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Strategy Settings

infoM
"TimeFrame...
infoS
"USDJPYUSD...
TimeFilter
1
gtm
-2
typeTime
8
timeSession
2
Formula
11
FormulaExp
5
ma1
11
ma2
26
min
75
max
150
stopX
6
takeX
4
risk
1
+21.33%

0.05%
1.52%
Drawdown: 6.02%

Balance: $24,266.84
Highest: (Nov 05) $25,025.28
Profit: $4,266.83
Deposits: $20,000.00

Test Started: Nov 02, 2012
Test Ended: Nov 22, 2013
Timeframe: 30 Minutes

Model Type: n/a
Added: Dec 01, 2013 at 08:03
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Trades: 98
Profitability:
Pips: 665.5
Average Win: 40.75 pips / $215.39
Average Loss: -63.25 pips / -$310.91
Lots: 32.28
Commissions: 0
Longs Won: (35/47) 74%
Shorts Won: (31/51) 60%
Best Trade ($): (Jul 03) 221.15
Worst Trade ($): (Oct 01) -339.33
Best Trade (Pips): (Jul 09) 59.6
Worst Trade (Pips): (Mar 28) -87.0
Avg. Trade Length: 3d
Profit Factor: 1.43
Standard Deviation: $251.23
Sharpe Ratio 0.20
Z-Score (Probability): 2.40 (98.36%)
Expectancy 6.8 Pips / $43.54
AHPR: 0.20%
GHPR: 0.20%
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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% 0.06% 2.99%
Consecutive Losing Trades 78 70 62 55 47 39 31 23 16 8
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (98)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.21.2013 10:30 11.22.2013 22:59 EURGBP Buy 0.29 0.8 0.8 0.83548 0.83533 -1.5 -8.16 1d -0.03%
11.21.2013 09:00 11.22.2013 22:59 EURGBP Sell 0.25 0.8 0.8 0.83327 0.83543 -21.6 -88.47 1d -0.36%
11.15.2013 11:00 11.20.2013 16:33 EURGBP Sell 0.43 0.8 0.8 0.83693 0.83381 31.2 219.19 5d 0.91%
11.15.2013 10:00 11.20.2013 00:14 EURGBP Buy 0.41 0.8 0.8 0.83767 0.84091 32.4 213.02 4d 0.89%
11.13.2013 23:30 11.15.2013 09:00 EURGBP Buy 0.42 0.8 0.8 0.84067 0.83593 -47.4 -331.89 1d -1.37%
11.07.2013 23:00 11.11.2013 14:26 EURGBP Sell 0.40 0.8 0.8 0.83361 0.83865 -50.4 -330.26 3d -1.34%
11.06.2013 12:30 11.07.2013 13:49 EURGBP Buy 0.29 0.8 0.8 0.83997 0.83319 -67.8 -324.96 1d -1.30%
11.06.2013 09:30 11.07.2013 13:45 EURGBP Sell 0.38 0.8 0.8 0.8393 0.83578 35.2 218.58 1d 0.88%
11.01.2013 12:30 11.06.2013 10:30 EURGBP Buy 0.23 0.8 0.9 0.8469 0.83832 -85.8 -325.49 4d -1.30%
11.01.2013 09:30 11.05.2013 10:44 EURGBP Sell 0.29 0.9 0.8 0.84531 0.84075 45.6 216.28 4d 0.87%
10.30.2013 19:30 10.31.2013 11:52 EURGBP Sell 0.32 0.9 0.9 0.85627 0.85211 41.6 217.60 16h 22m 0.88%
10.29.2013 19:00 10.31.2013 11:29 EURGBP Buy 0.37 0.9 0.9 0.8577 0.8523 -54.0 -332.35 1d -1.33%
10.25.2013 15:30 10.29.2013 01:29 EURGBP Buy 0.34 0.8 0.9 0.85239 0.85635 39.6 217.94 3d 0.88%
10.17.2013 09:30 10.24.2013 14:00 EURGBP Buy 0.26 0.8 0.9 0.84921 0.85429 50.8 209.67 7d 0.86%
10.17.2013 10:30 10.23.2013 09:17 EURGBP Sell 0.37 0.9 0.8 0.84733 0.85279 -54.6 -331.17 5d -1.33%
10.14.2013 17:00 10.15.2013 17:29 EURGBP Sell 0.39 0.9 0.8 0.84825 0.84485 34.0 216.93 1d 0.88%
10.11.2013 10:00 10.11.2013 16:33 EURGBP Buy 0.43 0.8 0.9 0.84762 0.8507 30.8 216.79 6h 33m 0.89%
09.30.2013 17:00 10.03.2013 17:29 EURGBP Sell 0.27 0.8 0.8 0.83582 0.84314 -73.2 -323.96 3d -1.31%
10.01.2013 15:30 10.03.2013 08:56 EURGBP Buy 0.37 0.8 0.8 0.83532 0.83892 36.0 212.72 1d 0.87%
09.12.2013 16:30 10.01.2013 05:02 EURGBP Buy 0.25 0.8 0.8 0.84149 0.83357 -79.2 -339.33 18d -1.37%

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