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Strategy Settings

domPeriod
60
SLwindow
5
ENf
0
SLf
-0.75
baseSpan
48
baseRange
1500
compoundAcc
false
+25.49%

0.05%
1.51%
Drawdown: 5.30%

Balance: $125,486.34
Highest: (Mar 23) $128,606.34
Profit: $25,486.34
Deposits: $100,000.00

Test Started: Jan 04, 2011
Test Ended: Apr 03, 2012
Timeframe: 1 Minute

Model Type: Every Tick
Added: Apr 08, 2012 at 23:27
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Trades: 113
Profitability:
Pips: 668.1
Average Win: 29.46 pips / $1,034.88
Average Loss: -18.92 pips / -$627.94
Lots: 377.30
Commissions: 0
Longs Won: (32/59) 54%
Shorts Won: (26/54) 48%
Best Trade ($): (Dec 28) 8,706.50
Worst Trade ($): (Sep 21) -2,606.20
Best Trade (Pips): (Dec 28) 158.3
Worst Trade (Pips): (May 06) -45.9
Avg. Trade Length: 1h 25m
Profit Factor: 1.74
Standard Deviation: $1,312.26
Sharpe Ratio 0.21
Z-Score (Probability): 1.14 (74.57%)
Expectancy 5.9 Pips / $225.54
AHPR: 0.21%
GHPR: 0.20%
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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% <0.01% <0.01% 0.07% 3.19%
Consecutive Losing Trades 200 180 160 140 120 100 80 60 40 20
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (113)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.03.2012 21:12 04.03.2012 22:36 GBPUSD Sell 3.80 - - 1.59134 1.59057 7.7 292.60 1h 24m 0.23%
03.30.2012 09:51 03.30.2012 10:47 GBPUSD Buy 4.40 - - 1.60332 1.60039 -29.3 -1,289.20 56m -1.02%
03.26.2012 16:13 03.26.2012 17:14 GBPUSD Buy 3.80 - - 1.59507 1.5938 -12.7 -482.60 1h 1m -0.38%
03.26.2012 14:02 03.26.2012 15:02 GBPUSD Buy 2.80 - - 1.58796 1.58879 8.3 232.40 1h 0m 0.18%
03.26.2012 11:36 03.26.2012 12:31 GBPUSD Sell 4.50 - - 1.58033 1.58213 -18.0 -810.00 55m -0.64%
03.23.2012 16:57 03.23.2012 17:48 GBPUSD Buy 3.40 - - 1.58803 1.58698 -10.5 -357.00 51m -0.28%
03.23.2012 14:00 03.23.2012 14:26 GBPUSD Sell 3.30 - - 1.58207 1.58421 -21.4 -706.20 26m -0.55%
03.23.2012 09:30 03.23.2012 11:45 GBPUSD Buy 3.50 - - 1.58697 1.58708 1.1 38.50 2h 15m 0.03%
03.22.2012 10:33 03.22.2012 12:35 GBPUSD Sell 7.20 - - 1.58435 1.57966 46.9 3,376.80 2h 2m 2.70%
03.21.2012 11:31 03.21.2012 12:31 GBPUSD Sell 5.00 - - 1.58618 1.58794 -17.6 -880.00 1h 0m -0.70%
03.16.2012 14:36 03.16.2012 16:57 GBPUSD Buy 6.40 - - 1.57888 1.58449 56.1 3,590.40 2h 21m 2.93%
03.16.2012 15:39 03.16.2012 16:57 GBPUSD Buy 3.10 - - 1.58422 1.58449 2.7 83.70 1h 18m 0.07%
03.15.2012 18:55 03.15.2012 20:02 GBPUSD Buy 3.00 - - 1.57233 1.57211 -2.2 -66.00 1h 7m -0.05%
03.09.2012 16:04 03.09.2012 20:00 GBPUSD Sell 2.50 - - 1.57243 1.56789 45.4 1,135.00 3h 56m 0.94%
03.08.2012 11:48 03.08.2012 12:31 GBPUSD Buy 2.50 - - 1.58325 1.58062 -26.3 -657.50 43m -0.54%
02.29.2012 18:03 02.29.2012 19:34 GBPUSD Buy 3.70 - - 1.59788 1.59469 -31.9 -1,180.30 1h 31m -0.96%
02.14.2012 01:40 02.14.2012 02:14 GBPUSD Sell 3.20 - - 1.57167 1.57343 -17.6 -563.20 34m -0.46%
02.10.2012 14:16 02.10.2012 16:26 GBPUSD Sell 5.30 - - 1.57813 1.57717 9.6 508.80 2h 10m 0.41%
02.07.2012 18:00 02.07.2012 19:07 GBPUSD Buy 3.60 - - 1.58745 1.58858 11.3 406.80 1h 7m 0.33%
02.03.2012 15:47 02.03.2012 16:52 GBPUSD Sell 3.30 - - 1.57627 1.5784 -21.3 -702.90 1h 5m -0.57%

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