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Strategy Settings

Lots
0.01
MagicNumber
786
ProfitTarget
15
StopLoss
70
BreakEven
5
Slippage
3
TrailingStop
10
maxLossCntr
10
stochUpLevel
70
stochDnLevel
30
highLowSmth1_thresh...
0.00045
enableEA
true
accumIndx
-2600
trainEn
false
breakEEn
true
+11333.2%

0.93%
32.08%
Drawdown: 4.60%

Balance: $5,716,601.61
Highest: (May 27) $5,745,444.57
Profit: $5,666,601.48
Deposits: $50,000.00

Test Started: Jan 04, 2010
Test Ended: May 30, 2011
Timeframe: 1 Minute

Model Type: Every Tick
Added: Dec 24, 2011 at 07:05
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Trades: 2,912
Profitability:
Pips: 11,870.0
Average Win: 12.63 pips / $6,071.95
Average Loss: -42.72 pips / -$20,627.85
Lots: 140,225.80
Commissions: 0
Longs Won: (1,217/1,452) 83%
Shorts Won: (1,245/1,460) 85%
Best Trade ($): (Feb 04) 7,500.00
Worst Trade ($): (Mar 05) -31,250.00
Best Trade (Pips): (Jan 04) 15.0
Worst Trade (Pips): (Mar 05) -62.5
Avg. Trade Length: 34m
Profit Factor: 1.61
Standard Deviation: $10,083.61
Sharpe Ratio 0.12
Z-Score (Probability): 1.74 (91.81%)
Expectancy 4.1 Pips / $1,945.95
AHPR: 0.17%
GHPR: 0.16%
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 277 249 222 194 166 139 111 83 55 28
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2912)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.30.2011 23:57 05.30.2011 23:57 EURUSD Buy 50.00 1.4 1.4 1.43235 1.4321 -2.5 -1,250.00 0s -0.02%
05.30.2011 07:10 05.30.2011 23:55 EURUSD Sell 50.00 1.4 1.4 1.4261 1.43035 -42.5 -21,250.00 16h 45m -0.37%
05.30.2011 23:55 05.30.2011 23:55 EURUSD Buy 50.00 1.4 1.4 1.43035 1.43185 15.0 7,500.00 0s 0.13%
05.27.2011 21:56 05.30.2011 00:10 EURUSD Buy 50.00 1.4 1.4 1.43235 1.4281 -42.5 -21,342.96 2d -0.37%
05.30.2011 00:10 05.30.2011 00:10 EURUSD Sell 50.00 1.4 1.4 1.4281 1.4266 15.0 7,500.00 0s 0.13%
05.27.2011 16:54 05.27.2011 16:54 EURUSD Buy 50.00 1.4 1.4 1.43035 1.43185 15.0 7,500.00 0s 0.13%
05.27.2011 16:03 05.27.2011 16:03 EURUSD Buy 50.00 1.4 1.4 1.42835 1.42985 15.0 7,500.00 0s 0.13%
05.27.2011 15:36 05.27.2011 16:01 EURUSD Sell 50.00 1.4 1.4 1.4221 1.42635 -42.5 -21,250.00 25m -0.37%
05.27.2011 16:01 05.27.2011 16:01 EURUSD Buy 50.00 1.4 1.4 1.42635 1.42785 15.0 7,500.00 0s 0.13%
05.27.2011 14:10 05.27.2011 14:10 EURUSD Sell 50.00 1.4 1.4 1.4241 1.4226 15.0 7,500.00 0s 0.13%
05.27.2011 13:23 05.27.2011 13:23 EURUSD Buy 50.00 1.4 1.4 1.42835 1.42985 15.0 7,500.00 0s 0.13%
05.27.2011 13:11 05.27.2011 13:11 EURUSD Buy 50.00 1.4 1.4 1.42635 1.42785 15.0 7,500.00 0s 0.13%
05.27.2011 11:48 05.27.2011 11:48 EURUSD Buy 50.00 1.4 1.4 1.42435 1.42585 15.0 7,500.00 0s 0.13%
05.27.2011 10:00 05.27.2011 10:00 EURUSD Sell 50.00 1.4 1.4 1.4201 1.4186 15.0 7,500.00 0s 0.13%
05.27.2011 09:49 05.27.2011 09:49 EURUSD Sell 50.00 1.4 1.4 1.4221 1.4206 15.0 7,500.00 0s 0.13%
05.27.2011 04:35 05.27.2011 04:35 EURUSD Buy 50.00 1.4 1.4 1.42635 1.42635 0.0 0.00 0s 0.00%
05.27.2011 04:26 05.27.2011 04:26 EURUSD Buy 50.00 1.4 1.4 1.42435 1.42585 15.0 7,500.00 0s 0.13%
05.27.2011 04:11 05.27.2011 04:11 EURUSD Buy 50.00 1.4 1.4 1.42235 1.42385 15.0 7,500.00 0s 0.13%
05.27.2011 04:09 05.27.2011 04:09 EURUSD Buy 50.00 1.4 1.4 1.42035 1.42185 15.0 7,500.00 0s 0.13%
05.27.2011 02:15 05.27.2011 02:15 EURUSD Buy 50.00 1.4 1.4 1.41835 1.41985 15.0 7,500.00 0s 0.13%

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