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Strategy Settings

Trend_Trigger_Settin...
"
Trend_Indicator1_TF...
1440
Trend_Indicator1_Pe...
20
Trend_Indicator2_TF...
240
Trend_Indicator2_Pe...
20
Trigger_Indicator_T...
30
Trigger_Indicator_P...
10
Trigger_Indicator_O...
80
Trigger_Indicator_O...
20
+813.93%

0.09%
2.83%
Drawdown: 26.79%

Balance: $913,933.46
Highest: (Jul 10) $918,465.49
Profit: $813,933.82
Deposits: $100,000.00

Test Started: Jan 02, 2008
Test Ended: Jul 11, 2014
Timeframe: 1 Minute

Model Type: Every Tick
Added: Aug 12 2014 at 08:35
Comments:
No comments entered.
Model Quality: 90.0
Bars in test: 2364806
Ticks Modelled: 73699614
Views: 814
Broker: 121 Securities
Trades: 5225
Profitability:
Pips : 63550.5
Average Win: 35.59 pips / $363.37
Average Loss: -57.55 pips / -$462.10
Lots: 5,445.99
Commissions: 0
Longs Won: (2237/3028) 73%
Shorts Won: (1674/2197) 76%
Best Trade ($): (Feb 04) 23174.72
Worst Trade ($): (Jul 19) -7823.34
Best Trade (Pips): (Oct 02) 90.5
Worst Trade (Pips): (Jul 19) -324.5
Avg. Trade Length: 1d
Profit Factor: 2.34
Standard Deviation: $1246.68
Sharpe Ratio 0.0000
Z-Score (Probability): -38.47 (99.99%)
Expectancy 12.2 Pips / $155.78
AHPR: 0.04%
GHPR: 0.04%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
AUDNZD 3028 30928.0 465255.18 2197 32622.5 348678.28 5225 63550.5 813933.46 3911 (75%) 1314 (25%)
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 1976 1779 1581 1383 1186 988 791 593 395 198
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5225)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.02.2014 04:30 07.11.2014 23:58 AUDNZD Buy 0.50 - - 1.08203 1.06477 -172.6 -743.54 9d -0.08%
07.11.2014 16:01 07.11.2014 23:58 AUDNZD Sell 0.50 - - 1.06618 1.06492 12.6 49.58 7h 57m 0.01%
07.03.2014 04:00 07.11.2014 23:58 AUDNZD Buy 1.28 - - 1.07298 1.06477 -82.1 -918.43 8d -0.10%
07.02.2014 13:46 07.11.2014 23:58 AUDNZD Buy 0.50 - - 1.07799 1.06477 -132.2 -573.35 9d -0.06%
07.10.2014 10:22 07.11.2014 23:58 AUDNZD Buy 5.21 - - 1.06293 1.06477 18.4 758.95 1d 0.08%
07.02.2014 21:55 07.11.2014 23:58 AUDNZD Buy 0.80 - - 1.07598 1.06477 -112.1 -781.87 9d -0.09%
07.03.2014 04:30 07.11.2014 23:58 AUDNZD Buy 2.04 - - 1.06997 1.06477 -52.0 -946.41 8d -0.10%
07.10.2014 13:46 07.11.2014 23:58 AUDNZD Sell 0.50 - - 1.06417 1.06492 -7.5 -35.18 1d 0.00%
07.02.2014 04:43 07.11.2014 23:58 AUDNZD Buy 0.50 - - 1.08002 1.06477 -152.5 -658.86 9d -0.07%
07.03.2014 15:30 07.11.2014 23:58 AUDNZD Buy 3.26 - - 1.06695 1.06477 -21.8 -682.92 8d -0.07%
07.10.2014 04:30 07.10.2014 05:00 AUDNZD Sell 0.50 - - 1.06997 1.06597 40.0 165.02 30m 0.02%
07.09.2014 12:51 07.10.2014 05:00 AUDNZD Sell 0.50 - - 1.06796 1.06597 19.9 80.09 16h 9m 0.01%
07.04.2014 21:00 07.09.2014 09:06 AUDNZD Sell 0.50 - - 1.07140 1.06739 40.1 165.18 4d 0.02%
07.03.2014 15:31 07.09.2014 09:06 AUDNZD Sell 0.50 - - 1.06938 1.06739 19.9 79.99 5d 0.01%
07.03.2014 10:33 07.03.2014 15:30 AUDNZD Sell 0.50 - - 1.06982 1.06565 41.7 172.18 4h 57m 0.02%
06.27.2014 06:18 07.03.2014 03:59 AUDNZD Sell 0.50 - - 1.07440 1.07545 -10.5 -48.24 5d -0.01%
06.30.2014 05:35 07.03.2014 03:59 AUDNZD Sell 0.50 - - 1.07641 1.07545 9.6 36.52 2d 0.00%
06.27.2014 03:01 07.03.2014 03:59 AUDNZD Sell 0.50 - - 1.07239 1.07545 -30.6 -132.91 6d -0.01%
07.01.2014 18:09 07.03.2014 03:59 AUDNZD Sell 1.28 - - 1.08145 1.07545 60.0 637.26 1d 0.07%
07.01.2014 09:03 07.03.2014 03:59 AUDNZD Sell 0.80 - - 1.07843 1.07545 29.8 194.73 1d 0.02%

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