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Strategy Settings

q0
" ...
q1
"
MaxTP
300
MaxSL
150
q2
"
q21
"0 - FixLo...
MMswitch
1
FixLot
0.1
StepFromDepo
90
q3
"
WLMode
false
WLStep
100
WLPoint
30
q4
"
Comm
"Project R...
+1.72M%

0.33%
10.45%
Drawdown: 29.77%

Balance: $17,213,166.67
Highest: (Jan 10) $18,792,585.76
Profit: $17,212,166.70
Deposits: $1,000.00

Test Started: Jan 04, 2008
Test Ended: Jan 27, 2016
Timeframe: 15 Minutes

Model Type: n/a
Added: Feb 09, 2016 at 12:36
Loading, please wait...
Trades: 831
Profitability:
Pips: 9,842.3
Average Win: 48.24 pips / $104,859.17
Average Loss: -30.32 pips / -$76,766.30
Lots: 208,310.62
Commissions: 0
Longs Won: (163/311) 52%
Shorts Won: (283/520) 54%
Best Trade ($): (Dec 15) 2,657,454.17
Worst Trade ($): (Nov 09) -880,188.86
Best Trade (Pips): (Dec 18) 193.3
Worst Trade (Pips): (Nov 05) -93.1
Avg. Trade Length: 9h 13m
Profit Factor: 1.58
Standard Deviation: $223,648.98
Sharpe Ratio 0.27
Z-Score (Probability): 1.90 (94.25%)
Expectancy 11.8 Pips / $20,712.60
AHPR: 1.30%
GHPR: 1.18%
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% 0.07% 0.64% 4.24% 22.5%
Consecutive Losing Trades 224 202 179 157 135 112 90 67 45 22
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (831)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.27.2016 13:30 01.27.2016 14:16 EURUSD Buy 1956.04 1.1 1.1 1.09091 1.08891 -20.0 -391,208.00 46m -2.22%
01.21.2016 13:45 01.21.2016 14:52 EURUSD Sell 2036.36 1.1 1.1 1.08118 1.08473 -35.5 -722,907.80 1h 7m -3.94%
01.14.2016 15:45 01.15.2016 01:50 EURUSD Sell 2088.06 1.1 1.1 1.0857 1.08793 -22.3 -465,303.29 10h 5m -2.48%
01.08.2016 14:30 01.10.2016 22:15 EURUSD Buy 1960.62 1.1 1.1 1.08759 1.09344 58.5 1,146,962.70 2d 6.50%
01.04.2016 13:45 01.04.2016 15:57 EURUSD Sell 1862.13 1.1 1.1 1.08583 1.08107 47.6 886,373.88 2h 12m 5.29%
12.28.2015 13:15 12.28.2015 14:32 EURUSD Sell 1904.45 1.1 1.1 1.09606 1.09806 -20.0 -380,890.00 1h 17m -2.22%
12.16.2015 20:45 12.16.2015 23:11 EURUSD Sell 1805.17 1.1 1.1 1.09249 1.08754 49.5 893,559.15 2h 26m 5.50%
12.16.2015 20:30 12.16.2015 20:41 EURUSD Sell 1869.35 1.1 1.1 1.08997 1.09306 -30.9 -577,629.15 11m -3.43%
12.16.2015 19:45 12.16.2015 20:07 EURUSD Buy 1937.60 1.1 1.1 1.09929 1.09612 -31.7 -614,219.20 22m -3.52%
12.03.2015 13:45 12.15.2015 07:35 EURUSD Buy 1642.33 1.1 1.1 1.08912 1.10569 165.7 2,657,454.17 11d 17.98%
12.03.2015 13:00 12.03.2015 13:34 EURUSD Buy 1515.37 1.1 1.1 1.06673 1.07427 75.4 1,142,588.98 34m 8.38%
12.03.2015 12:45 12.03.2015 12:45 EURUSD Buy 1587.33 1.1 1.1 1.05918 1.0551 -40.8 -647,630.64 0s -4.53%
12.02.2015 14:00 12.02.2015 17:26 EURUSD Sell 1547.44 1.1 1.1 1.05804 1.05572 23.2 359,006.08 3h 26m 2.58%
12.02.2015 10:15 12.02.2015 13:14 EURUSD Sell 1582.61 1.1 1.1 1.05914 1.06114 -20.0 -316,522.00 2h 59m -2.22%
11.30.2015 09:15 11.30.2015 09:48 EURUSD Sell 1618.58 1.1 1.1 1.05643 1.05843 -20.0 -323,716.00 33m -2.22%
11.27.2015 10:00 11.27.2015 17:16 EURUSD Sell 1655.36 1.1 1.1 1.0584 1.0604 -20.0 -331,072.00 7h 16m -2.22%
11.25.2015 09:45 11.25.2015 11:03 EURUSD Sell 1596.64 1.1 1.1 1.06178 1.05847 33.1 528,487.84 1h 18m 3.68%
11.19.2015 14:30 11.19.2015 14:54 EURUSD Buy 1638.33 1.1 1.1 1.0727 1.07041 -22.9 -375,177.57 24m -2.54%
11.12.2015 14:45 11.12.2015 15:23 EURUSD Buy 1696.97 1.1 1.1 1.07875 1.07564 -31.1 -527,757.67 38m -3.46%
11.12.2015 08:45 11.12.2015 09:10 EURUSD Sell 1736.13 1.1 1.1 1.07043 1.07246 -20.3 -352,434.39 25m -2.26%

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