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Strategy Settings
Trade_Buy true Trade_Sell true Adjustable_Ladder false
use_market_orders_only true V_Period 3 V_HL_Period 100
ML_VSRL 1 ML_VSRH 2 RangeDetection false
RangeFactor 250 RangeBars 300 MagicNumber 1223423
Slippage 5 Ladder 16 MaxTrade 333333
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Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +67.3%
  • Daily: 0.07%
  • Monthly: 2.17%
  • Drawdown: 17.69%
  • Balance: $33.5K
  • Highest: (Jun 30) $34.6K
  • Profit: $13460.02
  • Deposits: $20000.00
  • Test Started:Jun 01, 2011
  • Test Ended:Jun 30, 2011
  • Timeframe:1 Hour
  • Model Type:Every Tick
  • Added:Jul 03 2011 at 15:50
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 119
Profitability:
Pips: 1396.3
Average Win: 17.07 pips / $135.13
Average Loss: -40.70 pips / -$103.11
Lots: 72.52
Commissions: 0
Longs Won: (52/58) 89%
Shorts Won: (56/61) 91%
Best Trade($): (Jun 08) 297.72
Worst Trade($): (Jun 30) -170.48
Best Trade (Pips): (Jun 03) 20.4
Worst Trade (Pips): (Jun 30) -80.9
Avg. Trade Length: 2d
Profit Factor: 12.87
Standard Deviation: $101.63
Sharpe Ratio: 0.0000
Z-Score (Probability): -10.31 (99.99%)
Expectancy: 11.7 Pips / $113.11
AHPR: 0.43%
GHPR: 0.43%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
USDJPY 58 642.2 8582.85 61 754.1 4877.17 119 1396.3 13460.02 108 (91%) 11 (9%)
Trading Activity (119)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.09.2011 00:42 06.30.2011 23:59 USDJPY Sell 0.14 - - 80.01000 80.57600 -56.6 -98.34 21d -0.29%
06.30.2011 19:18 06.30.2011 23:59 USDJPY Buy 0.70 - - 80.56700 80.56100 -0.6 -5.21 4h 41m -0.02%
06.01.2011 00:00 06.30.2011 23:59 USDJPY Buy 0.07 - - 81.37000 80.56100 -80.9 -70.29 29d -0.20%
06.01.2011 12:07 06.30.2011 23:59 USDJPY Buy 0.14 - - 81.21000 80.56100 -64.9 -112.78 29d -0.33%
06.08.2011 01:17 06.30.2011 23:59 USDJPY Sell 0.07 - - 79.84600 80.57600 -73.0 -63.42 22d -0.18%
06.10.2011 09:23 06.30.2011 23:59 USDJPY Sell 0.28 - - 80.17000 80.57600 -40.6 -141.08 20d -0.41%
06.24.2011 15:30 06.30.2011 23:59 USDJPY Sell 0.42 - - 80.33200 80.57600 -24.4 -127.18 6d -0.37%
06.30.2011 16:46 06.30.2011 23:59 USDJPY Sell 0.56 - - 80.49000 80.57600 -8.6 -59.77 7h 13m -0.18%
06.29.2011 00:58 06.30.2011 23:59 USDJPY Buy 0.28 - - 81.04700 80.56100 -48.6 -168.92 1d -0.50%
06.29.2011 16:07 06.30.2011 23:59 USDJPY Buy 0.42 - - 80.88800 80.56100 -32.7 -170.48 1d -0.50%
06.30.2011 01:58 06.30.2011 23:59 USDJPY Buy 0.56 - - 80.72900 80.56100 -16.8 -116.78 22h 1m -0.35%
06.30.2011 17:07 06.30.2011 21:58 USDJPY Sell 0.70 - - 80.65100 80.48100 17.0 147.86 4h 51m 0.43%
06.30.2011 17:18 06.30.2011 18:15 USDJPY Sell 0.84 - - 80.81100 80.64100 17.0 177.08 57m 0.52%
06.30.2011 04:15 06.30.2011 17:15 USDJPY Buy 0.70 - - 80.56900 80.74000 17.1 148.25 13h 0m 0.43%
06.30.2011 06:01 06.30.2011 16:49 USDJPY Buy 0.84 - - 80.41000 80.58000 17.0 177.22 10h 48m 0.52%
06.24.2011 23:41 06.30.2011 08:13 USDJPY Sell 0.56 - - 80.49100 80.32100 17.0 118.52 5d 0.35%
06.27.2011 03:18 06.30.2011 05:48 USDJPY Sell 0.70 - - 80.65000 80.47800 17.2 149.61 3d 0.44%
06.29.2011 16:58 06.30.2011 03:21 USDJPY Sell 0.84 - - 80.81100 80.64100 17.0 177.08 10h 23m 0.53%
06.29.2011 16:10 06.29.2011 19:20 USDJPY Buy 0.56 - - 80.72700 80.89800 17.1 118.37 3h 10m 0.35%
06.29.2011 16:15 06.29.2011 16:44 USDJPY Buy 0.70 - - 80.56900 80.73900 17.0 147.39 29m 0.44%

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  • Monthly Analytics
  • 2011


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Rightmove House Price Index (YoY) (22h 21min)
UK exporters look beyond sluggish EU(1h 37min ago)
EURUSD 1.28332 GBPUSD 1.5166
USDJPY 103.172 USDCAD 1.02742
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