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Strategy Settings

infoM
"TimeFrame...
infoS
"USDJPYUSD...
TimeFilter
1
gtm
1
typeTime
5
timeSession
2
Formula
43
FormulaExp
5
ma1
11
ma2
28
min
75
max
150
stopX
4
takeX
4
risk
1
+26.05%

0.06%
1.83%
Drawdown: 4.80%

Balance: $25,209.67
Highest: (Oct 25) $25,409.87
Profit: $5,209.65
Deposits: $20,000.00

Test Started: Nov 01, 2012
Test Ended: Nov 20, 2013
Timeframe: 30 Minutes

Model Type: n/a
Added: Dec 01, 2013 at 08:04
Loading, please wait...
Trades: 102
Profitability:
Pips: 871.6
Average Win: 36.65 pips / $200.40
Average Loss: -38.79 pips / -$200.41
Lots: 55.85
Commissions: 0
Longs Won: (38/63) 60%
Shorts Won: (26/39) 66%
Best Trade ($): (Nov 29) 209.64
Worst Trade ($): (Dec 27) -215.02
Best Trade (Pips): (Aug 06) 48.4
Worst Trade (Pips): (Oct 31) -52.8
Avg. Trade Length: 15h 46m
Profit Factor: 1.68
Standard Deviation: $194.78
Sharpe Ratio 0.23
Z-Score (Probability): 1.88 (93.98%)
Expectancy 8.5 Pips / $51.08
AHPR: 0.23%
GHPR: 0.23%
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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 126 113 101 88 75 63 50 38 25 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (102)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.20.2013 09:30 11.20.2013 19:15 NZDUSD Sell 0.46 0.8 0.8 0.83272 0.82836 43.6 200.56 9h 45m 0.80%
11.11.2013 12:00 11.12.2013 03:06 NZDUSD Sell 0.65 0.8 0.8 0.8253 0.82222 30.8 195.58 15h 6m 0.79%
11.07.2013 11:30 11.07.2013 16:22 NZDUSD Buy 0.44 0.8 0.8 0.83786 0.8333 -45.6 -200.64 4h 52m -0.80%
11.06.2013 11:30 11.07.2013 01:11 NZDUSD Buy 0.44 0.8 0.8 0.84125 0.83669 -45.6 -194.96 13h 41m -0.77%
11.05.2013 15:30 11.05.2013 22:45 NZDUSD Buy 0.60 0.8 0.8 0.83133 0.83469 33.6 201.60 7h 15m 0.81%
11.04.2013 09:00 11.05.2013 12:49 NZDUSD Buy 0.53 0.8 0.8 0.8295 0.8333 38.0 203.68 1d 0.82%
10.31.2013 14:00 10.31.2013 22:49 NZDUSD Buy 0.38 0.8 0.8 0.83028 0.825 -52.8 -200.64 8h 49m -0.80%
10.30.2013 09:30 10.30.2013 15:18 NZDUSD Buy 0.64 0.8 0.8 0.82774 0.82462 -31.2 -199.68 5h 48m -0.79%
10.29.2013 11:30 10.30.2013 04:56 NZDUSD Sell 0.60 0.8 0.8 0.82595 0.82263 33.2 194.94 17h 26m 0.78%
10.28.2013 11:30 10.28.2013 14:00 NZDUSD Buy 0.43 0.8 0.8 0.83318 0.82858 -46.0 -197.80 2h 30m -0.78%
10.25.2013 17:30 10.28.2013 11:17 NZDUSD Sell 0.40 0.8 0.8 0.828 0.833 -50.0 -202.84 2d -0.80%
10.24.2013 13:00 10.25.2013 02:23 NZDUSD Sell 0.48 0.8 0.8 0.83572 0.83156 41.6 196.27 13h 23m 0.78%
10.16.2013 09:30 10.17.2013 09:52 NZDUSD Buy 0.65 0.8 0.8 0.84179 0.84487 30.8 208.58 1d 0.83%
10.14.2013 12:30 10.16.2013 08:43 NZDUSD Buy 0.55 0.8 0.8 0.83726 0.8409 36.4 204.93 1d 0.83%
10.15.2013 16:30 10.16.2013 01:56 NZDUSD Sell 0.63 0.8 0.8 0.83713 0.84029 -31.6 -203.55 9h 26m -0.81%
10.11.2013 16:30 10.14.2013 09:49 NZDUSD Buy 0.66 0.8 0.8 0.8329 0.83594 30.4 203.48 2d 0.82%
10.10.2013 16:30 10.11.2013 08:23 NZDUSD Buy 0.52 0.8 0.8 0.82842 0.83226 38.4 201.92 15h 53m 0.82%
10.08.2013 16:00 10.08.2013 17:40 NZDUSD Buy 0.66 0.8 0.8 0.83271 0.82967 -30.4 -200.64 1h 40m -0.81%
10.01.2013 13:00 10.01.2013 16:00 NZDUSD Sell 0.57 0.8 0.8 0.8286 0.82508 35.2 200.64 3h 0m 0.82%
09.17.2013 11:00 09.17.2013 15:43 NZDUSD Buy 0.55 0.8 0.8 0.81971 0.82335 36.4 200.20 4h 43m 0.82%

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