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Strategy Settings

Global_Risk
6
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
+2.45M%

0.47%
14.94%
Drawdown: 21.32%

Balance: $24,477,309.17
Highest: (Mar 25) $24,548,847.31
Profit: $24,476,309.03
Deposits: $1,000.00

Test Started: Apr 10, 2009
Test Ended: Mar 27, 2015
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Apr 28 2015 at 12:37
Comments:
No comments entered.
Model Quality: 99.9
Bars in test: 150110
Ticks Modelled: 70961339
Views: 23
Broker: HF Markets
Trades: 2317
Profitability:
Pips: 45787.6
Average Win: 49.20 pips / $32066.78
Average Loss: -39.62 pips / -$32806.17
Lots: 189,551.58
Commissions: 0
Longs Won: (766/1069) 71%
Shorts Won: (783/1248) 62%
Best Trade ($): (Jan 15) 608296.19
Worst Trade ($): (Jan 30) -486100.98
Best Trade (Pips): (Jun 16) 342.1
Worst Trade (Pips): (Jun 30) -231.1
Avg. Trade Length: 1d
Profit Factor: 1.97
Standard Deviation: $76013.64
Sharpe Ratio 0.3200
Z-Score (Probability): -11.18 (99.99%)
Expectancy 19.8 Pips / $10563.79
AHPR: 0.45%
GHPR: 0.44%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 1069 23254.9 10630726.72 1248 22532.7 13845582.45 2317 45787.6 24476309.17 1549 (67%) 768 (33%)
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 746 672 597 522 448 373 299 224 149 75
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2317)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.23.2015 03:45 03.27.2015 14:15 EURUSD Sell 347.34 1.08700 1.07120 1.08012 1.08700 -68.8 -238094.62 4d -0.97%
03.23.2015 15:15 03.27.2015 14:15 EURUSD Sell 347.34 1.08704 1.06991 1.09181 1.08704 47.7 166556.48 3d 0.69%
03.24.2015 18:00 03.25.2015 15:07 EURUSD Buy 688.32 1.09737 1.10952 1.09071 1.09737 66.6 457526.30 21h 7m 1.90%
03.24.2015 07:00 03.24.2015 09:00 EURUSD Sell 370.56 1.11323 1.06527 1.09191 1.09178 1.3 4817.28 2h 0m 0.02%
03.24.2015 01:00 03.24.2015 05:00 EURUSD Sell 368.33 1.09996 1.06768 1.09585 1.09192 39.3 144753.69 4h 0m 0.60%
03.23.2015 19:00 03.24.2015 01:00 EURUSD Buy 676.10 1.08897 1.12751 1.09172 1.09585 41.3 278350.37 6h 0m 1.18%
03.20.2015 01:00 03.23.2015 10:15 EURUSD Sell 372.29 1.09733 1.00766 1.06684 1.07740 -105.6 -392981.88 3d -1.63%
03.20.2015 14:01 03.23.2015 10:00 EURUSD Sell 372.29 1.09456 1.03027 1.07234 1.07925 -69.1 -257096.03 2d -1.06%
03.19.2015 06:15 03.20.2015 14:45 EURUSD Sell 345.70 1.07405 1.04661 1.07736 1.07405 33.1 114571.89 1d 0.47%
03.18.2015 07:30 03.18.2015 15:27 EURUSD Sell 347.93 1.06045 1.04922 1.05952 1.06045 -9.3 -32357.49 7h 57m -0.13%
03.18.2015 12:17 03.18.2015 15:27 EURUSD Sell 347.93 1.06046 1.04876 1.06224 1.06046 17.8 61931.54 3h 10m 0.26%
03.16.2015 18:00 03.18.2015 09:58 EURUSD Sell 374.69 1.06213 1.04633 1.05746 1.06213 -46.7 -174665.49 1d -0.72%
03.17.2015 09:58 03.18.2015 09:53 EURUSD Sell 374.69 1.06172 1.04569 1.06142 1.06172 -3.0 -11083.33 23h 55m -0.05%
03.16.2015 01:00 03.16.2015 07:15 EURUSD Sell 374.60 1.07027 1.00376 1.04993 1.05118 -12.5 -46825.00 6h 15m -0.19%
03.16.2015 03:24 03.16.2015 07:00 EURUSD Sell 374.60 1.06822 1.02053 1.05246 1.05104 14.2 53193.20 3h 36m 0.22%
03.13.2015 19:00 03.16.2015 01:00 EURUSD Buy 698.54 1.03678 1.07369 1.05135 1.04993 -14.2 -100100.78 2d -0.41%
03.10.2015 19:00 03.11.2015 13:46 EURUSD Sell 369.59 1.06033 1.02915 1.07183 1.06033 115.0 425183.73 18h 46m 1.77%
03.05.2015 15:00 03.06.2015 03:15 EURUSD Sell 363.84 1.10596 1.08196 1.10615 1.10232 38.3 139503.53 12h 15m 0.58%
03.05.2015 15:33 03.06.2015 03:00 EURUSD Sell 363.84 1.10714 1.08943 1.10866 1.10221 64.5 234829.61 11h 27m 0.99%
03.03.2015 04:00 03.03.2015 16:56 EURUSD Sell 362.59 1.11964 1.10887 1.11934 1.11964 -3.0 -10877.70 12h 56m -0.05%

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