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Strategy Settings

Position
0.05
FlipLimit
9
MaxMartin
8
MaxProsadka
50
MinStop
12
TakeProfit
13
StopLoss
23
PrevTake
0.5
Shy
0
Magic
1
+280.7%

0.08%
2.29%
Drawdown: 19.47%

Balance: $3,806,966.69
Highest: (Nov 11) $3,816,464.79
Profit: $2,806,966.64
Deposits: $1,000,000.00

Test Started: Jan 02, 2007
Test Ended: Nov 11, 2011
Timeframe: 5 Minutes

Model Type: n/a
Added: Nov 17, 2011 at 12:32
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Trades: 3,301
Profitability:
Pips: -4,826.0
Average Win: 35.70 pips / $2,106.92
Average Loss: -93.29 pips / -$2,254.79
Lots: 20,293.70
Commissions: 0
Longs Won: (1,243/1,783) 69%
Shorts Won: (1,107/1,518) 72%
Best Trade ($): (Feb 25) 126,703.70
Worst Trade ($): (May 28) -57,204.13
Best Trade (Pips): (Dec 18) 265.0
Worst Trade (Pips): (Oct 24) -822.0
Avg. Trade Length: 23h 5m
Profit Factor: 2.31
Standard Deviation: $6,963.94
Sharpe Ratio 0.00
Z-Score (Probability): -4.78 (99.99%)
Expectancy -1.5 Pips / $850.34
AHPR: 0.04%
GHPR: 0.04%
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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 1689 1520 1351 1182 1014 845 676 507 338 169
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3301)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.11.2011 12:35 11.11.2011 21:59 GBPUSD Sell 4.27 - 1.6 1.5926 1.608 -154.0 -6,575.80 9h 24m -0.17%
11.11.2011 09:35 11.11.2011 21:59 GBPUSD Sell 1.91 - 1.6 1.5927 1.608 -153.0 -2,922.30 12h 24m -0.08%
11.11.2011 10:20 11.11.2011 12:17 GBPUSD Buy 1.91 - 1.6 1.5912 1.5924 12.0 229.20 1h 57m 0.01%
11.11.2011 06:35 11.11.2011 09:25 GBPUSD Buy 4.52 - 1.6 1.5927 1.5946 19.0 858.80 2h 50m 0.02%
11.10.2011 16:26 11.11.2011 09:25 GBPUSD Buy 1.91 - 1.6 1.5905 1.5946 41.0 784.09 16h 59m 0.02%
11.11.2011 03:55 11.11.2011 08:38 GBPUSD Sell 1.91 - 1.6 1.5931 1.592 11.0 210.10 4h 43m 0.01%
11.10.2011 09:20 11.10.2011 16:31 GBPUSD Sell 1.91 - 1.6 1.5915 1.5884 31.0 592.10 7h 11m 0.02%
11.09.2011 21:35 11.10.2011 16:31 GBPUSD Sell 1.91 - 1.6 1.5924 1.5882 42.0 781.69 18h 56m 0.02%
11.09.2011 10:40 11.10.2011 09:15 GBPUSD Buy 1.91 - 1.6 1.6026 1.5932 -94.0 -1,792.42 22h 35m -0.05%
11.10.2011 08:25 11.10.2011 09:15 GBPUSD Buy 13.27 - 1.6 1.5907 1.5932 25.0 3,317.50 50m 0.09%
11.09.2011 17:05 11.09.2011 19:55 GBPUSD Sell 1.91 - 1.6 1.5945 1.5926 19.0 362.90 2h 50m 0.01%
11.09.2011 09:30 11.09.2011 10:15 GBPUSD Sell 1.91 - 1.6 1.6102 1.6054 48.0 916.80 45m 0.02%
11.09.2011 06:10 11.09.2011 09:09 GBPUSD Buy 8.05 - 1.6 1.6086 1.6097 11.0 885.50 2h 59m 0.02%
11.08.2011 21:35 11.09.2011 09:09 GBPUSD Buy 1.91 - 1.6 1.6108 1.6097 -11.0 -209.11 11h 34m -0.01%
11.09.2011 07:10 11.09.2011 08:16 GBPUSD Sell 24.29 - 1.6 1.6093 1.6072 21.0 5,100.90 1h 6m 0.13%
11.07.2011 12:30 11.09.2011 08:16 GBPUSD Sell 4.00 - 1.6 1.6048 1.6072 -24.0 -988.64 1d -0.03%
11.04.2011 16:55 11.09.2011 08:16 GBPUSD Sell 1.91 - 1.6 1.6021 1.6072 -51.0 -994.61 4d -0.03%
11.08.2011 12:38 11.08.2011 19:52 GBPUSD Buy 1.91 - 1.6 1.6075 1.6112 37.0 706.70 7h 14m 0.02%
11.08.2011 16:45 11.08.2011 19:48 GBPUSD Buy 1.91 - 1.6 1.6079 1.6101 22.0 420.20 3h 3m 0.01%
11.07.2011 00:40 11.08.2011 10:05 GBPUSD Buy 1.91 - 1.6 1.6037 1.6082 45.0 860.49 1d 0.02%

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