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Strategy Settings

Risk
5
StopLoss
110
TakeProfit
16
MinSignalPips
16
MaxWidth
30
MinGridStep
45
+1477.58%

0.31%
9.63%
Drawdown: 43.68%

Balance: $45,728.51
Highest: (Jun 26) $45,728.51
Profit: $42,828.47
Deposits: $2,900.00

Test Started: Jan 08, 2010
Test Ended: Jun 26, 2012
Timeframe: 5 Minutes

Model Type: Control Points
Added: Jul 15, 2012 at 22:32
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Trades: 234
Profitability:
Pips: 5,918.4
Average Win: 31.80 pips / $236.36
Average Loss: -40.68 pips / -$357.96
Lots: 176.26
Commissions: 0
Longs Won: (116/129) 89%
Shorts Won: (97/105) 92%
Best Trade ($): (May 22) 1,716.69
Worst Trade ($): (Jul 29) -1,290.00
Best Trade (Pips): (Mar 31) 110.0
Worst Trade (Pips): (Jul 29) -147.0
Avg. Trade Length: 12h 41m
Profit Factor: 6.70
Standard Deviation: $372.22
Sharpe Ratio 0.69
Z-Score (Probability): -3.13 (-149.13%)
Expectancy 25.3 Pips / $183.03
AHPR: 1.20%
GHPR: 1.19%
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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% <0.01%
Consecutive Losing Trades 128 115 102 89 77 64 51 38 26 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (234)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.26.2012 08:50 06.26.2012 09:56 EURUSD Buy 2.27 1.2 1.3 1.24888 1.25037 14.9 322.34 1h 6m 0.71%
06.25.2012 08:35 06.25.2012 09:09 EURUSD Sell 2.25 1.3 1.2 1.25089 1.2494 14.9 319.50 34m 0.71%
06.21.2012 11:55 06.21.2012 12:02 EURUSD Buy 2.23 1.3 1.3 1.26712 1.26848 13.6 287.67 7m 0.64%
06.19.2012 18:35 06.20.2012 09:14 EURUSD Buy 2.22 1.3 1.3 1.26931 1.27067 13.6 283.18 14h 39m 0.64%
06.11.2012 06:15 06.11.2012 06:31 EURUSD Buy 2.21 1.3 1.3 1.26283 1.26417 13.4 280.67 16m 0.63%
06.07.2012 14:05 06.07.2012 17:16 EURUSD Buy 2.19 1.2 1.3 1.25872 1.26009 13.7 284.70 3h 11m 0.65%
05.31.2012 10:20 06.01.2012 13:33 EURUSD Buy 2.10 1.2 1.2 1.24074 1.24181 10.7 206.98 1d 0.49%
05.31.2012 15:05 06.01.2012 13:33 EURUSD Buy 2.10 1.2 1.2 1.23392 1.24181 78.9 1,639.18 22h 28m 3.87%
05.30.2012 11:05 05.30.2012 11:15 EURUSD Sell 2.09 1.3 1.2 1.24519 1.2437 14.9 296.78 10m 0.71%
05.23.2012 01:35 05.23.2012 08:06 EURUSD Sell 2.07 1.3 1.3 1.26689 1.26543 14.6 287.73 6h 31m 0.69%
05.18.2012 12:20 05.22.2012 16:09 EURUSD Sell 1.83 1.3 1.3 1.2728 1.27264 1.6 9.44 4d 0.03%
05.21.2012 19:35 05.22.2012 16:09 EURUSD Sell 1.83 1.3 1.3 1.28091 1.27264 82.7 1,497.09 20h 34m 3.91%
05.21.2012 19:55 05.22.2012 16:09 EURUSD Sell 1.83 1.3 1.3 1.28211 1.27264 94.7 1,716.69 20h 14m 4.31%
05.21.2012 00:40 05.22.2012 16:09 EURUSD Sell 1.83 1.3 1.3 1.28003 1.27264 73.9 1,336.05 1d 3.61%
05.18.2012 20:05 05.22.2012 16:09 EURUSD Sell 1.83 1.3 1.3 1.27918 1.27264 65.4 1,176.98 3d 3.29%
05.18.2012 07:30 05.22.2012 16:09 EURUSD Sell 1.83 1.3 1.3 1.26771 1.27264 -49.3 -922.03 4d -2.51%
05.16.2012 13:40 05.16.2012 13:49 EURUSD Buy 1.82 1.3 1.3 1.27231 1.27367 13.6 234.78 9m 0.64%
05.10.2012 08:10 05.10.2012 12:07 EURUSD Buy 1.81 1.3 1.3 1.29474 1.2961 13.6 233.49 3h 57m 0.64%
04.23.2012 13:40 04.23.2012 14:06 EURUSD Sell 1.79 1.3 1.3 1.31438 1.3129 14.8 252.39 26m 0.70%
04.17.2012 07:20 04.17.2012 14:01 EURUSD Sell 1.78 1.3 1.3 1.31247 1.31099 14.8 250.98 6h 41m 0.70%

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