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Strategy Settings
T1
" Trading ...
MaxSpread
5
ReversSignal
true
StepPrice
2
Size_Stop_Loss
190
Size_Take_Profit
11
Size_Lot_1
0.04
T2
" MM_Param...
MM_Method
0
MM_Risk
0.04
Lot_Exponent
0
Max_Deals
8
Magic_Number
2223
T3
" Trading ...
Channel_Period
10
T4
" Indicato...
Period_Rotation
10
Bulls_Level
70
Bears_Level
30
T5
" Indicato...
Period_Power
3
Level_Power
5
T6
" Indicato...
Risk_Period
1
Bears_Risk
0.3
Bulls_Risk
0.7
T7
" Trend In...
Indicator
true
Size_Trend
400
Size_S
0
Size_T
2
Size_P
4
Trend_Deviation
25
T8
" Trading ...
Channel_Period_1
10
T9
" Indicato...
Period_Rotation_1
8
Bulls_Level_1
70
Bears_Level_1
30
T10
" Indicato...
Period_Power_1
10
Level_Power_1
5
T11
" Indicato...
Risk_Period_1
1
Bears_Risk_1
0.7
Bulls_Risk_1
0.3
T12
" Trend In...
Indicator_1
true
Size_Trends_1
800
Trend_Deviation_1
70
T13
" Trading ...
Channel_Period_2
10
T14
" Trading ...
Period_Rotation_2
8
Bulls_Level_2
70
Bears_Level_2
30
T15
" Indicato...
Period_Power_2
1
Level_Power_2
10
T16
" Indicato...
Risk_Period_2
1
Bears_Risk_2
0.7
Bulls_Risk_2
0.3
T17
" StartSto...
Start_after_market_...
6
Friday_Stop
"25:31"
Friday_Close
"25:50"
| +203.6% |
| 0.31% | |
| 9.72% | |
| Drawdown: | 27.75% |
| Balance: | $3,035.90 |
| Highest: | (Dec 23) $3,099.58 |
| Profit: | $2,035.95 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 02, 2008 |
| Test Ended: | Dec 26, 2008 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Jun 20, 2017 at 11:16 |
Loading, please wait...
| Trades: | 838 |
| Profitability: |
|
| Pips: | 2,953.5 |
| Average Win: | 10.37 pips / $6.49 |
| Average Loss: | -27.13 pips / -$15.75 |
| Lots: | 51.80 |
| Commissions: | 0 |
| Longs Won: | (271/339) 79% |
| Shorts Won: | (414/499) 82% |
| Best Trade ($): | (Dec 18) 15.07 |
| Worst Trade ($): | (Oct 28) -158.03 |
| Best Trade (Pips): | (Jan 03) 11.0 |
| Worst Trade (Pips): | (Oct 28) -190.0 |
| Avg. Trade Length: | 2h 35m |
| Profit Factor: | 1.85 |
| Standard Deviation: | $13.51 |
| Sharpe Ratio | 0.14 |
| Z-Score (Probability): | -13.63 (99.99%) |
| Expectancy | 3.5 Pips / $2.43 |
| AHPR: | 0.14% |
| GHPR: | 0.13% |
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% | <0.01% | <0.01% | <0.01% |
| Consecutive Losing Trades | 193 | 173 | 154 | 135 | 116 | 96 | 77 | 58 | 39 | 19 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (838)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.26.2008 20:21 | 12.26.2008 22:18 | USDJPY | Buy | 0.12 | 88.7 | 90.7 | 90.605 | 90.715 | 11.0 | 14.55 | 1h 57m | 0.48% |
