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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
+6.21M%

0.51%
16.38%
Drawdown: 19.62%

Balance: $62,101,339.91
Highest: (Mar 26) $62,990,344.84
Profit: $62,100,339.88
Deposits: $1,000.00

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

Model Type: Every Tick
Added: May 28 2015 at 12:15
Comments:
No comments entered.
Model Quality: 99.9
Bars in test: 150110
Ticks Modelled: 70961339
Views: 17
Broker: HF Markets
Trades: 2885
Profitability:
Pips: 55948.1
Average Win: 51.70 pips / $62217.46
Average Loss: -42.92 pips / -$56967.35
Lots: 415,050.53
Commissions: 0
Longs Won: (904/1279) 70%
Shorts Won: (996/1606) 62%
Best Trade ($): (Jan 23) 2206014.90
Worst Trade ($): (Mar 23) -1005999.41
Best Trade (Pips): (Jan 23) 420.6
Worst Trade (Pips): (Jun 30) -231.1
Avg. Trade Length: 1d
Profit Factor: 2.11
Standard Deviation: $160203.60
Sharpe Ratio 0.2800
Z-Score (Probability): -11.30 (99.99%)
Expectancy 19.4 Pips / $21525.25
AHPR: 0.39%
GHPR: 0.38%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 1279 25691.5 19584030.31 1606 30256.6 42516309.60 2885 55948.1 62100339.91 1900 (66%) 985 (34%)
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 1091 981 872 763 654 545 436 327 218 109
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2885)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.02.2015 10:00 04.02.2015 10:07 EURUSD Buy 689.40 1.07474 1.08191 1.08111 1.08191 8.0 55152.00 7m 0.09%
04.01.2015 12:00 04.02.2015 08:29 EURUSD Sell 693.44 1.07842 1.04547 1.07317 1.07842 -52.5 -363182.27 20h 29m -0.58%
03.30.2015 11:00 03.31.2015 15:14 EURUSD Sell 688.07 1.07612 1.05341 1.08314 1.07612 70.2 483314.13 1d 0.78%
03.27.2015 10:00 03.27.2015 18:10 EURUSD Sell 699.89 1.09354 1.02228 1.08095 1.09354 -125.9 -881161.51 8h 10m -1.40%
03.23.2015 03:45 03.27.2015 14:15 EURUSD Sell 889.14 1.08700 1.07120 1.08012 1.08700 -68.8 -609487.69 4d -0.97%
03.23.2015 15:15 03.27.2015 14:15 EURUSD Sell 889.14 1.08704 1.06991 1.09181 1.08704 47.7 426360.41 3d 0.68%
03.26.2015 10:00 03.26.2015 10:05 EURUSD Buy 699.58 1.09411 1.10187 1.10147 1.10187 4.0 27983.20 5m 0.04%
03.20.2015 14:00 03.24.2015 14:43 EURUSD Buy 688.30 1.08837 1.10082 1.07162 1.10082 292.0 2008046.42 4d 3.29%
03.24.2015 07:00 03.24.2015 09:00 EURUSD Sell 937.57 1.11323 1.06527 1.09191 1.09178 1.3 12188.41 2h 0m 0.02%
03.24.2015 01:00 03.24.2015 05:00 EURUSD Sell 931.94 1.09996 1.06768 1.09585 1.09192 39.3 366252.42 4h 0m 0.60%
03.20.2015 01:00 03.23.2015 10:15 EURUSD Sell 953.03 1.09733 1.00766 1.06684 1.07740 -105.6 -1005999.41 3d -1.63%
03.20.2015 14:01 03.23.2015 10:00 EURUSD Sell 953.03 1.09456 1.03027 1.07234 1.07925 -69.1 -658143.46 2d -1.06%
03.19.2015 06:15 03.20.2015 14:45 EURUSD Sell 884.95 1.07405 1.04661 1.07736 1.07405 33.1 293290.13 1d 0.47%
03.18.2015 12:17 03.18.2015 15:27 EURUSD Sell 890.66 1.06046 1.04876 1.06224 1.06046 17.8 158537.48 3h 10m 0.26%
03.18.2015 07:30 03.18.2015 15:27 EURUSD Sell 890.66 1.06045 1.04922 1.05952 1.06045 -9.3 -82831.38 7h 57m -0.13%
03.16.2015 18:00 03.18.2015 09:58 EURUSD Sell 959.18 1.06213 1.04633 1.05746 1.06213 -46.7 -447131.35 1d -0.72%
03.17.2015 09:58 03.18.2015 09:53 EURUSD Sell 959.18 1.06172 1.04569 1.06142 1.06172 -3.0 -28372.54 23h 55m -0.05%
03.16.2015 01:00 03.16.2015 07:15 EURUSD Sell 950.26 1.07027 1.00376 1.04993 1.05118 -12.5 -118782.50 6h 15m -0.19%
03.16.2015 03:24 03.16.2015 07:00 EURUSD Sell 950.26 1.06822 1.02053 1.05246 1.05104 14.2 134936.92 3h 36m 0.22%
03.13.2015 09:00 03.16.2015 03:35 EURUSD Sell 686.30 1.05364 1.02996 1.05790 1.05364 42.6 292652.05 2d 0.47%

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