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Strategy Settings

MaxTrades
4
LotSizeFactor
0.5
PriceActionFactor
1
StopLossFactor
0.5
TakeProfitFactor
2
TrailingStopFactor
0.2
BarRelatedSL
false
Slippage
2
AverageBarLengthLim...
5
AverageBarLengthLim...
7
AverageBarLengthLim...
10
AverageBarLengthLim...
15
SpreadLimit
2.5
OrderInfoDisplay
false
Sounds
false
+13628.98%

0.68%
22.66%
Drawdown: 3.95%

Balance: $274,579.54
Highest: (Dec 30) $278,887.88
Profit: $272,579.54
Deposits: $2,000.00

Test Started: Jan 06, 2010
Test Ended: Dec 30, 2011
Timeframe: 1 Hour

Model Type: Every Tick
Added: Mar 26, 2012 at 19:36
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Trades: 4,589
Profitability:
Pips: 11,356.0
Average Win: 7.05 pips / $179.62
Average Loss: -8.29 pips / -$223.67
Lots: 13,228.43
Commissions: 0
Longs Won: (1,735/2,367) 73%
Shorts Won: (1,486/2,222) 66%
Best Trade ($): (Oct 31) 2,552.20
Worst Trade ($): (Nov 01) -1,466.16
Best Trade (Pips): (Mar 18) 50.0
Worst Trade (Pips): (May 07) -18.0
Avg. Trade Length: 1m
Profit Factor: 1.89
Standard Deviation: $349.27
Sharpe Ratio 0.00
Z-Score (Probability): -26.99 (99.99%)
Expectancy 2.5 Pips / $59.40
AHPR: 0.11%
GHPR: 0.11%
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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% <0.01% <0.01%
Consecutive Losing Trades 1227 1104 982 859 736 613 491 368 245 123
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (4589)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2011 16:00 12.30.2011 16:08 USDJPY Sell 13.70 77.0 76.7 76.899 76.979 -8.0 -991.80 8m -0.36%
12.30.2011 15:57 12.30.2011 15:59 USDJPY Sell 13.80 77.0 76.7 76.899 76.979 -8.0 -999.03 2m -0.36%
12.30.2011 15:57 12.30.2011 15:59 USDJPY Sell 13.80 77.0 76.6 76.89 76.995 -10.5 -1,311.23 2m -0.47%
12.30.2011 10:41 12.30.2011 10:44 USDJPY Sell 13.90 77.4 77.1 77.298 77.378 -8.0 -1,006.28 3m -0.36%
12.30.2011 10:41 12.30.2011 10:41 USDJPY Sell 13.90 77.3 77.2 77.33 77.325 0.5 62.89 0s 0.02%
12.19.2011 03:21 12.19.2011 03:25 USDJPY Buy 13.70 78.1 78.3 78.075 78.12 4.5 557.97 4m 0.20%
12.19.2011 03:20 12.19.2011 03:25 USDJPY Buy 13.70 78.1 78.4 78.065 78.11 4.5 557.98 5m 0.20%
12.19.2011 03:20 12.19.2011 03:21 USDJPY Buy 13.70 78.1 78.1 77.946 78.086 14.0 1,735.92 1m 0.63%
12.19.2011 03:20 12.19.2011 03:20 USDJPY Sell 13.80 77.9 77.7 77.868 77.933 -6.5 -811.70 0s -0.29%
12.19.2011 03:20 12.19.2011 03:20 USDJPY Sell 13.70 78.0 77.9 78.039 77.979 6.0 743.84 0s 0.27%
12.19.2011 03:20 12.19.2011 03:20 USDJPY Sell 13.80 77.9 77.8 77.914 77.895 1.9 237.26 0s 0.09%
12.14.2011 22:02 12.14.2011 22:11 USDJPY Sell 13.80 78.0 77.9 77.99 78.045 -5.5 -686.84 9m -0.25%
12.02.2011 13:31 12.02.2011 13:31 USDJPY Buy 13.80 77.9 78.3 78.021 77.916 -10.5 -1,311.38 0s -0.47%
12.02.2011 13:31 12.02.2011 13:31 USDJPY Buy 13.80 78.0 78.1 77.976 77.99 1.4 174.85 0s 0.06%
12.02.2011 13:31 12.02.2011 13:31 USDJPY Buy 13.80 78.0 78.2 77.99 77.99 0.0 0.00 0s 0.00%
12.02.2011 13:31 12.02.2011 13:31 USDJPY Buy 13.80 78.0 78.1 77.958 77.99 3.2 399.66 0s 0.14%
11.30.2011 16:00 11.30.2011 16:09 USDJPY Sell 13.70 77.6 77.3 77.623 77.575 4.8 595.07 9m 0.22%
11.30.2011 16:00 11.30.2011 16:00 USDJPY Sell 13.70 77.6 77.5 77.658 77.635 2.3 285.14 0s 0.10%
11.30.2011 16:00 11.30.2011 16:00 USDJPY Sell 13.70 77.6 77.5 77.679 77.635 4.4 545.49 0s 0.20%
11.30.2011 16:00 11.30.2011 16:00 USDJPY Sell 13.70 77.6 77.6 77.698 77.635 6.3 781.04 0s 0.28%

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