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Strategy Settings

AllowTrading
true
Lots
0.01
LotExponent
1.2
TakeProfit
40
StopLoss
100
MoneyManagement
true
RiskFactor
10
PipStepLong
10
PipStepShort
10
MaxTradesBuy
11
MaxTradesSel
11
MaxTradesExit
true
AddInBands
true
MA_length1
40
Deviation1
0.2
+16348.9%

0.24%
7.57%
Drawdown: 17.38%

Balance: $164,490.70
Highest: (Oct 01) $165,999.63
Profit: $163,489.03
Deposits: $1,000.00

Test Started: Jan 02, 2008
Test Ended: Oct 01, 2013
Timeframe: -

Model Type: n/a
Added: Oct 02, 2013 at 23:00
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Trades: 11,245
Profitability:
Pips: 88,125.7
Average Win: 22.52 pips / $50.11
Average Loss: -28.96 pips / -$74.57
Lots: 3,028.18
Commissions: 0
Longs Won: (4,024/5,629) 71%
Shorts Won: (4,013/5,616) 71%
Best Trade ($): (Jul 04) 1,212.86
Worst Trade ($): (Aug 01) -1,953.98
Best Trade (Pips): (Jul 19) 61.5
Worst Trade (Pips): (Jan 22) -100.0
Avg. Trade Length: 7h 12m
Profit Factor: 1.68
Standard Deviation: $137.07
Sharpe Ratio 0.00
Z-Score (Probability): -28.31 (99.99%)
Expectancy 7.8 Pips / $14.54
AHPR: 0.05%
GHPR: 0.05%
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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 2208 1987 1766 1545 1325 1104 883 662 442 221
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (11245)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.01.2013 12:35 10.01.2013 23:59 AUDNZD Sell 2.45 1.1 1.1 1.13584 1.13524 6.0 121.50 11h 24m 0.07%
10.01.2013 07:45 10.01.2013 23:59 AUDNZD Sell 0.82 1.1 1.1 1.12839 1.13524 -68.5 -464.26 16h 14m -0.28%
10.01.2013 08:35 10.01.2013 23:59 AUDNZD Sell 1.18 1.1 1.1 1.13116 1.13524 -40.8 -397.93 15h 24m -0.24%
10.01.2013 11:00 10.01.2013 23:59 AUDNZD Sell 1.42 1.1 1.1 1.13229 1.13524 -29.5 -346.24 12h 59m -0.21%
10.01.2013 08:05 10.01.2013 23:59 AUDNZD Sell 0.98 1.1 1.1 1.12964 1.13524 -56.0 -453.60 15h 54m -0.27%
10.01.2013 13:25 10.01.2013 23:59 AUDNZD Sell 2.94 1.1 1.1 1.13704 1.13524 18.0 437.41 10h 34m 0.27%
10.01.2013 12:00 10.01.2013 23:59 AUDNZD Sell 2.04 1.1 1.1 1.13445 1.13524 -7.9 -133.21 11h 59m -0.08%
10.01.2013 11:25 10.01.2013 23:59 AUDNZD Sell 1.70 1.1 1.1 1.1333 1.13524 -19.4 -272.60 12h 34m -0.17%
10.01.2013 00:00 10.01.2013 00:10 AUDNZD Buy 1.18 1.1 1.1 1.12101 1.12325 22.4 218.45 10m 0.13%
09.30.2013 18:25 10.01.2013 00:10 AUDNZD Buy 0.98 1.1 1.1 1.12253 1.12325 7.2 57.83 5h 45m 0.03%
09.30.2013 17:45 10.01.2013 00:10 AUDNZD Buy 0.82 1.1 1.1 1.1237 1.12325 -4.5 -30.91 6h 25m -0.02%
09.30.2013 13:30 09.30.2013 17:44 AUDNZD Sell 0.82 1.1 1.1 1.12779 1.12379 40.0 271.14 4h 14m 0.16%
09.30.2013 03:55 09.30.2013 12:32 AUDNZD Buy 2.94 1.1 1.1 1.12313 1.12765 45.2 1,098.29 8h 37m 0.67%
09.26.2013 22:15 09.30.2013 12:32 AUDNZD Buy 1.42 1.1 1.1 1.12945 1.12765 -18.0 -212.66 3d -0.13%
09.27.2013 05:10 09.30.2013 12:32 AUDNZD Buy 1.70 1.1 1.1 1.12838 1.12765 -7.3 -103.42 3d -0.06%
09.26.2013 12:50 09.30.2013 12:32 AUDNZD Buy 0.98 1.1 1.1 1.13182 1.12765 -41.7 -338.73 3d -0.21%
09.27.2013 08:25 09.30.2013 12:32 AUDNZD Buy 2.04 1.1 1.1 1.12724 1.12765 4.1 68.11 3d 0.04%
09.26.2013 14:45 09.30.2013 12:32 AUDNZD Buy 1.18 1.1 1.1 1.13055 1.12765 -29.0 -284.00 3d -0.17%
09.30.2013 00:00 09.30.2013 12:32 AUDNZD Buy 2.94 1.1 1.1 1.12474 1.12765 29.1 707.09 12h 32m 0.43%
09.27.2013 09:30 09.30.2013 12:32 AUDNZD Buy 2.45 1.1 1.1 1.12588 1.12765 17.7 357.18 3d 0.22%

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