Strategy Settings
AllowSell true AllowBuy true OpenBarMode true
OpenBarTF 1 MaxSpread 3.1 Minutos 5
_1 "Parámetro... BarFilter false WenvyFilter true
TimeFrame 5 PerATR 18 PeriMA 12
MA_MODE 1 EntryOffset 0.8 BreakOut true
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Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +639.4%
  • Daily: 0.06%
  • Monthly: 1.76%
  • Drawdown: 5.75%
  • Balance: $73.9K
  • Highest: (Apr 01) $73.9K
  • Profit: $63940.49
  • Deposits: $10000.00
  • Test Started:Jan 03, 2003
  • Test Ended:Apr 01, 2011
  • Timeframe:1 Minute
  • Model Type:Open Prices
  • Added:Apr 11 2011 at 02:39
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 992
Profitability:
Pips: 5086.0
Average Win: 15.17 pips / $205.79
Average Loss: -24.20 pips / -$348.37
Lots: 1,409.4
Commissions: 0
Longs Won: (222/291) 76%
Shorts Won: (517/701) 73%
Best Trade($): (Mar 15) 715.00
Worst Trade($): (Mar 07) -1203.84
Best Trade (Pips): (Apr 29) 25.5
Worst Trade (Pips): (Apr 22) -42.5
Avg. Trade Length: 1h 34m
Profit Factor: 1.73
Standard Deviation: $321.76
Sharpe Ratio: 0.2000
Z-Score (Probability): -0.04 (-3.20%)
Expectancy: 5.1 Pips / $64.46
AHPR: 0.20%
GHPR: 0.20%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
GBPUSD 291 1602.3 16251.12 701 3483.7 47689.39 992 5086.0 63940.51 739 (74%) 253 (26%)
Trading Activity (992)
Open Date Close date Symbol Action Units SL TP Open Price Close Price Pips Profit Duration Change
04.01.2011 06:21 04.01.2011 06:40 GBPUSD Sell 2.95 1.60830 1.60160 1.60413 1.60316 9.7 286.15 19m 0.39%
03.25.2011 05:37 03.25.2011 08:05 GBPUSD Sell 2.95 1.61600 1.60930 1.61176 1.61136 4.0 118.00 2h 28m 0.16%
03.24.2011 16:35 03.24.2011 17:47 GBPUSD Sell 2.94 1.62310 1.61640 1.61888 1.61792 9.6 282.24 1h 12m 0.39%
03.24.2011 01:10 03.24.2011 02:03 GBPUSD Sell 2.93 1.62880 1.62210 1.62459 1.62450 0.9 26.37 53m 0.04%
03.23.2011 01:38 03.23.2011 02:02 GBPUSD Buy 2.93 1.63180 1.63850 1.63599 1.63638 3.9 114.27 24m 0.16%
03.21.2011 01:49 03.21.2011 02:06 GBPUSD Buy 2.91 1.61710 1.62380 1.62125 1.62257 13.2 384.12 17m 0.53%
03.16.2011 23:15 03.16.2011 23:20 GBPUSD Sell 2.89 1.60880 1.60210 1.60456 1.60210 24.6 710.94 5m 0.99%
03.15.2011 16:24 03.15.2011 16:37 GBPUSD Sell 2.86 1.61030 1.60360 1.60610 1.60360 25.0 715.00 13m 1.00%
03.11.2011 02:27 03.11.2011 03:28 GBPUSD Sell 2.84 1.61180 1.60510 1.60755 1.60603 15.2 431.68 1h 1m 0.61%
03.10.2011 11:27 03.10.2011 14:01 GBPUSD Sell 2.84 1.62080 1.61410 1.61660 1.61619 4.1 116.44 2h 34m 0.16%
03.08.2011 07:00 03.08.2011 08:14 GBPUSD Sell 2.83 1.62490 1.61820 1.62068 1.62019 4.9 138.67 1h 14m 0.20%
03.07.2011 14:51 03.07.2011 15:54 GBPUSD Buy 2.88 1.62590 1.63260 1.63008 1.62590 -41.8 -1203.84 1h 3m -1.68%
03.03.2011 21:59 03.03.2011 22:59 GBPUSD Sell 2.87 1.63170 1.62500 1.62745 1.62700 4.5 129.15 1h 0m 0.18%
03.03.2011 06:56 03.03.2011 07:52 GBPUSD Buy 2.87 1.62730 1.63400 1.63146 1.63201 5.5 157.85 56m 0.22%
03.02.2011 08:54 03.02.2011 09:16 GBPUSD Sell 2.85 1.62850 1.62180 1.62434 1.62291 14.3 407.55 22m 0.57%
02.22.2011 21:48 02.22.2011 23:00 GBPUSD Sell 2.83 1.61910 1.61240 1.61486 1.61303 18.3 517.89 1h 12m 0.73%
02.22.2011 11:31 02.22.2011 11:56 GBPUSD Sell 2.80 1.62130 1.61460 1.61707 1.61488 21.9 613.20 25m 0.88%
02.18.2011 08:23 02.18.2011 09:36 GBPUSD Buy 2.80 1.61250 1.61920 1.61670 1.61749 7.9 221.20 1h 13m 0.32%
02.16.2011 17:46 02.16.2011 21:08 GBPUSD Sell 2.81 1.60930 1.60260 1.60508 1.60634 -12.6 -354.06 3h 22m -0.50%
02.14.2011 16:46 02.14.2011 17:10 GBPUSD Sell 2.79 1.60640 1.59970 1.60215 1.60052 16.3 454.77 24m 0.65%

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