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Strategy Settings

EANumber
1
TradeComment
"Adaptive ...
InstrumentName
"USDJPY"
MaxTradesPerSymbol
3
Slippage
2
AdvertisedSpread
1.2
UseCurrATR
true
UseCommATR
false
CurrMaxVolatility
217
CommMaxVolatility
45
Lots
1
MaximumRisk
0.01
MaxLotSize
3.45
DecreaseFactor
6
UseStopLoss
true
+58.03%

0.03%
0.76%
Drawdown: 10.10%

Balance: $79,013.46
Highest: (Dec 11) $80,979.27
Profit: $29,013.44
Deposits: $50,000.00

Test Started: Aug 03, 2009
Test Ended: Jul 30, 2014
Timeframe: 15 Minutes

Model Type: Open Prices
Added: Aug 14, 2014 at 02:05
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Trades: 234
Profitability:
Pips: 949.8
Average Win: 19.87 pips / $670.15
Average Loss: -13.16 pips / -$470.94
Lots: 709.20
Commissions: 0
Longs Won: (69/133) 51%
Shorts Won: (53/101) 52%
Best Trade ($): (Mar 18) 1,106.00
Worst Trade ($): (Oct 31) -1,721.46
Best Trade (Pips): (Dec 22) 26.0
Worst Trade (Pips): (Aug 03) -39.0
Avg. Trade Length: 4h 59m
Profit Factor: 1.55
Standard Deviation: $651.40
Sharpe Ratio 0.20
Z-Score (Probability): -1.74 (-93.16%)
Expectancy 4.1 Pips / $123.99
AHPR: 0.20%
GHPR: 0.20%
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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 168 151 134 117 101 84 67 50 34 17
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (234)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.30.2014 03:45 07.30.2014 12:30 USDJPY Buy 3.45 101.7 102.3 102.059 102.229 17.0 573.71 8h 45m 0.73%
07.17.2014 17:15 07.17.2014 18:30 USDJPY Sell 2.30 101.9 101.3 101.541 101.311 23.0 522.15 1h 15m 0.67%
07.09.2014 05:45 07.09.2014 10:45 USDJPY Sell 3.45 102.0 101.4 101.611 101.695 -8.4 -284.97 5h 0m -0.36%
06.30.2014 09:45 06.30.2014 10:15 USDJPY Sell 3.45 101.8 101.1 101.391 101.44 -4.9 -166.65 30m -0.21%
06.27.2014 23:15 06.30.2014 04:45 USDJPY Sell 2.30 101.8 101.2 101.457 101.294 16.3 365.81 2d 0.47%
05.29.2014 15:45 05.29.2014 16:15 USDJPY Sell 3.45 102.1 101.4 101.679 101.731 -5.2 -176.35 30m -0.23%
05.26.2014 06:45 05.26.2014 16:00 USDJPY Buy 3.45 101.5 102.2 101.891 101.871 -2.0 -67.73 9h 15m -0.09%
05.12.2014 09:15 05.12.2014 17:45 USDJPY Buy 1.73 101.5 102.2 101.923 102.12 19.7 333.73 8h 30m 0.43%
05.08.2014 04:45 05.08.2014 09:00 USDJPY Buy 2.30 101.4 102.1 101.836 101.781 -5.5 -124.29 4h 15m -0.16%
04.30.2014 10:45 04.30.2014 12:15 USDJPY Sell 3.45 102.9 102.2 102.495 102.552 -5.7 -191.76 1h 30m -0.25%
04.17.2014 12:15 04.17.2014 12:30 USDJPY Sell 3.45 102.5 101.8 102.07 102.097 -2.7 -91.24 15m -0.12%
04.01.2014 03:45 04.01.2014 04:15 USDJPY Buy 3.45 102.7 103.4 103.136 103.309 17.3 577.73 30m 0.74%
03.10.2014 02:00 03.10.2014 04:30 USDJPY Buy 3.45 102.8 103.4 103.186 103.03 -15.6 -522.37 2h 30m -0.67%
03.07.2014 04:15 03.07.2014 16:45 USDJPY Buy 0.10 102.6 103.2 102.987 103.247 26.0 25.10 12h 30m 0.03%
02.18.2014 18:15 02.19.2014 03:15 USDJPY Buy 0.58 101.9 102.5 102.268 102.242 -2.6 -14.75 9h 0m -0.02%
02.17.2014 10:15 02.17.2014 11:15 USDJPY Sell 1.15 102.1 101.5 101.713 101.958 -24.5 -276.34 1h 0m -0.35%
02.10.2014 10:15 02.10.2014 10:30 USDJPY Buy 1.73 101.9 102.5 102.285 102.197 -8.8 -148.97 15m -0.19%
01.21.2014 17:15 01.21.2014 17:45 USDJPY Buy 3.45 104.2 104.8 104.56 104.413 -14.7 -485.72 30m -0.61%
01.21.2014 16:45 01.21.2014 17:45 USDJPY Buy 3.45 104.2 104.9 104.597 104.413 -18.4 -607.97 1h 0m -0.76%
01.16.2014 12:45 01.16.2014 16:30 USDJPY Buy 3.45 104.3 105.0 104.703 104.564 -13.9 -458.62 3h 45m -0.57%

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