Strategy Settings
S1 "---------... BBPeriod 50 Deviations1 2
Deviations2 3 Deviations3 4 S2 "---------...
Lots 0.1 RiskMM false RiskPercent 50
Martingale false Multiplier 2 MinLots 0.1
MaxLots 100 S3 "---------... StopLoss 100
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Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +413.3%
  • Daily: 1.08%
  • Monthly: 37.98%
  • Drawdown: 33.58%
  • Balance: $513.32
  • Highest: (Jan 10) $513.32
  • Profit: $413.30
  • Deposits: $100.00
  • Test Started:Dec 28, 2011
  • Test Ended:Jan 10, 2012
  • Timeframe:5 Minutes
  • Model Type:Every Tick
  • Added:Jan 10 at 11:59
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 121
Profitability:
Pips: 319.1
Average Win: 4.56 pips / $5.91
Average Loss: -7.67 pips / -$9.95
Lots: 12.1
Commissions: 0
Longs Won: (31/39) 79%
Shorts Won: (71/82) 86%
Best Trade($): (Jan 08) 13.00
Worst Trade($): (Jan 08) -13.03
Best Trade (Pips): (Dec 30) 10.0
Worst Trade (Pips): (Dec 30) -10.0
Avg. Trade Length: 54m
Profit Factor: 3.19
Standard Deviation: $6.96
Sharpe Ratio: 0.5200
Z-Score (Probability): -5.40 (99.99%)
Expectancy: 2.6 Pips / $3.42
AHPR: 1.39%
GHPR: 1.36%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
USDJPY 39 120.3 155.70 82 198.8 257.62 121 319.1 413.32 102 (84%) 19 (16%)
Trading Activity (121)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.10.2012 08:40 01.10.2012 09:19 USDJPY Sell 0.10 76.99100 76.79100 76.89100 76.83300 5.8 7.55 39m 1.49%
01.10.2012 08:35 01.10.2012 09:19 USDJPY Sell 0.10 76.98300 76.78300 76.88300 76.83300 5.0 6.51 44m 1.30%
01.10.2012 08:20 01.10.2012 09:19 USDJPY Sell 0.10 76.97100 76.77100 76.87100 76.83300 3.8 4.95 59m 1.00%
01.10.2012 08:15 01.10.2012 09:19 USDJPY Sell 0.10 76.96200 76.76200 76.86200 76.83300 2.9 3.77 1h 4m 0.77%
01.10.2012 08:10 01.10.2012 09:19 USDJPY Sell 0.10 76.96400 76.76400 76.86400 76.83300 3.1 4.03 1h 9m 0.83%
01.10.2012 08:05 01.10.2012 09:19 USDJPY Sell 0.10 76.95500 76.75500 76.85500 76.83300 2.2 2.86 1h 14m 0.59%
01.09.2012 22:00 01.09.2012 22:08 USDJPY Buy 0.10 76.66600 76.86600 76.76600 76.83900 7.3 9.50 8m 2.00%
01.09.2012 19:15 01.09.2012 19:59 USDJPY Buy 0.10 76.72800 76.92800 76.82800 76.86000 3.2 4.16 44m 0.89%
01.09.2012 10:25 01.09.2012 12:27 USDJPY Buy 0.10 76.73100 76.93100 76.83100 76.84100 1.0 1.30 2h 2m 0.28%
01.09.2012 10:20 01.09.2012 12:27 USDJPY Buy 0.10 76.72000 76.92000 76.82000 76.84100 2.1 2.73 2h 7m 0.59%
01.09.2012 10:15 01.09.2012 12:27 USDJPY Buy 0.10 76.74300 76.94300 76.84300 76.84100 -0.2 -0.26 2h 12m -0.06%
01.09.2012 10:00 01.09.2012 12:27 USDJPY Buy 0.10 76.75900 76.95900 76.85900 76.84100 -1.8 -2.34 2h 27m -0.50%
01.09.2012 08:00 01.09.2012 08:15 USDJPY Buy 0.10 76.78200 76.98200 76.88200 76.91700 3.5 4.55 15m 0.98%
01.08.2012 21:15 01.08.2012 23:31 USDJPY Buy 0.10 76.76600 76.96600 76.86600 76.90100 3.5 4.55 2h 16m 0.99%
01.08.2012 21:00 01.08.2012 23:31 USDJPY Buy 0.10 76.75300 76.95300 76.85300 76.90100 4.8 6.24 2h 31m 1.38%
01.08.2012 21:10 01.08.2012 23:19 USDJPY Buy 0.10 76.77900 76.97900 76.87900 76.77900 -10.0 -13.03 2h 9m -2.79%
01.08.2012 21:05 01.08.2012 22:10 USDJPY Buy 0.10 76.74000 76.94000 76.84000 76.94000 10.0 13.00 1h 5m 2.87%
01.06.2012 13:50 01.06.2012 14:02 USDJPY Sell 0.10 77.35500 77.15500 77.25500 77.15500 10.0 12.96 12m 2.94%
01.06.2012 13:40 01.06.2012 14:02 USDJPY Sell 0.10 77.36900 77.16900 77.26900 77.16900 10.0 12.96 22m 3.13%
01.06.2012 13:35 01.06.2012 14:02 USDJPY Sell 0.10 77.35300 77.15300 77.25300 77.15300 10.0 12.96 27m 3.23%
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  • Monthly Analytics
  • 2011
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