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Strategy Settings

comment
"VSDSystem...
order_amount_lots
0.8
MagicNumber
171819131
slippage
3
merging_signals_bar...
3
EXIT_PARAMETERS
"
stoploss_points
70
takeprofit_points
230
TRAILING_STOP
"
trailingStop_thresh...
90
trailingStop_trail
90
VSD_HA
"
useHA
true
HA_MAMethod
1
HA_MA_Period
21
-7.75%

-0.01%
-0.24%
Drawdown: 19.18%

Balance: $9,225.20
Highest: (Oct 24) $10,732.80
Profit: -$774.80
Deposits: $10,000.00

Test Started: Jan 08, 2010
Test Ended: Oct 23, 2012
Timeframe: 1 Hour

Model Type: Every Tick
Added: Dec 09, 2012 at 05:00
Loading, please wait...
Trades: 272
Profitability:
Pips: -96.3
Average Win: 9.58 pips / $76.68
Average Loss: -7.00 pips / -$56.03
Lots: 217.60
Commissions: 0
Longs Won: (78/187) 41%
Shorts Won: (31/85) 36%
Best Trade ($): (Jan 08) 184.00
Worst Trade ($): (Jul 04) -59.20
Best Trade (Pips): (Jan 08) 23.0
Worst Trade (Pips): (Jan 08) -7.0
Avg. Trade Length: 21m
Profit Factor: 0.92
Standard Deviation: $78.65
Sharpe Ratio -0.03
Z-Score (Probability): -0.78 (-56.46%)
Expectancy -0.4 Pips / -$2.85
AHPR: -0.03%
GHPR: -0.03%
Loading, please wait...
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss 99.99% 99.99% 99.99% 99.99% 99.99% 99.99% 99.99% 99.99% 99.99% 99.99%
Consecutive Losing Trades 165 148 132 115 99 82 66 49 33 16
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (272)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.23.2012 08:00 10.23.2012 08:47 EURUSD Sell 0.80 1.3 1.3 1.30275 1.30345 -7.0 -56.00 47m -0.60%
10.15.2012 10:00 10.15.2012 11:47 EURUSD Buy 0.80 1.3 1.3 1.29594 1.29696 10.2 81.60 1h 47m 0.89%
10.11.2012 12:00 10.11.2012 12:14 EURUSD Buy 0.80 1.3 1.3 1.29248 1.29178 -7.0 -56.00 14m -0.61%
10.11.2012 11:00 10.11.2012 11:38 EURUSD Buy 0.80 1.3 1.3 1.29139 1.29201 6.2 49.60 38m 0.54%
10.04.2012 01:00 10.04.2012 04:09 EURUSD Buy 0.80 1.3 1.3 1.29148 1.29212 6.4 51.20 3h 9m 0.56%
10.01.2012 12:00 10.01.2012 12:48 EURUSD Buy 0.80 1.3 1.3 1.28826 1.29056 23.0 184.00 48m 2.05%
10.01.2012 11:00 10.01.2012 11:06 EURUSD Buy 0.80 1.3 1.3 1.28986 1.28916 -7.0 -56.00 6m -0.62%
09.25.2012 22:00 09.26.2012 00:57 EURUSD Sell 0.80 1.3 1.3 1.29042 1.29112 -7.0 -57.20 2h 57m -0.63%
09.25.2012 15:00 09.25.2012 15:23 EURUSD Buy 0.80 1.3 1.3 1.29625 1.29555 -7.0 -56.00 23m -0.61%
09.25.2012 14:00 09.25.2012 14:07 EURUSD Buy 0.80 1.3 1.3 1.29435 1.29665 23.0 184.00 7m 2.05%
09.11.2012 09:00 09.11.2012 09:12 EURUSD Buy 0.80 1.3 1.3 1.2802 1.2795 -7.0 -56.00 12m -0.62%
09.11.2012 08:00 09.11.2012 08:11 EURUSD Buy 0.80 1.3 1.3 1.28017 1.27947 -7.0 -56.00 11m -0.62%
09.05.2012 15:00 09.05.2012 15:22 EURUSD Buy 0.80 1.3 1.3 1.26039 1.2615 11.1 88.80 22m 0.99%
09.05.2012 14:00 09.05.2012 14:01 EURUSD Buy 0.80 1.3 1.3 1.25983 1.26098 11.5 92.00 1m 1.04%
08.31.2012 11:00 08.31.2012 11:19 EURUSD Buy 0.80 1.3 1.3 1.25828 1.25758 -7.0 -56.00 19m -0.63%
08.31.2012 10:00 08.31.2012 10:19 EURUSD Buy 0.80 1.3 1.3 1.25628 1.25655 2.7 21.60 19m 0.24%
08.30.2012 17:00 08.30.2012 18:06 EURUSD Sell 0.80 1.3 1.2 1.25012 1.25082 -7.0 -56.00 1h 6m -0.62%
08.30.2012 08:00 08.30.2012 09:12 EURUSD Buy 0.80 1.3 1.3 1.25506 1.25545 3.9 31.20 1h 12m 0.35%
08.28.2012 11:00 08.28.2012 11:00 EURUSD Buy 0.80 1.3 1.3 1.25423 1.25353 -7.0 -56.00 0s -0.62%
08.28.2012 10:00 08.28.2012 10:33 EURUSD Buy 0.80 1.3 1.3 1.25461 1.25491 3.0 24.00 33m 0.27%

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