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Strategy Settings

ChannelAngle
10
ChannelAngle2
10
ExpertName
"Slope"
TradeOpenScreenShot...
true
MagicNumber
0
SignalMail
false
EachTickMode
true
Lots
1
Slippage
3
UseStopLoss
true
StopLoss
50
UseTakeProfit1
true
TakeProfit
50
UseTrailingStop
false
TrailingStop
350
+981564.45%

0.76%
25.34%
Drawdown: 0.00%

Balance: $98,166,445.32
Highest: (May 06) $100,159,464.78
Profit: $98,156,445.32
Deposits: $10,000.00

Test Started: Jan 02, 2007
Test Ended: May 07, 2010
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jun 07 2010 at 07:43
Comments:
This is a scalping strategy I'm currently working on. This is at Alpha stage currently
Model Quality: 90.0
Bars in test: 242795
Ticks Modelled: 18776377
Views: 7380
Broker: Alpari UK
Trades: 3981
Profitability:
Pips: 4695.0
Average Win: 5.00 pips / $96362.49
Average Loss: -5.00 pips / -$91318.40
Lots: 8,681,657.20
Commissions: 0
Longs Won: (2097/3344) 62%
Shorts Won: (363/637) 56%
Best Trade ($): (May 06) 1015222.20
Worst Trade ($): (Apr 29) -1119901.84
Best Trade (Pips): (Jan 02) 5.0
Worst Trade (Pips): (Jan 02) -5.0
Avg. Trade Length: 27m
Profit Factor: 1.71
Standard Deviation: $192652.01
Sharpe Ratio 0.2400
Z-Score (Probability): -2.90 (-130.67%)
Expectancy 1.2 Pips / $24656.23
AHPR: 0.24%
GHPR: 0.23%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURCHF 3344 4250.0 75009421.59 637 445.0 23147023.73 3981 4695.0 98156445.32 2460 (62%) 1521 (38%)
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 1075 968 860 753 645 538 430 323 215 108
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3981)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.07.2010 04:27 05.07.2010 04:28 EURCHF Sell 22998.49 1.41116 1.41016 1.41066 1.41116 -5.0 -991485.17 1m -1.00%
05.06.2010 04:53 05.06.2010 06:30 EURCHF Sell 23245.01 1.43423 1.43323 1.43373 1.43423 -5.0 -1001534.29 1h 37m -1.00%
05.05.2010 18:40 05.06.2010 03:02 EURCHF Buy 23009.20 1.43207 1.43307 1.43257 1.43307 5.0 1015222.20 8h 22m 1.02%
05.03.2010 03:20 05.04.2010 16:07 EURCHF Buy 22770.97 1.43209 1.43309 1.43259 1.43309 5.0 989289.77 1d 1.01%
04.30.2010 01:56 04.30.2010 06:00 EURCHF Buy 22323.73 1.43374 1.43474 1.43424 1.43474 5.0 962279.52 4h 4m 0.99%
04.30.2010 00:37 04.30.2010 01:56 EURCHF Sell 22324.30 1.43521 1.43421 1.43471 1.43421 5.0 962246.02 1h 19m 1.00%
04.29.2010 22:39 04.29.2010 22:59 EURCHF Buy 22101.37 1.43310 1.43410 1.43360 1.43410 5.0 952776.68 20m 1.00%
04.29.2010 21:30 04.29.2010 22:39 EURCHF Buy 22325.58 1.43354 1.43454 1.43404 1.43354 -5.0 -962442.23 1h 9m -1.00%
04.29.2010 06:28 04.29.2010 07:10 EURCHF Buy 22105.49 1.43328 1.43428 1.43378 1.43428 5.0 952872.13 42m 1.00%
04.28.2010 21:53 04.29.2010 03:43 EURCHF Sell 22367.80 1.43384 1.43284 1.43334 1.43384 -5.0 -1119901.84 5h 50m -1.16%
04.28.2010 19:27 04.28.2010 20:39 EURCHF Buy 22147.29 1.43200 1.43300 1.43250 1.43300 5.0 954550.51 1h 12m 1.00%
04.28.2010 08:55 04.28.2010 09:58 EURCHF Buy 21928.95 1.43206 1.43306 1.43256 1.43306 5.0 945107.45 1h 3m 1.00%
04.27.2010 18:14 04.27.2010 18:23 EURCHF Buy 21710.89 1.43290 1.43390 1.43340 1.43390 5.0 935717.42 9m 1.00%
04.27.2010 17:10 04.27.2010 17:20 EURCHF Buy 21494.82 1.43431 1.43531 1.43481 1.43531 5.0 926452.94 10m 1.00%
04.27.2010 02:17 04.27.2010 02:48 EURCHF Buy 21710.63 1.43470 1.43570 1.43520 1.43470 -5.0 -935811.08 31m -1.00%
04.26.2010 21:38 04.26.2010 22:03 EURCHF Sell 21493.09 1.43627 1.43527 1.43577 1.43527 5.0 926514.15 25m 1.00%
04.26.2010 18:07 04.26.2010 18:27 EURCHF Sell 21282.68 1.43529 1.43429 1.43479 1.43429 5.0 917341.08 20m 1.00%
04.26.2010 08:43 04.26.2010 09:04 EURCHF Buy 21497.84 1.43513 1.43613 1.43563 1.43513 -5.0 -926639.02 21m -1.00%
04.22.2010 23:29 04.23.2010 10:20 EURCHF Buy 21077.39 1.43225 1.43325 1.43275 1.43325 5.0 915688.33 10h 51m 1.00%
04.23.2010 03:20 04.23.2010 03:54 EURCHF Sell 21076.48 1.43371 1.43271 1.43321 1.43271 5.0 908335.85 34m 1.00%

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