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Strategy Settings

MagicNumber
1212
MM_Lot
true
MM_Lots
10
Lots
1
MaxSpread
20
Slippage
30
+9.25M%

0.29%
9.12%
Drawdown: 25.43%

Balance: $9,246,515.53
Highest: (Sep 20) $9,373,358.74
Profit: $9,246,415.41
Deposits: $100.00

Test Started: Jan 01, 2004
Test Ended: Oct 04, 2014
Timeframe: 5 Minutes

Model Type: n/a
Added: Oct 26, 2014 at 03:44
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Trades: 2,968
Profitability:
Pips: 12,984.7
Average Win: 11.40 pips / $8,633.15
Average Loss: -17.35 pips / -$13,955.49
Lots: 326,345.15
Commissions: 0
Longs Won: (1,339/1,772) 75%
Shorts Won: (904/1,196) 75%
Best Trade ($): (Sep 10) 115,895.74
Worst Trade ($): (Apr 16) -481,912.15
Best Trade (Pips): (Sep 08) 82.0
Worst Trade (Pips): (Jul 02) -100.2
Avg. Trade Length: 9h 45m
Profit Factor: 1.91
Standard Deviation: $25,993.35
Sharpe Ratio 0.23
Z-Score (Probability): 0.43 (33.28%)
Expectancy 4.4 Pips / $3,115.37
AHPR: 0.40%
GHPR: 0.39%
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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 663 596 530 464 398 331 265 199 133 66
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2968)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.04.2014 00:15 10.04.2014 00:59 USDJPY Buy 923.00 108.7 109.9 109.734 109.758 2.4 16,490.58 44m 0.18%
10.03.2014 01:40 10.03.2014 03:20 USDJPY Buy 914.52 107.4 108.5 108.365 108.47 10.5 84,868.33 1h 40m 0.93%
10.02.2014 00:00 10.02.2014 03:55 USDJPY Buy 918.34 108.0 109.2 109.045 109.004 -4.1 -38,215.16 3h 55m -0.42%
10.01.2014 00:30 10.01.2014 03:35 USDJPY Buy 914.53 108.6 109.8 109.649 109.699 5.0 38,025.49 3h 5m 0.42%
09.30.2014 01:55 09.30.2014 03:55 USDJPY Buy 919.19 108.4 109.6 109.447 109.396 -5.1 -46,529.05 2h 0m -0.51%
09.27.2014 00:00 09.29.2014 02:34 USDJPY Buy 907.98 108.3 109.4 109.292 109.432 14.0 112,106.77 2d 1.23%
09.24.2014 00:05 09.24.2014 03:55 USDJPY Buy 935.32 107.8 109.0 108.852 108.539 -31.3 -273,464.75 3h 50m -2.92%
09.23.2014 00:00 09.23.2014 03:55 USDJPY Buy 937.34 107.8 108.9 108.772 108.753 -1.9 -20,125.42 3h 55m -0.21%
09.20.2014 00:05 09.20.2014 00:45 USDJPY Buy 933.00 107.9 109.1 108.931 108.986 5.5 43,352.03 40m 0.46%
09.19.2014 00:20 09.19.2014 02:20 USDJPY Buy 929.02 107.7 108.9 108.737 108.788 5.1 39,836.54 2h 0m 0.43%
09.17.2014 01:00 09.17.2014 02:55 USDJPY Buy 925.24 106.1 107.3 107.122 107.17 4.8 37,739.29 1h 55m 0.41%
09.12.2014 01:05 09.12.2014 03:55 USDJPY Buy 919.26 106.0 107.2 107.034 107.108 7.4 59,833.85 2h 50m 0.65%
09.11.2014 01:10 09.11.2014 03:55 USDJPY Buy 918.42 105.8 106.9 106.807 106.821 1.4 8,363.17 2h 45m 0.09%
09.10.2014 00:00 09.10.2014 01:24 USDJPY Buy 906.83 105.1 106.2 106.079 106.219 14.0 115,895.74 1h 24m 1.28%
09.06.2014 00:35 09.08.2014 02:00 USDJPY Buy 898.86 104.0 105.2 105.039 105.137 9.8 79,770.87 2d 0.89%
09.04.2014 00:00 09.04.2014 01:22 USDJPY Buy 887.37 103.8 104.9 104.756 104.896 14.0 114,882.70 1h 22m 1.29%
09.03.2014 00:10 09.03.2014 03:20 USDJPY Buy 884.53 104.1 105.2 105.097 105.135 3.8 28,432.34 3h 10m 0.32%
09.02.2014 00:00 09.02.2014 00:30 USDJPY Buy 882.34 103.3 104.4 104.281 104.311 3.0 21,846.87 30m 0.25%
08.30.2014 00:00 09.01.2014 02:00 USDJPY Buy 874.09 103.0 104.2 104.041 104.144 10.3 82,546.02 2d 0.94%
08.28.2014 00:20 08.28.2014 02:25 USDJPY Buy 869.75 102.9 104.0 103.858 103.914 5.6 43,392.45 2h 5m 0.50%

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