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Strategy Settings
Lots
0.01
time_offset
0
Span_trade
690
t0_0
false
t0_30
false
t1_0
false
t1_30
false
t2_0
false
t2_30
false
t3_0
false
t3_30
false
t4_0
false
t4_30
false
t5_0
false
t5_30
false
t6_0
true
t6_30
false
t7_0
true
t7_30
false
t8_0
true
t8_30
true
t9_0
false
t9_30
false
t10_0
false
t10_30
false
t11_0
false
t11_30
false
t12_0
false
t12_30
false
t13_0
true
t13_30
true
t14_0
true
t14_30
true
t15_0
true
t15_30
false
t16_0
false
t16_30
true
t17_0
true
t17_30
false
t18_0
false
t18_30
false
t19_0
false
t19_30
false
t20_0
false
t20_30
false
t21_0
false
t21_30
false
t22_0
false
t22_30
true
t23_0
true
t23_30
true
| +4.46M% |
| 0.24% | |
| 7.5% | |
| Drawdown: | 58.32% |
| Balance: | $4,464,304.73 |
| Highest: | (Jan 26) $4,464,304.73 |
| Profit: | $4,464,204.76 |
| Deposits: | $100.00 |
| Test Started: | Dec 01, 1999 |
| Test Ended: | Jan 26, 2012 |
| Timeframe: | 1 Minute |
| Model Type: | Every Tick |
| Added: | May 13, 2013 at 16:21 |
Loading, please wait...
| Trades: | 2,612 |
| Profitability: |
|
| Pips: | 14,180.4 |
| Average Win: | 18.14 pips / $5,429.42 |
| Average Loss: | -25.05 pips / -$7,207.03 |
| Lots: | 88,804.18 |
| Commissions: | 0 |
| Longs Won: | (815/1,141) 71% |
| Shorts Won: | (1,028/1,471) 69% |
| Best Trade ($): | (May 07) 109,801.51 |
| Worst Trade ($): | (Sep 14) -118,351.07 |
| Best Trade (Pips): | (May 07) 127.6 |
| Worst Trade (Pips): | (Oct 22) -208.8 |
| Avg. Trade Length: | 2h 33m |
| Profit Factor: | 1.81 |
| Standard Deviation: | $13,109.40 |
| Sharpe Ratio | 0.18 |
| Z-Score (Probability): | -5.97 (99.99%) |
| Expectancy | 5.4 Pips / $1,709.11 |
| AHPR: | 0.44% |
| GHPR: | 0.41% |
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% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
| Consecutive Losing Trades | 620 | 558 | 496 | 434 | 372 | 310 | 248 | 186 | 124 | 62 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (2612)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01.26.2012 13:33 | 01.26.2012 15:26 | EURJPY | Buy | 99.99 | - | - | 101.988 | 102.042 | 5.4 | 5,448.93 | 1h 53m | 0.12% |
| 01.24.2012 13:01 | 01.24.2012 13:37 | EURJPY | Buy | 99.99 | - | - | 100.451 | 100.61 | 15.9 | 16,044.09 | 36m | 0.36% |
| 01.20.2012 23:46 | 01.23.2012 00:00 | EURJPY | Sell | 99.99 | - | - | 99.559 | 99.106 | 45.3 | 45,645.32 | 2d | 1.04% |
| 01.18.2012 14:14 | 01.18.2012 14:44 | EURJPY | Buy | 99.99 | - | - | 98.209 | 98.427 | 21.8 | 21,997.56 | 30m | 0.50% |
| 01.18.2012 13:17 | 01.18.2012 13:59 | EURJPY | Buy | 99.99 | - | - | 98.291 | 98.471 | 18.0 | 18,163.12 | 42m | 0.42% |
| 01.12.2012 14:37 | 01.12.2012 16:00 | EURJPY | Buy | 99.99 | - | - | 97.994 | 98.088 | 9.4 | 9,485.19 | 1h 23m | 0.22% |
| 01.04.2012 22:44 | 01.04.2012 23:16 | EURJPY | Sell | 99.99 | - | - | 99.314 | 99.222 | 9.2 | 9,282.43 | 32m | 0.21% |
| 01.03.2012 16:50 | 01.03.2012 17:17 | EURJPY | Buy | 99.99 | - | - | 99.931 | 100.12 | 18.9 | 19,071.27 | 27m | 0.44% |
| 01.03.2012 14:42 | 01.03.2012 15:41 | EURJPY | Buy | 99.99 | - | - | 99.909 | 99.96 | 5.1 | 5,146.22 | 59m | 0.12% |
| 01.02.2012 17:15 | 01.02.2012 17:28 | EURJPY | Sell | 99.99 | - | - | 99.53 | 99.453 | 7.7 | 7,769.00 | 13m | 0.18% |
| 01.02.2012 08:01 | 01.02.2012 12:32 | EURJPY | Sell | 99.99 | - | - | 99.518 | 99.585 | -6.7 | -6,760.03 | 4h 31m | -0.16% |
| 12.30.2011 13:17 | 12.30.2011 17:56 | EURJPY | Sell | 99.99 | - | - | 100.22 | 99.985 | 23.5 | 23,710.57 | 4h 39m | 0.55% |
| 12.30.2011 08:06 | 12.30.2011 08:59 | EURJPY | Sell | 99.99 | - | - | 100.346 | 100.362 | -1.6 | -1,614.34 | 53m | -0.04% |
| 12.20.2011 15:23 | 12.20.2011 15:43 | EURJPY | Buy | 99.99 | - | - | 101.799 | 101.909 | 11.0 | 11,099.69 | 20m | 0.26% |
| 12.20.2011 14:05 | 12.20.2011 14:53 | EURJPY | Buy | 99.99 | - | - | 101.836 | 101.86 | 2.4 | 2,421.75 | 48m | 0.06% |
| 12.14.2011 08:12 | 12.14.2011 08:48 | EURJPY | Sell | 99.99 | - | - | 101.642 | 101.564 | 7.8 | 7,869.89 | 36m | 0.18% |
| 12.12.2011 23:23 | 12.13.2011 00:45 | EURJPY | Sell | 99.99 | - | - | 102.772 | 102.698 | 7.4 | 7,405.72 | 1h 22m | 0.17% |
| 12.12.2011 08:45 | 12.12.2011 09:04 | EURJPY | Sell | 99.99 | - | - | 103.63 | 103.555 | 7.5 | 7,567.20 | 19m | 0.18% |
| 12.09.2011 14:43 | 12.09.2011 16:37 | EURJPY | Buy | 99.99 | - | - | 103.983 | 103.698 | -28.5 | -28,758.27 | 1h 54m | -0.67% |
| 12.09.2011 15:28 | 12.09.2011 16:37 | EURJPY | Buy | 99.99 | - | - | 103.809 | 103.7 | -10.9 | -10,998.78 | 1h 9m | -0.26% |
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