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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
false
+15.83M%

0.32%
10.06%
Drawdown: 0.00%

Balance: $1,583,241,888.57
Highest: (Apr 08) $1,681,010,910.87
Profit: $1,583,231,888.57
Deposits: $10,000.00

Test Started: Jan 26, 2000
Test Ended: Apr 29, 2010
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jul 01, 2010 at 17:45
Loading, please wait...
Trades: 3,595
Profitability:
Pips: 12,727.0
Average Win: 5.00 pips / $857,995.73
Average Loss: -36.00 pips / -$10,870,619.65
Lots: 64,019,150.00
Commissions: 0
Longs Won: (1,619/1,700) 95%
Shorts Won: (1,848/1,895) 97%
Best Trade ($): (Jun 01) 4,999,950.00
Worst Trade ($): (Nov 12) -36,719,632.80
Best Trade (Pips): (Jan 26) 5.0
Worst Trade (Pips): (Feb 22) -36.0
Avg. Trade Length: 46m
Profit Factor: 2.14
Standard Deviation: $3,647,582.77
Sharpe Ratio 0.34
Z-Score (Probability): -24.43 (99.99%)
Expectancy 3.5 Pips / $440,398.30
AHPR: 0.34%
GHPR: 0.33%
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 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 (3595)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.29.2010 22:21 04.29.2010 23:27 GBPUSD Buy 99999.00 1.5 1.5 1.53262 1.53312 5.0 4,999,950.00 1h 6m 0.32%
04.29.2010 22:04 04.29.2010 22:21 GBPUSD Buy 99999.00 1.5 1.5 1.53196 1.53246 5.0 4,999,950.00 17m 0.32%
04.28.2010 23:48 04.29.2010 00:13 GBPUSD Sell 99999.00 1.5 1.5 1.52036 1.51986 5.0 4,279,957.20 25m 0.27%
04.28.2010 22:15 04.28.2010 23:44 GBPUSD Sell 99999.00 1.5 1.5 1.51993 1.51943 5.0 4,999,950.00 1h 29m 0.32%
04.28.2010 22:02 04.28.2010 23:44 GBPUSD Sell 99999.00 1.5 1.5 1.51947 1.51897 5.0 4,999,950.00 1h 42m 0.32%
04.28.2010 23:18 04.28.2010 23:42 GBPUSD Sell 99999.00 1.5 1.5 1.52024 1.51974 5.0 4,999,950.00 24m 0.32%
04.28.2010 22:30 04.28.2010 23:42 GBPUSD Sell 99999.00 1.5 1.5 1.52013 1.51963 5.0 4,999,950.00 1h 12m 0.32%
04.28.2010 23:30 04.28.2010 23:42 GBPUSD Sell 99999.00 1.5 1.5 1.52052 1.52002 5.0 4,999,950.00 12m 0.32%
04.28.2010 23:00 04.28.2010 23:04 GBPUSD Sell 99999.00 1.5 1.5 1.52072 1.52022 5.0 4,999,950.00 4m 0.32%
04.26.2010 23:12 04.26.2010 23:15 GBPUSD Buy 99999.00 1.5 1.5 1.54458 1.54508 5.0 4,999,950.00 3m 0.33%
04.26.2010 22:19 04.26.2010 22:29 GBPUSD Buy 99999.00 1.5 1.5 1.54496 1.54546 5.0 4,999,950.00 10m 0.33%
04.22.2010 23:52 04.23.2010 00:16 GBPUSD Sell 99999.00 1.5 1.5 1.53902 1.53852 5.0 4,759,952.40 24m 0.31%
04.22.2010 23:03 04.22.2010 23:41 GBPUSD Sell 99999.00 1.5 1.5 1.53853 1.53803 5.0 4,999,950.00 38m 0.33%
04.22.2010 23:30 04.22.2010 23:41 GBPUSD Sell 99999.00 1.5 1.5 1.53926 1.53876 5.0 4,999,950.00 11m 0.33%
04.22.2010 23:15 04.22.2010 23:41 GBPUSD Sell 99999.00 1.5 1.5 1.53906 1.53856 5.0 4,999,950.00 26m 0.33%
04.21.2010 22:09 04.21.2010 22:38 GBPUSD Buy 99999.00 1.5 1.5 1.54022 1.54072 5.0 4,999,950.00 29m 0.33%
04.21.2010 22:25 04.21.2010 22:28 GBPUSD Buy 99999.00 1.5 1.5 1.53993 1.54043 5.0 4,999,950.00 3m 0.33%
04.20.2010 22:55 04.20.2010 23:10 GBPUSD Buy 99999.00 1.5 1.5 1.5363 1.5368 5.0 4,999,950.00 15m 0.33%
04.20.2010 23:00 04.20.2010 23:08 GBPUSD Buy 99999.00 1.5 1.5 1.53581 1.53631 5.0 4,999,950.00 8m 0.34%
04.15.2010 23:41 04.16.2010 02:16 GBPUSD Buy 99999.00 1.5 1.5 1.54875 1.54515 -36.0 -36,029,639.70 2h 35m -2.31%

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