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Strategy Settings

StartTime1
"00:00"
StopTime1
"08:00"
StartTime2
"08:00"
StopTime2
"15:00"
StartTime3
"15:00"
StopTime3
"23:59"
MagicNumber
19833
TakeProfit
0
Risk
0.01
PipValue
1
LotsDigits
2
MaxTrades
5
EntryBufferPips
0
SLBufferPips
0
MaxRetouches
0
+50.74%

2.6%
115.86%
Drawdown: 55.91%

Balance: $15,073.58
Highest: (Sep 29) $15,073.58
Profit: $5,073.58
Deposits: $10,000.00

Test Started: Sep 13, 2011
Test Ended: Sep 29, 2011
Timeframe: 5 Minutes

Model Type: Control Points
Added: Nov 26, 2011 at 14:50
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Trades: 54
Profitability:
Pips: 308.5
Average Win: 19.35 pips / $393.62
Average Loss: -7.92 pips / -$205.71
Lots: 163.22
Commissions: 0
Longs Won: (14/34) 41%
Shorts Won: (13/20) 65%
Best Trade ($): (Sep 23) 807.30
Worst Trade ($): (Sep 26) -345.80
Best Trade (Pips): (Sep 21) 85.4
Worst Trade (Pips): (Sep 16) -15.6
Avg. Trade Length: 1h 10m
Profit Factor: 1.91
Standard Deviation: $320.51
Sharpe Ratio 0.32
Z-Score (Probability): -0.41 (-31.82%)
Expectancy 5.7 Pips / $93.96
AHPR: 0.79%
GHPR: 0.76%
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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% 0.23% 5.65%
Consecutive Losing Trades 73 66 59 51 44 37 29 22 15 7
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (54)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.29.2011 05:11 09.29.2011 19:33 EURUSD Sell 8.04 - - 1.35818 1.35733 8.5 603.00 14h 22m 4.17%
09.29.2011 02:58 09.29.2011 03:03 EURUSD Sell 7.39 - - 1.35419 1.35351 6.8 428.62 5m 3.05%
09.28.2011 21:36 09.28.2011 21:37 EURUSD Buy 3.98 1.4 - 1.35559 1.35501 -5.8 -270.64 1m -1.89%
09.28.2011 20:02 09.28.2011 21:18 EURUSD Buy 1.51 1.4 - 1.35523 1.35709 18.6 265.76 1h 16m 1.89%
09.28.2011 19:42 09.28.2011 19:43 EURUSD Buy 1.90 1.4 - 1.3577 1.35673 -9.7 -203.30 1m -1.43%
09.28.2011 13:13 09.28.2011 13:18 EURUSD Buy 6.08 1.4 - 1.36597 1.36551 -4.6 -340.48 5m -2.33%
09.28.2011 05:43 09.28.2011 05:47 EURUSD Buy 7.08 1.4 - 1.3543 1.35501 7.1 431.88 4m 3.05%
09.27.2011 13:38 09.27.2011 13:40 EURUSD Sell 3.33 1.4 - 1.35761 1.35804 -4.3 -176.49 2m -1.23%
09.27.2011 11:12 09.27.2011 12:13 EURUSD Sell 1.92 1.4 - 1.35234 1.34966 26.8 495.36 1h 1m 3.58%
09.26.2011 22:02 09.27.2011 01:52 EURUSD Sell 3.43 1.4 - 1.35137 1.34985 15.2 477.80 3h 50m 3.58%
09.26.2011 16:28 09.26.2011 20:17 EURUSD Sell 4.05 - - 1.34492 1.34382 11.0 405.00 3h 49m 3.13%
09.26.2011 15:32 09.26.2011 15:33 EURUSD Buy 6.65 1.3 - 1.34622 1.3458 -4.2 -345.80 1m -2.60%
09.26.2011 14:42 09.26.2011 15:18 EURUSD Buy 1.52 1.3 - 1.34866 1.34755 -11.1 -183.92 36m -1.36%
09.26.2011 13:02 09.26.2011 13:02 EURUSD Sell 2.73 1.4 - 1.35156 1.35206 -5.0 -163.80 0s -1.20%
09.26.2011 12:00 09.26.2011 12:10 EURUSD Buy 2.87 1.3 - 1.34453 1.34625 17.2 464.94 10m 3.53%
09.26.2011 11:03 09.26.2011 11:27 EURUSD Sell 3.24 1.3 - 1.34735 1.34655 8.0 226.80 24m 1.75%
09.26.2011 02:48 09.26.2011 02:50 EURUSD Buy 2.06 1.3 - 1.34365 1.34279 -8.6 -197.76 2m -1.50%
09.26.2011 00:38 09.26.2011 00:52 EURUSD Sell 3.17 1.4 - 1.35404 1.35446 -4.2 -164.84 14m -1.24%
09.23.2011 20:57 09.23.2011 20:58 EURUSD Buy 1.63 1.3 - 1.34686 1.34581 -10.5 -187.45 1m -1.39%
09.23.2011 20:53 09.23.2011 20:56 EURUSD Buy 4.05 1.3 - 1.34787 1.34731 -5.6 -267.30 3m -1.94%

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