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Strategy Settings

InpStopLoss
50
InpTakeProfit
100
InpSmartProfit
false
time_options
"
InpUseTimeLimits
false
InpTimeStartHour
19
InpTimeStartMinute
0
InpTimeStopHour
9
InpTimeStopMinute
0
volume_options
"
InpVolumeFixed
0.2
InpVolumePercent
6.5
atr_options
"
InpAtrPeriod
22
InpAtrLevel
0.0003
+303.42M%

0.53%
17.25%
Drawdown: 57.63%

Balance: $303,418,691.52
Highest: (Sep 07) $312,275,991.52
Profit: $303,418,591.42
Deposits: $100.00

Test Started: Jan 02, 2008
Test Ended: Sep 16, 2015
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Sep 20, 2015 at 18:04
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Trades: 9,191
Profitability:
Pips: 10,114.8
Average Win: 5.05 pips / $281,224.58
Average Loss: -50.00 pips / -$3,180,560.69
Lots: 57,796,219.14
Commissions: 0
Longs Won: (4,254/4,581) 92%
Shorts Won: (4,278/4,610) 92%
Best Trade ($): (Sep 08) 9,979,200.00
Worst Trade ($): (Dec 23) -5,062,400.00
Best Trade (Pips): (Sep 29) 100.0
Worst Trade (Pips): (Jan 08) -50.0
Avg. Trade Length: 1h 31m
Profit Factor: 1.14
Standard Deviation: $1,168,552.00
Sharpe Ratio 0.08
Z-Score (Probability): -0.86 (-61.03%)
Expectancy 1.1 Pips / $33,012.58
AHPR: 0.19%
GHPR: 0.16%
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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% 0.06% 0.53% 3.79% 21.31%
Consecutive Losing Trades 95 86 76 67 57 48 38 29 19 10
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (9191)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.16.2015 22:00 09.16.2015 22:11 GBPUSD Buy 10000.00 1.5 - 1.54861 1.54881 2.0 200,000.00 11m 0.07%
09.16.2015 20:00 09.16.2015 20:26 GBPUSD Buy 10000.00 1.5 - 1.54833 1.54893 6.0 600,000.00 26m 0.20%
09.16.2015 19:45 09.16.2015 19:58 GBPUSD Buy 10000.00 1.5 - 1.54859 1.54879 2.0 200,000.00 13m 0.07%
09.16.2015 19:05 09.16.2015 19:23 GBPUSD Buy 10000.00 1.5 - 1.54947 1.54947 0.0 0.00 18m 0.00%
09.16.2015 11:40 09.16.2015 12:01 GBPUSD Sell 10000.00 1.5 - 1.53981 1.53961 2.0 200,000.00 21m 0.07%
09.14.2015 18:20 09.15.2015 11:31 GBPUSD Sell 10000.00 1.5 1.5 1.54041 1.54541 -50.0 -5,020,800.00 17h 11m -1.63%
09.14.2015 14:00 09.14.2015 17:30 GBPUSD Buy 10000.00 1.5 1.6 1.54313 1.53813 -50.0 -5,000,000.00 3h 30m -1.60%
09.14.2015 13:25 09.14.2015 13:40 GBPUSD Buy 10000.00 1.5 - 1.54379 1.54381 0.2 20,000.00 15m 0.01%
09.11.2015 17:20 09.11.2015 18:27 GBPUSD Buy 10000.00 1.5 - 1.54171 1.54191 2.0 200,000.00 1h 7m 0.06%
09.11.2015 14:10 09.11.2015 14:30 GBPUSD Buy 10000.00 1.5 - 1.54131 1.54232 10.1 1,010,000.00 20m 0.32%
09.11.2015 13:40 09.11.2015 13:56 GBPUSD Buy 10000.00 1.5 - 1.54168 1.54169 0.1 10,000.00 16m 0.00%
09.11.2015 11:20 09.11.2015 11:24 GBPUSD Buy 10000.00 1.5 - 1.54286 1.54286 0.0 0.00 4m 0.00%
09.11.2015 11:00 09.11.2015 11:05 GBPUSD Buy 10000.00 1.5 - 1.54366 1.54407 4.1 410,000.00 5m 0.13%
09.11.2015 10:40 09.11.2015 10:45 GBPUSD Buy 10000.00 1.5 - 1.54369 1.5441 4.1 410,000.00 5m 0.13%
09.10.2015 22:35 09.11.2015 07:19 GBPUSD Buy 10000.00 1.5 - 1.54539 1.54541 0.2 23,500.00 8h 44m 0.01%
09.10.2015 05:40 09.10.2015 07:37 GBPUSD Buy 10000.00 1.5 - 1.53526 1.53528 0.2 20,000.00 1h 57m 0.01%
09.10.2015 02:40 09.10.2015 03:09 GBPUSD Buy 10000.00 1.5 - 1.53545 1.53586 4.1 410,000.00 29m 0.13%
09.09.2015 19:00 09.09.2015 20:00 GBPUSD Buy 10000.00 1.5 - 1.53629 1.5363 0.1 10,000.00 1h 0m 0.00%
09.09.2015 18:10 09.09.2015 18:30 GBPUSD Buy 10000.00 1.5 - 1.53665 1.53725 6.0 600,000.00 20m 0.19%
09.09.2015 14:25 09.09.2015 14:37 GBPUSD Buy 10000.00 1.5 - 1.53506 1.53507 0.1 10,000.00 12m 0.00%

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