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Strategy Settings

SEP_1
"SIGNAL"
MAC_F
5
MAC_S
10
Trend
6
SEP_2
"MARKET CO...
GAP
2
Requote
2
Slippage
3
SEP_3
"TIME FILT...
sHour
0
rHour
23
SEP_4
"MONEY MAN...
BE_Factor
1
TS_Factor
1
SL_Factor
1
+150.64%

0.26%
8.05%
Drawdown: 0.00%

Balance: $2,506.34
Highest: (Dec 29) $2,506.34
Profit: $1,506.36
Deposits: $1,000.00

Test Started: Jan 07, 2009
Test Ended: Dec 29, 2009
Timeframe: 1 Hour

Model Type: Every Tick
Added: Jun 21, 2010 at 19:00
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Trades: 126
Profitability:
Pips: 1,363.4
Average Win: 30.63 pips / $30.44
Average Loss: -33.37 pips / -$29.27
Lots: 13.33
Commissions: 0
Longs Won: (46/67) 68%
Shorts Won: (41/59) 69%
Best Trade ($): (Dec 15) 207.90
Worst Trade ($): (Dec 28) -46.03
Best Trade (Pips): (Mar 06) 129.3
Worst Trade (Pips): (Jan 26) -62.1
Avg. Trade Length: 6h 9m
Profit Factor: 2.32
Standard Deviation: $40.51
Sharpe Ratio 0.31
Z-Score (Probability): 1.81 (92.97%)
Expectancy 10.8 Pips / $11.96
AHPR: 0.76%
GHPR: 0.73%
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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% 0.03% 2.2%
Consecutive Losing Trades 86 77 69 60 51 43 34 26 17 9
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (126)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.29.2009 08:00 12.29.2009 10:31 EURUSD Buy 0.39 1.4 - 1.43817 1.44225 40.8 159.12 2h 31m 6.78%
12.28.2009 18:00 12.29.2009 05:17 EURUSD Sell 0.31 1.4 - 1.43901 1.4365 25.1 77.47 11h 17m 3.41%
12.24.2009 17:00 12.28.2009 02:52 EURUSD Sell 0.21 1.4 - 1.43568 1.43785 -21.7 -46.03 3d -1.99%
12.21.2009 18:00 12.22.2009 01:19 EURUSD Sell 0.17 1.4 - 1.43177 1.4291 26.7 45.20 7h 19m 1.99%
12.15.2009 07:00 12.15.2009 09:40 EURUSD Sell 0.30 1.5 - 1.46363 1.4567 69.3 207.90 2h 40m 10.08%
12.11.2009 08:00 12.11.2009 09:05 EURUSD Sell 0.27 1.5 - 1.47218 1.47377 -15.9 -42.93 1h 5m -2.04%
12.09.2009 18:00 12.09.2009 20:35 EURUSD Sell 0.12 1.5 - 1.4724 1.47108 13.2 15.84 2h 35m 0.76%
12.08.2009 09:00 12.08.2009 09:35 EURUSD Sell 0.16 1.5 - 1.47958 1.48231 -27.3 -43.68 35m -2.05%
12.04.2009 14:00 12.04.2009 14:27 EURUSD Buy 0.26 1.5 - 1.50701 1.50535 -16.6 -43.16 27m -1.98%
12.04.2009 08:00 12.04.2009 09:08 EURUSD Buy 0.23 1.5 - 1.5069 1.50718 2.8 6.44 1h 8m 0.30%
12.03.2009 02:00 12.03.2009 09:04 EURUSD Buy 0.20 1.5 - 1.50789 1.51124 33.5 67.00 7h 4m 3.19%
12.01.2009 09:00 12.01.2009 14:44 EURUSD Buy 0.17 1.5 - 1.50291 1.50722 43.1 73.27 5h 44m 3.61%
11.30.2009 11:00 11.30.2009 16:06 EURUSD Sell 0.12 1.5 - 1.50411 1.50302 10.9 13.08 5h 6m 0.65%
11.24.2009 20:00 11.25.2009 07:31 EURUSD Buy 0.13 1.5 - 1.49704 1.49889 18.5 23.98 11h 31m 1.20%
11.24.2009 13:00 11.24.2009 14:34 EURUSD Buy 0.18 1.5 - 1.49473 1.49631 15.8 28.44 1h 34m 1.45%
11.20.2009 11:00 11.20.2009 13:56 EURUSD Sell 0.16 1.5 - 1.48713 1.48258 45.5 72.80 2h 56m 3.85%
11.19.2009 18:00 11.20.2009 02:08 EURUSD Buy 0.12 1.5 - 1.49054 1.49091 3.7 4.38 8h 8m 0.23%
11.18.2009 20:00 11.19.2009 07:22 EURUSD Sell 0.12 1.5 - 1.49468 1.49257 21.1 24.92 11h 22m 1.34%
11.17.2009 23:00 11.18.2009 08:36 EURUSD Buy 0.12 1.5 - 1.48769 1.489 13.1 15.66 9h 36m 0.85%
11.13.2009 16:00 11.13.2009 16:10 EURUSD Sell 0.16 1.5 - 1.4827 1.48505 -23.5 -37.60 10m -2.00%

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