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Strategy Settings
| +390.89% |
| 0.04% | |
| 1.23% | |
| Drawdown: | 68.04% |
| Balance: | $490,890.24 |
| Highest: | (Nov 16) $542,410.96 |
| Profit: | $390,890.24 |
| Deposits: | $100,000.00 |
| Test Started: | May 11, 2007 |
| Test Ended: | Jan 31, 2018 |
| Timeframe: | 1 Day |
| Model Type: | Every Tick |
| Added: | Mar 08, 2018 at 05:59 |
| Trades: | 191 |
| Profitability: |
|
| Pips: | 21,815.0 |
| Average Win: | 708.55 pips / $13,853.47 |
| Average Loss: | -253.47 pips / -$5,257.74 |
| Lots: | 3.82 |
| Commissions: | 0 |
| Longs Won: | (31/95) 32% |
| Shorts Won: | (42/96) 43% |
| Best Trade ($): | (Aug 01) 45,608.24 |
| Worst Trade ($): | (Mar 22) -16,715.20 |
| Best Trade (Pips): | (Aug 01) 2,326.9 |
| Worst Trade (Pips): | (Mar 22) -810.0 |
| Avg. Trade Length: | 29d |
| Profit Factor: | 1.63 |
| Standard Deviation: | $11,444.37 |
| Sharpe Ratio | 0.16 |
| Z-Score (Probability): | -8.71 (99.99%) |
| Expectancy | 114.2 Pips / $2,046.55 |
| AHPR: | 1.01% |
| GHPR: | 0.84% |
| 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% | 0.04% | 0.45% | 3.39% | 20.24% |
| Consecutive Losing Trades | 93 | 84 | 75 | 65 | 56 | 47 | 37 | 28 | 19 | 9 |
Trading Activity (191)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10.18.2017 00:01 | 01.31.2018 23:59 | GBPJPY | Buy | 0.02 | - | 158.0 | 147.975 | 154.912 | 693.7 | 13,546.40 | 105d | 2.98% |
| 10.18.2017 00:01 | 01.31.2018 23:59 | GBPJPY | Buy | 0.02 | - | - | 147.96 | 154.912 | 695.2 | 13,576.40 | 105d | 2.90% |
| 01.11.2018 00:00 | 01.31.2018 23:59 | GBPJPY | Buy | 0.02 | - | 160.5 | 150.463 | 154.912 | 444.9 | 8,841.84 | 20d | 1.83% |
| 10.18.2017 00:01 | 12.08.2017 06:54 | GBPJPY | Buy | 0.02 | - | 153.0 | 147.964 | 152.975 | 501.1 | 9,856.64 | 51d | 2.21% |
| 10.18.2017 00:01 | 10.18.2017 00:01 | GBPJPY | Buy | 0.02 | - | - | 147.96 | 147.931 | -2.9 | -58.00 | 0s | -0.01% |
| 08.04.2017 00:00 | 08.11.2017 00:01 | GBPJPY | Buy | 0.02 | - | 154.6 | 144.578 | 141.674 | -290.4 | -5,829.84 | 7d | -1.26% |
| 08.04.2017 00:00 | 08.11.2017 00:01 | GBPJPY | Buy | 0.02 | - | 149.6 | 144.567 | 141.674 | -289.3 | -5,807.84 | 7d | -1.27% |
| 08.04.2017 00:02 | 08.11.2017 00:01 | GBPJPY | Buy | 0.02 | - | - | 144.556 | 141.674 | -288.2 | -5,785.84 | 6d | -1.28% |
| 08.04.2017 00:01 | 08.04.2017 00:02 | GBPJPY | Buy | 0.02 | - | - | 144.57 | 144.536 | -3.4 | -68.00 | 1m | -0.01% |
| 05.29.2017 00:15 | 06.07.2017 00:00 | GBPJPY | Buy | 0.02 | - | - | 142.429 | 141.201 | -122.8 | -2,484.08 | 8d | -0.53% |
| 05.29.2017 00:14 | 06.07.2017 00:00 | GBPJPY | Buy | 0.02 | - | 152.4 | 142.424 | 141.201 | -122.3 | -2,474.08 | 8d | -0.53% |
| 05.29.2017 00:14 | 06.07.2017 00:00 | GBPJPY | Buy | 0.02 | - | 147.4 | 142.445 | 141.201 | -124.4 | -2,516.08 | 8d | -0.54% |
| 05.29.2017 00:15 | 05.29.2017 00:15 | GBPJPY | Buy | 0.02 | - | - | 142.441 | 142.4 | -4.1 | -82.00 | 0s | -0.02% |
| 04.19.2017 00:00 | 04.26.2017 00:00 | GBPJPY | Sell | 0.02 | - | 134.2 | 139.175 | 142.615 | -344.0 | -6,983.04 | 7d | -1.46% |
| 04.19.2017 00:00 | 04.26.2017 00:00 | GBPJPY | Sell | 0.02 | - | 129.2 | 139.178 | 142.615 | -343.7 | -6,977.04 | 7d | -1.44% |
| 04.19.2017 00:00 | 04.24.2017 00:00 | GBPJPY | Sell | 0.02 | - | - | 139.176 | 141.906 | -273.0 | -5,533.60 | 5d | -1.13% |
| 12.30.2016 00:00 | 03.27.2017 00:00 | GBPJPY | Buy | 0.02 | - | 147.8 | 142.772 | 138.532 | -424.0 | -8,745.20 | 87d | -1.72% |
| 12.30.2016 00:00 | 03.27.2017 00:00 | GBPJPY | Buy | 0.02 | - | - | 142.767 | 138.532 | -423.5 | -8,735.20 | 87d | -1.75% |
| 12.30.2016 00:00 | 03.27.2017 00:00 | GBPJPY | Buy | 0.02 | - | 152.8 | 142.768 | 138.532 | -423.6 | -8,737.20 | 87d | -1.69% |
| 12.30.2016 00:00 | 12.30.2016 00:00 | GBPJPY | Buy | 0.02 | - | - | 142.778 | 142.743 | -3.5 | -70.00 | 0s | -0.01% |
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