Statement Analyser 1.5.13.1330 © J Talon LLC 2014
Expert Advisor Blessing_3_v3.9.6.09
Broker (Build 745)
Report b3_v3_9_6_audnzd_m5_(6008D145)\b3_v3_9_6_audnzd_m5_(6008D145).set
Symbol AUDNZD (Australian Dollar vs New Zealand Dollar)
Period 5 Minutes (M5) 2009.01.01 00:12 - 2014.12.07 23:59
Spread 7.0 Pips
Model Every tick (the most precise method based on all available least timeframes)
Bars in Test 442,971  
Ticks Modelled 53,902,744  
Modelling Quality 99.90%  
Mismatched Chart Errors 0  
Performance Summary
 All TradesLong TradesShort Trades
Initial Deposit $ 1,000.00
Total Net Profit $ 4,704.25 $ 1,609.28 $ 3,094.97
Gross Profit $ 9,325.32 $ 3,015.77 $ 6,309.55
Gross Loss ($ 4,621.07) ($ 1,406.49) ($ 3,214.58)
Profit Factor 2.02 2.14 1.96
Expetcetd Payoff 0.94
Absolute DrawDown 12.85
Maximal DrawDown 1,278.96
  22.53%
Relative DrawDown 22.53%
  1,278.96
Trade Summary
 All TradesLong TradesShort Trades
Total Trades 4,995 1,676 3,319
Profit Trades 4,373 1,493 2,880
  87.55% 89.08% 86.77%
Loss Trades 622 183 439
  12.45% 10.92% 13.23%
Largest Profit Trade $ 456.72 $ 239.91 $ 456.72
Largest Loss Trade ($ 135.23) ($ 77.03) ($ 135.23)
Average Profit Trade $ 2.13 $ 2.02 $ 2.19
Average Loss Trade ($ 7.43) ($ 7.69) ($ 7.32)
Maximum Consecutive Wins 160 117 104
Profit in Money $ 186.21 $ 119.91 $ 129.33
Maximum Consecutive Losses 6 5 6
Loss in Money ($ 570.20) ($ 271.07) ($ 570.20)
Maximal Consecutive Profit $ 525.36 $ 261.62 $ 526.21
Count of Wins 8 2 9
Maximal Consecutive Loss ($ 570.20) ($ 271.07) ($ 570.20)
Count of Losses 6 5 6
Average Consecutive Wins 10.27 11.76 9.60
Average Consecutive Losses 1.46 1.45 1.47
Open Trades
 All TradesLong TradesShort Trades
Minimum Open length in Days 00:00 00:00 00:00
Maximum Open length in Days 61 17:12 47 09:29 61 17:12
Average Open length in Days 19:04 17:10 20:01
Life Expectancy of Trades
 NumberPercentage
1 minute 741 14.83%
5 minutes 722 14.45%
15 minutes 467 9.35%
30 minutes 371 7.43%
1 hour 397 7.95%
2 hours 383 7.67%
4 hours 403 8.07%
8 hours 390 7.81%
12 hours 215 4.30%
24 hours 274 5.49%
2 days 207 4.14%
1 week 299 5.99%
2 weeks 65 1.30%
1 month 48 0.96%
3 months 13 0.26%
Lot Size per Trade
 All TradesLong TradesShort Trades
Minimum Lot Size 0.01 0.01 0.01
Maximum Lot Size 0.34 0.21 0.34
Average Lot Size 0.01 0.01 0.01
Basket Summary
 All TradesLong TradesShort Trades
Maximum Trades per Basket 8 7 8
Total Number of Baskets 4,349 1,481 2,868
 Trades per BasketNumberPercentage
  1 3,921 90.16%
  2 300 6.90%
  3 68 1.56%
  4 40 0.92%
  5 14 0.32%
  6 3 0.07%
  7 2 0.05%
  8 1 0.02%
Latency Time Between Baskets
 All Trades
Minimum Waiting Time 00:00
Maximum Waiting Time 2 13:41
Average Waiting Time 02:08
Reopening of Basket
 NumberPercentage
1 minute 899 20.67%
5 minutes 483 11.11%
15 minutes 379 8.71%
30 minutes 305 7.01%
1 hour 411 9.45%
2 hours 699 16.07%
4 hours 732 16.83%
8 hours 333 7.66%
12 hours 30 0.69%
24 hours 5 0.11%
2 days 4 0.09%
1 week 68 1.56%
Profit per Basket
 All TradesLong TradesShort Trades
Minimum Profit ($ 50.10) ($ 9.45) ($ 50.10)
Maximum Profit $ 12.57 $ 12.57 $ 12.51
Average Profit $ 1.08 $ 1.09 $ 1.08
Lot Size per Basket
 All TradesLong TradesShort Trades
Minimum Lot Size 0.01 0.01 0.01
Maximum Lot Size 0.87 0.53 0.87
Average Lot Size 0.01 0.01 0.01
Distance in Pips Between Levels
 MinimumMaximumAverage
Between level 1 and level 2 60.5 181.5 63.6
Between level 2 and level 3 60.5 121.0 61.9
Between level 3 and level 4 60.5 121.0 61.5
Between level 4 and level 5 110.0 110.0 110.0
Between level 5 and level 6 110.0 110.0 110.0
Between level 6 and level 7 126.5 126.5 126.5
Between level 7 and level 8 126.5 126.5 126.5
Count of Trades Opened by Day and Hour
 SunMonTueWedThuFriSum (%)
00:00-01:00 0 56 48 40 49 36 229 ( 4.58%)
01:00-02:00 0 57 49 42 69 36 253 ( 5.07%)
02:00-03:00 0 48 29 36 28 31 172 ( 3.44%)
03:00-04:00 0 56 44 45 75 41 261 ( 5.23%)
04:00-05:00 0 34 51 19 24 38 166 ( 3.32%)
05:00-06:00 0 30 30 24 25 33 142 ( 2.84%)
06:00-07:00 0 39 43 28 31 28 169 ( 3.38%)
07:00-08:00 0 48 26 30 34 27 165 ( 3.30%)
08:00-09:00 0 57 50 56 41 55 259 ( 5.19%)
09:00-10:00 0 36 40 30 37 39 182 ( 3.64%)
10:00-11:00 0 36 45 28 26 42 177 ( 3.54%)
11:00-12:00 0 36 35 31 30 27 159 ( 3.18%)
12:00-13:00 0 33 26 32 27 30 148 ( 2.96%)
13:00-14:00 0 31 29 26 31 54 171 ( 3.42%)
14:00-15:00 0 41 36 39 40 70 226 ( 4.52%)
15:00-16:00 0 42 49 42 41 59 233 ( 4.66%)
16:00-17:00 0 31 57 53 55 60 256 ( 5.13%)
17:00-18:00 0 22 28 22 25 40 137 ( 2.74%)
18:00-19:00 0 32 30 27 39 44 172 ( 3.44%)
19:00-20:00 0 29 31 66 39 39 204 ( 4.08%)
20:00-21:00 0 34 45 88 51 43 261 ( 5.23%)
21:00-22:00 3 41 36 59 52 51 242 ( 4.84%)
22:00-23:00 7 38 54 57 57 64 277 ( 5.55%)
23:00-24:00 99 56 51 73 55 0 334 ( 6.69%)
Total 109 963 962 993 981 987
Percentage 2.18% 19.28% 19.26% 19.88% 19.64% 19.76%