CSV  Discuss (9)

Strategy Settings

Version
"v2.03"
StrategyTime
" -*- Time...
IsECN
true
GMTOffset
2
MaxSpread
3
MoneyManagement
" -*- Mone...
MaxOrders
1
Lot
0.1
LotMAX
99999
IncreasesLot
true
RiskMax
0.1
UseMartingale
false
RecoverLoss
false
MoneyProtection
" -*- Mone...
VirtualTakeProfit
true
+71.58M%

0.36%
11.23%
Drawdown: 0.00%

Balance: $7,157,566,523.54
Highest: (Apr 20) $7,164,966,449.54
Profit: $7,157,556,523.54
Deposits: $10,000.00

Test Started: Jan 27, 2000
Test Ended: Jun 24, 2010
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jul 01, 2010 at 14:02
Loading, please wait...
Trades: 5,177
Profitability:
Pips: 18,140.4
Average Win: 5.00 pips / $2,218,803.32
Average Loss: -33.92 pips / -$19,535,911.68
Lots: 233,274,775.20
Commissions: 0
Longs Won: (3,252/3,399) 95%
Shorts Won: (1,726/1,778) 97%
Best Trade ($): (Feb 06) 4,999,950.00
Worst Trade ($): (Mar 28) -59,899,401.00
Best Trade (Pips): (Jan 27) 5.0
Worst Trade (Pips): (Oct 19) -62.2
Avg. Trade Length: 1h 9m
Profit Factor: 2.84
Standard Deviation: $6,369,647.37
Sharpe Ratio 0.00
Z-Score (Probability): -29.78 (99.99%)
Expectancy 3.5 Pips / $1,382,568.38
AHPR: 0.26%
GHPR: 0.26%
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% <0.01% <0.01%
Consecutive Losing Trades 366 330 293 257 220 183 147 110 73 37
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5177)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.24.2010 23:05 06.24.2010 23:05 EURUSD Sell 99999.00 - 1.2 1.23381 1.23331 5.0 4,999,950.00 0s 0.07%
05.03.2010 21:00 05.03.2010 21:10 EURUSD Sell 99999.00 - 1.3 1.32127 1.32077 5.0 4,999,950.00 10m 0.07%
04.29.2010 22:02 04.29.2010 23:28 EURUSD Buy 99999.00 - 1.3 1.32379 1.32429 5.0 4,999,950.00 1h 26m 0.07%
04.29.2010 23:04 04.29.2010 23:23 EURUSD Buy 99999.00 - 1.3 1.32308 1.32358 5.0 4,999,950.00 19m 0.07%
04.29.2010 22:15 04.29.2010 23:23 EURUSD Buy 99999.00 - 1.3 1.32307 1.32357 5.0 4,999,950.00 1h 8m 0.07%
04.29.2010 22:39 04.29.2010 22:58 EURUSD Buy 99999.00 - 1.3 1.32283 1.32333 5.0 4,999,950.00 19m 0.07%
04.29.2010 21:19 04.29.2010 21:55 EURUSD Buy 99999.00 - 1.3 1.32384 1.32434 5.0 4,999,950.00 36m 0.07%
04.29.2010 21:03 04.29.2010 21:55 EURUSD Buy 99999.00 - 1.3 1.32401 1.32451 5.0 4,999,950.00 52m 0.07%
04.28.2010 23:44 04.28.2010 23:51 EURUSD Buy 99999.00 - 1.3 1.32012 1.32062 5.0 4,999,950.00 7m 0.07%
04.28.2010 21:22 04.28.2010 23:44 EURUSD Sell 99999.00 - 1.3 1.31989 1.31939 5.0 4,999,950.00 2h 22m 0.07%
04.26.2010 21:32 04.26.2010 23:18 EURUSD Sell 99999.00 - 1.3 1.33533 1.34107 -57.4 -57,399,426.00 1h 46m -0.80%
04.20.2010 23:20 04.20.2010 23:21 EURUSD Sell 99999.00 - 1.3 1.34447 1.34397 5.0 4,999,950.00 1m 0.07%
04.15.2010 23:03 04.16.2010 00:32 EURUSD Sell 99999.00 - 1.4 1.35773 1.35723 5.0 4,879,951.20 1h 29m 0.07%
04.15.2010 23:15 04.16.2010 00:24 EURUSD Sell 99999.00 - 1.4 1.35795 1.35745 5.0 4,879,951.20 1h 9m 0.07%
04.15.2010 23:30 04.16.2010 00:24 EURUSD Sell 99999.00 - 1.4 1.35802 1.35752 5.0 4,879,951.20 54m 0.07%
04.15.2010 23:45 04.15.2010 23:48 EURUSD Sell 99999.00 - 1.4 1.35813 1.35763 5.0 4,999,950.00 3m 0.07%
04.15.2010 22:25 04.15.2010 22:59 EURUSD Sell 99999.00 - 1.4 1.35776 1.35726 5.0 4,999,950.00 34m 0.07%
04.15.2010 22:00 04.15.2010 22:00 EURUSD Sell 99999.00 - 1.4 1.35795 1.35745 5.0 4,999,950.00 0s 0.07%
04.15.2010 21:05 04.15.2010 21:27 EURUSD Sell 99999.00 - 1.4 1.35758 1.35708 5.0 4,999,950.00 22m 0.07%
04.14.2010 22:14 04.15.2010 01:18 EURUSD Buy 99999.00 - 1.4 1.36537 1.36587 5.0 4,819,951.80 3h 4m 0.07%

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