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Strategy Settings

s1
"--- Gene...
s12
"Initial a...
InitialBalance
10000
s1_2
"Always us...
UseGlobalBalance
false
s2
"--- Oper...
s2_1
"0-Trading...
OperationalMode
2
s2_2
"--- Equi...
s2_2_1
"0-None 1-...
EquityTrackMode
0
s2_2_2
"Name of l...
EquityTrackFileName...
"EquityLog...
s3
"--- Mone...
s3_3
"Multiplie...
+14193.69%

0.12%
3.8%
Drawdown: 27.73%

Balance: $1,429,368.67
Highest: (Nov 04) $1,492,146.23
Profit: $1,419,368.61
Deposits: $10,000.00

Test Started: Jan 03, 2000
Test Ended: Dec 06, 2010
Timeframe: 1 Hour

Model Type: Every Tick
Added: Feb 13, 2011 at 23:37
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Trades: 782
Profitability:
Pips: 10,971.1
Average Win: 76.74 pips / $8,815.15
Average Loss: -42.29 pips / -$4,471.45
Lots: 8,000.37
Commissions: 0
Longs Won: (203/409) 49%
Shorts Won: (167/373) 44%
Best Trade ($): (Jul 15) 145,620.00
Worst Trade ($): (Aug 20) -68,470.00
Best Trade (Pips): (Sep 22) 435.2
Worst Trade (Pips): (Mar 06) -175.8
Avg. Trade Length: 1d
Profit Factor: 1.77
Standard Deviation: $15,056.41
Sharpe Ratio 0.18
Z-Score (Probability): 0.76 (55.27%)
Expectancy 14.0 Pips / $1,815.05
AHPR: 0.71%
GHPR: 0.64%
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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% 0.03% 0.62% 9.08%
Consecutive Losing Trades 320 288 256 224 192 160 128 96 64 32
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (782)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.02.2010 16:00 12.06.2010 02:00 EURUSD Buy 34.64 1.3 1.4 1.31626 1.33738 211.2 73,201.25 3d 5.40%
12.02.2010 15:00 12.02.2010 16:00 EURUSD Sell 36.10 1.3 1.3 1.30781 1.31628 -84.7 -30,576.70 1h 0m -2.20%
11.30.2010 10:00 12.01.2010 12:00 EURUSD Sell 47.02 1.3 1.3 1.30394 1.31152 -75.8 -35,819.84 1d -2.52%
11.29.2010 09:00 11.29.2010 10:00 EURUSD Buy 50.00 1.3 1.4 1.3302 1.3261 -41.0 -20,500.00 1h 0m -1.42%
11.24.2010 10:00 11.24.2010 15:00 EURUSD Sell 42.79 1.4 1.3 1.33325 1.33902 -57.7 -24,689.83 5h 0m -1.68%
11.10.2010 16:00 11.11.2010 12:00 EURUSD Sell 38.03 1.4 1.3 1.36979 1.37609 -63.0 -24,392.44 20h 0m -1.63%
11.04.2010 10:00 11.04.2010 12:00 EURUSD Buy 50.00 1.4 1.5 1.4207 1.42256 18.6 9,300.00 2h 0m 0.63%
10.14.2010 03:00 10.14.2010 11:00 EURUSD Buy 50.00 1.4 1.4 1.40367 1.40746 37.9 18,950.00 8h 0m 1.29%
10.07.2010 16:00 10.07.2010 21:00 EURUSD Sell 46.86 1.4 1.4 1.39415 1.39303 11.2 5,248.32 5h 0m 0.36%
10.05.2010 10:00 10.07.2010 16:00 EURUSD Buy 49.26 1.4 1.4 1.37687 1.39418 173.1 85,387.28 2d 6.22%
10.04.2010 11:00 10.05.2010 03:00 EURUSD Sell 50.00 1.4 1.3 1.36791 1.36743 4.8 2,210.00 16h 0m 0.16%
09.28.2010 12:00 09.29.2010 11:00 EURUSD Buy 50.00 1.3 1.4 1.34797 1.35852 105.5 52,780.00 23h 0m 4.00%
09.22.2010 12:00 09.23.2010 10:00 EURUSD Buy 44.21 1.3 1.4 1.33756 1.33684 -7.2 -3,103.54 22h 0m -0.23%
09.14.2010 17:00 09.17.2010 13:00 EURUSD Buy 44.25 1.3 1.3 1.29776 1.30925 114.9 50,976.00 2d 4.01%
09.13.2010 02:00 09.13.2010 19:00 EURUSD Buy 50.00 1.3 1.3 1.27613 1.28599 98.6 49,300.00 17h 0m 4.04%
09.09.2010 11:00 09.09.2010 18:00 EURUSD Buy 50.00 1.3 1.3 1.27284 1.27068 -21.6 -10,800.00 7h 0m -0.88%
09.08.2010 16:00 09.08.2010 20:00 EURUSD Buy 50.00 1.3 1.3 1.27297 1.27301 0.4 200.00 4h 0m 0.02%
09.07.2010 02:00 09.08.2010 16:00 EURUSD Sell 50.00 1.3 1.3 1.28178 1.27296 88.2 43,910.00 1d 3.70%
09.01.2010 11:00 09.07.2010 02:00 EURUSD Buy 50.00 1.3 1.3 1.27694 1.28181 48.7 24,530.00 5d 2.11%
08.20.2010 11:00 08.24.2010 16:00 EURUSD Sell 50.00 1.3 1.2 1.27532 1.26368 116.4 57,820.00 4d 5.23%

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