Strategy Settings
MagicNumber
9876
LotSize
0
TakeProfit
0
StopLoss
20
TrailingTP
true
DynamicStep
false
Step
12
AvgLengh
6
Delta
2
DynamicThresholds
false
Booster
false
TimeOffsetCorrectio...
-2
TradingStage1
1200
TradingStage2
1800
Comments
"Param Vol...
MainFilterSpeed
8
MainFilterSlow
16
SmallFilterSpeed
3
SmallFilterSlow
12
SmallArrow
true
VolaConfidence
3
OutVolaConfidence
20
| +168.27% |
| 0.41% | |
| 13.13% | |
| Drawdown: | 16.40% |
| Balance: | $26,826.63 |
| Highest: | (Aug 22) $31,127.33 |
| Profit: | $16,826.63 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 03, 2012 |
| Test Ended: | Aug 30, 2012 |
| Timeframe: | 5 Minutes |
| Model Type: | n/a |
| Added: | Sep 28, 2012 at 16:12 |
Loading, please wait...
| Trades: | 334 |
| Profitability: | |
| Pips: | 538.0 |
| Average Win: | 11.54 pips / $437.63 |
| Average Loss: | -6.68 pips / -$273.04 |
| Lots: | 1,344.58 |
| Commissions: | 0 |
| Longs Won: | (80/178) 44% |
| Shorts Won: | (72/156) 46% |
| Best Trade ($): | (Jul 16) 2,485.02 |
| Worst Trade ($): | (Aug 03) -748.79 |
| Best Trade (Pips): | (Apr 03) 73.1 |
| Worst Trade (Pips): | (Feb 15) -13.4 |
| Avg. Trade Length: | 13m |
| Profit Factor: | 1.34 |
| Standard Deviation: | $496.90 |
| Sharpe Ratio | 0.13 |
| Z-Score (Probability): | 1.97 (95.11%) |
| Expectancy | 1.6 Pips / $50.38 |
| AHPR: | 0.33% |
| GHPR: | 0.30% |
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% | 0.05% | 0.39% | 2.09% | 8.89% | 31.9% |
| Consecutive Losing Trades | 98 | 88 | 79 | 69 | 59 | 49 | 39 | 29 | 20 | 10 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (334)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 08.30.2012 15:11 | 08.30.2012 15:20 | EURUSD | Buy | 5.49 | 1.3 | - | 1.25525 | 1.2547 | -5.5 | -301.95 | 9m | -1.11% |
| 08.30.2012 14:59 | 08.30.2012 15:11 | EURUSD | Sell | 5.49 | 1.3 | - | 1.25455 | 1.25513 | -5.8 | -318.42 | 12m | -1.16% |
| 08.30.2012 14:36 | 08.30.2012 14:54 | EURUSD | Buy | 5.66 | 1.3 | - | 1.25527 | 1.25462 | -6.5 | -367.90 | 18m | -1.32% |
| 08.30.2012 14:33 | 08.30.2012 14:36 | EURUSD | Sell | 5.66 | 1.3 | - | 1.2545 | 1.2554 | -9.0 | -509.40 | 3m | -1.80% |
| 08.29.2012 14:53 | 08.29.2012 15:20 | EURUSD | Buy | 5.72 | 1.3 | - | 1.25542 | 1.25507 | -3.5 | -200.20 | 27m | -0.70% |
| 08.29.2012 14:35 | 08.29.2012 14:52 | EURUSD | Buy | 5.82 | 1.3 | - | 1.2554 | 1.25527 | -1.3 | -75.66 | 17m | -0.26% |
| 08.29.2012 14:30 | 08.29.2012 14:35 | EURUSD | Sell | 5.82 | 1.3 | - | 1.25436 | 1.25518 | -8.2 | -477.24 | 5m | -1.64% |
| 08.28.2012 16:37 | 08.28.2012 16:50 | EURUSD | Buy | 5.83 | 1.3 | - | 1.25591 | 1.25593 | 0.2 | 11.66 | 13m | 0.04% |
| 08.28.2012 16:03 | 08.28.2012 16:37 | EURUSD | Buy | 5.98 | 1.3 | - | 1.25591 | 1.25573 | -1.8 | -107.64 | 34m | -0.37% |
| 08.28.2012 16:00 | 08.28.2012 16:03 | EURUSD | Sell | 5.98 | 1.3 | - | 1.25487 | 1.25606 | -11.9 | -711.62 | 3m | -2.38% |
| 08.27.2012 10:00 | 08.27.2012 10:03 | EURUSD | Sell | 6.08 | 1.3 | - | 1.25125 | 1.25213 | -8.8 | -535.04 | 3m | -1.76% |
| 08.24.2012 14:40 | 08.24.2012 14:46 | EURUSD | Sell | 5.92 | 1.3 | - | 1.25094 | 1.24954 | 14.0 | 828.80 | 6m | 2.80% |
| 08.24.2012 14:31 | 08.24.2012 14:39 | EURUSD | Buy | 6.00 | 1.2 | - | 1.25176 | 1.2511 | -6.6 | -396.00 | 8m | -1.32% |
| 08.23.2012 16:21 | 08.23.2012 16:24 | EURUSD | Sell | 6.23 | 1.3 | - | 1.25375 | 1.25463 | -8.8 | -548.24 | 3m | -1.80% |
| 08.23.2012 16:00 | 08.23.2012 16:20 | EURUSD | Buy | 6.23 | 1.3 | - | 1.25453 | 1.25358 | -9.5 | -591.85 | 20m | -1.90% |
| 08.22.2012 20:00 | 08.22.2012 20:01 | EURUSD | Buy | 6.20 | 1.2 | - | 1.24759 | 1.24778 | 1.9 | 117.80 | 1m | 0.38% |
| 08.16.2012 16:12 | 08.16.2012 16:50 | EURUSD | Buy | 5.94 | 1.2 | - | 1.23334 | 1.23643 | 30.9 | 1,835.46 | 38m | 6.29% |
| 08.16.2012 16:02 | 08.16.2012 16:11 | EURUSD | Sell | 5.94 | 1.2 | - | 1.23255 | 1.2334 | -8.5 | -504.90 | 9m | -1.70% |
| 08.16.2012 14:30 | 08.16.2012 15:19 | EURUSD | Buy | 5.62 | 1.2 | - | 1.22925 | 1.23203 | 27.8 | 1,562.36 | 49m | 5.56% |
| 08.15.2012 15:04 | 08.15.2012 15:18 | EURUSD | Buy | 5.75 | 1.2 | - | 1.2282 | 1.22761 | -5.9 | -339.25 | 14m | -1.19% |
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