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Strategy Settings

SL
0
TP
50
Trailing
44
TrailingReserve
1
Wpr_period
5
Mfi_period
1
NoteSpread
"Max Sprea...
MaxSpread
4
Recovery
false
recovery_k
2
MoneyManagement
false
PercentRisk
5
LotSize
0.1
NoteFri
"Trade aft...
TradeLateFri
true
+292.92%

0.13%
3.95%
Drawdown: 21.24%

Balance: $3,929.21
Highest: (Nov 30) $3,929.21
Profit: $2,929.19
Deposits: $1,000.00

Test Started: Jan 05, 2009
Test Ended: Nov 30, 2011
Timeframe: 15 Minutes

Model Type: n/a
Added: Oct 09, 2012 at 14:40
Loading, please wait...
Trades: 383
Profitability:
Pips: 4,028.5
Average Win: 18.07 pips / $13.22
Average Loss: -33.56 pips / -$24.90
Lots: 38.30
Commissions: 0
Longs Won: (180/205) 87%
Shorts Won: (147/178) 82%
Best Trade ($): (Jun 08) 41.65
Worst Trade ($): (Dec 02) -207.52
Best Trade (Pips): (Jan 06) 50.0
Worst Trade (Pips): (Dec 02) -269.8
Avg. Trade Length: 6h 22m
Profit Factor: 3.10
Standard Deviation: $23.20
Sharpe Ratio 0.36
Z-Score (Probability): 1.00 (68.26%)
Expectancy 10.5 Pips / $7.65
AHPR: 0.36%
GHPR: 0.36%
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 158 142 126 110 95 79 63 47 32 16
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (383)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.30.2011 13:04 11.30.2011 14:21 EURUSD Sell 0.10 - 1.3 1.33034 1.33007 2.7 2.03 1h 17m 0.05%
11.24.2011 07:42 11.24.2011 12:46 EURUSD Buy 0.10 1.3 1.3 1.33644 1.33669 2.5 1.87 5h 4m 0.05%
11.24.2011 02:24 11.24.2011 07:42 EURUSD Sell 0.10 - 1.3 1.33604 1.33646 -4.2 -3.14 5h 18m -0.08%
11.23.2011 09:15 11.23.2011 10:23 EURUSD Sell 0.10 - 1.3 1.34764 1.34572 19.2 14.27 1h 8m 0.36%
11.21.2011 15:32 11.21.2011 16:39 EURUSD Sell 0.10 - 1.3 1.34655 1.34576 7.9 5.87 1h 7m 0.15%
11.17.2011 10:04 11.17.2011 16:09 EURUSD Buy 0.10 1.3 1.4 1.34778 1.35278 50.0 36.96 6h 5m 0.95%
11.17.2011 04:30 11.17.2011 10:04 EURUSD Sell 0.10 - 1.3 1.34657 1.34776 -11.9 -8.83 5h 34m -0.23%
11.16.2011 09:49 11.16.2011 13:10 EURUSD Sell 0.10 - 1.3 1.34642 1.34642 0.0 0.00 3h 21m 0.00%
11.15.2011 03:08 11.15.2011 04:34 EURUSD Sell 0.10 - 1.4 1.36363 1.36272 9.1 6.68 1h 26m 0.17%
11.10.2011 07:21 11.10.2011 08:21 EURUSD Sell 0.10 - 1.4 1.3553 1.35318 21.2 15.67 1h 0m 0.41%
11.03.2011 07:14 11.03.2011 08:19 EURUSD Sell 0.10 - 1.4 1.37015 1.3691 10.5 7.67 1h 5m 0.20%
11.01.2011 18:35 11.01.2011 21:04 EURUSD Sell 0.10 - 1.4 1.36996 1.36996 0.0 0.00 2h 29m 0.00%
10.28.2011 05:40 10.28.2011 08:00 EURUSD Buy 0.10 - 1.4 1.41668 1.41735 6.7 4.73 2h 20m 0.12%
10.28.2011 03:17 10.28.2011 04:17 EURUSD Buy 0.10 - 1.4 1.41703 1.41835 13.2 9.31 1h 0m 0.24%
10.28.2011 00:43 10.28.2011 02:45 EURUSD Buy 0.10 - 1.4 1.41764 1.41938 17.4 12.26 2h 2m 0.32%
10.25.2011 01:20 10.25.2011 03:00 EURUSD Buy 0.10 - 1.4 1.39141 1.39191 5.0 3.59 1h 40m 0.09%
10.21.2011 21:00 10.21.2011 22:00 EURUSD Buy 0.10 - 1.4 1.38333 1.38662 32.9 23.73 1h 0m 0.63%
10.17.2011 08:21 10.17.2011 13:43 EURUSD Sell 0.10 1.4 1.4 1.38581 1.38081 50.0 36.21 5h 22m 0.96%
10.17.2011 03:07 10.17.2011 08:21 EURUSD Buy 0.10 - 1.4 1.38617 1.38579 -3.8 -2.74 5h 14m -0.07%
10.12.2011 23:13 10.13.2011 03:45 EURUSD Buy 0.10 - 1.4 1.37881 1.37884 0.3 -0.36 4h 32m -0.01%

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