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Strategy Settings

Global_Risk
3
IndiDiff
0.4
FilterMASlow
1210
FilterMAFast
255
Strategy1
"*** Trend...
St1_Enabled
true
St1_Lot
0.01
St1_Risk
0
St1_RiskAmount
60
St1_ADX
20
St1_FastMA
10
St1_SlowMA
39
St1_ADXLevel
17
St1_StartTrail
36
St1_FiboMinSpace
12
+982070.82%

0.42%
13.47%
Drawdown: 15.55%

Balance: $9,821,708.15
Highest: (Apr 02) $9,821,708.15
Profit: $9,820,708.18
Deposits: $1,000.00

Test Started: Apr 10, 2009
Test Ended: Apr 02, 2015
Timeframe: 15 Minutes

Model Type: Every Tick
Added: May 29, 2015 at 16:23
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Trades: 3,217
Profitability:
Pips: 66,127.3
Average Win: 55.59 pips / $8,633.54
Average Loss: -42.76 pips / -$7,032.59
Lots: 57,857.68
Commissions: 0
Longs Won: (1,095/1,627) 67%
Shorts Won: (976/1,590) 61%
Best Trade ($): (Jan 23) 406,301.08
Worst Trade ($): (Mar 27) -146,855.73
Best Trade (Pips): (Jan 23) 436.7
Worst Trade (Pips): (Jun 30) -231.1
Avg. Trade Length: 1d
Profit Factor: 2.22
Standard Deviation: $21,674.28
Sharpe Ratio 0.29
Z-Score (Probability): -12.53 (99.99%)
Expectancy 20.6 Pips / $3,052.75
AHPR: 0.29%
GHPR: 0.29%
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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 1397 1257 1117 978 838 698 559 419 279 140
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3217)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.01.2015 05:05 04.02.2015 16:26 EURUSD Buy 132.85 1.1 1.1 1.07728 1.08761 103.3 136,715.94 1d 1.41%
04.01.2015 05:00 04.02.2015 16:26 EURUSD Buy 132.85 1.1 1.1 1.07803 1.08707 90.4 119,578.28 1d 1.25%
03.30.2015 20:03 03.31.2015 15:14 EURUSD Sell 146.23 1.1 1.1 1.08301 1.07589 71.2 104,177.18 19h 11m 1.10%
03.30.2015 11:00 03.31.2015 15:14 EURUSD Sell 146.23 1.1 1.1 1.08314 1.07615 69.9 102,276.19 1d 1.09%
03.27.2015 10:00 03.27.2015 18:10 EURUSD Sell 148.79 1.1 1.0 1.08095 1.09082 -98.7 -146,855.73 8h 10m -1.54%
03.23.2015 15:15 03.27.2015 14:15 EURUSD Sell 81.78 1.1 1.1 1.09181 1.08704 47.7 39,215.15 3d 0.41%
03.23.2015 03:45 03.27.2015 14:15 EURUSD Sell 81.78 1.1 1.1 1.08012 1.087 -68.8 -56,058.55 4d -0.59%
03.26.2015 08:00 03.26.2015 14:45 EURUSD Buy 132.94 1.1 1.1 1.09807 1.0968 -12.7 -16,883.38 6h 45m -0.18%
03.26.2015 07:00 03.26.2015 14:45 EURUSD Buy 132.94 1.1 1.1 1.0992 1.0968 -24.0 -31,905.60 7h 45m -0.33%
03.25.2015 08:55 03.25.2015 15:48 EURUSD Buy 129.25 1.1 1.1 1.09097 1.09562 46.5 60,101.25 6h 53m 0.63%
03.24.2015 18:00 03.25.2015 15:07 EURUSD Buy 166.18 1.1 1.1 1.09071 1.09737 66.6 110,459.85 21h 7m 1.17%
03.25.2015 05:00 03.25.2015 14:32 EURUSD Buy 129.25 1.1 1.1 1.09378 1.1011 73.2 94,611.00 9h 32m 1.02%
03.24.2015 07:00 03.24.2015 09:00 EURUSD Sell 89.47 1.1 1.1 1.09191 1.09178 1.3 1,163.11 2h 0m 0.01%
03.24.2015 01:00 03.24.2015 05:00 EURUSD Sell 89.14 1.1 1.1 1.09585 1.09192 39.3 35,032.02 4h 0m 0.38%
03.23.2015 19:00 03.24.2015 01:00 EURUSD Buy 164.33 1.1 1.1 1.09172 1.09585 41.3 67,654.66 6h 0m 0.74%
03.20.2015 04:00 03.23.2015 12:10 EURUSD Buy 126.84 1.1 1.1 1.0696 1.08511 155.1 196,563.95 3d 2.18%
03.20.2015 01:00 03.23.2015 10:15 EURUSD Sell 87.81 1.1 1.0 1.06684 1.0774 -105.6 -92,690.48 3d -1.02%
03.20.2015 14:01 03.23.2015 10:00 EURUSD Sell 87.81 1.1 1.0 1.07234 1.07925 -69.1 -60,639.83 2d -0.66%
03.19.2015 06:15 03.20.2015 14:45 EURUSD Sell 81.54 1.1 1.0 1.07736 1.07405 33.1 27,023.99 1d 0.30%
03.18.2015 07:30 03.18.2015 15:27 EURUSD Sell 81.85 1.1 1.0 1.05952 1.06045 -9.3 -7,612.05 7h 57m -0.08%

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