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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
300
otstup
0
max_order_age_hours...
0
close_every_midnigh...
true
t4
"NewCycle ...
NewCycle
true
t11
"Îáùèå íàñ...
t11_11
"Òèï ýêñïî...
TypeLotExponent
1
+107.46%

0.35%
11.04%
Drawdown: 33.68%

Balance: $622.37
Highest: (Aug 10) $794.23
Profit: $322.41
Deposits: $300.00

Test Started: Feb 01, 2011
Test Ended: Aug 29, 2011
Timeframe: 5 Minutes

Model Type: n/a
Added: Oct 04, 2011 at 20:24
Loading, please wait...
Trades: 763
Profitability:
Pips: 471.8
Average Win: 10.53 pips / $2.70
Average Loss: -18.90 pips / -$4.06
Lots: 14.52
Commissions: 0
Longs Won: (266/403) 66%
Shorts Won: (240/360) 66%
Best Trade ($): (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 37m
Profit Factor: 1.31
Standard Deviation: $6.20
Sharpe Ratio 0.10
Z-Score (Probability): 0.54 (41.08%)
Expectancy 0.6 Pips / $0.42
AHPR: 0.10%
GHPR: 0.10%
Loading, please wait...
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% 0.1% 0.8% 4.88% 24.02%
Consecutive Losing Trades 153 138 123 107 92 77 61 46 31 15
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (763)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
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 0.51%
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%
08.23.2011 14:55 08.23.2011 15:46 GBPUSD Sell 0.01 - 1.6 1.65043 1.64968 7.5 0.75 51m 0.12%
08.23.2011 14:45 08.23.2011 14:48 GBPUSD Sell 0.01 - 1.7 1.65223 1.65148 7.5 0.75 3m 0.12%
08.23.2011 14:35 08.23.2011 14:36 GBPUSD Sell 0.01 - 1.7 1.65278 1.65203 7.5 0.75 1m 0.12%
08.23.2011 14:25 08.23.2011 14:27 GBPUSD Sell 0.03 - 1.7 1.65381 1.65269 11.2 3.36 2m 0.55%
08.23.2011 14:00 08.23.2011 14:27 GBPUSD Sell 0.01 - 1.7 1.65231 1.65269 -3.8 -0.38 27m -0.06%
08.23.2011 10:10 08.23.2011 13:53 GBPUSD Sell 0.03 - 1.7 1.65051 1.65279 -22.8 -6.84 3h 43m -1.14%
08.23.2011 10:55 08.23.2011 13:53 GBPUSD Sell 0.04 - 1.7 1.65284 1.65279 0.5 0.20 2h 58m 0.03%
08.23.2011 09:35 08.23.2011 13:53 GBPUSD Sell 0.01 - 1.7 1.64899 1.65279 -38.0 -3.80 4h 18m -0.63%
08.23.2011 13:00 08.23.2011 13:53 GBPUSD Sell 0.05 - 1.7 1.65684 1.65279 40.5 20.25 53m 3.42%
08.22.2011 14:45 08.22.2011 15:02 GBPUSD Sell 0.01 - 1.7 1.65168 1.65093 7.5 0.75 17m 0.12%
08.19.2011 12:35 08.19.2011 12:35 GBPUSD Sell 0.01 - 1.7 1.6535 1.65275 7.5 0.75 0s 0.12%
08.18.2011 14:25 08.18.2011 14:55 GBPUSD Buy 0.01 - 1.7 1.64937 1.65012 7.5 0.75 30m 0.13%
08.18.2011 14:00 08.18.2011 14:19 GBPUSD Buy 0.01 - 1.6 1.64983 1.64925 -5.8 -0.58 19m -0.10%
08.18.2011 14:15 08.18.2011 14:19 GBPUSD Buy 0.03 - 1.6 1.64806 1.64925 11.9 3.57 4m 0.60%
08.18.2011 13:50 08.18.2011 13:53 GBPUSD Buy 0.01 - 1.6 1.64854 1.64929 7.5 0.75 3m 0.13%

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