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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
250
takeprofit_points
350
TRAILING_STOP
"
trailingStop_thresh...
200
trailingStop_trail
100
VSD_HA
"
useHA
true
HA_MAMethod
1
HA_MA_Period
21
-8.1%

-0.01%
-0.25%
Drawdown: 35.63%

Balance: $9,190.40
Highest: (Dec 08) $10,588.32
Profit: -$809.60
Deposits: $10,000.00

Test Started: Jan 08, 2010
Test Ended: Oct 04, 2012
Timeframe: 1 Hour

Model Type: Every Tick
Added: Dec 09, 2012 at 04:07
Loading, please wait...
Trades: 208
Profitability:
Pips: -94.8
Average Win: 20.99 pips / $167.68
Average Loss: -25.00 pips / -$200.23
Lots: 166.40
Commissions: 0
Longs Won: (70/138) 50%
Shorts Won: (41/70) 58%
Best Trade ($): (Jun 14) 280.00
Worst Trade ($): (Oct 07) -208.16
Best Trade (Pips): (May 25) 35.0
Worst Trade (Pips): (Jan 08) -25.0
Avg. Trade Length: 2h 28m
Profit Factor: 0.96
Standard Deviation: $191.99
Sharpe Ratio -0.01
Z-Score (Probability): -0.56 (-42.45%)
Expectancy -0.5 Pips / -$3.89
AHPR: -0.02%
GHPR: -0.04%
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 46 41 37 32 28 23 18 14 9 5
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (208)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.04.2012 07:00 10.04.2012 12:44 GBPUSD Buy 0.80 1.6 1.6 1.61218 1.61405 18.7 149.60 5h 44m 1.65%
09.28.2012 13:00 09.28.2012 13:41 GBPUSD Sell 0.80 1.6 1.6 1.62046 1.61696 35.0 280.00 41m 3.20%
09.25.2012 21:00 09.26.2012 04:33 GBPUSD Sell 0.80 1.6 1.6 1.61859 1.61509 35.0 277.28 7h 33m 3.27%
09.19.2012 11:00 09.19.2012 12:43 GBPUSD Sell 0.80 1.6 1.6 1.62063 1.61956 10.7 85.60 1h 43m 1.02%
09.11.2012 03:00 09.11.2012 08:56 GBPUSD Buy 0.80 1.6 1.6 1.60117 1.60223 10.6 84.80 5h 56m 1.02%
09.05.2012 13:00 09.05.2012 13:44 GBPUSD Buy 0.80 1.6 1.6 1.59172 1.58922 -25.0 -200.00 44m -2.35%
09.05.2012 12:00 09.05.2012 12:03 GBPUSD Buy 0.80 1.6 1.6 1.58937 1.59287 35.0 280.00 3m 3.40%
08.31.2012 11:00 08.31.2012 12:36 GBPUSD Buy 0.80 1.6 1.6 1.58389 1.58739 35.0 280.00 1h 36m 3.52%
08.28.2012 15:00 08.29.2012 07:06 GBPUSD Buy 0.80 1.6 1.6 1.58294 1.58044 -25.0 -202.32 16h 6m -2.48%
08.16.2012 11:00 08.16.2012 12:34 GBPUSD Buy 0.80 1.6 1.6 1.56957 1.57156 19.9 159.20 1h 34m 1.99%
08.10.2012 16:00 08.13.2012 11:02 GBPUSD Buy 0.80 1.6 1.6 1.56787 1.56987 20.0 157.68 2d 2.01%
08.08.2012 13:00 08.08.2012 15:14 GBPUSD Buy 0.80 1.6 1.6 1.56463 1.56665 20.2 161.60 2h 14m 2.10%
08.07.2012 10:00 08.07.2012 10:40 GBPUSD Buy 0.80 1.6 1.6 1.56289 1.56525 23.6 188.80 40m 2.52%
08.06.2012 17:00 08.06.2012 21:18 GBPUSD Buy 0.80 1.6 1.6 1.56215 1.55965 -25.0 -200.00 4h 18m -2.60%
08.03.2012 11:00 08.03.2012 11:40 GBPUSD Buy 0.80 1.6 1.6 1.5593 1.5568 -25.0 -200.00 40m -2.54%
07.17.2012 17:00 07.17.2012 17:31 GBPUSD Sell 0.80 1.6 1.6 1.56161 1.56411 -25.0 -200.00 31m -2.47%
07.13.2012 14:00 07.13.2012 14:09 GBPUSD Buy 0.80 1.6 1.6 1.55258 1.55408 15.0 120.00 9m 1.51%
07.13.2012 12:00 07.13.2012 13:45 GBPUSD Buy 0.80 1.6 1.6 1.54804 1.55154 35.0 280.00 1h 45m 3.64%
07.11.2012 21:00 07.12.2012 07:08 GBPUSD Sell 0.80 1.5 1.5 1.55 1.54782 21.8 166.24 10h 8m 2.21%
06.29.2012 05:00 06.29.2012 06:05 GBPUSD Buy 0.80 1.6 1.6 1.56079 1.56429 35.0 280.00 1h 5m 3.87%

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