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Strategy Settings

st1
"
GBPUSD
0
GBPUSDDubleSignal
0
GBPUSDFiboTrail
0
GBPUSDFlatter
0
GBPUSDAntiDC
0
GBPUSDTimeOffset
0
st2
"
AUDUSD
0
AUDUSDDubleSignal
0
AUDUSDFiboTrail
0
AUDUSDFlatter
0
AUDUSDAntiDC
0
AUDUSDTimeOffset
0
st3
"
+626406.59%

1%
34.95%
Drawdown: 32.74%

Balance: $3,132,532.64
Highest: (Apr 18) $3,550,726.26
Profit: $3,132,032.94
Deposits: $500.00

Test Started: Jan 02, 2009
Test Ended: May 27, 2011
Timeframe: 5 Minutes

Model Type: n/a
Added: May 28, 2011 at 15:35
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Trades: 3,246
Profitability:
Pips: 48,798.5
Average Win: 106.55 pips / $11,457.37
Average Loss: -116.14 pips / -$14,073.81
Lots: 317,508.44
Commissions: 0
Longs Won: (969/1,738) 55%
Shorts Won: (943/1,508) 62%
Best Trade ($): (May 02) 134,695.20
Worst Trade ($): (May 05) -154,341.04
Best Trade (Pips): (Apr 30) 170.5
Worst Trade (Pips): (Jun 04) -180.5
Avg. Trade Length: 5d
Profit Factor: 1.17
Standard Deviation: $28,355.69
Sharpe Ratio 0.12
Z-Score (Probability): -4.35 (99.99%)
Expectancy 15.0 Pips / $964.89
AHPR: 0.31%
GHPR: 0.27%
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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% 0.11% 0.56% 2.19% 6.93% 18.83% 45.45%
Consecutive Losing Trades 223 200 178 156 134 111 89 67 45 22
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3246)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.17.2011 19:20 05.27.2011 23:59 USDJPY Buy 578.46 80.4 82.9 81.405 80.853 -55.2 -39,187.22 10d -1.26%
05.18.2011 22:00 05.27.2011 23:59 USDJPY Sell 562.00 82.9 79.9 81.475 80.883 59.2 40,861.97 9d 1.30%
05.11.2011 16:00 05.27.2011 23:59 USDJPY Sell 684.79 82.6 79.7 81.224 80.883 34.1 28,328.17 16d 0.90%
05.17.2011 12:00 05.27.2011 23:59 USDJPY Buy 597.45 80.7 82.8 81.652 80.853 -79.9 -58,725.35 10d -1.88%
05.17.2011 09:35 05.27.2011 23:59 USDJPY Buy 684.79 80.4 82.6 81.403 80.853 -55.0 -46,221.06 10d -1.45%
05.12.2011 05:10 05.27.2011 23:59 USDJPY Buy 684.79 80.2 82.4 81.198 80.853 -34.5 -28,768.05 15d -0.90%
05.11.2011 22:00 05.27.2011 23:59 USDJPY Sell 684.79 82.7 80.0 80.856 80.883 -2.7 -2,828.29 16d -0.09%
05.04.2011 08:05 05.27.2011 23:59 USDJPY Sell 616.61 82.8 79.5 80.97 80.883 8.7 5,954.16 23d 0.19%
05.11.2011 17:15 05.27.2011 23:59 USDJPY Sell 684.79 82.3 80.3 81.213 80.883 33.0 27,396.86 16d 0.86%
05.09.2011 17:45 05.27.2011 23:59 USDJPY Sell 684.79 82.4 79.7 80.634 80.883 -24.9 -21,684.02 18d -0.68%
05.18.2011 17:15 05.27.2011 23:59 USDJPY Buy 563.79 80.4 82.5 81.393 80.853 -54.0 -37,381.47 9d -1.19%
05.12.2011 12:30 05.27.2011 23:59 USDJPY Sell 684.79 82.9 80.2 81.075 80.883 19.2 15,803.58 15d 0.50%
05.18.2011 18:15 05.27.2011 23:59 USDJPY Sell 562.97 82.8 80.0 81.445 80.883 56.2 38,844.41 9d 1.25%
05.12.2011 22:30 05.27.2011 23:59 USDJPY Sell 684.79 82.3 79.3 80.903 80.883 2.0 1,241.33 15d 0.04%
05.17.2011 11:45 05.27.2011 23:59 USDJPY Buy 684.79 80.6 82.9 81.638 80.853 -78.5 -66,124.54 10d -2.07%
05.17.2011 21:45 05.27.2011 23:59 USDJPY Sell 580.46 83.4 80.7 81.579 80.883 69.6 49,642.23 10d 1.62%
05.11.2011 15:40 05.27.2011 23:59 USDJPY Buy 684.79 80.2 82.3 81.133 80.853 -28.0 -23,172.44 16d -0.73%
05.27.2011 21:00 05.27.2011 23:59 USDJPY Buy 627.48 79.8 81.7 80.84 80.853 1.3 1,008.90 2h 59m 0.03%
05.17.2011 10:55 05.27.2011 23:59 USDJPY Sell 684.79 82.4 80.0 81.526 80.883 64.3 54,077.55 10d 1.72%
05.18.2011 10:15 05.27.2011 23:59 USDJPY Sell 567.68 83.0 79.7 81.178 80.883 29.5 20,429.91 9d 0.66%

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