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Strategy Settings

useV1
true
MoneyManag
true
percMM
3
useV2
true
MoneyManag2
true
percMM2
3
+41.06%

0.05%
1.44%
Drawdown: 16.48%

Balance: $141,061.29
Highest: (Oct 15) $148,836.57
Profit: $41,061.29
Deposits: $100,000.00

Test Started: Jan 05, 2009
Test Ended: Dec 30, 2010
Timeframe: 1 Hour

Model Type: Every Tick
Added: May 12, 2011 at 21:31
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Trades: 39
Profitability:
Pips: 6,148.0
Average Win: 401.81 pips / $3,079.33
Average Loss: -391.75 pips / -$3,506.73
Lots: 31.70
Commissions: 0
Longs Won: (18/24) 75%
Shorts Won: (9/15) 60%
Best Trade ($): (Oct 15) 14,911.68
Worst Trade ($): (Nov 10) -4,577.28
Best Trade (Pips): (Oct 15) 1,240.0
Worst Trade (Pips): (Sep 22) -584.0
Avg. Trade Length: 29d
Profit Factor: 1.98
Standard Deviation: $4,369.68
Sharpe Ratio 0.26
Z-Score (Probability): -1.19 (-76.70%)
Expectancy 157.6 Pips / $1,052.85
AHPR: 0.95%
GHPR: 0.89%
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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% 0.04% 0.42% 3.28% 19.92%
Consecutive Losing Trades 40 36 32 28 24 20 16 12 8 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (39)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.13.2010 19:16 12.30.2010 23:59 EURUSD Buy 0.90 1.3 1.5 1.3422 1.329 -132.0 -1,174.32 17d -0.83%
11.15.2010 21:33 12.03.2010 15:14 EURUSD Sell 0.60 1.3 1.1 1.3574 1.3357 217.0 1,276.80 17d 0.91%
11.15.2010 21:33 12.03.2010 15:14 EURUSD Sell 0.60 1.3 1.1 1.3574 1.3357 217.0 1,276.80 17d 0.91%
11.03.2010 19:16 11.10.2010 15:54 EURUSD Buy 1.20 1.4 1.6 1.408 1.3698 -382.0 -4,577.28 6d -3.08%
11.03.2010 19:16 11.10.2010 15:54 EURUSD Buy 1.20 1.4 1.6 1.408 1.3698 -382.0 -4,577.28 6d -3.17%
09.14.2010 09:20 10.15.2010 14:16 EURUSD Buy 1.20 1.4 1.4 1.2897 1.4137 1,240.0 14,911.68 31d 12.53%
09.14.2010 09:20 10.15.2010 14:16 EURUSD Buy 1.20 1.4 1.4 1.2897 1.4137 1,240.0 14,911.68 31d 11.13%
08.20.2010 11:11 09.22.2010 11:05 EURUSD Sell 0.70 1.3 1.0 1.2749 1.3333 -584.0 -4,133.57 32d -3.25%
08.20.2010 11:11 09.22.2010 11:05 EURUSD Sell 0.70 1.3 1.0 1.2749 1.3333 -584.0 -4,133.57 32d -3.36%
07.01.2010 15:44 08.10.2010 14:37 EURUSD Buy 0.60 1.3 1.5 1.2416 1.3119 703.0 4,236.24 39d 3.64%
07.01.2010 15:44 08.10.2010 14:37 EURUSD Buy 0.60 1.3 1.5 1.2416 1.3119 703.0 4,236.24 39d 3.51%
07.13.2010 17:37 08.10.2010 14:37 EURUSD Buy 0.60 1.3 1.5 1.2722 1.3119 397.0 2,395.44 27d 1.92%
04.27.2010 21:34 05.21.2010 19:56 EURUSD Sell 0.70 1.3 1.1 1.3202 1.2597 605.0 4,196.78 23d 3.89%
04.27.2010 21:34 05.21.2010 19:56 EURUSD Sell 0.70 1.3 1.1 1.3202 1.2597 605.0 4,196.78 23d 3.74%
03.17.2010 08:01 03.24.2010 06:06 EURUSD Buy 1.00 1.3 1.5 1.3795 1.3435 -360.0 -3,594.40 6d -3.22%
03.03.2010 16:57 03.24.2010 06:05 EURUSD Buy 1.40 1.3 1.5 1.3691 1.3443 -248.0 -3,448.48 20d -3.00%
01.27.2010 09:28 03.03.2010 16:56 EURUSD Sell 0.60 1.4 1.2 1.4029 1.3683 346.0 2,031.90 35d 1.80%
01.27.2010 09:28 03.03.2010 16:56 EURUSD Sell 0.60 1.4 1.2 1.4029 1.3683 346.0 2,031.90 35d 1.83%
01.05.2010 06:49 01.20.2010 02:19 EURUSD Buy 1.40 1.4 1.5 1.4457 1.4218 -239.0 -3,329.20 14d -2.91%
12.07.2009 09:35 12.29.2009 08:32 EURUSD Sell 1.00 1.4 1.4 1.482 1.4417 403.0 3,983.80 21d 3.75%

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