Strategy Settings
ʶ±ðÂë
20150417
×¢ÊÍ
"WL"
»¬µã
3.5
µã²î
2
ÒþÉíģʽ
true
Ö»¹Ø±ÕÓ¯Àû¶©µ¥
false
NFA
false
¿ªÆô¶Ô³å
false
ÉèÖÃ
"
Ö¹Ëð
-1
Ö¹Ó®
-1
Ä¿±êÀûÈó
-1
Ö¹Ó®ÀûÈó
-1
ʹÓÃ×Ô¶¨Òå²ÎÊý
false
ʹÓÃϵͳ²ÎÊý
"EURUSD"
·çÏÕ¹ÜÀí
"
ÖÇÄÜģʽ
true
¹Ì¶¨ÊÖÊý
0.1
×îС·çÏÕ
5
×î´ó·çÏÕ
30
×î´óÊÖÊý
0
FE
""
ÐÇÆÚÒ»¿ªÊ¼Ê±¼ä֮СÊ...
0
ÐÇÆÚÎåÍ˳ö
false
×îºó½»Ò×ʱ¼ä
19
Í˳öСʱ
20
NF
""
±ÜÃâÐÂÎÅ
false
Ó°Ïì×îС
3
·ÖÖÓÇ°ÐÂÎÅ
60
·ÖÖÓºóÐÂÎÅ
30
O1
""
O2
""
O3
"
O4
""
iMA_Period
75
iMA_Filter_Open_b
39
iWPR_Filter_OpenSig...
5
iMA_Filter_Open_a
15
iWPR_Filter_OpenSig...
1
iWPR_Filter_Close
19
MaxLossPoints
-65
iWPR_Period
11
Price_Filter_Close
14
SecureProfit_
1
SecureProfitTriger_...
10
iWPR_Filter_Open_un...
-1
iWPR_Filter_Close_u...
-1
iWPR_Close_Period
0
FilterATR
6
iATR_Period
14
iCCI_OpenFilter
150
iCCI_Period
18
Unknown_1
0
Unknown_2
0
StopLoss_
110
TakeProfit_
20
| +3199.14% |
| 0.12% | |
| 3.73% | |
| Drawdown: | 18.95% |
| Balance: | $32,991.37 |
| Highest: | (Nov 12) $34,515.07 |
| Profit: | $31,991.41 |
| Deposits: | $1,000.00 |
| Test Started: | Jul 18, 2006 |
| Test Ended: | May 23, 2014 |
| Timeframe: | - |
| Model Type: | n/a |
| Added: | Apr 19, 2015 at 20:26 |
Loading, please wait...
| Trades: | 1,119 |
| Profitability: |
|
| Pips: | 6,013.7 |
| Average Win: | 11.40 pips / $72.90 |
| Average Loss: | -23.73 pips / -$185.34 |
| Lots: | 821.28 |
| Commissions: | 0 |
| Longs Won: | (469/559) 83% |
| Shorts Won: | (458/560) 81% |
| Best Trade ($): | (Sep 15) 1,247.85 |
| Worst Trade ($): | (Feb 16) -1,938.00 |
| Best Trade (Pips): | (Sep 15) 71.2 |
| Worst Trade (Pips): | (Jan 22) -144.5 |
| Avg. Trade Length: | 4h 3m |
| Profit Factor: | 1.90 |
| Standard Deviation: | $193.49 |
| Sharpe Ratio | 0.23 |
| Z-Score (Probability): | -0.17 (-13.50%) |
| Expectancy | 5.4 Pips / $28.59 |
| AHPR: | 0.32% |
| GHPR: | 0.31% |
Loading, please wait...
