Strategy Settings
AllowSell true AllowBuy true OpenBarMode true
OpenBarTF 1 MaxSpread 2.1 Minutos 0
_1 "Parámetro... BarFilter false WenvyFilter true
TimeFrame 5 PerATR 15 PeriMA 7
MA_MODE 0 EntryOffset 0.9 BreakOut false
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Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +231.55%
  • Daily: 0.03%
  • Monthly: 1.05%
  • Drawdown: 6.69%
  • Balance: $33.2K
  • Highest: (Apr 06) $33.3K
  • Profit: $23154.55
  • Deposits: $10000.00
  • Test Started:Jan 02, 2003
  • Test Ended:Apr 07, 2011
  • Timeframe:1 Minute
  • Model Type:Open Prices
  • Added:Apr 11 2011 at 02:45
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 8572
Profitability:
Pips: 12293.4
Average Win: 8.46 pips / $16.82
Average Loss: -15.02 pips / -$30.39
Lots: 1,813.3
Commissions: 0
Longs Won: (2932/4131) 70%
Shorts Won: (3076/4441) 69%
Best Trade($): (Mar 17) 63.99
Worst Trade($): (Mar 14) -272.26
Best Trade (Pips): (Mar 26) 15.5
Worst Trade (Pips): (Sep 25) -68.4
Avg. Trade Length: 1h 15m
Profit Factor: 1.30
Standard Deviation: $31.94
Sharpe Ratio: 0.0000
Z-Score (Probability): -4.55 (99.99%)
Expectancy: 1.4 Pips / $2.70
AHPR: 0.01%
GHPR: 0.01%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
USDJPY 4131 7279.0 12810.46 4441 5014.4 10344.95 8572 12293.4 23155.41 6008 (70%) 2564 (30%)
Trading Activity (8572)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.07.2011 22:56 04.07.2011 23:55 USDJPY Sell 0.34 85.63000 84.80000 84.95000 84.98000 -3.0 -12.00 59m -0.04%
04.07.2011 21:39 04.07.2011 22:06 USDJPY Sell 0.34 85.58000 84.75000 84.90000 84.88000 2.0 8.01 27m 0.02%
04.07.2011 18:57 04.07.2011 20:02 USDJPY Sell 0.34 85.58000 84.75000 84.90000 84.97000 -7.0 -28.01 1h 5m -0.08%
04.07.2011 19:38 04.07.2011 20:02 USDJPY Sell 0.34 85.78000 84.95000 85.10000 84.97000 13.0 52.02 24m 0.16%
04.07.2011 14:08 04.07.2011 15:58 USDJPY Sell 0.34 85.72000 84.89000 85.04000 85.24000 -20.0 -79.77 1h 50m -0.24%
04.07.2011 14:32 04.07.2011 15:58 USDJPY Sell 0.34 85.84000 85.01000 85.16000 85.24000 -8.0 -31.91 1h 26m -0.10%
04.07.2011 02:50 04.07.2011 07:12 USDJPY Buy 0.34 84.75000 85.58000 85.43000 85.32000 -11.0 -43.83 4h 22m -0.13%
04.07.2011 00:45 04.07.2011 01:33 USDJPY Buy 0.34 84.76000 85.59000 85.44000 85.36000 -8.0 -31.87 48m -0.10%
04.06.2011 23:13 04.06.2011 23:43 USDJPY Buy 0.34 84.72000 85.55000 85.40000 85.46000 6.0 23.87 30m 0.07%
04.06.2011 22:19 04.06.2011 22:31 USDJPY Buy 0.34 84.68000 85.51000 85.36000 85.40000 4.0 15.93 12m 0.05%
04.06.2011 07:27 04.06.2011 09:59 USDJPY Buy 0.34 84.63000 85.46000 85.31000 85.34000 3.0 11.95 2h 32m 0.04%
04.06.2011 06:02 04.06.2011 06:37 USDJPY Buy 0.34 84.63000 85.46000 85.31000 85.34000 3.0 11.95 35m 0.04%
04.06.2011 03:42 04.06.2011 03:53 USDJPY Buy 0.34 84.38000 85.21000 85.06000 85.15000 9.0 35.94 11m 0.11%
04.06.2011 02:13 04.06.2011 03:07 USDJPY Buy 0.34 84.43000 85.26000 85.11000 85.03000 -8.0 -31.99 54m -0.10%
04.06.2011 02:56 04.06.2011 03:07 USDJPY Buy 0.34 84.29000 85.12000 84.97000 85.03000 6.0 23.99 11m 0.07%
04.05.2011 21:06 04.05.2011 21:27 USDJPY Buy 0.34 83.97000 84.80000 84.65000 84.70000 5.0 20.07 21m 0.06%
04.05.2011 09:31 04.05.2011 11:55 USDJPY Buy 0.34 83.66000 84.49000 84.34000 84.28000 -6.0 -24.21 2h 24m -0.07%
04.05.2011 07:08 04.05.2011 08:34 USDJPY Buy 0.34 83.69000 84.52000 84.37000 84.35000 -2.0 -8.06 1h 26m -0.02%
04.05.2011 04:38 04.05.2011 04:57 USDJPY Buy 0.34 83.61000 84.44000 84.29000 84.33000 4.0 16.13 19m 0.05%
04.04.2011 18:28 04.04.2011 20:34 USDJPY Sell 0.34 84.64000 83.81000 83.96000 83.96000 0.0 0.00 2h 6m 0.00%

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  • Monthly Analytics
  • 2003
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  • 2011


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