Strategy Settings
s1
"----
Magic_Number
10101
TradeComment
"Robin VOL...
fifo
false
s2
"----
s21
"Set Fixed...
FixedLots
0
s22
"Percent o...
riskPercent
1.5
s23
"Adjust th...
atrAdjustedMM
false
s24
"Keep the ...
KeepTradeSizeInBask...
true
s25
"Use minim...
UseMinLotIfUnderMin...
true
s26
"Maximum c...
TradesMax
8
s3
"----
s31
"Ignore th...
useInitialBalance
false
initialBalance
0
s32
"Close all...
avoidTradesOverWeek...
false
s33
"Set a sec...
useBracketSLTP
true
bracketSLTPatr
1.1
s333
"Use Break...
useBreakeven
true
s34
"Friday cl...
fridayClosingDay
5
fridayClosingHour
21
s4
"----
strat_1
"--- Strat...
Strat_1
true
FastVol
3
SlowVol
60
VolRatio
3
strat_2
"--- Strat...
Strat_2
true
osc1Period
8
osc2Period
9
ma_period
65
separation
0.15
maxSeparation
0.75
S2addcomment
"(s2)"
exit_str
"--- Exit ...
s44
"Take Prof...
TP
0.31
SL
0.18
s45
"Number of...
s46
"Activate ...
useTimedExit
false
timedExitBarsTP
140
timedExitFactor
0.4
s5
"----
s51
"Maximal a...
Slippage
3
s52
"Spread Fi...
useSpreadFilter
false
maxSpreadInPips
0
s6
"----
showInfo
true
saveScreenshots
false
s7
"----
s72
"--- S2 co...
useOldS2
false
onlyHighProbability...
false
tightRiskControlS2
true
s73
"--- Time ...
useS2TimeFilter
false
S2TimeFilterStartHo...
0
S2TimeFilterEndHour...
6
s71
"--- Date ...
disableNFP
false
onlyNFP
false
disableSunday
false
disableMonday
false
disableTuesday
false
disableWednesday
false
disableThursday
false
disableFriday
false
disableSaturday
false
onlyMonth
0
| +652.26% |
| 0.13% | |
| 3.91% | |
| Drawdown: | 12.30% |
| Balance: | $22,587.60 |
| Highest: | (Apr 08) $25,601.94 |
| Profit: | $19,587.46 |
| Deposits: | $3,000.00 |
| Test Started: | Jan 05, 2009 |
| Test Ended: | May 03, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Open Prices |
| Added: | May 05, 2013 at 03:58 |
Loading, please wait...
| Trades: | 1,759 |
| Profitability: | |
| Pips: | 15,673.9 |
| Average Win: | 42.34 pips / $71.92 |
| Average Loss: | -22.78 pips / -$46.49 |
| Lots: | 349.70 |
| Commissions: | 0 |
| Longs Won: | (441/898) 49% |
| Shorts Won: | (415/861) 48% |
| Best Trade ($): | (Jul 06) 626.30 |
| Worst Trade ($): | (May 02) -367.01 |
| Best Trade (Pips): | (Mar 19) 621.5 |
| Worst Trade (Pips): | (Sep 16) -100.7 |
| Avg. Trade Length: | 6h 28m |
| Profit Factor: | 1.47 |
| Standard Deviation: | $79.72 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -17.15 (99.99%) |
| Expectancy | 8.9 Pips / $11.14 |
| AHPR: | 0.12% |
| GHPR: | 0.11% |
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% | <0.01% |
