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Strategy Settings

Risiko
1.4
+973017.01%

0.32%
10.05%
Drawdown: 44.50%

Balance: $8,163,731.09
Highest: (Nov 10) $8,843,650.35
Profit: $8,162,894.39
Deposits: $839.00

Test Started: Jan 02, 2004
Test Ended: Nov 18, 2011
Timeframe: 5 Minutes

Model Type: Open Prices
Added: Nov 18 2011 at 15:55
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 542046
Ticks Modelled: 1082028
Views: 63
Broker: -
Trades: 20251
Profitability:
Pips: 105497.1
Average Win: 38.68 pips / $3881.16
Average Loss: -55.79 pips / -$5935.50
Lots: 274,321.37
Commissions: 0
Longs Won: (5397/10483) 51%
Shorts Won: (7679/9768) 78%
Best Trade ($): (Oct 24) 495013.53
Worst Trade ($): (Oct 27) -622589.20
Best Trade (Pips): (Feb 12) 137.5
Worst Trade (Pips): (Dec 18) -178.0
Avg. Trade Length: 17h 5m
Profit Factor: 1.19
Standard Deviation: $20879.70
Sharpe Ratio 0.0500
Z-Score (Probability): -66.66 (99.99%)
Expectancy 5.2 Pips / $403.09
AHPR: 0.05%
GHPR: 0.05%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 10483 68983.1 3432949.38 9768 36514.0 4729942.71 20251 105497.1 8162892.09 13076 (65%) 7175 (35%)
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% 0.05% 0.48% 3.55% 20.68%
Consecutive Losing Trades 1376 1238 1100 963 825 688 550 413 275 138
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (20251)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.18.2011 15:20 11.18.2011 16:39 EURUSD Buy 182.61 1.34964 1.36499 1.35670 1.35244 -42.6 -57519.64 1h 19m -0.70%
11.17.2011 13:00 11.18.2011 13:05 EURUSD Buy 209.89 1.34321 1.35983 1.34672 1.35983 131.1 202513.82 1d 2.53%
11.18.2011 05:25 11.18.2011 12:55 EURUSD Buy 733.40 1.34466 1.35751 1.34862 1.35751 88.9 479960.40 7h 30m 6.37%
11.18.2011 05:25 11.18.2011 12:50 EURUSD Buy 189.20 1.34466 1.35572 1.34862 1.35572 71.0 99018.16 7h 25m 1.33%
11.17.2011 05:50 11.18.2011 12:50 EURUSD Buy 0.02 1.34346 1.35578 1.34804 1.35578 77.4 11.40 1d 0.00%
11.18.2011 08:35 11.18.2011 12:50 EURUSD Sell 0.07 1.35617 1.34763 1.35087 1.35617 -53.0 -27.34 4h 15m 0.00%
11.17.2011 21:50 11.18.2011 12:50 EURUSD Buy 121.09 1.34264 1.35548 1.34681 1.35548 86.7 77308.57 15h 0m 1.05%
11.17.2011 18:45 11.18.2011 12:50 EURUSD Buy 0.38 1.34576 1.35547 1.34784 1.35547 76.3 213.48 18h 5m 0.00%
11.18.2011 00:15 11.18.2011 10:35 EURUSD Sell 226.65 1.35480 1.34465 1.34671 1.35480 -80.9 -135426.87 10h 20m -1.81%
11.17.2011 20:00 11.18.2011 10:30 EURUSD Buy 0.02 1.34289 1.35450 1.34664 1.35450 78.6 11.60 14h 30m 0.00%
11.18.2011 01:05 11.18.2011 10:30 EURUSD Buy 0.02 1.34111 1.35432 1.34583 1.35432 84.9 12.54 9h 25m 0.00%
11.17.2011 18:45 11.18.2011 08:35 EURUSD Buy 0.02 1.34136 1.35658 1.34784 1.35087 30.3 4.48 13h 50m 0.00%
11.18.2011 01:05 11.18.2011 03:20 EURUSD Buy 0.17 1.33932 1.34758 1.34583 1.34758 17.5 22.07 2h 15m 0.00%
11.17.2011 23:45 11.18.2011 01:05 EURUSD Sell 0.19 1.35459 1.34510 1.34627 1.34510 11.7 16.19 1h 20m 0.00%
11.17.2011 17:20 11.18.2011 01:05 EURUSD Buy 0.02 1.34467 1.35906 1.35101 1.34467 -63.4 -9.44 7h 45m 0.00%
11.17.2011 10:55 11.18.2011 00:15 EURUSD Buy 226.65 1.34356 1.35504 1.34585 1.34671 8.6 14328.66 13h 20m 0.19%
11.17.2011 10:55 11.17.2011 19:10 EURUSD Buy 182.61 1.34514 1.35515 1.34585 1.34514 -7.1 -9633.26 8h 15m -0.13%
11.17.2011 15:35 11.17.2011 18:35 EURUSD Sell 0.38 1.36127 1.34811 1.35109 1.34811 29.8 84.03 3h 0m 0.00%
11.17.2011 13:30 11.17.2011 16:10 EURUSD Buy 0.02 1.33755 1.35369 1.34561 1.35369 80.8 11.93 2h 40m 0.00%
11.17.2011 04:45 11.17.2011 10:50 EURUSD Sell 0.02 1.35632 1.34475 1.34717 1.34475 24.2 3.60 6h 5m 0.00%

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