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Strategy Settings

LANGUAGE_ENGLISH
true
tma_options
"
TMA_TIMEFRAME
60
TMA_HALF_LENGTH
65
TMA_PERIOD
130
TMA_MULTIPLIER_BUY
1.8
TMA_MULTIPLIER_SELL...
1.5
TMA_INDEX
50
average_profit
"
SMART_PROFIT_BUY
true
USE_AVERAGE_BUY
false
PIPS_DD_BUY
140
PIPS_INDENT_BUY
22
TP_AVERAGE_BUY
10
_
""
+377.02%

0.65%
21.37%
Drawdown: 24.85%

Balance: $4,770.19
Highest: (Sep 02) $4,916.00
Profit: $3,770.19
Deposits: $1,000.00

Test Started: Jan 03, 2013
Test Ended: Sep 02, 2013
Timeframe: 1 Hour

Model Type: Every Tick
Added: Sep 20, 2013 at 14:11
Loading, please wait...
Trades: 309
Profitability:
Pips: 934.0
Average Win: 15.24 pips / $72.41
Average Loss: -19.07 pips / -$96.72
Lots: 148.35
Commissions: 0
Longs Won: (88/130) 67%
Shorts Won: (111/179) 62%
Best Trade ($): (Jun 28) 191.22
Worst Trade ($): (Jul 22) -278.31
Best Trade (Pips): (Jun 14) 29.0
Worst Trade (Pips): (Jun 06) -30.0
Avg. Trade Length: 6h 30m
Profit Factor: 1.35
Standard Deviation: $97.44
Sharpe Ratio 0.17
Z-Score (Probability): 1.59 (88.81%)
Expectancy 3.0 Pips / $12.20
AHPR: 0.56%
GHPR: 0.51%
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% 0.02% 0.2% 1.32% 6.67% 27.84%
Consecutive Losing Trades 49 44 39 35 30 25 20 15 10 5
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (309)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.02.2013 23:21 09.02.2013 23:59 USDCAD Sell 0.95 1.1 1.1 1.05469 1.05466 0.3 2.70 38m 0.06%
09.02.2013 17:45 09.02.2013 19:31 USDCAD Sell 0.98 1.1 1.1 1.05418 1.05578 -16.0 -148.51 1h 46m -3.02%
09.02.2013 10:21 09.02.2013 13:27 USDCAD Sell 0.96 1.1 1.1 1.05394 1.05273 12.1 110.34 3h 6m 2.30%
08.30.2013 22:07 09.02.2013 04:46 USDCAD Sell 0.94 1.1 1.1 1.05352 1.05242 11.0 99.50 2d 2.11%
08.30.2013 20:02 08.30.2013 20:48 USDCAD Sell 0.91 1.1 1.1 1.05342 1.05182 16.0 138.43 46m 3.03%
08.30.2013 19:16 08.30.2013 19:22 USDCAD Sell 0.88 1.1 1.1 1.05343 1.0518 16.3 136.38 6m 3.08%
08.30.2013 15:49 08.30.2013 17:13 USDCAD Sell 0.91 1.1 1.1 1.05291 1.05451 -16.0 -138.07 1h 24m -3.02%
08.30.2013 10:26 08.30.2013 15:17 USDCAD Sell 0.94 1.1 1.1 1.05252 1.05412 -16.0 -142.68 4h 51m -3.03%
08.29.2013 17:49 08.29.2013 18:49 USDCAD Sell 0.97 1.1 1.0 1.05096 1.05256 -16.0 -147.45 1h 0m -3.03%
08.29.2013 15:30 08.29.2013 16:44 USDCAD Sell 0.94 1.1 1.0 1.05099 1.04959 14.0 125.38 1h 14m 2.65%
08.28.2013 15:24 08.29.2013 09:39 USDCAD Buy 0.93 1.0 1.0 1.0483 1.0492 9.0 63.84 18h 15m 1.37%
08.28.2013 02:50 08.28.2013 09:44 USDCAD Buy 0.90 1.0 1.1 1.04869 1.0502 15.1 129.40 6h 54m 2.85%
08.27.2013 19:51 08.27.2013 22:45 USDCAD Buy 0.94 1.0 1.1 1.04956 1.04746 -21.0 -188.46 2h 54m -3.98%
08.27.2013 09:12 08.27.2013 16:23 USDCAD Sell 0.92 1.1 1.1 1.05301 1.05181 12.0 104.96 7h 11m 2.27%
08.23.2013 17:53 08.23.2013 20:26 USDCAD Sell 0.90 1.1 1.1 1.05257 1.05136 12.1 103.58 2h 33m 2.29%
08.23.2013 17:27 08.23.2013 17:43 USDCAD Sell 0.87 1.1 1.1 1.05265 1.05105 16.0 132.44 16m 3.02%
08.20.2013 10:50 08.20.2013 13:18 USDCAD Sell 0.90 1.0 1.0 1.03547 1.03707 -16.0 -138.85 2h 28m -3.07%
08.19.2013 20:34 08.20.2013 04:29 USDCAD Sell 0.93 1.0 1.0 1.03435 1.03605 -17.0 -151.36 7h 55m -3.24%
08.19.2013 13:49 08.19.2013 16:45 USDCAD Sell 0.91 1.0 1.0 1.03405 1.03273 13.2 116.31 2h 56m 2.55%
08.19.2013 09:39 08.19.2013 10:28 USDCAD Sell 0.88 1.0 1.0 1.03407 1.03266 14.1 120.16 49m 2.70%

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