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Strategy Settings

S1
"---------...
Notification
false
expirationinminutes...
9999
PRS0
0.07
PRS1
0.07
S22
"---------...
moveBreakEven
false
StopLoss
10
TakeProfit
0
TrailingStop
20
TrailingStep
0
DIS
0
Lots
0.1
RiskMM
true
RiskPercent
15
+266337.52%

0.62%
20.2%
Drawdown: 15.07%

Balance: $2,664,375.24
Highest: (Jul 05) $2,682,075.24
Profit: $2,663,375.23
Deposits: $1,000.00

Test Started: Jan 03, 2008
Test Ended: Jul 12, 2011
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jan 17, 2016 at 16:03
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Trades: 3,941
Profitability:
Pips: 7,090.6
Average Win: 4.77 pips / $1,737.32
Average Loss: -2.20 pips / -$755.78
Lots: 161,448.63
Commissions: 0
Longs Won: (1,151/2,027) 56%
Shorts Won: (1,112/1,914) 58%
Best Trade ($): (Apr 12) 52,567.38
Worst Trade ($): (Nov 08) -10,000.00
Best Trade (Pips): (Mar 18) 140.0
Worst Trade (Pips): (Jan 04) -10.0
Avg. Trade Length: 38s
Profit Factor: 3.10
Standard Deviation: $3,079.21
Sharpe Ratio 0.20
Z-Score (Probability): -30.87 (99.99%)
Expectancy 1.8 Pips / $675.81
AHPR: 0.20%
GHPR: 0.20%
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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 3521 3169 2817 2465 2113 1761 1408 1056 704 352
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3941)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.12.2011 04:05 07.12.2011 04:05 EURUSD Sell 100.00 1.4 - 1.39692 1.39713 -2.1 -2,100.00 0s -0.08%
07.12.2011 04:05 07.12.2011 04:05 EURUSD Sell 100.00 1.4 - 1.39692 1.39713 -2.1 -2,100.00 0s -0.08%
07.12.2011 04:04 07.12.2011 04:04 EURUSD Sell 100.00 1.4 - 1.39858 1.39884 -2.6 -2,600.00 0s -0.10%
07.11.2011 16:47 07.11.2011 16:47 EURUSD Sell 100.00 1.4 - 1.4002 1.4004 -2.0 -2,000.00 0s -0.07%
07.11.2011 16:47 07.11.2011 16:47 EURUSD Sell 100.00 1.4 - 1.4002 1.4004 -2.0 -2,000.00 0s -0.07%
07.11.2011 16:47 07.11.2011 16:47 EURUSD Sell 100.00 1.4 - 1.4002 1.4004 -2.0 -2,000.00 0s -0.07%
07.11.2011 16:37 07.11.2011 16:38 EURUSD Sell 100.00 1.4 - 1.4013 1.40139 -0.9 -900.00 1m -0.03%
07.11.2011 16:37 07.11.2011 16:38 EURUSD Sell 100.00 1.4 - 1.4013 1.40139 -0.9 -900.00 1m -0.03%
07.11.2011 16:37 07.11.2011 16:38 EURUSD Sell 100.00 1.4 - 1.4013 1.40139 -0.9 -900.00 1m -0.03%
07.11.2011 14:32 07.11.2011 14:32 EURUSD Sell 100.00 1.4 - 1.40271 1.40282 -1.1 -1,100.00 0s -0.04%
07.11.2011 14:32 07.11.2011 14:32 EURUSD Sell 100.00 1.4 - 1.40271 1.40282 -1.1 -1,100.00 0s -0.04%
07.11.2011 13:45 07.11.2011 13:45 EURUSD Sell 100.00 1.4 - 1.40731 1.40671 6.0 6,000.00 0s 0.23%
07.11.2011 13:45 07.11.2011 13:45 EURUSD Sell 100.00 1.4 - 1.40731 1.40671 6.0 6,000.00 0s 0.22%
07.11.2011 13:45 07.11.2011 13:45 EURUSD Sell 100.00 1.4 - 1.40731 1.40671 6.0 6,000.00 0s 0.22%
07.11.2011 13:45 07.11.2011 13:45 EURUSD Sell 100.00 1.4 - 1.40674 1.40671 0.3 300.00 0s 0.01%
07.11.2011 13:03 07.11.2011 13:05 EURUSD Sell 100.00 1.4 - 1.41023 1.41036 -1.3 -1,300.00 2m -0.05%
07.11.2011 13:03 07.11.2011 13:05 EURUSD Sell 100.00 1.4 - 1.41023 1.41036 -1.3 -1,300.00 2m -0.05%
07.08.2011 17:05 07.08.2011 17:05 EURUSD Sell 100.00 1.4 - 1.42287 1.42305 -1.8 -1,800.00 0s -0.07%
07.08.2011 17:05 07.08.2011 17:05 EURUSD Sell 100.00 1.4 - 1.42287 1.42305 -1.8 -1,800.00 0s -0.07%
07.07.2011 16:30 07.07.2011 16:30 EURUSD Buy 100.00 1.4 - 1.43454 1.43457 0.3 300.00 0s 0.01%

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