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Strategy Settings

st1
"
GBPUSD
0
GBPUSDDubleSignal
0
GBPUSDFiboTrail
0
GBPUSDFlatter
0
GBPUSDAntiDC
0
GBPUSDTimeOffset
0
st2
"
AUDUSD
0
AUDUSDDubleSignal
0
AUDUSDFiboTrail
0
AUDUSDFlatter
0
AUDUSDAntiDC
0
AUDUSDTimeOffset
0
st3
"
+69.29M%

1.24%
44.65%
Drawdown: 48.34%

Balance: $69,289,458.73
Highest: (Dec 30) $69,289,458.73
Profit: $69,289,358.78
Deposits: $100.00

Test Started: Jan 02, 2008
Test Ended: Dec 30, 2010
Timeframe: 5 Minutes

Model Type: n/a
Added: Jul 03 2011 at 10:44
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 238392
Ticks Modelled: 475568
Views: 313
Broker: InstaForex
Trades: 4,546
Profitability:
Pips: 78,735.5
Average Win: 108.23 pips / $124,368.09
Average Loss: -117.12 pips / -$146,126.99
Lots: 4,724,153.39
Commissions: 0
Longs Won: (1,397/2,451) 56%
Shorts Won: (1,315/2,095) 62%
Best Trade ($): (Dec 08) 1,971,594.90
Worst Trade ($): (Dec 28) -2,130,233.57
Best Trade (Pips): (Apr 30) 170.5
Worst Trade (Pips): (Jun 04) -180.5
Avg. Trade Length: 3d
Profit Factor: 1.26
Standard Deviation: $339,020.48
Sharpe Ratio 0.12
Z-Score (Probability): -7.51 (99.99%)
Expectancy 17.3 Pips / $15,241.83
AHPR: 0.33%
GHPR: 0.30%
Loading, please wait...
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% 0.14% 1.67% 14.49%
Consecutive Losing Trades 474 427 379 332 284 237 190 142 95 47
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (4546)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.15.2010 23:00 12.30.2010 02:15 USDJPY Sell 6801.00 84.6 81.6 83.187 81.59 159.7 1,319,796.44 44d 1.94%
11.16.2010 06:50 12.30.2010 00:05 USDJPY Sell 9763.99 84.9 81.6 83.069 81.63 143.9 1,705,196.01 43d 2.57%
11.17.2010 06:10 12.28.2010 13:45 USDJPY Sell 6628.70 85.2 81.9 83.371 81.93 144.1 1,156,634.07 41d 1.80%
11.24.2010 22:00 12.28.2010 13:45 USDJPY Sell 6817.72 85.0 82.0 83.615 82.02 159.5 1,319,512.93 33d 1.99%
11.15.2010 16:45 12.28.2010 13:45 USDJPY Sell 6861.96 84.7 82.0 82.856 81.96 89.6 740,215.03 42d 1.17%
12.01.2010 12:00 12.28.2010 13:45 USDJPY Buy 6669.29 82.0 84.7 83.787 81.99 -179.7 -1,457,478.63 27d -2.15%
11.19.2010 17:00 12.28.2010 13:45 USDJPY Sell 6391.46 84.9 82.0 83.483 81.98 150.3 1,164,533.76 38d 1.79%
12.01.2010 10:10 12.28.2010 12:45 USDJPY Sell 6837.94 85.4 82.2 83.626 82.19 143.6 1,188,205.23 27d 1.91%
12.01.2010 10:25 12.28.2010 11:50 USDJPY Sell 6640.23 84.6 82.3 83.776 82.28 149.6 1,201,005.32 27d 1.97%
11.24.2010 08:30 12.28.2010 11:35 USDJPY Buy 6674.52 82.3 84.7 83.164 82.33 -83.4 -668,606.59 34d -1.11%
11.16.2010 23:15 12.28.2010 11:35 USDJPY Sell 6725.70 85.0 82.4 83.253 82.35 90.3 727,962.87 41d 1.22%
12.01.2010 12:25 12.28.2010 11:35 USDJPY Sell 6673.15 84.8 82.3 83.751 82.3 145.1 1,170,217.84 26d 1.96%
12.08.2010 00:30 12.28.2010 09:10 USDJPY Sell 9778.58 84.7 82.4 83.499 82.43 106.9 1,261,319.03 20d 2.16%
12.08.2010 06:00 12.28.2010 07:35 USDJPY Buy 9968.50 82.4 85.2 83.801 82.45 -135.1 -1,626,606.98 20d -2.61%
12.16.2010 10:25 12.28.2010 07:35 USDJPY Buy 9788.15 82.4 85.7 84.217 82.42 -179.7 -2,130,233.57 11d -3.52%
12.17.2010 08:00 12.28.2010 05:45 USDJPY Sell 9990.67 84.8 82.5 84.007 82.51 149.7 1,808,948.58 10d 2.99%
12.17.2010 19:00 12.28.2010 04:30 USDJPY Sell 9691.27 85.6 82.6 84.152 82.65 150.2 1,758,091.23 10d 3.00%
12.16.2010 06:55 12.28.2010 04:30 USDJPY Sell 9639.92 85.6 82.6 84.251 82.65 160.1 1,863,901.76 11d 3.28%
12.16.2010 23:00 12.28.2010 02:35 USDJPY Buy 9999.47 82.6 85.6 84.041 82.64 -140.1 -1,690,876.13 11d -2.89%
12.17.2010 01:20 12.27.2010 07:25 USDJPY Buy 9989.99 82.8 85.1 84.042 82.82 -122.2 -1,471,380.50 10d -2.45%

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