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Strategy Settings

Trend_Trigger_Settin...
"
Trend_Indicator1_TF...
1440
Trend_Indicator1_Pe...
20
Trend_Indicator2_TF...
240
Trend_Indicator2_Pe...
20
Trigger_Indicator_T...
30
Trigger_Indicator_P...
10
Trigger_Indicator_O...
80
Trigger_Indicator_O...
20
Trading_Time_Settin...
"
Start_Time_Monday
"00:00"
End_Time_Monday
"24:00"
Start_Time_Tuesday
"00:00"
End_Time_Tuesday
"24:00"
Start_Time_Wednesda...
"00:00"
+1675.77%

0.12%
3.56%
Drawdown: 28.50%

Balance: $1,775,769.99
Highest: (Oct 02) $1,775,769.99
Profit: $1,675,771.95
Deposits: $100,000.00

Test Started: Jan 02, 2008
Test Ended: Oct 02, 2014
Timeframe: 30 Minutes

Model Type: Every Tick
Added: Oct 06, 2014 at 10:20
Loading, please wait...
Trades: 5,875
Profitability:
Pips: 63,839.1
Average Win: 32.80 pips / $678.57
Average Loss: -31.62 pips / -$476.84
Lots: 14,963.47
Commissions: 0
Longs Won: (2,268/3,467) 65%
Shorts Won: (1,607/2,408) 66%
Best Trade ($): (Sep 29) 115,472.14
Worst Trade ($): (Sep 29) -10,744.42
Best Trade (Pips): (Jan 23) 91.0
Worst Trade (Pips): (Sep 29) -211.3
Avg. Trade Length: 18h 14m
Profit Factor: 2.76
Standard Deviation: $2,521.95
Sharpe Ratio 0.00
Z-Score (Probability): -29.80 (99.99%)
Expectancy 10.9 Pips / $285.24
AHPR: 0.05%
GHPR: 0.05%
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% <0.01% <0.01% <0.01% <0.01%
Consecutive Losing Trades 3717 3346 2974 2602 2230 1859 1487 1115 743 372
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5875)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.02.2014 06:09 10.02.2014 06:15 AUDNZD Buy 1.63 - - 1.11795 1.11786 -0.9 -22.82 6m 0.00%
10.02.2014 05:21 10.02.2014 06:15 AUDNZD Buy 0.64 - - 1.12198 1.11786 -41.2 -209.59 54m -0.01%
10.02.2014 06:09 10.02.2014 06:15 AUDNZD Buy 2.60 - - 1.11592 1.11786 19.4 374.16 6m 0.02%
10.02.2014 06:08 10.02.2014 06:15 AUDNZD Buy 1.02 - - 1.11997 1.11786 -21.1 -174.55 7m -0.01%
10.02.2014 06:09 10.02.2014 06:15 AUDNZD Buy 4.16 - - 1.11385 1.11786 40.1 1,268.49 6m 0.07%
10.01.2014 16:59 10.01.2014 17:46 AUDNZD Buy 1.02 - - 1.11402 1.11802 40.0 310.23 47m 0.02%
10.01.2014 15:00 10.01.2014 17:46 AUDNZD Buy 0.64 - - 1.11604 1.11802 19.8 94.09 2h 46m 0.01%
10.01.2014 02:31 10.01.2014 11:30 AUDNZD Buy 1.63 - - 1.11867 1.11861 -0.6 -19.01 8h 59m 0.00%
10.01.2014 04:30 10.01.2014 11:30 AUDNZD Buy 2.60 - - 1.11663 1.11861 19.8 382.25 7h 0m 0.02%
10.01.2014 05:45 10.01.2014 11:30 AUDNZD Buy 4.16 - - 1.11461 1.11861 40.0 1,265.25 5h 45m 0.07%
09.30.2014 15:00 10.01.2014 11:30 AUDNZD Buy 0.64 - - 1.1227 1.11861 -40.9 -209.50 20h 30m -0.01%
09.30.2014 16:38 10.01.2014 11:30 AUDNZD Buy 1.02 - - 1.12068 1.11861 -20.7 -173.61 18h 52m -0.01%
09.30.2014 06:29 09.30.2014 11:32 AUDNZD Buy 1.02 - - 1.1211 1.1251 40.0 310.23 5h 3m 0.02%
09.29.2014 15:17 09.30.2014 11:32 AUDNZD Buy 0.64 - - 1.12312 1.1251 19.8 92.69 20h 15m 0.01%
09.29.2014 04:38 09.29.2014 05:00 AUDNZD Sell 69.69 - - 1.11593 1.11689 -9.6 -5,692.57 22m -0.35%
09.26.2014 14:59 09.29.2014 05:00 AUDNZD Sell 27.23 - - 1.11191 1.11689 -49.8 -10,744.42 2d -0.66%
09.25.2014 09:29 09.29.2014 05:00 AUDNZD Sell 6.65 - - 1.10584 1.11689 -110.5 -5,765.26 3d -0.35%
09.25.2014 07:15 09.29.2014 05:00 AUDNZD Sell 4.16 - - 1.10383 1.11689 -130.6 -4,257.05 3d -0.26%
09.26.2014 15:51 09.29.2014 05:00 AUDNZD Sell 43.56 - - 1.11392 1.11689 -29.7 -10,376.43 2d -0.64%
09.25.2014 05:07 09.29.2014 05:00 AUDNZD Sell 2.60 - - 1.10181 1.11689 -150.8 -3,069.23 3d -0.18%

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