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Strategy Settings

MaxTrades
5
MaxSpread
65
riskPerTrade
0.04
limitProfit
1200
TrailingStop
600
treshold
755
+32.39%

0.26%
8.03%
Drawdown: 19.58%

Balance: $3,972.64
Highest: (Dec 15) $3,972.64
Profit: $972.61
Deposits: $3,000.00

Test Started: Aug 28, 2011
Test Ended: Dec 15, 2011
Timeframe: 1 Minute

Model Type: n/a
Added: Jan 22, 2012 at 16:43
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Trades: 21
Profitability:
Pips: 785.1
Average Win: 112.78 pips / $120.40
Average Loss: -45.55 pips / -$35.18
Lots: 2.23
Commissions: 0
Longs Won: (2/3) 66%
Shorts Won: (9/18) 50%
Best Trade ($): (Oct 04) 383.80
Worst Trade ($): (Oct 04) -101.42
Best Trade (Pips): (Sep 12) 285.0
Worst Trade (Pips): (Oct 04) -100.7
Avg. Trade Length: 1d
Profit Factor: 3.77
Standard Deviation: $127.87
Sharpe Ratio 0.38
Z-Score (Probability): 0.01 (0.79%)
Expectancy 37.4 Pips / $46.31
AHPR: 1.41%
GHPR: 1.35%
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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% 0.04% 0.72% 9.71%
Consecutive Losing Trades 113 102 90 79 68 56 45 34 23 11
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (21)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.13.2011 21:53 12.15.2011 07:36 EURUSD Sell 0.08 1.3 - 1.30319 1.30096 22.3 15.53 1d 0.39%
12.12.2011 17:35 12.13.2011 17:00 EURUSD Sell 0.34 1.3 - 1.32001 1.30949 105.2 355.22 23h 25m 9.86%
11.23.2011 17:05 11.24.2011 12:00 EURUSD Sell 0.24 1.3 - 1.33561 1.33886 -32.5 -83.21 18h 55m -2.26%
11.16.2011 04:37 11.16.2011 16:00 EURUSD Sell 0.02 1.4 - 1.34532 1.35318 -78.6 -15.72 11h 23m -0.42%
11.10.2011 00:53 11.10.2011 15:00 EURUSD Sell 0.17 1.4 - 1.35306 1.35819 -51.3 -87.21 14h 7m -2.30%
11.09.2011 12:53 11.10.2011 15:00 EURUSD Sell 0.29 1.4 - 1.36515 1.35824 69.1 194.10 1d 5.40%
11.01.2011 13:48 11.02.2011 08:00 EURUSD Sell 0.01 1.4 - 1.36595 1.376 -100.5 -10.12 18h 12m -0.28%
10.27.2011 19:59 10.28.2011 15:00 EURUSD Buy 0.02 1.4 - 1.4189 1.41761 -12.9 -2.54 19h 1m -0.07%
10.27.2011 07:59 10.28.2011 15:00 EURUSD Buy 0.02 1.4 - 1.40098 1.41758 166.0 33.24 1d 0.93%
10.03.2011 22:04 10.04.2011 16:00 EURUSD Sell 0.10 1.3 - 1.31942 1.32949 -100.7 -101.42 17h 56m -2.76%
10.02.2011 22:55 10.04.2011 14:40 EURUSD Sell 0.16 1.4 - 1.33633 1.32699 93.4 147.13 1d 4.17%
09.30.2011 15:15 10.04.2011 14:40 EURUSD Sell 0.22 1.4 - 1.34454 1.32695 175.9 383.80 3d 12.21%
09.22.2011 05:25 09.23.2011 00:13 EURUSD Sell 0.02 1.4 - 1.35459 1.35523 -6.4 -1.42 18h 48m -0.05%
09.19.2011 03:10 09.19.2011 22:00 EURUSD Sell 0.14 1.4 - 1.36666 1.36771 -10.5 -14.70 18h 50m -0.47%
09.11.2011 23:00 09.12.2011 15:00 EURUSD Sell 0.01 1.4 - 1.36065 1.36112 -4.7 -0.54 16h 0m -0.02%
09.09.2011 12:00 09.12.2011 15:00 EURUSD Sell 0.01 1.4 - 1.38135 1.36109 202.6 20.19 3d 0.64%
09.08.2011 19:40 09.12.2011 15:00 EURUSD Sell 0.02 1.4 - 1.38962 1.36112 285.0 56.71 3d 1.84%
09.06.2011 17:45 09.07.2011 11:00 EURUSD Sell 0.06 1.4 - 1.39955 1.40529 -57.4 -34.87 17h 15m -1.12%
09.05.2011 13:26 09.06.2011 07:23 EURUSD Sell 0.07 1.4 - 1.41159 1.41088 7.1 4.46 17h 57m 0.14%
09.01.2011 11:19 09.02.2011 19:00 EURUSD Sell 0.09 1.4 - 1.42803 1.41892 91.1 81.34 1d 2.68%

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