| 12.26.2008 08:05 | 12.26.2008 15:50 | USDJPY | Buy | 0.12 | 88.6 | 90.6 | 90.515 | 90.57 | 5.5 | 7.29 | 7h 45m | 0.24% |
| 12.24.2008 01:50 | 12.24.2008 05:00 | USDJPY | Buy | 0.12 | 88.9 | 90.9 | 90.755 | 90.51 | -24.5 | -32.48 | 3h 10m | -1.05% |
| 12.24.2008 02:00 | 12.24.2008 05:00 | USDJPY | Buy | 0.12 | 88.8 | 90.8 | 90.695 | 90.51 | -18.5 | -24.53 | 3h 0m | -0.81% |
| 12.24.2008 01:55 | 12.24.2008 05:00 | USDJPY | Buy | 0.12 | 88.8 | 90.8 | 90.725 | 90.51 | -21.5 | -28.51 | 3h 5m | -0.93% |
| 12.23.2008 09:40 | 12.23.2008 14:52 | USDJPY | Buy | 0.12 | 88.2 | 90.2 | 90.115 | 90.225 | 11.0 | 14.63 | 5h 12m | 0.47% |
| 12.22.2008 06:20 | 12.22.2008 11:40 | USDJPY | Buy | 0.12 | 88.0 | 90.0 | 89.935 | 89.93 | -0.5 | -0.67 | 5h 20m | -0.02% |
| 12.19.2008 00:30 | 12.19.2008 00:50 | USDJPY | Buy | 0.12 | 87.5 | 89.5 | 89.365 | 89.475 | 11.0 | 14.75 | 20m | 0.48% |
| 12.18.2008 19:55 | 12.18.2008 20:01 | USDJPY | Buy | 0.12 | 87.3 | 89.3 | 89.215 | 89.325 | 11.0 | 14.78 | 6m | 0.48% |
| 12.18.2008 10:35 | 12.18.2008 13:45 | USDJPY | Sell | 0.12 | 90.2 | 88.1 | 88.25 | 88.245 | 0.5 | 0.68 | 3h 10m | 0.02% |
| 12.18.2008 10:40 | 12.18.2008 10:51 | USDJPY | Sell | 0.12 | 90.3 | 88.3 | 88.43 | 88.32 | 11.0 | 14.95 | 11m | 0.49% |
| 12.18.2008 10:45 | 12.18.2008 10:50 | USDJPY | Sell | 0.12 | 90.7 | 88.7 | 88.77 | 88.66 | 11.0 | 14.89 | 5m | 0.49% |
| 12.18.2008 07:20 | 12.18.2008 07:41 | USDJPY | Sell | 0.12 | 89.9 | 87.9 | 87.99 | 87.88 | 11.0 | 15.02 | 21m | 0.50% |
| 12.18.2008 07:25 | 12.18.2008 07:33 | USDJPY | Sell | 0.12 | 90.0 | 88.0 | 88.07 | 87.96 | 11.0 | 15.00 | 8m | 0.50% |
| 12.18.2008 07:30 | 12.18.2008 07:32 | USDJPY | Sell | 0.12 | 90.1 | 88.1 | 88.2 | 88.09 | 11.0 | 14.99 | 2m | 0.50% |
| 12.18.2008 02:40 | 12.18.2008 04:25 | USDJPY | Sell | 0.12 | 89.6 | 87.6 | 87.69 | 87.585 | 10.5 | 14.39 | 1h 45m | 0.49% |
| 12.18.2008 02:45 | 12.18.2008 04:24 | USDJPY | Sell | 0.12 | 89.7 | 87.6 | 87.76 | 87.65 | 11.0 | 15.06 | 1h 39m | 0.51% |
| 12.18.2008 02:50 | 12.18.2008 04:22 | USDJPY | Sell | 0.12 | 89.7 | 87.7 | 87.82 | 87.71 | 11.0 | 15.05 | 1h 32m | 0.51% |
| 12.18.2008 02:55 | 12.18.2008 03:11 | USDJPY | Sell | 0.12 | 89.8 | 87.8 | 87.86 | 87.75 | 11.0 | 15.05 | 16m | 0.52% |
| 12.18.2008 02:10 | 12.18.2008 02:25 | USDJPY | Sell | 0.12 | 89.6 | 87.6 | 87.73 | 87.62 | 11.0 | 15.07 | 15m | 0.52% |
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