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Strategy Settings

LotExponent
1.3
Lots
0.1
+70.42%

0.29%
9.24%
Drawdown: 29.02%

Balance: $170,420.18
Highest: (Sep 29) $170,465.20
Profit: $70,420.20
Deposits: $100,000.00

Test Started: Apr 01, 2011
Test Ended: Sep 29, 2011
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Nov 03, 2012 at 12:48
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Trades: 1,354
Profitability:
Pips: -3,315.3
Average Win: 13.22 pips / $138.26
Average Loss: -28.79 pips / -$92.99
Lots: 563.83
Commissions: 0
Longs Won: (425/709) 59%
Shorts Won: (424/645) 65%
Best Trade ($): (Jul 13) 8,850.56
Worst Trade ($): (Jul 13) -1,273.15
Best Trade (Pips): (Jul 13) 81.3
Worst Trade (Pips): (Jul 13) -200.8
Avg. Trade Length: 17h 21m
Profit Factor: 2.50
Standard Deviation: $470.51
Sharpe Ratio 0.00
Z-Score (Probability): -20.27 (99.99%)
Expectancy -2.4 Pips / $52.01
AHPR: 0.04%
GHPR: 0.04%
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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% <0.01% <0.01% <0.01% <0.01% <0.01%
Consecutive Losing Trades 1832 1648 1465 1282 1099 916 733 549 366 183
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1354)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.29.2011 23:10 09.29.2011 23:59 USDJPY Sell 0.13 - 76.7 76.839 76.886 -4.7 -7.95 49m 0.00%
09.29.2011 21:35 09.29.2011 23:59 USDJPY Sell 0.10 - 76.7 76.778 76.886 -10.8 -14.05 2h 24m -0.01%
09.29.2011 17:45 09.29.2011 23:59 USDJPY Sell 0.10 - 76.7 76.709 76.886 -17.7 -23.02 6h 14m -0.01%
09.29.2011 15:45 09.29.2011 17:40 USDJPY Sell 0.10 - 76.8 76.897 76.797 10.0 13.02 1h 55m 0.01%
09.29.2011 15:30 09.29.2011 15:40 USDJPY Buy 0.10 - 77.0 76.851 76.951 10.0 13.00 10m 0.01%
09.29.2011 12:45 09.29.2011 15:26 USDJPY Buy 0.10 - 76.8 76.731 76.826 9.5 12.37 2h 41m 0.01%
09.29.2011 13:15 09.29.2011 15:26 USDJPY Buy 0.13 - 76.8 76.666 76.826 16.0 27.07 2h 11m 0.02%
09.29.2011 12:35 09.29.2011 15:26 USDJPY Buy 0.10 - 76.8 76.798 76.826 2.8 3.64 2h 51m 0.00%
09.28.2011 02:05 09.29.2011 12:33 USDJPY Buy 0.17 - 76.7 76.727 76.699 -2.8 -6.14 1d 0.00%
09.28.2011 10:05 09.29.2011 12:33 USDJPY Buy 0.48 - 76.7 76.431 76.699 26.8 167.88 1d 0.10%
09.27.2011 22:55 09.29.2011 12:33 USDJPY Buy 0.10 - 76.7 76.858 76.699 -15.9 -20.68 1d -0.01%
09.28.2011 09:10 09.29.2011 12:33 USDJPY Buy 0.37 - 76.7 76.522 76.699 17.7 85.52 1d 0.05%
09.27.2011 22:10 09.29.2011 12:33 USDJPY Buy 0.10 - 76.7 76.931 76.699 -23.2 -30.20 1d -0.02%
09.28.2011 02:45 09.29.2011 12:33 USDJPY Buy 0.29 - 76.7 76.579 76.699 12.0 45.47 1d 0.03%
09.28.2011 02:40 09.29.2011 12:33 USDJPY Buy 0.22 - 76.7 76.636 76.699 6.3 18.15 1d 0.01%
09.27.2011 23:55 09.29.2011 12:33 USDJPY Buy 0.13 - 76.7 76.797 76.699 -9.8 -16.55 1d -0.01%
09.27.2011 20:10 09.27.2011 22:09 USDJPY Buy 0.10 - 76.9 76.833 76.89 5.7 7.41 1h 59m 0.00%
09.27.2011 20:55 09.27.2011 22:09 USDJPY Buy 0.10 - 76.9 76.746 76.89 14.4 18.73 1h 14m 0.01%
09.27.2011 16:25 09.27.2011 20:09 USDJPY Buy 0.10 - 76.8 76.719 76.758 3.9 5.08 3h 44m 0.00%
09.27.2011 17:15 09.27.2011 20:09 USDJPY Buy 0.10 - 76.8 76.597 76.758 16.1 20.98 2h 54m 0.01%

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