 1.3 1.27835 1.2741 -42.5 -21,250.00 2h 38m -0.79%
01.09.2012 08:35 01.09.2012 08:35 EURUSD Buy 50.00 1.3 1.3 1.27635 1.27785 15.0 7,500.00 0s 0.28%
01.09.2012 07:33 01.09.2012 07:33 EURUSD Buy 50.00 1.3 1.3 1.27435 1.27585 15.0 7,500.00 0s 0.28%
01.09.2012 06:39 01.09.2012 06:39 EURUSD Buy 50.00 1.3 1.3 1.27235 1.27385 15.0 7,500.00 0s 0.28%
01.08.2012 23:15 01.08.2012 23:15 EURUSD Sell 50.00 1.3 1.3 1.2681 1.2681 0.0 0.00 0s 0.00%
01.06.2012 15:26 01.06.2012 15:26 EURUSD Sell 50.00 1.3 1.3 1.2701 1.2686 15.0 7,500.00 0s 0.28%
01.06.2012 14:43 01.06.2012 14:43 EURUSD Sell 50.00 1.3 1.3 1.2721 1.2706 15.0 7,500.00 0s 0.28%
01.06.2012 13:39 01.06.2012 13:39 EURUSD Sell 50.00 1.3 1.3 1.2741 1.2726 15.0 7,500.00 0s 0.29%
01.06.2012 13:31 01.06.2012 13:31 EURUSD Sell 50.00 1.3 1.3 1.2761 1.2746 15.0 7,500.00 0s 0.29%
01.05.2012 16:19 01.05.2012 16:19 EURUSD Sell 50.00 1.3 1.3 1.2781 1.2766 15.0 7,500.00 0s 0.29%
01.05.2012 14:04 01.05.2012 14:04 EURUSD Sell 50.00 1.3 1.3 1.2801 1.2786 15.0 7,500.00 0s 0.29%
01.05.2012 12:17 01.05.2012 12:17 EURUSD Sell 50.00 1.3 1.3 1.2821 1.2806 15.0 7,500.00 0s 0.29%
01.05.2012 10:06 01.05.2012 10:06 EURUSD Sell 50.00 1.3 1.3 1.2841 1.2826 15.0 7,500.00 0s 0.29%
01.05.2012 08:54 01.05.2012 08:54 EURUSD Sell 50.00 1.3 1.3 1.2861 1.2846 15.0 7,500.00 0s 0.29%
01.05.2012 08:50 01.05.2012 08:50 EURUSD Sell 50.00 1.3 1.3 1.2881 1.2866 15.0 7,500.00 0s 0.29%
01.05.2012 08:46 01.05.2012 08:46 EURUSD Sell 50.00 1.3 1.3 1.2901 1.2886 15.0 7,500.00 0s 0.29%
01.04.2012 15:37 01.04.2012 17:48 EURUSD Sell 50.00 1.3 1.3 1.2901 1.29435 -42.5 -21,250.00 2h 11m -0.82%

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