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Strategy Settings

LANGUAGE_ENGLISH
true
tw1_options
"
TW1_TIMEFRAME
60
TW1_WAVE_PERIOD
10
TW1_AVG_PERIOD
21
TW1_SCALE
15
TW1_DELAY
4
TW1_LEVEL_UP
53
TW1_LEVEL_DOWN
-53
tw2_options
"
TW2_TIMEFRAME
60
TW2_WAVE_PERIOD
10
TW2_AVG_PERIOD
21
TW2_SCALE
15
TW2_DELAY
4
+879.73%

0.62%
20.51%
Drawdown: 96.34%

Balance: $9,797.24
Highest: (Jan 04) $9,797.24
Profit: $8,797.30
Deposits: $1,000.00

Test Started: Jan 03, 2012
Test Ended: Jan 04, 2013
Timeframe: 1 Hour

Model Type: Every Tick
Added: Sep 30, 2013 at 17:23
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Trades: 146
Profitability:
Pips: 2,862.5
Average Win: 33.11 pips / $105.48
Average Loss: -76.39 pips / -$261.34
Lots: 47.62
Commissions: 0
Longs Won: (60/70) 85%
Shorts Won: (68/76) 89%
Best Trade ($): (Jan 03) 1,230.69
Worst Trade ($): (Jan 03) -1,191.77
Best Trade (Pips): (Jan 03) 167.5
Worst Trade (Pips): (Jul 26) -283.3
Avg. Trade Length: 2d
Profit Factor: 2.87
Standard Deviation: $210.18
Sharpe Ratio 0.36
Z-Score (Probability): -1.96 (-97.86%)
Expectancy 19.6 Pips / $60.26
AHPR: 1.69%
GHPR: 1.58%
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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% 0.27% 6.17%
Consecutive Losing Trades 37 34 30 26 22 19 15 11 7 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (146)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.03.2013 17:00 01.04.2013 22:24 EURUSD Buy 0.79 - - 1.31009 1.30779 -23.0 -183.91 1d -1.94%
01.04.2013 16:11 01.04.2013 22:24 EURUSD Buy 0.79 - - 1.30591 1.30779 18.8 148.52 6h 13m 1.60%
01.04.2013 15:33 01.04.2013 22:24 EURUSD Buy 0.79 - - 1.3032 1.30779 45.9 362.61 6h 51m 3.84%
12.11.2012 11:00 01.03.2013 12:37 EURUSD Sell 0.74 - - 1.29441 1.31034 -159.3 -1,191.77 23d -13.01%
12.19.2012 17:18 01.03.2013 12:37 EURUSD Sell 0.74 - - 1.32709 1.31034 167.5 1,230.69 14d 14.94%
12.13.2012 10:44 01.03.2013 12:37 EURUSD Sell 0.74 - - 1.30689 1.31034 -34.5 -266.18 21d -3.55%
01.03.2013 04:53 01.03.2013 12:37 EURUSD Sell 0.74 - - 1.31423 1.31034 38.9 287.86 7h 44m 3.98%
12.20.2012 00:46 01.03.2013 12:37 EURUSD Sell 0.74 - - 1.32007 1.31034 97.3 712.77 14d 9.47%
12.13.2012 13:28 01.03.2013 12:37 EURUSD Sell 0.74 - - 1.30418 1.31034 -61.6 -466.72 20d -5.85%
12.21.2012 23:00 12.24.2012 10:19 EURUSD Buy 0.75 - 1.3 1.31833 1.32033 20.0 147.90 2d 1.64%
12.07.2012 18:05 12.11.2012 13:34 EURUSD Buy 0.73 - - 1.29412 1.29755 34.3 246.30 3d 2.81%
12.07.2012 00:00 12.11.2012 13:34 EURUSD Buy 0.73 - - 1.29684 1.29755 7.1 47.74 4d 0.55%
12.06.2012 10:00 12.06.2012 10:40 EURUSD Buy 0.72 - 1.3 1.30493 1.30693 20.0 144.00 40m 1.68%
12.05.2012 11:57 12.06.2012 03:12 EURUSD Sell 0.69 - - 1.30927 1.30522 40.5 278.00 15h 15m 3.35%
12.04.2012 00:00 12.06.2012 03:12 EURUSD Sell 0.69 - - 1.30526 1.30522 0.4 0.83 2d 0.01%
11.29.2012 18:00 11.29.2012 18:42 EURUSD Sell 0.69 - 1.3 1.29786 1.29586 20.0 138.00 42m 1.69%
11.28.2012 10:00 11.28.2012 19:35 EURUSD Buy 0.66 - 1.3 1.29229 1.29429 20.0 132.00 9h 35m 1.64%
11.28.2012 15:20 11.28.2012 15:22 EURUSD Sell 0.66 - - 1.28849 1.28839 1.0 6.60 2m 0.09%
11.26.2012 04:09 11.28.2012 15:22 EURUSD Sell 0.66 - - 1.29504 1.28839 66.5 437.98 2d 5.77%
11.22.2012 20:00 11.28.2012 15:22 EURUSD Sell 0.66 - - 1.28577 1.28839 -26.2 -174.77 5d -2.25%

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