| Consecutive Losing Trades | 486 | 437 | 389 | 340 | 292 | 243 | 194 | 146 | 97 | 49 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (1759)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.03.2013 15:00 | 05.03.2013 16:00 | EURUSD | Buy | 0.34 | 1.3 | 1.4 | 1.31137 | 1.31152 | 1.5 | 2.07 | 1h 0m | 0.01% |
| 05.03.2013 15:15 | 05.03.2013 16:00 | EURUSD | Buy | 0.34 | 1.3 | 1.4 | 1.31428 | 1.31152 | -27.6 | -96.87 | 45m | -0.43% |
| 05.03.2013 13:45 | 05.03.2013 14:45 | EURUSD | Sell | 0.35 | 1.4 | 1.2 | 1.30398 | 1.31089 | -69.1 | -244.97 | 1h 0m | -1.07% |
| 05.03.2013 14:00 | 05.03.2013 14:30 | EURUSD | Sell | 0.35 | 1.4 | 1.2 | 1.30438 | 1.30705 | -26.7 | -96.57 | 30m | -0.42% |
| 05.03.2013 14:15 | 05.03.2013 14:30 | EURUSD | Sell | 0.35 | 1.4 | 1.2 | 1.30509 | 1.30705 | -19.6 | -71.72 | 15m | -0.31% |
| 05.03.2013 10:15 | 05.03.2013 12:00 | EURUSD | Buy | 0.35 | 1.3 | 1.4 | 1.31351 | 1.31188 | -16.3 | -60.17 | 1h 45m | -0.26% |
| 05.02.2013 14:45 | 05.03.2013 09:45 | EURUSD | Sell | 0.36 | 1.4 | 1.2 | 1.30838 | 1.31234 | -39.6 | -145.88 | 19h 0m | -0.63% |
| 05.02.2013 14:30 | 05.03.2013 09:45 | EURUSD | Sell | 0.36 | 1.4 | 1.2 | 1.30725 | 1.31234 | -50.9 | -186.56 | 19h 15m | -0.79% |
| 05.02.2013 23:30 | 05.03.2013 08:15 | EURUSD | Sell | 0.36 | 1.4 | 1.2 | 1.30668 | 1.30987 | -31.9 | -118.16 | 8h 45m | -0.50% |
| 05.03.2013 01:30 | 05.03.2013 08:00 | EURUSD | Sell | 0.36 | 1.4 | 1.2 | 1.30702 | 1.31067 | -36.5 | -134.61 | 6h 30m | -0.57% |
| 05.03.2013 00:45 | 05.03.2013 08:00 | EURUSD | Sell | 0.36 | 1.4 | 1.2 | 1.30698 | 1.31067 | -36.9 | -136.05 | 7h 15m | -0.57% |
| 05.03.2013 02:00 | 05.03.2013 05:15 | EURUSD | Sell | 0.36 | 1.4 | 1.2 | 1.30715 | 1.3074 | -2.5 | -12.21 | 3h 15m | -0.05% |
| 05.03.2013 03:15 | 05.03.2013 05:15 | EURUSD | Sell | 0.36 | 1.3 | 1.3 | 1.30767 | 1.3074 | 2.7 | 6.51 | 2h 0m | 0.03% |
| 05.02.2013 13:00 | 05.02.2013 14:15 | EURUSD | Buy | 0.37 | 1.3 | 1.4 | 1.31951 | 1.30968 | -98.3 | -367.01 | 1h 15m | -1.47% |
| 05.02.2013 13:30 | 05.02.2013 14:15 | EURUSD | Buy | 0.37 | 1.3 | 1.4 | 1.31931 | 1.30968 | -96.3 | -359.61 | 45m | -1.48% |
| 05.02.2013 13:15 | 05.02.2013 14:15 | EURUSD | Buy | 0.37 | 1.3 | 1.4 | 1.31915 | 1.30968 | -94.7 | -353.69 | 1h 0m | -1.44% |
| 05.01.2013 14:15 | 05.01.2013 19:15 | EURUSD | Sell | 0.37 | 1.4 | 1.3 | 1.32082 | 1.32089 | -0.7 | -5.89 | 5h 0m | -0.02% |
| 04.30.2013 14:30 | 05.01.2013 13:30 | EURUSD | Buy | 0.36 | 1.3 | 1.3 | 1.3108 | 1.32398 | 131.8 | 470.62 | 23h 0m | 1.93% |
| 05.01.2013 12:45 | 05.01.2013 13:30 | EURUSD | Buy | 0.36 | 1.3 | 1.4 | 1.32205 | 1.32398 | 19.3 | 66.27 | 45m | 0.27% |
| 05.01.2013 02:30 | 05.01.2013 12:30 | EURUSD | Buy | 0.36 | 1.3 | 1.4 | 1.31634 | 1.32191 | 55.7 | 197.31 | 10h 0m | 0.81% |
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