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Strategy Settings

+68810.6%

15.27%
6996.69%
Drawdown: 6.37%

Balance: $68,910.60
Highest: (Nov 16) $68,910.60
Profit: $68,810.60
Deposits: $100.00

Test Started: Oct 01, 2012
Test Ended: Nov 16, 2012
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Dec 01, 2012 at 03:16
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Trades: 740
Profitability:
Pips: 6,783.0
Average Win: 13.09 pips / $138.50
Average Loss: -4.82 pips / -$69.39
Lots: 8,957.39
Commissions: 0
Longs Won: (286/370) 77%
Shorts Won: (292/370) 78%
Best Trade ($): (Nov 13) 2,082.30
Worst Trade ($): (Nov 13) -1,394.38
Best Trade (Pips): (Oct 09) 73.0
Worst Trade (Pips): (Nov 08) -39.0
Avg. Trade Length: 1h 31m
Profit Factor: 7.12
Standard Deviation: $258.11
Sharpe Ratio 0.63
Z-Score (Probability): -0.71 (-52.23%)
Expectancy 9.2 Pips / $92.99
AHPR: 0.89%
GHPR: 0.89%
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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 993 894 794 695 596 497 397 298 199 99
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (740)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.16.2012 23:00 11.16.2012 23:05 EURUSD Sell 67.09 - - 1.2742 1.2739 3.0 201.27 5m 0.29%
11.16.2012 22:00 11.16.2012 23:00 EURUSD Buy 66.16 - - 1.2728 1.2742 14.0 926.24 1h 0m 1.37%
11.16.2012 21:00 11.16.2012 22:00 EURUSD Buy 66.37 - - 1.2725 1.2725 0.0 0.00 1h 0m 0.00%
11.16.2012 22:00 11.16.2012 22:00 EURUSD Sell 66.36 - - 1.2725 1.2728 -3.0 -199.08 0s -0.29%
11.16.2012 20:00 11.16.2012 21:00 EURUSD Sell 65.93 - - 1.2732 1.2725 7.0 461.51 1h 0m 0.68%
11.16.2012 19:00 11.16.2012 20:00 EURUSD Buy 64.95 - - 1.2717 1.2732 15.0 974.25 1h 0m 1.46%
11.16.2012 19:00 11.16.2012 19:00 EURUSD Sell 65.37 - - 1.2711 1.2717 -6.0 -392.22 0s -0.59%
11.16.2012 18:00 11.16.2012 19:00 EURUSD Buy 64.51 - - 1.2697 1.2711 14.0 903.14 1h 0m 1.37%
11.16.2012 17:00 11.16.2012 18:00 EURUSD Sell 62.50 - - 1.2729 1.2697 32.0 2,000.00 1h 0m 3.12%
11.16.2012 16:00 11.16.2012 17:00 EURUSD Sell 62.03 - - 1.2749 1.2735 14.0 868.42 1h 0m 1.37%
11.16.2012 17:00 11.16.2012 17:00 EURUSD Buy 62.89 - - 1.2735 1.2729 -6.0 -377.34 0s -0.59%
11.16.2012 15:00 11.16.2012 16:00 EURUSD Buy 61.72 - - 1.2744 1.2749 5.0 308.60 1h 0m 0.49%
11.16.2012 15:00 11.16.2012 15:00 EURUSD Sell 61.92 - - 1.2741 1.2744 -3.0 -185.76 0s -0.29%
11.16.2012 12:00 11.16.2012 15:00 EURUSD Buy 61.28 - - 1.273 1.2741 11.0 674.08 3h 0m 1.07%
11.16.2012 11:00 11.16.2012 12:00 EURUSD Sell 59.79 - - 1.2755 1.273 25.0 1,494.75 1h 0m 2.44%
11.16.2012 10:00 11.16.2012 11:00 EURUSD Buy 59.51 - - 1.275 1.2755 5.0 297.55 1h 0m 0.49%
11.16.2012 09:00 11.16.2012 10:00 EURUSD Sell 58.97 - - 1.2759 1.275 9.0 530.73 1h 0m 0.88%
11.16.2012 09:00 11.16.2012 09:00 EURUSD Buy 59.28 - - 1.2764 1.2759 -5.0 -296.40 0s -0.49%
11.16.2012 08:00 11.16.2012 09:00 EURUSD Sell 58.75 - - 1.2773 1.2764 9.0 528.75 1h 0m 0.88%
11.16.2012 07:00 11.16.2012 08:00 EURUSD Buy 58.81 - - 1.2774 1.2773 -1.0 -58.81 1h 0m -0.10%

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