Strategy Settings
degree
37
logconstant
8
risk_account_percen...
0.01
robertiformula
true
findpoint
true
squaremethod
false
| +1290.17% |
| 12.71% | |
| 3520.17% | |
| Drawdown: | 38.30% |
| Balance: | $13,901.67 |
| Highest: | (Nov 25) $19,938.34 |
| Profit: | $12,901.72 |
| Deposits: | $1,000.00 |
| Test Started: | Nov 03, 2011 |
| Test Ended: | Nov 25, 2011 |
| Timeframe: | 1 Minute |
| Model Type: | Every Tick |
| Added: | Dec 02, 2011 at 19:03 |
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| Trades: | 554 |
| Profitability: | |
| Pips: | 3,964.6 |
| Average Win: | 11.30 pips / $35.01 |
| Average Loss: | -165.21 pips / -$464.36 |
| Lots: | 2,253.86 |
| Commissions: | 0 |
| Longs Won: | (65/69) 94% |
| Shorts Won: | (476/485) 98% |
| Best Trade ($): | (Nov 25) 281.83 |
| Worst Trade ($): | (Nov 25) -1,884.44 |
| Best Trade (Pips): | (Nov 23) 362.2 |
| Worst Trade (Pips): | (Nov 25) -591.1 |
| Avg. Trade Length: | 11h 41m |
| Profit Factor: | 3.14 |
| Standard Deviation: | $126.65 |
| Sharpe Ratio | 0.48 |
| Z-Score (Probability): | -22.58 (99.99%) |
| Expectancy | 7.2 Pips / $23.29 |
| AHPR: | 0.48% |
| GHPR: | 0.48% |
Loading, please wait...
| 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% | 1.45% |
| Consecutive Losing Trades | 30 | 27 | 24 | 21 | 18 | 15 | 12 | 9 | 6 | 3 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (554)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.25.2011 21:07 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32243 | 1.32355 | -11.2 | -133.95 | 2h 52m | -0.93% |
| 11.22.2011 13:42 | 11.25.2011 23:59 | EURUSD | Buy | 5.74 | - | 1.4 | 1.35631 | 1.32325 | -330.6 | -1,884.44 | 3d | -11.40% |
| 11.25.2011 20:17 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32265 | 1.32355 | -9.0 | -107.64 | 3h 42m | -0.74% |
| 11.25.2011 23:04 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32312 | 1.32355 | -4.3 | -51.43 | 55m | -0.37% |
| 11.25.2011 21:38 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32313 | 1.32355 | -4.2 | -50.23 | 2h 21m | -0.35% |
| 11.09.2011 11:58 | 11.25.2011 23:59 | EURUSD | Buy | 1.99 | - | 1.4 | 1.38056 | 1.32325 | -573.1 | -1,123.98 | 16d | -6.37% |
| 11.09.2011 09:34 | 11.25.2011 23:59 | EURUSD | Buy | 1.96 | - | 1.4 | 1.38236 | 1.32325 | -591.1 | -1,142.33 | 16d | -6.08% |
| 11.09.2011 09:26 | 11.25.2011 23:59 | EURUSD | Buy | 1.96 | - | 1.4 | 1.38229 | 1.32325 | -590.4 | -1,140.95 | 16d | -5.72% |
| 11.25.2011 22:08 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32255 | 1.32355 | -10.0 | -119.60 | 1h 51m | -0.85% |
| 11.25.2011 22:03 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.323 | 1.32355 | -5.5 | -65.78 | 1h 56m | -0.46% |
| 11.25.2011 16:07 | 11.25.2011 23:59 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32309 | 1.32355 | -4.6 | -52.49 | 7h 52m | -0.36% |
| 11.25.2011 20:25 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32232 | 1.32355 | -12.3 | -147.11 | 3h 34m | -1.02% |
| 11.25.2011 22:52 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32341 | 1.32355 | -1.4 | -16.74 | 1h 7m | -0.12% |
| 11.25.2011 20:06 | 11.25.2011 20:11 | EURUSD | Sell | 11.93 | - | 1.3 | 1.32296 | 1.32251 | 4.5 | 53.69 | 5m | 0.27% |
| 11.25.2011 16:54 | 11.25.2011 19:00 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32607 | 1.3243 | 17.7 | 201.96 | 2h 6m | 1.03% |
| 11.25.2011 17:27 | 11.25.2011 18:26 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32809 | 1.32562 | 24.7 | 281.83 | 59m | 1.45% |
| 11.25.2011 18:05 | 11.25.2011 18:21 | EURUSD | Sell | 11.53 | - | 1.3 | 1.32634 | 1.32598 | 3.6 | 41.51 | 16m | 0.21% |
| 11.25.2011 17:35 | 11.25.2011 18:14 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32739 | 1.32621 | 11.8 | 134.64 | 39m | 0.70% |
| 11.25.2011 17:43 | 11.25.2011 17:59 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32814 | 1.32697 | 11.7 | 133.49 | 16m | 0.70% |
| 11.25.2011 17:51 | 11.25.2011 17:59 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32762 | 1.32697 | 6.5 | 74.16 | 8m | 0.39% |
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