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Strategy Settings

MagicNumber
101
Lots
0.1
Leverage
5
MaxOrders
9
IsECN
false
UTC_TimeShift
2
TradeOnNFP
true
TradeOnThreeWitches...
true
CloseOrdersOnFriday...
false
CloseHalfOrderOnFid...
false
MaxSpread
3
MaxSlippage
2
+42584.29%

0.37%
11.62%
Drawdown: 45.56%

Balance: $4,268,428.58
Highest: (Jul 11) $4,412,428.58
Profit: $4,258,428.63
Deposits: $10,000.00

Test Started: Jan 06, 2009
Test Ended: Jul 17, 2013
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jul 22, 2013 at 22:23
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Trades: 3,148
Profitability:
Pips: 19,990.5
Average Win: 32.85 pips / $7,958.80
Average Loss: -27.82 pips / -$7,165.47
Lots: 93,488.84
Commissions: 0
Longs Won: (878/1,550) 56%
Shorts Won: (895/1,598) 56%
Best Trade ($): (Jul 11) 205,880.00
Worst Trade ($): (Jul 10) -108,480.00
Best Trade (Pips): (Aug 12) 245.1
Worst Trade (Pips): (Sep 06) -198.5
Avg. Trade Length: 9h 6m
Profit Factor: 1.43
Standard Deviation: $16,220.00
Sharpe Ratio 0.14
Z-Score (Probability): -14.18 (99.99%)
Expectancy 6.4 Pips / $1,352.74
AHPR: 0.20%
GHPR: 0.19%
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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% 0.99%
Consecutive Losing Trades 596 536 476 417 357 298 238 179 119 60
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3148)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.17.2013 18:02 07.17.2013 19:46 EURUSD Sell 100.00 1.3 - 1.30978 1.31378 -40.0 -40,000.00 1h 44m -0.93%
07.17.2013 18:00 07.17.2013 19:00 EURUSD Sell 100.00 1.3 - 1.30931 1.30953 -2.2 -2,200.00 1h 0m -0.05%
07.17.2013 17:45 07.17.2013 18:45 EURUSD Sell 100.00 1.3 - 1.30999 1.31053 -5.4 -5,400.00 1h 0m -0.13%
07.17.2013 16:15 07.17.2013 16:49 EURUSD Buy 100.00 1.3 - 1.31637 1.31467 -17.0 -17,000.00 34m -0.39%
07.17.2013 15:45 07.17.2013 15:52 EURUSD Buy 100.00 1.3 - 1.31646 1.31469 -17.7 -17,700.00 7m -0.41%
07.17.2013 11:15 07.17.2013 12:09 EURUSD Buy 100.00 1.3 - 1.31582 1.31396 -18.6 -18,600.00 54m -0.43%
07.16.2013 14:30 07.16.2013 18:00 EURUSD Buy 100.00 1.3 - 1.31251 1.31378 12.7 12,700.00 3h 30m 0.29%
07.16.2013 13:30 07.16.2013 14:30 EURUSD Buy 100.00 1.3 - 1.31151 1.31236 8.5 8,500.00 1h 0m 0.20%
07.16.2013 11:00 07.16.2013 11:24 EURUSD Sell 100.00 1.3 - 1.30708 1.30788 -8.0 -8,000.00 24m -0.18%
07.15.2013 16:00 07.15.2013 17:29 EURUSD Buy 100.00 1.3 - 1.30472 1.30284 -18.8 -18,800.00 1h 29m -0.43%
07.15.2013 15:45 07.15.2013 17:29 EURUSD Buy 100.00 1.3 - 1.30417 1.30284 -13.3 -13,300.00 1h 44m -0.30%
07.12.2013 16:30 07.12.2013 16:59 EURUSD Sell 100.00 1.3 - 1.30137 1.30379 -24.2 -24,200.00 29m -0.55%
07.11.2013 01:00 07.11.2013 22:01 EURUSD Buy 100.00 1.3 - 1.30245 1.31128 88.3 88,300.00 21h 1m 2.04%
07.11.2013 00:00 07.11.2013 21:52 EURUSD Buy 100.00 1.3 - 1.29775 1.30702 92.7 92,700.00 21h 52m 2.19%
07.11.2013 00:30 07.11.2013 21:51 EURUSD Buy 100.00 1.3 - 1.29839 1.30703 86.4 86,400.00 21h 21m 2.03%
07.11.2013 00:00 07.11.2013 21:51 EURUSD Buy 100.00 1.3 - 1.29687 1.307 101.3 101,300.00 21h 51m 2.44%
07.11.2013 02:00 07.11.2013 21:51 EURUSD Buy 100.00 1.3 - 1.31784 1.30703 -108.1 -108,100.00 19h 51m -2.49%
07.11.2013 00:38 07.11.2013 06:52 EURUSD Buy 100.00 1.3 - 1.29932 1.31446 151.4 151,400.00 6h 14m 3.78%
07.11.2013 00:00 07.11.2013 06:52 EURUSD Buy 100.00 1.3 - 1.29775 1.31453 167.8 167,800.00 6h 52m 4.57%
07.11.2013 00:15 07.11.2013 06:52 EURUSD Buy 100.00 1.3 - 1.2988 1.3145 157.0 157,000.00 6h 37m 4.08%

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