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Strategy Settings
Lots
0.01
time_offset
0
Span_trade
8
t0_0
false
t0_30
true
t1_0
true
t1_30
false
t2_0
false
t2_30
false
t3_0
false
t3_30
false
t4_0
true
t4_30
true
t5_0
true
t5_30
true
t6_0
true
t6_30
true
t7_0
true
t7_30
true
t8_0
false
t8_30
true
t9_0
false
t9_30
true
t10_0
false
t10_30
true
t11_0
true
t11_30
true
t12_0
true
t12_30
true
t13_0
true
t13_30
true
t14_0
true
t14_30
true
t15_0
false
t15_30
false
t16_0
true
t16_30
true
t17_0
true
t17_30
true
t18_0
true
t18_30
true
t19_0
false
t19_30
true
t20_0
true
t20_30
true
t21_0
false
t21_30
true
t22_0
true
t22_30
true
t23_0
true
t23_30
true
| +17.93M% |
| 0.25% | |
| 7.75% | |
| Drawdown: | 51.00% |
| Balance: | $17,928,401.70 |
| Highest: | (Mar 04) $17,955,219.01 |
| Profit: | $17,928,301.01 |
| Deposits: | $100.00 |
| Test Started: | Dec 01, 1999 |
| Test Ended: | Mar 21, 2013 |
| Timeframe: | 1 Minute |
| Model Type: | Every Tick |
| Added: | Apr 23, 2013 at 15:44 |
Loading, please wait...
| Trades: | 7,620 |
| Profitability: |
|
| Pips: | 27,651.6 |
| Average Win: | 15.92 pips / $12,733.38 |
| Average Loss: | -23.81 pips / -$20,812.02 |
| Lots: | 646,991.99 |
| Commissions: | 0 |
| Longs Won: | (2,189/3,163) 69% |
| Shorts Won: | (3,073/4,457) 68% |
| Best Trade ($): | (Oct 24) 126,587.34 |
| Worst Trade ($): | (Oct 20) -330,566.94 |
| Best Trade (Pips): | (Oct 24) 126.6 |
| Worst Trade (Pips): | (Oct 20) -330.6 |
| Avg. Trade Length: | 3h 2m |
| Profit Factor: | 1.37 |
| Standard Deviation: | $24,900.43 |
| Sharpe Ratio | 0.17 |
| Z-Score (Probability): | -13.30 (99.99%) |
| Expectancy | 3.6 Pips / $2,352.80 |
| AHPR: | 0.17% |
| GHPR: | 0.16% |
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 | 861 | 775 | 689 | 603 | 517 | 431 | 345 | 258 | 172 | 86 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (7620)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.21.2013 13:42 | 03.21.2013 14:24 | GBPUSD | Buy | 99.99 | - | - | 1.5188 | 1.5196 | 8.0 | 7,999.20 | 42m | 0.04% |
| 03.20.2013 17:21 | 03.20.2013 19:16 | GBPUSD | Buy | 99.99 | - | - | 1.51495 | 1.51354 | -14.1 | -14,098.59 | 1h 55m | -0.08% |
| 03.20.2013 17:45 | 03.20.2013 19:15 | GBPUSD | Buy | 99.99 | - | - | 1.51377 | 1.51353 | -2.4 | -2,399.76 | 1h 30m | -0.01% |
| 03.20.2013 13:10 | 03.20.2013 14:05 | GBPUSD | Buy | 99.99 | - | - | 1.51266 | 1.51302 | 3.6 | 3,599.64 | 55m | 0.02% |
| 03.19.2013 13:44 | 03.19.2013 14:09 | GBPUSD | Buy | 99.99 | - | - | 1.51141 | 1.51254 | 11.3 | 11,298.87 | 25m | 0.06% |
| 03.18.2013 12:28 | 03.18.2013 12:52 | GBPUSD | Buy | 99.99 | - | - | 1.51174 | 1.5136 | 18.6 | 18,598.14 | 24m | 0.10% |
| 03.18.2013 05:54 | 03.18.2013 06:44 | GBPUSD | Sell | 99.99 | - | - | 1.51109 | 1.5096 | 14.9 | 14,898.51 | 50m | 0.08% |
| 03.18.2013 04:23 | 03.18.2013 06:44 | GBPUSD | Sell | 99.99 | - | - | 1.50995 | 1.50953 | 4.2 | 4,199.58 | 2h 21m | 0.02% |
| 03.15.2013 13:35 | 03.15.2013 14:32 | GBPUSD | Buy | 99.99 | - | - | 1.51451 | 1.51693 | 24.2 | 24,197.58 | 57m | 0.14% |
| 03.12.2013 23:29 | 03.13.2013 01:38 | GBPUSD | Buy | 99.99 | - | - | 1.48994 | 1.48995 | 0.1 | 40.00 | 2h 9m | 0.00% |
| 03.11.2013 23:01 | 03.12.2013 00:12 | GBPUSD | Buy | 99.99 | - | - | 1.4915 | 1.49178 | 2.8 | 2,739.73 | 1h 11m | 0.02% |
| 03.08.2013 17:22 | 03.08.2013 17:47 | GBPUSD | Sell | 99.99 | - | - | 1.49558 | 1.4939 | 16.8 | 16,798.32 | 25m | 0.09% |
| 03.08.2013 11:08 | 03.08.2013 14:50 | GBPUSD | Sell | 99.99 | - | - | 1.50261 | 1.50296 | -3.5 | -3,499.65 | 3h 42m | -0.02% |
| 03.08.2013 08:31 | 03.08.2013 14:50 | GBPUSD | Sell | 99.99 | - | - | 1.49935 | 1.50298 | -36.3 | -36,296.37 | 6h 19m | -0.20% |
| 03.06.2013 20:11 | 03.06.2013 22:32 | GBPUSD | Sell | 99.99 | - | - | 1.50291 | 1.50321 | -3.0 | -2,999.70 | 2h 21m | -0.02% |
| 03.05.2013 16:04 | 03.05.2013 19:41 | GBPUSD | Buy | 99.99 | - | - | 1.51542 | 1.51085 | -45.7 | -45,695.43 | 3h 37m | -0.25% |
| 03.05.2013 17:07 | 03.05.2013 19:41 | GBPUSD | Buy | 99.99 | - | - | 1.51341 | 1.51079 | -26.2 | -26,197.38 | 2h 34m | -0.15% |
| 03.04.2013 11:30 | 03.04.2013 12:05 | GBPUSD | Buy | 99.99 | - | - | 1.50375 | 1.50336 | -3.9 | -3,899.61 | 35m | -0.02% |
| 03.04.2013 11:30 | 03.04.2013 12:05 | GBPUSD | Buy | 99.99 | - | - | 1.50267 | 1.50339 | 7.2 | 7,199.28 | 35m | 0.04% |
| 03.01.2013 18:16 | 03.01.2013 20:25 | GBPUSD | Sell | 99.99 | - | - | 1.5025 | 1.50255 | -0.5 | -499.95 | 2h 9m | 0.00% |
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