| 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% | <0.01% | <0.01% |
| Consecutive Losing Trades | 178 | 160 | 142 | 125 | 107 | 89 | 71 | 53 | 36 | 18 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (1119)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.23.2014 14:00 | 05.23.2014 17:45 | EURUSD | Sell | 2.41 | - | - | 1.3634 | 1.36281 | 5.9 | 125.32 | 3h 45m | 0.38% |
| 04.11.2014 11:00 | 04.11.2014 13:22 | EURUSD | Buy | 2.19 | 1.4 | - | 1.38857 | 1.38867 | 1.0 | 6.57 | 2h 22m | 0.02% |
| 03.20.2014 17:00 | 03.20.2014 20:45 | EURUSD | Sell | 1.98 | - | - | 1.37827 | 1.37746 | 8.1 | 146.52 | 3h 45m | 0.45% |
| 03.13.2014 13:30 | 03.14.2014 10:30 | EURUSD | Buy | 1.87 | - | - | 1.3949 | 1.38842 | -64.8 | -1,227.84 | 21h 0m | -3.62% |
| 02.28.2014 21:45 | 03.03.2014 04:15 | EURUSD | Buy | 1.72 | - | - | 1.38049 | 1.378 | -24.9 | -443.07 | 2d | -1.29% |
| 02.28.2014 16:00 | 02.28.2014 17:02 | EURUSD | Buy | 3.30 | 1.4 | - | 1.37944 | 1.38108 | 16.4 | 518.10 | 1h 2m | 1.53% |
| 02.12.2014 16:45 | 02.13.2014 00:30 | EURUSD | Sell | 3.01 | - | - | 1.3587 | 1.35888 | -1.8 | -76.15 | 7h 45m | -0.22% |
| 02.06.2014 19:30 | 02.07.2014 02:30 | EURUSD | Buy | 2.74 | - | - | 1.35911 | 1.35926 | 1.5 | 17.54 | 7h 0m | 0.05% |
| 01.31.2014 09:30 | 01.31.2014 10:51 | EURUSD | Sell | 2.45 | 1.4 | - | 1.35565 | 1.35364 | 20.1 | 475.30 | 1h 21m | 1.42% |
| 01.02.2014 23:00 | 01.03.2014 01:27 | EURUSD | Sell | 2.23 | 1.4 | - | 1.36713 | 1.36703 | 1.0 | 6.47 | 2h 27m | 0.02% |
| 01.02.2014 18:00 | 01.02.2014 20:30 | EURUSD | Sell | 2.02 | - | - | 1.36694 | 1.36622 | 7.2 | 131.30 | 2h 30m | 0.39% |
| 12.27.2013 15:30 | 12.27.2013 23:00 | EURUSD | Buy | 1.90 | - | - | 1.38023 | 1.37462 | -56.1 | -1,079.20 | 7h 30m | -3.14% |
| 12.19.2013 06:45 | 12.19.2013 10:15 | EURUSD | Sell | 1.73 | - | - | 1.36652 | 1.36717 | -6.5 | -124.56 | 3h 30m | -0.36% |
| 11.12.2013 17:45 | 11.12.2013 18:34 | EURUSD | Buy | 3.31 | 1.3 | - | 1.34251 | 1.34425 | 17.4 | 552.77 | 49m | 1.63% |
| 11.08.2013 22:15 | 11.11.2013 00:06 | EURUSD | Sell | 2.96 | 1.3 | - | 1.33707 | 1.33482 | 22.5 | 644.98 | 2d | 1.94% |
| 11.08.2013 08:45 | 11.08.2013 09:38 | EURUSD | Sell | 2.69 | 1.3 | - | 1.34187 | 1.34177 | 1.0 | 8.07 | 53m | 0.02% |
| 11.08.2013 02:30 | 11.08.2013 04:00 | EURUSD | Sell | 2.43 | 1.3 | - | 1.3418 | 1.34082 | 9.8 | 221.13 | 1h 30m | 0.67% |
| 11.07.2013 17:00 | 11.07.2013 22:15 | EURUSD | Sell | 2.26 | - | - | 1.33821 | 1.34151 | -33.0 | -761.62 | 5h 15m | -2.25% |
| 10.15.2013 17:00 | 10.15.2013 17:30 | EURUSD | Sell | 2.03 | 1.4 | - | 1.35028 | 1.34842 | 18.6 | 363.37 | 30m | 1.09% |
| 09.27.2013 18:15 | 09.30.2013 02:45 | EURUSD | Buy | 1.88 | - | - | 1.35321 | 1.34975 | -34.6 | -666.65 | 2d | -1.95% |
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