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Strategy Settings

Trend_Trigger_Settin...
"
Trend_Indicator1_TF...
240
Trend_Indicator1_Pe...
15
Trend_Indicator2_TF...
30
Trend_Indicator2_Pe...
30
Trigger_Indicator_T...
20
Trigger_Indicator_P...
10
Trigger_Indicator_O...
80
Trigger_Indicator_O...
20
+199.04%

0.05%
1.39%
Drawdown: 33.88%

Balance: $299,037.87
Highest: (Jul 11) $299,553.43
Profit: $199,038.20
Deposits: $100,000.00

Test Started: Jan 04, 2008
Test Ended: Jul 11, 2014
Timeframe: 1 Minute

Model Type: Every Tick
Added: Aug 12, 2014 at 08:35
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Trades: 4,808
Profitability:
Pips: 8,034.3
Average Win: 29.91 pips / $153.32
Average Loss: -56.19 pips / -$187.92
Lots: 2,260.97
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (3,231/4,808) 67%
Best Trade ($): (Aug 24) 26,180.79
Worst Trade ($): (Aug 24) -4,169.85
Best Trade (Pips): (Mar 18) 105.0
Worst Trade (Pips): (Aug 24) -332.3
Avg. Trade Length: 21h 19m
Profit Factor: 1.67
Standard Deviation: $592.75
Sharpe Ratio 0.00
Z-Score (Probability): -24.87 (99.99%)
Expectancy 1.7 Pips / $41.40
AHPR: 0.02%
GHPR: 0.02%
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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 1592 1433 1274 1115 955 796 637 478 318 159
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (4808)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.11.2014 15:50 07.11.2014 23:58 USDCAD Sell 0.37 - - 1.0697 1.07336 -36.6 -128.75 8h 8m -0.04%
07.11.2014 15:30 07.11.2014 23:58 USDCAD Sell 0.27 - - 1.0667 1.07336 -66.6 -169.42 8h 28m -0.06%
07.11.2014 20:01 07.11.2014 23:58 USDCAD Sell 0.53 - - 1.07271 1.07336 -6.5 -35.81 3h 57m -0.01%
07.11.2014 05:24 07.11.2014 23:58 USDCAD Sell 0.20 - - 1.06369 1.07336 -96.7 -181.58 18h 34m -0.06%
07.03.2014 19:14 07.11.2014 05:24 USDCAD Sell 0.20 - - 1.06292 1.06373 -8.1 -14.69 7d 0.00%
07.07.2014 22:43 07.11.2014 05:24 USDCAD Sell 0.27 - - 1.06774 1.06373 40.1 101.85 3d 0.03%
07.02.2014 19:17 07.03.2014 19:14 USDCAD Sell 0.27 - - 1.06699 1.06298 40.1 100.95 23h 57m 0.03%
07.01.2014 19:53 07.03.2014 19:14 USDCAD Sell 0.20 - - 1.06396 1.06298 9.8 18.01 1d 0.01%
06.30.2014 19:27 07.01.2014 19:53 USDCAD Sell 0.27 - - 1.06801 1.064 40.1 100.20 1d 0.03%
06.30.2014 18:00 07.01.2014 19:53 USDCAD Sell 0.20 - - 1.065 1.064 10.0 17.64 1d 0.01%
06.30.2014 15:30 06.30.2014 18:00 USDCAD Sell 0.27 - - 1.06916 1.06512 40.4 100.52 2h 30m 0.03%
06.27.2014 21:42 06.30.2014 18:00 USDCAD Sell 0.20 - - 1.06615 1.06512 10.3 18.18 2d 0.01%
06.26.2014 19:39 06.27.2014 21:42 USDCAD Sell 0.20 - - 1.0702 1.06619 40.1 74.06 1d 0.02%
06.23.2014 05:24 06.26.2014 19:39 USDCAD Sell 0.20 - - 1.07429 1.07027 40.2 74.93 3d 0.03%
06.20.2014 15:32 06.23.2014 05:24 USDCAD Sell 0.20 - - 1.07835 1.07433 40.2 73.68 2d 0.02%
06.19.2014 09:11 06.20.2014 15:32 USDCAD Sell 0.20 - - 1.08246 1.07843 40.3 73.58 1d 0.02%
06.11.2014 17:05 06.19.2014 09:11 USDCAD Sell 0.20 - - 1.0865 1.0825 40.0 74.92 7d 0.03%
06.09.2014 17:45 06.11.2014 17:05 USDCAD Sell 0.20 - - 1.09062 1.08659 40.3 73.26 1d 0.02%
06.06.2014 16:37 06.09.2014 17:45 USDCAD Sell 0.27 - - 1.09471 1.09069 40.2 97.95 3d 0.03%
06.06.2014 10:16 06.09.2014 17:45 USDCAD Sell 0.20 - - 1.09169 1.09069 10.0 17.18 3d 0.01%

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