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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
+189825.1%

0.4%
12.66%
Drawdown: 14.52%

Balance: $1,899,250.83
Highest: (Mar 19) $1,899,250.83
Profit: $1,898,250.97
Deposits: $1,000.00

Test Started: Jan 04, 2010
Test Ended: Mar 19, 2015
Timeframe: 15 Minutes

Model Type: n/a
Added: May 30, 2015 at 05:47
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Trades: 2,684
Profitability:
Pips: 55,284.4
Average Win: 54.51 pips / $2,005.27
Average Loss: -42.22 pips / -$1,697.05
Lots: 11,623.21
Commissions: 0
Longs Won: (884/1,288) 68%
Shorts Won: (859/1,396) 61%
Best Trade ($): (Jan 23) 84,990.83
Worst Trade ($): (Jan 30) -21,925.12
Best Trade (Pips): (Jan 23) 436.7
Worst Trade (Pips): (Oct 31) -330.1
Avg. Trade Length: 1d
Profit Factor: 2.19
Standard Deviation: $4,651.50
Sharpe Ratio 0.29
Z-Score (Probability): -10.42 (99.99%)
Expectancy 20.6 Pips / $707.25
AHPR: 0.29%
GHPR: 0.28%
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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 1119 1007 895 783 671 559 447 336 224 112
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2684)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.19.2015 05:15 03.19.2015 23:59 EURUSD Sell 16.80 1.1 1.0 1.07736 1.06703 103.3 17,354.40 18h 44m 0.92%
03.18.2015 11:17 03.18.2015 14:27 EURUSD Sell 16.87 1.1 1.0 1.06224 1.06046 17.8 3,002.86 3h 10m 0.16%
03.18.2015 06:30 03.18.2015 14:27 EURUSD Sell 16.87 1.1 1.0 1.05952 1.06045 -9.3 -1,568.91 7h 57m -0.08%
03.16.2015 17:00 03.18.2015 08:58 EURUSD Sell 17.60 1.1 1.0 1.05746 1.06213 -46.7 -8,281.86 1d -0.44%
03.17.2015 08:58 03.18.2015 08:53 EURUSD Sell 17.60 1.1 1.0 1.06142 1.06172 -3.0 -559.33 23h 55m -0.03%
03.16.2015 04:02 03.17.2015 15:05 EURUSD Buy 25.42 1.1 1.1 1.05179 1.06448 126.9 32,164.43 1d 1.73%
03.16.2015 03:00 03.17.2015 13:20 EURUSD Buy 25.42 1.1 1.1 1.05287 1.0635 106.3 26,927.91 1d 1.47%
03.16.2015 00:00 03.16.2015 06:15 EURUSD Sell 17.60 1.1 1.0 1.04993 1.0512 -12.7 -2,235.20 6h 15m -0.12%
03.16.2015 02:24 03.16.2015 06:00 EURUSD Sell 17.60 1.1 1.0 1.05246 1.05106 14.0 2,464.00 3h 36m 0.13%
03.13.2015 18:00 03.16.2015 00:00 EURUSD Buy 32.76 1.0 1.1 1.05137 1.04993 -14.4 -4,838.00 2d -0.26%
03.10.2015 18:00 03.11.2015 12:46 EURUSD Sell 17.45 1.1 1.0 1.07183 1.06033 115.0 20,036.44 18h 46m 1.10%
03.05.2015 08:00 03.10.2015 00:01 EURUSD Sell 26.45 1.1 1.1 1.10367 1.08472 189.5 49,981.51 4d 2.92%
03.05.2015 09:01 03.10.2015 00:01 EURUSD Sell 26.45 1.1 1.1 1.10567 1.08472 209.5 55,271.51 4d 3.14%
03.05.2015 14:00 03.06.2015 02:15 EURUSD Sell 16.28 1.1 1.1 1.10615 1.10234 38.1 6,173.70 12h 15m 0.36%
03.05.2015 14:33 03.06.2015 02:00 EURUSD Sell 16.28 1.1 1.1 1.10866 1.10223 64.3 10,439.06 11h 27m 0.62%
03.03.2015 03:00 03.03.2015 15:56 EURUSD Sell 16.24 1.1 1.1 1.11934 1.11964 -3.0 -487.20 12h 56m -0.03%
03.03.2015 08:04 03.03.2015 15:50 EURUSD Sell 16.24 1.1 1.1 1.12084 1.11937 14.7 2,387.28 7h 46m 0.14%
03.02.2015 17:00 03.03.2015 15:11 EURUSD Sell 15.05 1.1 1.1 1.1194 1.11825 11.5 1,703.96 22h 11m 0.10%
03.02.2015 19:00 03.03.2015 03:00 EURUSD Buy 30.09 1.1 1.1 1.11796 1.11934 13.8 4,041.69 8h 0m 0.24%
02.27.2015 21:00 03.02.2015 14:37 EURUSD Buy 29.92 1.1 1.1 1.11951 1.12173 22.2 6,532.13 2d 0.39%

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