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Strategy Settings

Lots
0.01
time_offset
0
t0_0
true
t0_30
false
t1_0
false
t1_30
true
t2_0
false
t2_30
false
t3_0
true
t3_30
true
t4_0
true
t4_30
true
t5_0
true
t5_30
true
t6_0
true
+1634.73%

0.06%
1.79%
Drawdown: 92.75%

Balance: $1,734.86
Highest: (May 22) $17,214.23
Profit: $1,634.73
Deposits: $100.00

Test Started: Jan 13, 2000
Test Ended: Apr 11, 2013
Timeframe: 1 Minute

Model Type: Every Tick
Added: Apr 12, 2013 at 13:14
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Trades: 5,139
Profitability:
Pips: 5,068.4
Average Win: 10.17 pips / $47.15
Average Loss: -17.08 pips / -$91.81
Lots: 2,526.07
Commissions: 0
Longs Won: (1,431/2,151) 66%
Shorts Won: (1,976/2,988) 66%
Best Trade ($): (Sep 15) 593.09
Worst Trade ($): (Aug 13) -1,769.97
Best Trade (Pips): (Oct 29) 80.8
Worst Trade (Pips): (Oct 16) -208.0
Avg. Trade Length: 2h 41m
Profit Factor: 1.01
Standard Deviation: $123.23
Sharpe Ratio 0.04
Z-Score (Probability): -6.34 (99.99%)
Expectancy 1.0 Pips / $0.32
AHPR: 0.07%
GHPR: 0.06%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 85.05% 89.3% 91.88% 93.76% 95.24% 96.47% 97.52% 98.44% 99.26%
Consecutive Losing Trades 19 17 15 13 11 9 8 6 4 2
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5139)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.11.2013 12:03 04.11.2013 13:11 AUDUSD Buy 0.17 - - 1.05679 1.05703 2.4 4.08 1h 8m 0.24%
04.10.2013 18:37 04.10.2013 19:18 AUDUSD Buy 0.17 - - 1.05406 1.05432 2.6 4.42 41m 0.26%
04.10.2013 06:46 04.10.2013 06:46 AUDUSD Buy 0.17 - - 1.05102 1.05093 -0.9 -1.53 0s -0.09%
04.05.2013 17:50 04.05.2013 19:29 AUDUSD Sell 0.17 - - 1.03776 1.03765 1.1 1.87 1h 39m 0.11%
04.04.2013 20:27 04.04.2013 21:51 AUDUSD Sell 0.17 - - 1.0411 1.04352 -24.2 -41.14 1h 24m -2.31%
04.04.2013 20:45 04.04.2013 21:51 AUDUSD Sell 0.17 - - 1.04257 1.04351 -9.4 -15.98 1h 6m -0.92%
04.04.2013 14:19 04.04.2013 15:39 AUDUSD Sell 0.17 - - 1.04173 1.04215 -4.2 -7.14 1h 20m -0.40%
03.28.2013 14:10 03.28.2013 14:45 AUDUSD Sell 0.17 - - 1.0417 1.04052 11.8 20.06 35m 1.13%
03.25.2013 19:49 03.25.2013 23:14 AUDUSD Sell 0.17 - - 1.04539 1.0461 -7.1 -12.07 3h 25m -0.68%
03.21.2013 21:22 03.21.2013 22:36 AUDUSD Buy 0.17 - - 1.04439 1.04394 -4.5 -7.65 1h 14m -0.43%
03.21.2013 20:02 03.21.2013 20:17 AUDUSD Buy 0.17 - - 1.04359 1.04461 10.2 17.34 15m 0.98%
03.19.2013 11:57 03.19.2013 14:44 AUDUSD Sell 0.17 - - 1.03708 1.03729 -2.1 -3.57 2h 47m -0.20%
03.15.2013 03:29 03.15.2013 04:06 AUDUSD Sell 0.17 - - 1.03747 1.0367 7.7 13.09 37m 0.74%
03.13.2013 23:56 03.14.2013 00:55 AUDUSD Sell 0.17 - - 1.03019 1.02919 10.0 12.41 59m 0.71%
03.12.2013 17:31 03.12.2013 18:55 AUDUSD Buy 0.17 - - 1.03211 1.03202 -0.9 -1.53 1h 24m -0.09%
03.12.2013 17:49 03.12.2013 18:55 AUDUSD Buy 0.17 - - 1.03106 1.03201 9.5 16.15 1h 6m 0.93%
03.12.2013 11:52 03.12.2013 13:07 AUDUSD Buy 0.17 - - 1.02847 1.03018 17.1 29.07 1h 15m 1.70%
03.12.2013 01:42 03.12.2013 02:29 AUDUSD Buy 0.16 - - 1.02737 1.02788 5.1 8.16 47m 0.48%
03.11.2013 21:07 03.11.2013 21:57 AUDUSD Buy 0.16 - - 1.02673 1.02684 1.1 1.76 50m 0.10%
03.08.2013 04:02 03.08.2013 04:05 AUDUSD Sell 0.16 - - 1.02628 1.02576 5.2 8.32 3m 0.49%

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