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Strategy Settings

INBO
" --- Insi...
IBMinimumMotherbarP...
75
IBMinimumPips
2
IBBars
1
IBBarsToBreakout
3
IBEntryBufferPips
14
IBStopInsideBar
false
IBStopBufferPips
30
IBProfitFactor
6
IBRiskPercent
3
IBRiskDollar
0
IBMoveToBreakEven
2
IBFILTER
" --- Insi...
IBEMAPeriod_1
21
IBEMADelta_1
14
+121.38%

1.19%
42.74%
Drawdown: 13.27%

Balance: $110,691.15
Highest: (Aug 09) $110,691.15
Profit: $60,691.15
Deposits: $50,000.00

Test Started: Jun 03, 2011
Test Ended: Aug 09, 2011
Timeframe: 1 Day

Model Type: Every Tick
Added: Jan 25, 2016 at 16:48
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Trades: 5
Profitability:
Pips: 5,112.0
Average Win: 1,022.40 pips / $12,138.23
Average Loss: 0.00 pips / $0.00
Lots: 4.40
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (5/5) 100%
Best Trade ($): (Aug 09) 12,468.29
Worst Trade ($): -
Best Trade (Pips): (Aug 09) 1,218.0
Worst Trade (Pips): -
Avg. Trade Length: 37d
Profit Factor: -
Standard Deviation: $373.28
Sharpe Ratio 4.19
Z-Score (Probability): 0.00 (0.00%)
Expectancy 1,022.4 Pips / $12,138.23
AHPR: 17.28%
GHPR: 17.23%
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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
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.03.2011 12:32 08.09.2011 18:42 USDCHF Sell 0.73 0.8 0.7 0.8367 0.7149 1,218.0 12,267.00 67d 16.69%
07.21.2011 20:19 08.09.2011 18:42 USDCHF Sell 0.88 0.8 0.7 0.8136 0.7122 1,014.0 12,468.13 18d 14.54%
07.25.2011 06:02 08.09.2011 18:42 USDCHF Sell 0.89 0.8 0.7 0.8121 0.7119 1,002.0 12,468.29 15d 12.69%
07.05.2011 18:22 08.09.2011 09:05 USDCHF Sell 0.92 0.8 0.7 0.8392 0.7426 966.0 11,821.19 34d 19.17%
06.20.2011 13:35 08.08.2011 16:20 USDCHF Sell 0.98 0.8 0.8 0.8427 0.7515 912.0 11,666.54 49d 23.33%

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