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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
+7.29M%

0.23%
7.13%
Drawdown: 54.34%

Balance: $7,288,973.63
Highest: (Aug 11) $7,526,993.00
Profit: $7,288,873.78
Deposits: $100.00

Test Started: Dec 02, 1999
Test Ended: Apr 11, 2013
Timeframe: 1 Minute

Model Type: Every Tick
Added: Apr 11, 2013 at 17:03
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Trades: 9,946
Profitability:
Pips: 18,752.0
Average Win: 8.81 pips / $6,096.73
Average Loss: -12.47 pips / -$10,384.33
Lots: 827,224.77
Commissions: 0
Longs Won: (2,784/4,146) 67%
Shorts Won: (3,925/5,800) 67%
Best Trade ($): (Mar 18) 201,601.97
Worst Trade ($): (Oct 22) -160,362.06
Best Trade (Pips): (Mar 18) 193.9
Worst Trade (Pips): (Sep 11) -258.1
Avg. Trade Length: 2h 40m
Profit Factor: 1.22
Standard Deviation: $13,330.80
Sharpe Ratio 0.12
Z-Score (Probability): -38.95 (99.99%)
Expectancy 1.9 Pips / $732.84
AHPR: 0.12%
GHPR: 0.11%
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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 702 632 561 491 421 351 281 211 140 70
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (9946)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.11.2013 10:02 04.11.2013 10:24 USDJPY Buy 99.99 - - 99.642 99.632 -1.0 -1,003.59 22m -0.01%
04.11.2013 10:02 04.11.2013 10:24 USDJPY Buy 99.99 - - 99.645 99.634 -1.1 -1,103.93 22m -0.02%
04.11.2013 06:30 04.11.2013 07:33 USDJPY Sell 99.99 - - 99.599 99.485 11.4 11,457.87 1h 3m 0.16%
04.11.2013 06:30 04.11.2013 07:33 USDJPY Sell 99.99 - - 99.603 99.493 11.0 11,054.95 1h 3m 0.15%
04.10.2013 05:40 04.10.2013 07:41 USDJPY Buy 99.99 - - 98.922 99.086 16.4 16,549.62 2h 1m 0.23%
04.10.2013 05:40 04.10.2013 07:36 USDJPY Buy 99.99 - - 98.917 99.067 15.0 15,139.75 1h 56m 0.21%
04.10.2013 04:07 04.10.2013 04:26 USDJPY Buy 99.99 - - 99.089 99.062 -2.7 -2,725.29 19m -0.04%
04.10.2013 04:07 04.10.2013 04:26 USDJPY Buy 99.99 - - 99.091 99.065 -2.6 -2,624.28 19m -0.04%
04.05.2013 18:50 04.05.2013 19:16 USDJPY Buy 99.99 - - 96.918 97.068 15.0 15,451.54 26m 0.21%
04.05.2013 18:50 04.05.2013 19:16 USDJPY Buy 99.99 - - 96.916 97.067 15.1 15,554.71 26m 0.22%
04.05.2013 14:09 04.05.2013 15:20 USDJPY Sell 99.99 - - 96.288 96.131 15.7 16,330.25 1h 11m 0.23%
04.05.2013 14:09 04.05.2013 15:20 USDJPY Sell 99.99 - - 96.285 96.129 15.6 16,226.57 1h 11m 0.23%
04.05.2013 06:36 04.05.2013 09:47 USDJPY Buy 99.99 - - 96.958 96.27 -68.8 -71,458.52 3h 11m -0.98%
04.05.2013 06:36 04.05.2013 09:47 USDJPY Buy 99.99 - - 96.956 96.271 -68.5 -71,146.19 3h 11m -0.98%
04.03.2013 22:53 04.04.2013 01:06 USDJPY Sell 99.99 - - 92.955 93.014 -5.9 -6,901.04 2h 13m -0.09%
04.03.2013 22:53 04.04.2013 00:34 USDJPY Sell 99.99 - - 92.958 93.012 -5.4 -6,363.66 1h 41m -0.09%
04.03.2013 19:22 04.03.2013 19:45 USDJPY Sell 99.99 - - 93.005 92.926 7.9 8,500.54 23m 0.12%
04.03.2013 11:05 04.03.2013 12:51 USDJPY Sell 99.99 - - 93.464 93.555 -9.1 -9,725.93 1h 46m -0.13%
04.03.2013 11:05 04.03.2013 12:51 USDJPY Sell 99.99 - - 93.462 93.554 -9.2 -9,832.91 1h 46m -0.13%
04.03.2013 05:30 04.03.2013 07:02 USDJPY Buy 99.99 - - 93.573 93.544 -2.9 -3,099.84 1h 32m -0.04%

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