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Strategy Settings

start_hour
9
start_min
0
end_hour
15
end_min
0
end_hour_diap
9
end_min_diap
0
utr_diapazon
30
otstup
0
max_order_age_hours...
0
close_every_midnigh...
true
t4
"NewCycle ...
NewCycle
true
t11
"Îáùèå íàñ...
t11_11
"Òèï ýêñïî...
TypeLotExponent
1
+95.47%

0.32%
10.05%
Drawdown: 48.08%

Balance: $586.37
Highest: (Aug 10) $774.27
Profit: $286.43
Deposits: $300.00

Test Started: Feb 01, 2011
Test Ended: Aug 30, 2011
Timeframe: 5 Minutes

Model Type: n/a
Added: Oct 04, 2011 at 20:23
Loading, please wait...
Trades: 906
Profitability:
Pips: 260.1
Average Win: 10.36 pips / $2.61
Average Loss: -19.37 pips / -$4.17
Lots: 17.24
Commissions: 0
Longs Won: (303/462) 65%
Shorts Won: (296/444) 66%
Best Trade ($): (Mar 23) 27.66
Worst Trade ($): (Aug 11) -38.26
Best Trade (Pips): (Jun 07) 53.2
Worst Trade (Pips): (Apr 06) -140.5
Avg. Trade Length: 1h 42m
Profit Factor: 1.22
Standard Deviation: $6.16
Sharpe Ratio 0.08
Z-Score (Probability): 0.26 (20.51%)
Expectancy 0.3 Pips / $0.32
AHPR: 0.08%
GHPR: 0.07%
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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% 0.11% 0.66% 2.99% 11.12% 35.45%
Consecutive Losing Trades 141 127 112 98 84 70 56 42 28 14
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (906)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.30.2011 11:25 08.30.2011 23:59 GBPUSD Buy 0.04 - 1.6 1.63484 1.62978 -50.6 -20.24 12h 34m -3.46%
08.30.2011 14:25 08.30.2011 23:59 GBPUSD Buy 0.05 - 1.6 1.62905 1.62978 7.3 3.65 9h 34m 0.65%
08.30.2011 10:50 08.30.2011 23:59 GBPUSD Buy 0.01 - 1.6 1.63885 1.62978 -90.7 -9.07 13h 9m -1.47%
08.30.2011 11:05 08.30.2011 23:59 GBPUSD Buy 0.03 - 1.6 1.63751 1.62978 -77.3 -23.19 12h 54m -3.82%
08.30.2011 17:05 08.30.2011 23:59 GBPUSD Buy 0.06 - 1.6 1.62669 1.62978 30.9 18.54 6h 54m 3.27%
08.30.2011 10:10 08.30.2011 10:41 GBPUSD Buy 0.01 - 1.6 1.63837 1.63811 -2.6 -0.26 31m -0.04%
08.30.2011 10:15 08.30.2011 10:41 GBPUSD Buy 0.03 - 1.6 1.63702 1.63811 10.9 3.27 26m 0.53%
08.30.2011 09:35 08.30.2011 10:04 GBPUSD Buy 0.01 - 1.6 1.63867 1.63942 7.5 0.75 29m 0.12%
08.29.2011 10:15 08.29.2011 10:49 GBPUSD Sell 0.01 - 1.6 1.64028 1.63953 7.5 0.75 34m 0.12%
08.26.2011 14:55 08.26.2011 14:58 GBPUSD Buy 0.01 - 1.6 1.62574 1.62649 7.5 0.75 3m 0.12%
08.26.2011 12:40 08.26.2011 13:05 GBPUSD Sell 0.03 - 1.6 1.63399 1.63294 10.5 3.15 25m 0.52%
08.26.2011 11:35 08.26.2011 13:05 GBPUSD Sell 0.01 - 1.6 1.63279 1.63294 -1.5 -0.15 1h 30m -0.02%
08.26.2011 09:35 08.26.2011 09:43 GBPUSD Sell 0.01 - 1.6 1.63323 1.63248 7.5 0.75 8m 0.12%
08.25.2011 13:30 08.25.2011 13:39 GBPUSD Sell 0.01 - 1.6 1.63818 1.63743 7.5 0.75 9m 0.12%
08.25.2011 11:10 08.25.2011 11:43 GBPUSD Sell 0.01 - 1.6 1.63828 1.63753 7.5 0.75 33m 0.12%
08.25.2011 10:00 08.25.2011 10:58 GBPUSD Sell 0.01 - 1.6 1.63837 1.63762 7.5 0.75 58m 0.12%
08.25.2011 09:35 08.25.2011 09:46 GBPUSD Sell 0.01 - 1.6 1.63897 1.63822 7.5 0.75 11m 0.12%
08.24.2011 15:05 08.24.2011 15:21 GBPUSD Buy 0.03 - 1.6 1.64596 1.64713 11.7 3.51 16m 0.58%
08.24.2011 14:40 08.24.2011 15:21 GBPUSD Buy 0.01 - 1.6 1.64762 1.64713 -4.9 -0.49 41m -0.08%
08.24.2011 13:45 08.24.2011 14:03 GBPUSD Sell 0.01 - 1.7 1.65093 1.65018 7.5 0.75 18m 0.12%

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