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Strategy Settings

YesGBPUSD
true
YesAUDUSD
true
YesEURUSD
true
YesUSDJPY
true
YesUSDCAD
true
attempts
50
Prefics
""
Suffics
""
slippage
3
Magik
1589
TestFactor
20
maxorders
100
refminute
1
MinLots
0.1
YesMM
true
+10.26M%

1.4%
51.67%
Drawdown: 78.39%

Balance: $30,785,186.52
Highest: (Jul 23) $32,363,396.60
Profit: $30,784,886.65
Deposits: $300.00

Test Started: Apr 16, 2008
Test Ended: Jul 26, 2010
Timeframe: 5 Minutes

Model Type: n/a
Added: May 28, 2011 at 18:08
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Trades: 4,670
Profitability:
Pips: 69,489.1
Average Win: 134.35 pips / $74,502.56
Average Loss: -121.22 pips / -$70,775.53
Lots: 2,749,471.63
Commissions: 0
Longs Won: (1,600/2,970) 53%
Shorts Won: (887/1,700) 52%
Best Trade ($): (Jul 15) 2,350,618.62
Worst Trade ($): (Jul 15) -1,590,212.30
Best Trade (Pips): (Jun 01) 360.3
Worst Trade (Pips): (Mar 24) -175.5
Avg. Trade Length: 1d
Profit Factor: 1.20
Standard Deviation: $185,777.40
Sharpe Ratio 0.07
Z-Score (Probability): -13.39 (99.99%)
Expectancy 14.9 Pips / $6,592.05
AHPR: 0.37%
GHPR: 0.25%
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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% 0.03% 0.25% 1.53% 7.32% 29.1%
Consecutive Losing Trades 435 391 348 304 261 217 174 130 87 43
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (4670)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.21.2010 01:00 07.26.2010 04:10 GBPUSD Sell 8992.65 1.5 1.5 1.5285 1.546 -175.0 -1,578,210.08 5d -4.88%
07.19.2010 11:35 07.23.2010 11:20 GBPUSD Buy 9179.99 1.5 1.5 1.5263 1.5409 146.0 1,345,786.53 3d 4.34%
07.21.2010 19:00 07.22.2010 11:40 GBPUSD Buy 9835.14 1.5 1.5 1.5191 1.5289 98.0 966,794.26 16h 40m 3.22%
07.20.2010 21:25 07.22.2010 10:00 GBPUSD Sell 9157.86 1.5 1.5 1.5268 1.5208 60.0 545,808.46 1d 1.91%
07.21.2010 09:25 07.22.2010 10:00 GBPUSD Sell 8708.21 1.5 1.5 1.531 1.5208 102.0 885,624.96 1d 3.04%
07.20.2010 20:00 07.21.2010 20:35 GBPUSD Sell 9027.20 1.5 1.5 1.5291 1.5132 159.0 1,434,422.08 1d 5.28%
07.20.2010 08:00 07.21.2010 20:35 GBPUSD Sell 9066.51 1.5 1.5 1.5284 1.5138 146.0 1,322,803.81 1d 5.11%
07.21.2010 11:20 07.21.2010 17:20 GBPUSD Buy 8996.15 1.5 1.6 1.5285 1.5191 -94.0 -845,638.10 6h 0m -3.17%
07.19.2010 23:10 07.21.2010 10:00 GBPUSD Sell 9306.76 1.5 1.5 1.522 1.5325 -105.0 -979,071.15 1d -3.54%
07.21.2010 05:55 07.21.2010 09:00 GBPUSD Buy 9214.01 1.5 1.5 1.5269 1.5278 9.0 82,926.09 3h 5m 0.30%
07.16.2010 17:15 07.20.2010 17:10 GBPUSD Sell 8952.57 1.5 1.5 1.5308 1.5269 39.0 347,359.72 3d 1.27%
07.16.2010 14:05 07.20.2010 17:10 GBPUSD Sell 9114.80 1.5 1.5 1.538 1.5269 111.0 1,009,919.84 4d 3.94%
07.16.2010 16:10 07.20.2010 17:10 GBPUSD Sell 8968.74 1.5 1.5 1.5338 1.5269 69.0 617,049.31 4d 2.32%
07.16.2010 13:00 07.20.2010 17:10 GBPUSD Sell 9000.43 1.5 1.5 1.536 1.5269 91.0 817,239.04 4d 3.29%
07.19.2010 02:25 07.20.2010 13:45 GBPUSD Buy 9074.32 1.5 1.5 1.5286 1.5165 -121.0 -1,097,085.29 1d -4.23%
07.20.2010 09:50 07.20.2010 12:15 GBPUSD Sell 9039.75 1.5 1.5 1.5287 1.5184 103.0 931,094.25 2h 25m 3.73%
07.20.2010 01:30 07.20.2010 10:35 GBPUSD Buy 9197.22 1.5 1.5 1.5234 1.5257 23.0 211,536.06 9h 5m 0.86%
07.20.2010 02:00 07.20.2010 10:35 GBPUSD Buy 9265.55 1.5 1.5 1.5221 1.5254 33.0 305,763.15 8h 35m 1.24%
07.16.2010 08:25 07.19.2010 16:20 GBPUSD Buy 9195.17 1.5 1.6 1.5397 1.5227 -170.0 -1,562,259.38 3d -6.00%
07.16.2010 08:25 07.19.2010 08:30 GBPUSD Buy 9204.37 1.5 1.6 1.5397 1.5276 -121.0 -1,112,808.33 3d -4.10%

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