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Strategy Settings
MaxTrades
4
LotSizeFactor
3
PriceActionFactor
1
StopLossFactor
0.5
TakeProfitFactor
2
TrailingStopFactor
0.2
BarRelatedSL
false
Slippage
2
AverageBarLengthLim...
5
AverageBarLengthLim...
7
AverageBarLengthLim...
10
AverageBarLengthLim...
15
SpreadLimit
2.5
OrderInfoDisplay
false
Sounds
false
Arrows
false
MoneyInfoDisplays
false
ProfitDisplay_Days
3
| +5.24M% |
| 3.1% | |
| 149.87% | |
| Drawdown: | 7.82% |
| Balance: | $10,483,417.11 |
| Highest: | (Dec 14) $10,712,709.62 |
| Profit: | $10,483,217.11 |
| Deposits: | $200.00 |
| Test Started: | Jan 06, 2010 |
| Test Ended: | Dec 28, 2010 |
| Timeframe: | 1 Hour |
| Model Type: | Every Tick |
| Added: | Mar 26, 2012 at 13:33 |
Loading, please wait...
| Trades: | 2,295 |
| Profitability: |
|
| Pips: | 5,791.0 |
| Average Win: | 6.79 pips / $13,212.27 |
| Average Loss: | -8.27 pips / -$17,309.18 |
| Lots: | 540,610.99 |
| Commissions: | 0 |
| Longs Won: | (784/1,046) 74% |
| Shorts Won: | (861/1,249) 68% |
| Best Trade ($): | (Nov 01) 136,518.77 |
| Worst Trade ($): | (Nov 16) -52,318.86 |
| Best Trade (Pips): | (Jan 08) 40.0 |
| Worst Trade (Pips): | (May 07) -18.0 |
| Avg. Trade Length: | 1m |
| Profit Factor: | 1.93 |
| Standard Deviation: | $23,230.82 |
| Sharpe Ratio | 0.25 |
| Z-Score (Probability): | -18.17 (99.99%) |
| Expectancy | 2.5 Pips / $4,567.85 |
| AHPR: | 0.49% |
| GHPR: | 0.47% |
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 | 606 | 545 | 485 | 424 | 363 | 303 | 242 | 182 | 121 | 61 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (2295)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.28.2010 18:02 | 12.28.2010 18:05 | USDJPY | Buy | 500.00 | 82.2 | 82.4 | 82.206 | 82.25 | 4.4 | 20,020.38 | 3m | 0.19% |
| 12.23.2010 03:36 | 12.23.2010 03:43 | USDJPY | Sell | 500.00 | 83.2 | 83.0 | 83.187 | 83.155 | 3.2 | 14,557.63 | 7m | 0.14% |
| 12.23.2010 03:36 | 12.23.2010 03:43 | USDJPY | Sell | 500.00 | 83.2 | 83.1 | 83.173 | 83.155 | 1.8 | 8,188.67 | 7m | 0.08% |
| 12.22.2010 13:31 | 12.22.2010 13:40 | USDJPY | Sell | 500.00 | 83.5 | 83.3 | 83.433 | 83.488 | -5.5 | -25,020.25 | 9m | -0.24% |
| 12.22.2010 13:31 | 12.22.2010 13:32 | USDJPY | Sell | 500.00 | 83.4 | 83.2 | 83.447 | 83.435 | 1.2 | 5,458.96 | 1m | 0.05% |
| 12.16.2010 22:01 | 12.16.2010 22:01 | USDJPY | Buy | 500.00 | 83.9 | 84.1 | 83.967 | 83.912 | -5.5 | -25,025.48 | 0s | -0.24% |
| 12.16.2010 15:01 | 12.16.2010 15:01 | USDJPY | Buy | 500.00 | 84.3 | 84.4 | 84.276 | 84.3 | 2.4 | 10,920.91 | 0s | 0.10% |
| 12.16.2010 15:01 | 12.16.2010 15:01 | USDJPY | Buy | 500.00 | 84.3 | 84.4 | 84.257 | 84.3 | 4.3 | 19,566.62 | 0s | 0.19% |
| 12.16.2010 15:01 | 12.16.2010 15:01 | USDJPY | Buy | 500.00 | 84.2 | 84.5 | 84.306 | 84.226 | -8.0 | -36,403.01 | 0s | -0.35% |
| 12.15.2010 13:31 | 12.15.2010 13:33 | USDJPY | Buy | 500.00 | 84.0 | 84.1 | 83.936 | 83.97 | 3.4 | 15,470.58 | 2m | 0.15% |
| 12.15.2010 13:31 | 12.15.2010 13:31 | USDJPY | Buy | 500.00 | 83.9 | 84.0 | 83.886 | 83.92 | 3.4 | 15,470.58 | 0s | 0.15% |
| 12.15.2010 13:31 | 12.15.2010 13:31 | USDJPY | Buy | 500.00 | 83.9 | 84.0 | 83.906 | 83.92 | 1.4 | 6,370.24 | 0s | 0.06% |
| 12.14.2010 19:22 | 12.14.2010 19:26 | USDJPY | Sell | 500.00 | 83.4 | 83.1 | 83.277 | 83.357 | -8.0 | -36,394.74 | 4m | -0.35% |
| 12.14.2010 19:22 | 12.14.2010 19:23 | USDJPY | Buy | 500.00 | 83.3 | 83.5 | 83.355 | 83.29 | -6.5 | -29,575.30 | 1m | -0.28% |
| 12.14.2010 19:18 | 12.14.2010 19:22 | USDJPY | Buy | 500.00 | 83.3 | 83.7 | 83.418 | 83.313 | -10.5 | -47,775.48 | 4m | -0.45% |
| 12.14.2010 19:22 | 12.14.2010 19:22 | USDJPY | Sell | 500.00 | 83.3 | 83.2 | 83.309 | 83.285 | 2.4 | 10,918.42 | 0s | 0.10% |
| 12.14.2010 19:22 | 12.14.2010 19:22 | USDJPY | Sell | 500.00 | 83.3 | 83.2 | 83.256 | 83.311 | -5.5 | -25,021.38 | 0s | -0.24% |
| 12.14.2010 19:18 | 12.14.2010 19:21 | USDJPY | Buy | 500.00 | 83.3 | 83.6 | 83.421 | 83.341 | -8.0 | -36,400.37 | 3m | -0.34% |
| 12.14.2010 19:18 | 12.14.2010 19:19 | USDJPY | Buy | 500.00 | 83.4 | 83.5 | 83.375 | 83.41 | 3.5 | 15,925.16 | 1m | 0.15% |
| 12.14.2010 19:18 | 12.14.2010 19:19 | USDJPY | Buy | 500.00 | 83.4 | 83.5 | 83.348 | 83.41 | 6.2 | 28,210.28 | 1m | 0.27% |
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