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Strategy Settings

Use_POS_Scalping
true
Use_POS_Breakout
false
Use_POS_Reversal
true
Use_ECN_Broker
true
+279.23%

0.07%
2.16%
Drawdown: 12.23%

Balance: $37,923.26
Highest: (Feb 28) $37,923.26
Profit: $27,923.31
Deposits: $10,000.00

Test Started: Jan 14, 2008
Test Ended: Feb 28, 2013
Timeframe: 5 Minutes

Model Type: n/a
Added: Mar 18, 2013 at 18:08
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Trades: 621
Profitability:
Pips: 7,869.6
Average Win: 39.15 pips / $146.24
Average Loss: -49.24 pips / -$191.90
Lots: 346.95
Commissions: 0
Longs Won: (229/324) 70%
Shorts Won: (206/297) 69%
Best Trade ($): (May 27) 646.99
Worst Trade ($): (Aug 21) -970.11
Best Trade (Pips): (Oct 16) 163.0
Worst Trade (Pips): (Jun 23) -148.3
Avg. Trade Length: 13h 26m
Profit Factor: 1.78
Standard Deviation: $221.17
Sharpe Ratio 0.22
Z-Score (Probability): 0.85 (60.46%)
Expectancy 12.7 Pips / $44.97
AHPR: 0.22%
GHPR: 0.21%
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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 198 178 158 138 119 99 79 59 40 20
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (621)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
02.28.2013 23:00 02.28.2013 23:59 EURUSD Buy 0.01 1.3 1.3 1.30554 1.3056 0.6 0.00 59m 0.00%
02.28.2013 00:00 02.28.2013 23:59 EURUSD Sell 0.50 1.3 1.3 1.31386 1.30564 82.2 312.17 23h 59m 0.83%
02.27.2013 23:00 02.28.2013 06:45 EURUSD Sell 1.13 1.3 1.3 1.31383 1.31404 -2.1 -23.66 7h 45m -0.06%
02.26.2013 23:00 02.27.2013 03:30 EURUSD Sell 1.13 1.3 1.3 1.30622 1.30461 16.1 133.85 4h 30m 0.36%
02.26.2013 00:00 02.26.2013 17:10 EURUSD Buy 0.50 1.3 1.3 1.30621 1.30622 0.1 -2.24 17h 10m -0.01%
02.21.2013 00:00 02.21.2013 10:34 EURUSD Buy 0.50 1.3 1.3 1.328 1.32149 -65.1 -248.93 10h 34m -0.66%
02.20.2013 23:00 02.21.2013 02:45 EURUSD Buy 1.13 1.3 1.3 1.32759 1.32872 11.3 89.18 3h 45m 0.24%
01.29.2013 23:15 01.30.2013 03:00 EURUSD Buy 1.13 1.3 1.4 1.34834 1.3491 7.6 56.74 3h 45m 0.15%
01.23.2013 23:15 01.24.2013 02:45 EURUSD Buy 1.12 1.3 1.3 1.33024 1.3317 14.6 115.93 3h 30m 0.31%
01.16.2013 23:30 01.17.2013 04:40 EURUSD Sell 1.12 1.4 1.3 1.3291 1.32713 19.7 160.71 5h 10m 0.43%
01.15.2013 02:00 01.16.2013 11:09 EURUSD Sell 0.50 1.3 1.3 1.3385 1.33214 63.6 236.21 1d 0.64%
01.07.2013 23:00 01.08.2013 02:25 EURUSD Sell 1.11 1.3 1.3 1.3125 1.3102 23.0 189.37 3h 25m 0.51%
01.04.2013 00:00 01.07.2013 05:02 EURUSD Buy 0.50 1.3 1.3 1.30204 1.30317 11.3 40.31 3d 0.11%
01.02.2013 02:00 01.03.2013 10:42 EURUSD Sell 0.50 1.3 1.3 1.326 1.3099 161.0 612.14 1d 1.69%
01.02.2013 23:00 01.03.2013 01:12 EURUSD Sell 1.08 1.3 1.3 1.3188 1.31677 20.3 161.15 2h 12m 0.45%
12.30.2012 23:30 12.31.2012 02:55 EURUSD Sell 1.08 1.3 1.3 1.3224 1.32057 18.3 144.32 3h 25m 0.40%
12.27.2012 01:00 12.28.2012 14:36 EURUSD Sell 0.50 1.3 1.3 1.323 1.32271 2.9 8.75 1d 0.02%
12.21.2012 02:00 12.27.2012 01:00 EURUSD Buy 0.50 1.3 1.3 1.32044 1.323 25.6 92.34 5d 0.26%
12.23.2012 23:01 12.24.2012 01:15 EURUSD Sell 0.01 1.3 1.3 1.3177 1.31704 6.6 0.45 2h 14m 0.00%
12.20.2012 00:00 12.20.2012 15:47 EURUSD Buy 0.50 1.3 1.3 1.32114 1.3231 19.6 71.45 15h 47m 0.20%

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