Strategy Settings
s1
"----
Magic_Number
10101
TradeComment
"Robin VOL...
fifo
false
s2
"----
s21
"Set Fixed...
FixedLots
0
s22
"Percent o...
riskPercent
3
s23
"Adjust th...
atrAdjustedMM
false
s24
"Keep the ...
KeepTradeSizeInBask...
true
s25
"Use minim...
UseMinLotIfUnderMin...
true
s26
"Maximum c...
TradesMax
2
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
| +42715.99% |
| 0.12% | |
| 3.8% | |
| Drawdown: | 16.64% |
| Balance: | $2,140,799.32 |
| Highest: | (Apr 17) $2,379,489.50 |
| Profit: | $2,135,799.28 |
| Deposits: | $5,000.00 |
| Test Started: | Jan 03, 2000 |
| Test Ended: | May 03, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Open Prices |
| Added: | May 05, 2013 at 18:00 |
Loading, please wait...
| Trades: | 4,362 |
| Profitability: | |
| Pips: | 25,752.4 |
| Average Win: | 36.72 pips / $3,689.29 |
| Average Loss: | -21.37 pips / -$2,342.21 |
| Lots: | 45,075.70 |
| Commissions: | 0 |
| Longs Won: | (1,063/2,246) 47% |
| Shorts Won: | (985/2,116) 46% |
| Best Trade ($): | (Jul 06) 99,872.17 |
| Worst Trade ($): | (May 02) -69,275.77 |
| Best Trade (Pips): | (Mar 19) 621.5 |
| Worst Trade (Pips): | (Dec 15) -141.4 |
| Avg. Trade Length: | 6h 44m |
| Profit Factor: | 1.39 |
| Standard Deviation: | $7,092.48 |
| Sharpe Ratio | 0.15 |
| Z-Score (Probability): | -16.43 (99.99%) |
| Expectancy | 5.9 Pips / $489.64 |
| AHPR: | 0.15% |
| GHPR: | 0.14% |
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% | 1.24% |
| Consecutive Losing Trades | 914 | 823 | 731 | 640 | 548 | 457 | 366 | 274 | 183 | 91 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (4362)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.03.2013 14:45 | 05.03.2013 16:00 | EURUSD | Buy | 63.55 | 1.3 | 1.4 | 1.31089 | 1.31152 | 6.3 | 3,436.71 | 1h 15m | 0.16% |
| 05.03.2013 15:00 | 05.03.2013 15:30 | EURUSD | Buy | 63.55 | 1.3 | 1.4 | 1.31137 | 1.31445 | 30.8 | 19,006.46 | 30m | 0.90% |
| 05.03.2013 13:45 | 05.03.2013 14:30 | EURUSD | Sell | 64.70 | 1.4 | 1.2 | 1.30398 | 1.30705 | -30.7 | -20,440.10 | 45m | -0.95% |
| 05.03.2013 14:00 | 05.03.2013 14:30 | EURUSD | Sell | 64.70 | 1.4 | 1.2 | 1.30438 | 1.30705 | -26.7 | -17,852.10 | 30m | -0.84% |
| 05.03.2013 10:15 | 05.03.2013 12:00 | EURUSD | Buy | 65.03 | 1.3 | 1.4 | 1.31351 | 1.31188 | -16.3 | -11,180.03 | 1h 45m | -0.52% |
| 05.03.2013 08:15 | 05.03.2013 09:45 | EURUSD | Buy | 64.60 | 1.3 | 1.3 | 1.30987 | 1.3122 | 23.3 | 14,475.50 | 1h 30m | 0.67% |
| 05.02.2013 14:30 | 05.03.2013 08:00 | EURUSD | Sell | 65.76 | 1.4 | 1.2 | 1.30725 | 1.31067 | -34.2 | -23,096.30 | 17h 30m | -1.05% |
| 05.02.2013 14:45 | 05.03.2013 08:00 | EURUSD | Sell | 65.76 | 1.4 | 1.2 | 1.30838 | 1.31067 | -22.9 | -15,665.42 | 17h 15m | -0.72% |
| 05.02.2013 13:15 | 05.02.2013 14:15 | EURUSD | Buy | 69.84 | 1.3 | 1.4 | 1.31915 | 1.30968 | -94.7 | -66,761.53 | 1h 0m | -2.96% |
| 05.02.2013 13:00 | 05.02.2013 14:15 | EURUSD | Buy | 69.84 | 1.3 | 1.4 | 1.31951 | 1.30968 | -98.3 | -69,275.77 | 1h 15m | -2.98% |
| 05.01.2013 14:15 | 05.01.2013 19:15 | EURUSD | Sell | 69.88 | 1.4 | 1.3 | 1.32082 | 1.32089 | -0.7 | -1,112.57 | 5h 0m | -0.05% |
| 05.01.2013 12:45 | 05.01.2013 13:30 | EURUSD | Buy | 65.89 | 1.3 | 1.4 | 1.32205 | 1.32398 | 19.3 | 12,128.96 | 45m | 0.52% |
| 04.30.2013 14:30 | 05.01.2013 13:30 | EURUSD | Buy | 65.89 | 1.3 | 1.3 | 1.3108 | 1.32398 | 131.8 | 86,136.61 | 23h 0m | 3.86% |
| 05.01.2013 02:30 | 05.01.2013 12:15 | EURUSD | Buy | 65.89 | 1.3 | 1.4 | 1.31634 | 1.32109 | 47.5 | 30,709.94 | 9h 45m | 1.40% |
| 04.30.2013 15:00 | 04.30.2013 17:45 | EURUSD | Buy | 65.89 | 1.3 | 1.4 | 1.31418 | 1.31488 | 7.0 | 4,024.49 | 2h 45m | 0.18% |
| 04.30.2013 07:45 | 04.30.2013 09:15 | EURUSD | Sell | 65.95 | 1.3 | 1.3 | 1.30817 | 1.30837 | -2.0 | -1,907.35 | 1h 30m | -0.09% |
| 04.29.2013 17:30 | 04.30.2013 07:30 | EURUSD | Buy | 65.97 | 1.3 | 1.3 | 1.30855 | 1.30855 | 0.0 | -707.28 | 14h 0m | -0.03% |
| 04.29.2013 08:45 | 04.29.2013 10:30 | EURUSD | Buy | 66.30 | 1.3 | 1.3 | 1.30991 | 1.3083 | -16.1 | -11,265.77 | 1h 45m | -0.51% |
| 04.25.2013 16:00 | 04.26.2013 03:45 | EURUSD | Sell | 67.11 | 1.3 | 1.3 | 1.30144 | 1.30308 | -16.4 | -11,624.87 | 11h 45m | -0.52% |
| 04.25.2013 16:15 | 04.25.2013 19:45 | EURUSD | Sell | 67.11 | 1.3 | 1.2 | 1.29954 | 1.3017 | -21.6 | -15,094.46 | 3h 30m | -0.67% |
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