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Strategy Settings

IsOnlyOneSidePositio...
false
+1079.0%

0.15%
4.74%
Drawdown: 6.45%

Balance: $471,598.51
Highest: (May 18) $471,708.08
Profit: $431,598.51
Deposits: $40,000.00

Test Started: Jan 02, 2008
Test Ended: May 18, 2012
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Dec 15, 2013 at 17:07
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Trades: 9,297
Profitability:
Pips: 25,068.6
Average Win: 8.58 pips / $151.88
Average Loss: -14.14 pips / -$255.27
Lots: 9,297.00
Commissions: 0
Longs Won: (4,056/5,415) 74%
Shorts Won: (2,833/3,882) 72%
Best Trade ($): (Dec 18) 1,091.15
Worst Trade ($): (Apr 26) -1,202.58
Best Trade (Pips): (Mar 10) 67.0
Worst Trade (Pips): (Jan 23) -60.0
Avg. Trade Length: 5h 50m
Profit Factor: 1.70
Standard Deviation: $235.26
Sharpe Ratio 0.00
Z-Score (Probability): -53.80 (99.99%)
Expectancy 2.7 Pips / $46.42
AHPR: 0.03%
GHPR: 0.03%
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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% <0.01% <0.01%
Consecutive Losing Trades 1848 1664 1479 1294 1109 924 739 555 370 185
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (9297)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.18.2012 22:04 05.18.2012 23:59 CHFJPY Sell 1.00 0.8 0.8 0.80739 0.80804 -0.1 -109.57 1h 55m -0.02%
05.18.2012 01:23 05.18.2012 03:08 CHFJPY Sell 1.00 79.8 78.7 79.358 79.308 5.0 55.52 1h 45m 0.01%
05.18.2012 01:44 05.18.2012 03:08 CHFJPY Sell 1.00 79.9 78.7 79.379 79.308 7.1 81.99 1h 24m 0.02%
05.17.2012 20:55 05.17.2012 22:31 CHFJPY Sell 1.00 0.8 0.8 0.80443 0.80343 0.1 149.45 1h 36m 0.03%
05.17.2012 02:50 05.17.2012 02:53 CHFJPY Buy 1.00 79.9 80.9 80.301 80.367 6.6 74.59 3m 0.02%
05.16.2012 23:22 05.17.2012 02:50 CHFJPY Sell 1.00 80.8 79.7 80.341 80.301 4.0 41.48 3h 28m 0.01%
05.16.2012 00:00 05.16.2012 01:53 CHFJPY Buy 1.00 79.7 80.8 80.154 80.243 8.9 103.38 1h 53m 0.02%
05.10.2012 23:56 05.11.2012 03:52 CHFJPY Buy 1.00 79.5 80.5 79.905 79.91 0.5 -1.27 3h 56m 0.00%
05.11.2012 02:03 05.11.2012 03:52 CHFJPY Buy 1.00 79.4 80.5 79.842 79.91 6.8 77.57 1h 49m 0.02%
05.11.2012 00:34 05.11.2012 03:52 CHFJPY Buy 1.00 79.4 80.5 79.873 79.91 3.7 38.77 3h 18m 0.01%
05.10.2012 21:09 05.10.2012 22:19 CHFJPY Buy 1.00 79.5 80.5 79.889 79.952 6.3 71.27 1h 10m 0.02%
05.09.2012 23:20 05.10.2012 00:30 CHFJPY Buy 1.00 79.2 80.2 79.607 79.679 7.2 82.83 1h 10m 0.02%
05.09.2012 22:57 05.10.2012 00:30 CHFJPY Buy 1.00 79.2 80.3 79.638 79.679 4.1 43.93 1h 33m 0.01%
05.07.2012 23:11 05.08.2012 02:55 CHFJPY Buy 1.00 79.5 80.5 79.896 79.922 2.6 25.00 3h 44m 0.01%
05.03.2012 22:44 05.04.2012 01:43 CHFJPY Buy 1.00 79.8 80.8 80.204 80.237 3.3 33.60 2h 59m 0.01%
05.03.2012 23:00 05.04.2012 01:43 CHFJPY Buy 1.00 79.7 80.8 80.163 80.237 7.4 84.70 2h 43m 0.02%
05.03.2012 22:36 05.04.2012 01:43 CHFJPY Buy 1.00 79.8 80.9 80.244 80.237 -0.7 -16.25 3h 7m 0.00%
05.03.2012 21:50 05.04.2012 01:43 CHFJPY Buy 1.00 79.9 80.9 80.287 80.237 -5.0 -69.85 3h 53m -0.01%
01.13.2012 00:39 01.13.2012 05:42 CHFJPY Buy 1.00 0.8 0.8 0.83563 0.83568 0.0 0.32 5h 3m 0.00%
01.12.2012 23:02 01.13.2012 05:42 CHFJPY Buy 1.00 0.8 0.8 0.83603 0.83568 0.0 -64.51 6h 40m -0.01%

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