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Strategy Settings

Configuration
"
Magic
0
OrderCmt
""
Show_Debug
false
Verbose
false
ScalpingSettings
"
TakeProfit
6
StopLoss
5
Distance
2
Trailing_Resolution...
1
Trailing_Stoploss
4
VolatilityLimit
41
Money_Management
"
Max_Orders
1
Max_LotSize
100
+444.97%

0.51%
16.34%
Drawdown: 8.40%

Balance: $54,496.62
Highest: (Nov 30) $56,204.37
Profit: $44,496.62
Deposits: $10,000.00

Test Started: Jan 06, 2011
Test Ended: Dec 08, 2011
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jan 05, 2012 at 17:58
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Trades: 672
Profitability:
Pips: 1,388.8
Average Win: 7.59 pips / $350.07
Average Loss: -3.36 pips / -$212.62
Lots: 3,501.78
Commissions: 0
Longs Won: (178/383) 46%
Shorts Won: (155/289) 53%
Best Trade ($): (Nov 03) 4,036.86
Worst Trade ($): (Nov 04) -929.76
Best Trade (Pips): (Jun 09) 73.4
Worst Trade (Pips): (Jan 06) -7.8
Avg. Trade Length: 27s
Profit Factor: 1.62
Standard Deviation: $427.34
Sharpe Ratio 0.18
Z-Score (Probability): -1.35 (-82.55%)
Expectancy 2.1 Pips / $66.22
AHPR: 0.26%
GHPR: 0.25%
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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% <0.01% 0.02% 1.58%
Consecutive Losing Trades 256 231 205 179 154 128 103 77 51 26
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (672)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.08.2011 14:09 12.08.2011 14:10 EURUSD Buy 11.07 1.3 1.3 1.3332 1.33317 -0.3 -110.70 1m -0.20%
12.02.2011 13:35 12.02.2011 13:36 EURUSD Buy 11.89 1.3 1.4 1.35059 1.34988 -7.1 -927.42 1m -1.67%
12.02.2011 13:33 12.02.2011 13:34 EURUSD Buy 11.50 1.4 1.4 1.35068 1.35113 4.5 437.00 1m 0.79%
11.30.2011 13:19 11.30.2011 13:20 EURUSD Buy 11.00 1.3 1.3 1.34298 1.34357 5.9 572.00 1m 1.05%
11.30.2011 13:19 11.30.2011 13:19 EURUSD Buy 11.25 1.3 1.3 1.34292 1.34273 -1.9 -292.50 0s -0.53%
11.30.2011 13:18 11.30.2011 13:19 EURUSD Buy 11.67 1.3 1.3 1.34368 1.34335 -3.3 -466.80 1m -0.84%
11.30.2011 13:18 11.30.2011 13:18 EURUSD Buy 11.29 1.3 1.3 1.34364 1.34333 -3.1 -429.02 0s -0.78%
11.30.2011 13:18 11.30.2011 13:18 EURUSD Buy 10.91 1.3 1.3 1.34311 1.34396 8.5 850.98 0s 1.56%
11.30.2011 13:17 11.30.2011 13:17 EURUSD Buy 12.16 1.3 1.3 1.34488 1.34454 -3.4 -498.56 0s -0.89%
11.30.2011 13:17 11.30.2011 13:17 EURUSD Buy 11.72 1.3 1.3 1.34489 1.34455 -3.4 -480.52 0s -0.87%
11.30.2011 13:17 11.30.2011 13:17 EURUSD Buy 12.49 1.3 1.3 1.34603 1.34581 -2.2 -362.21 0s -0.64%
11.30.2011 13:16 11.30.2011 13:16 EURUSD Buy 11.86 1.3 1.3 1.34626 1.34719 9.3 1,019.96 0s 1.85%
11.30.2011 13:09 11.30.2011 13:10 EURUSD Sell 10.89 1.3 1.3 1.34599 1.34491 10.8 1,099.89 1m 2.03%
11.30.2011 13:08 11.30.2011 13:09 EURUSD Sell 10.56 1.3 1.3 1.34621 1.34578 4.3 380.16 1m 0.71%
11.30.2011 13:07 11.30.2011 13:08 EURUSD Sell 10.47 1.3 1.3 1.34655 1.34639 1.6 94.23 1m 0.18%
11.30.2011 13:07 11.30.2011 13:07 EURUSD Sell 9.06 1.3 1.3 1.34762 1.34692 7.0 570.78 0s 1.08%
11.30.2011 13:06 11.30.2011 13:07 EURUSD Sell 8.85 1.3 1.3 1.348 1.34763 3.7 265.50 1m 0.50%
11.30.2011 13:05 11.30.2011 13:06 EURUSD Sell 8.06 1.3 1.3 1.35001 1.34965 3.6 233.74 1m 0.45%
11.30.2011 13:06 11.30.2011 13:06 EURUSD Sell 8.24 1.3 1.3 1.34929 1.34832 9.7 741.60 0s 1.43%
11.30.2011 13:04 11.30.2011 13:05 EURUSD Sell 9.01 1.3 1.3 1.34395 1.34466 -7.1 -702.78 1m -1.33%

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