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Strategy Settings

useV1
true
MoneyManag
true
percMM
3
useV2
true
MoneyManag2
true
percMM2
3
+35.0%

0.04%
1.28%
Drawdown: 11.33%

Balance: $134,997.10
Highest: (Dec 03) $144,572.06
Profit: $34,997.10
Deposits: $100,000.00

Test Started: Jan 19, 2009
Test Ended: Dec 30, 2010
Timeframe: 1 Hour

Model Type: Every Tick
Added: May 12, 2011 at 21:32
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Trades: 40
Profitability:
Pips: 5,261.0
Average Win: 300.48 pips / $2,081.00
Average Loss: -450.44 pips / -$3,279.33
Lots: 29.80
Commissions: 0
Longs Won: (19/25) 76%
Shorts Won: (12/15) 80%
Best Trade ($): (Jun 02) 8,260.15
Worst Trade ($): (Dec 17) -4,518.96
Best Trade (Pips): (Jun 02) 1,650.0
Worst Trade (Pips): (Mar 24) -704.0
Avg. Trade Length: 24d
Profit Factor: 2.19
Standard Deviation: $3,225.26
Sharpe Ratio 0.28
Z-Score (Probability): -3.00 (-137.83%)
Expectancy 131.5 Pips / $874.93
AHPR: 0.79%
GHPR: 0.75%
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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% 0.03% 0.67% 9.4%
Consecutive Losing Trades 41 37 33 29 25 21 16 12 8 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (40)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.28.2010 17:31 12.30.2010 23:59 GBPUSD Sell 0.70 1.6 1.4 1.5355 1.5431 -76.0 -537.04 2d -0.40%
12.13.2010 16:55 12.17.2010 16:41 GBPUSD Buy 1.20 1.5 1.7 1.5861 1.5484 -377.0 -4,518.96 3d -3.23%
12.13.2010 16:55 12.17.2010 16:41 GBPUSD Buy 1.20 1.5 1.7 1.5861 1.5484 -377.0 -4,518.96 3d -3.13%
11.16.2010 16:35 12.03.2010 21:48 GBPUSD Sell 1.20 1.6 1.5 1.5953 1.5771 182.0 2,142.96 17d 1.53%
11.16.2010 16:35 12.03.2010 21:48 GBPUSD Sell 1.20 1.6 1.5 1.5953 1.5771 182.0 2,142.96 17d 1.50%
09.23.2010 16:37 10.19.2010 13:43 GBPUSD Buy 1.00 1.6 1.7 1.5728 1.5755 27.0 286.80 25d 0.21%
09.23.2010 16:37 10.19.2010 13:43 GBPUSD Buy 1.00 1.6 1.7 1.5728 1.5755 27.0 286.80 25d 0.20%
08.16.2010 02:17 09.08.2010 09:20 GBPUSD Sell 1.00 1.5 1.4 1.5561 1.549 71.0 668.60 23d 0.48%
08.16.2010 02:17 09.08.2010 09:20 GBPUSD Sell 1.00 1.5 1.4 1.5561 1.549 71.0 668.60 23d 0.48%
07.26.2010 03:36 08.10.2010 04:25 GBPUSD Buy 0.80 1.6 1.7 1.5448 1.582 372.0 2,984.40 15d 2.20%
06.01.2010 13:36 07.09.2010 14:44 GBPUSD Buy 1.00 1.5 1.6 1.4609 1.5081 472.0 4,748.00 38d 3.86%
06.21.2010 06:18 07.09.2010 14:44 GBPUSD Buy 0.70 1.5 1.7 1.4885 1.5081 196.0 1,381.80 18d 1.03%
06.01.2010 13:36 07.09.2010 14:44 GBPUSD Buy 1.00 1.5 1.6 1.4609 1.5081 472.0 4,748.00 38d 3.71%
06.21.2010 06:18 07.09.2010 14:44 GBPUSD Buy 0.70 1.5 1.7 1.4885 1.5081 196.0 1,381.80 18d 1.04%
04.28.2010 10:14 05.27.2010 09:11 GBPUSD Sell 1.10 1.5 1.4 1.5191 1.4527 664.0 7,242.62 28d 6.67%
04.28.2010 10:14 05.27.2010 09:11 GBPUSD Sell 1.10 1.5 1.4 1.5191 1.4527 664.0 7,242.62 28d 6.25%
04.05.2010 15:50 05.06.2010 20:45 GBPUSD Buy 0.70 1.5 1.7 1.5297 1.4798 -499.0 -3,476.83 31d -3.01%
04.05.2010 15:50 05.06.2010 20:45 GBPUSD Buy 0.70 1.5 1.7 1.5297 1.4798 -499.0 -3,476.83 31d -3.10%
03.16.2010 19:13 04.19.2010 04:18 GBPUSD Buy 0.80 1.5 1.7 1.5217 1.5267 50.0 419.04 33d 0.36%
03.16.2010 19:13 04.19.2010 04:18 GBPUSD Buy 0.80 1.5 1.7 1.5217 1.5267 50.0 419.04 33d 0.37%

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