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Strategy Settings

YesGBPUSD
true
YesAUDUSD
true
YesEURUSD
true
YesUSDJPY
true
YesUSDCAD
true
Prefics
""
Suffics
""
slippage
3
Magik
1589
TestFactor
20
maxorders
100
refminute
1
MinLots
0.05
YesMM
false
MM_base
500
+4500.54%

0.53%
17.09%
Drawdown: 10.01%

Balance: $23,002.64
Highest: (Mar 30) $23,773.16
Profit: $22,502.71
Deposits: $500.00

Test Started: Apr 17, 2009
Test Ended: Apr 15, 2011
Timeframe: 5 Minutes

Model Type: n/a
Added: May 28, 2011 at 18:10
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Trades: 2,518
Profitability:
Pips: 38,445.4
Average Win: 105.84 pips / $67.70
Average Loss: -116.65 pips / -$76.66
Lots: 1,402.50
Commissions: 0
Longs Won: (757/1,371) 55%
Shorts Won: (736/1,147) 64%
Best Trade ($): (Mar 30) 425.72
Worst Trade ($): (Apr 01) -486.73
Best Trade (Pips): (Apr 30) 170.5
Worst Trade (Pips): (Jun 04) -180.5
Avg. Trade Length: 5d
Profit Factor: 1.29
Standard Deviation: $109.28
Sharpe Ratio 0.11
Z-Score (Probability): -3.10 (-146.30%)
Expectancy 15.3 Pips / $8.94
AHPR: 0.16%
GHPR: 0.15%
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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% 0.05% 2.67%
Consecutive Losing Trades 300 270 240 210 180 150 120 90 60 30
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2518)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.12.2011 22:00 04.15.2011 23:59 USDJPY Buy 2.30 82.9 84.8 83.747 83.14 -60.7 -167.46 3d -0.72%
04.15.2011 10:50 04.15.2011 23:59 USDJPY Buy 2.29 82.2 84.6 83.053 83.14 8.7 23.96 13h 9m 0.10%
04.13.2011 08:45 04.15.2011 23:59 USDJPY Sell 2.31 85.0 82.7 84.22 83.17 105.0 291.26 2d 1.27%
04.14.2011 23:15 04.15.2011 23:59 USDJPY Sell 2.32 84.7 82.4 83.444 83.17 27.4 76.34 1d 0.33%
04.14.2011 18:45 04.15.2011 23:59 USDJPY Buy 2.30 81.5 84.2 83.307 83.14 -16.7 -46.11 1d -0.20%
04.12.2011 05:30 04.15.2011 23:59 USDJPY Buy 2.30 82.6 85.4 84.022 83.14 -88.2 -243.54 3d -1.03%
04.14.2011 04:50 04.15.2011 23:59 USDJPY Sell 2.30 84.8 82.1 83.479 83.17 30.9 85.36 1d 0.37%
04.12.2011 05:05 04.15.2011 23:59 USDJPY Buy 2.27 82.8 85.6 84.221 83.14 -108.1 -294.70 3d -1.25%
04.12.2011 06:15 04.15.2011 23:59 USDJPY Sell 2.34 84.7 82.6 83.702 83.17 53.2 149.21 3d 0.64%
04.14.2011 18:10 04.15.2011 23:59 USDJPY Sell 2.29 84.2 81.8 83.223 83.17 5.3 14.50 1d 0.06%
04.04.2011 06:30 04.15.2011 23:59 USDJPY Sell 2.17 86.0 82.7 84.166 83.17 99.6 258.74 11d 1.11%
04.13.2011 19:30 04.15.2011 23:59 USDJPY Buy 2.31 82.3 85.2 83.671 83.14 -53.1 -147.17 2d -0.64%
04.12.2011 23:15 04.15.2011 23:59 USDJPY Buy 2.31 82.2 85.2 83.613 83.14 -47.3 -130.96 3d -0.56%
04.14.2011 23:45 04.15.2011 23:59 USDJPY Sell 2.32 84.9 81.9 83.474 83.17 30.4 84.71 1d 0.37%
04.12.2011 05:25 04.15.2011 23:59 USDJPY Sell 2.29 85.0 82.9 84.043 83.17 87.3 239.91 3d 1.03%
04.13.2011 11:10 04.15.2011 23:59 USDJPY Buy 2.31 82.2 85.4 83.994 83.14 -85.4 -236.91 2d -1.02%
04.14.2011 14:05 04.15.2011 23:59 USDJPY Buy 2.29 82.2 84.2 83.269 83.14 -12.9 -35.44 1d -0.15%
04.14.2011 11:20 04.15.2011 23:59 USDJPY Buy 2.30 81.6 84.9 83.449 83.14 -30.9 -85.39 1d -0.37%
04.12.2011 09:25 04.15.2011 23:59 USDJPY Sell 2.30 85.8 82.5 83.946 83.17 77.6 214.14 3d 0.91%
04.13.2011 00:00 04.15.2011 23:59 USDJPY Buy 2.31 82.6 85.3 83.595 83.14 -45.5 -126.05 2d -0.55%

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