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Strategy Settings

rem1
"
_GapBefore_DayOfWee...
5
_GapBefore_TimeStar...
"23:50"
_Gap_DayOfWeek
1
_Gap_Min
8
_Gap_StopLoss_Koef
1
_Gap_TakeProfit_Ave...
10
rem2
"
_Lots
0.1
_Lots_Mode
2
_Lots_PercBalance
20
rem3_1
"
_OrderSend_MaxBuy
2
_OrderSend_MaxSell
2
_OrderSend_ErrAttem...
10
+1008.9%

0.81%
27.51%
Drawdown: 53.76%

Balance: $11,088.97
Highest: (Oct 07) $11,492.12
Profit: $10,088.97
Deposits: $1,000.00

Test Started: Jan 04, 2013
Test Ended: Oct 28, 2013
Timeframe: 1 Hour

Model Type: Every Tick
Added: Nov 06, 2013 at 21:55
Loading, please wait...
Trades: 122
Profitability:
Pips: 375.6
Average Win: 10.31 pips / $315.96
Average Loss: -7.69 pips / -$264.82
Lots: 369.74
Commissions: 0
Longs Won: (38/59) 64%
Shorts Won: (35/63) 55%
Best Trade ($): (Sep 16) 2,356.07
Worst Trade ($): (Oct 07) -1,711.46
Best Trade (Pips): (Sep 16) 62.5
Worst Trade (Pips): (Sep 17) -30.8
Avg. Trade Length: 1d
Profit Factor: 1.78
Standard Deviation: $478.13
Sharpe Ratio 0.26
Z-Score (Probability): 4.14 (99.99%)
Expectancy 3.1 Pips / $82.70
AHPR: 2.36%
GHPR: 1.99%
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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% 0.08% 0.43% 1.81% 6.08% 17.35% 43.74%
Consecutive Losing Trades 42 38 33 29 25 21 17 13 8 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (122)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.28.2013 00:00 10.28.2013 01:46 EURUSD Sell 7.70 1.4 1.4 1.38077 1.38041 3.6 277.20 1h 46m 2.56%
10.25.2013 23:50 10.28.2013 01:46 EURUSD Sell 7.70 1.4 1.4 1.38025 1.38041 -1.6 -120.89 2d -1.11%
10.25.2013 23:50 10.28.2013 00:00 EURUSD Buy 7.70 - - 1.38035 1.38077 4.2 310.31 2d 2.92%
10.18.2013 23:50 10.21.2013 00:39 EURUSD Buy 7.70 1.4 1.4 1.36841 1.36851 1.0 63.91 2d 0.61%
10.21.2013 00:00 10.21.2013 00:39 EURUSD Buy 7.70 1.4 1.4 1.3684 1.36851 1.1 84.70 39m 0.80%
10.18.2013 23:50 10.21.2013 00:00 EURUSD Sell 7.70 - - 1.36831 1.3684 -0.9 -66.99 2d -0.64%
10.14.2013 00:00 10.14.2013 11:46 EURUSD Sell 6.71 1.4 1.4 1.35609 1.35495 11.4 764.94 11h 46m 7.82%
10.11.2013 23:50 10.14.2013 11:46 EURUSD Sell 6.71 1.4 1.4 1.354 1.35495 -9.5 -635.44 2d -6.10%
10.11.2013 23:50 10.14.2013 00:00 EURUSD Buy 6.71 - - 1.3541 1.35609 19.9 1,323.88 2d 14.57%
10.07.2013 00:00 10.07.2013 04:58 EURUSD Sell 7.79 1.4 1.4 1.35643 1.35732 -8.9 -693.31 4h 58m -7.09%
10.04.2013 23:50 10.07.2013 04:58 EURUSD Sell 7.79 1.4 1.4 1.35512 1.35732 -22.0 -1,711.46 2d -14.89%
10.04.2013 23:50 10.07.2013 00:00 EURUSD Buy 7.79 - - 1.35522 1.35643 12.1 929.35 2d 8.80%
09.27.2013 23:50 09.30.2013 11:21 EURUSD Buy 6.49 1.3 1.4 1.35216 1.35094 -12.2 -802.81 2d -7.69%
09.30.2013 00:00 09.30.2013 11:21 EURUSD Buy 6.49 1.3 1.4 1.34951 1.35094 14.3 928.07 11h 21m 9.63%
09.27.2013 23:50 09.30.2013 00:00 EURUSD Sell 6.49 - - 1.35206 1.34951 25.5 1,656.90 2d 18.87%
09.20.2013 23:50 09.23.2013 00:16 EURUSD Sell 5.52 1.4 1.4 1.35239 1.35344 -10.5 -577.94 2d -6.67%
09.23.2013 00:01 09.23.2013 00:16 EURUSD Sell 5.52 1.4 1.4 1.35469 1.35344 12.5 690.00 15m 8.53%
09.20.2013 23:50 09.23.2013 00:01 EURUSD Buy 5.52 - - 1.35249 1.35469 22.0 1,205.02 2d 16.15%
09.13.2013 23:50 09.17.2013 05:41 EURUSD Sell 3.78 1.3 1.3 1.32966 1.33274 -30.8 -1,161.97 3d -15.73%
09.16.2013 00:00 09.17.2013 05:41 EURUSD Sell 3.78 1.3 1.3 1.33601 1.33274 32.7 1,237.19 1d 19.87%

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