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Strategy Settings

t
"---------...
Start_Monday_Minuts...
6
Stop_Time_Friday
"25:31"
Close_Time_Friday
"25:50"
_inp1_
"Äëÿ ïåðâî...
_BB1_
"Bollinger...
periodBB1
10
deviationBB1
1
bands_shiftBB1
0
priceBBUP1
0
priceBBDN1
0
CheckBarsBB1
10
_RSI1_
"RSI"
periodRSI1
10
priceRSI1
0
+4916.29%

0.36%
11.36%
Drawdown: 54.63%

Balance: $250,814.49
Highest: (Dec 30) $250,940.25
Profit: $245,814.45
Deposits: $5,000.00

Test Started: Jan 03, 2014
Test Ended: Dec 30, 2016
Timeframe: 5 Minutes

Model Type: n/a
Added: Jul 27, 2017 at 07:43
Loading, please wait...
Trades: 2,659
Profitability:
Pips: 7,985.7
Average Win: 9.63 pips / $236.25
Average Loss: -20.58 pips / -$419.63
Lots: 6,713.59
Commissions: 0
Longs Won: (1,107/1,400) 79%
Shorts Won: (969/1,259) 76%
Best Trade ($): (Dec 29) 1,366.90
Worst Trade ($): (Nov 09) -12,888.38
Best Trade (Pips): (Jan 03) 11.0
Worst Trade (Pips): (Nov 09) -190.0
Avg. Trade Length: 2h 48m
Profit Factor: 2.00
Standard Deviation: $547.48
Sharpe Ratio 0.15
Z-Score (Probability): -24.64 (99.99%)
Expectancy 3.0 Pips / $92.45
AHPR: 0.15%
GHPR: 0.15%
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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 598 538 478 418 359 299 239 179 120 60
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2659)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2016 05:15 12.30.2016 08:10 USDJPY Sell 14.66 118.5 116.5 116.564 116.574 -1.0 -125.76 2h 55m -0.05%
12.29.2016 21:20 12.30.2016 00:05 USDJPY Sell 14.61 118.5 116.5 116.589 116.517 7.2 858.39 2h 45m 0.34%
12.29.2016 13:35 12.29.2016 17:50 USDJPY Sell 14.63 118.5 116.4 116.554 116.575 -2.1 -263.55 4h 15m -0.11%
12.29.2016 11:05 12.29.2016 11:37 USDJPY Sell 14.47 118.5 116.4 116.556 116.446 11.0 1,366.90 32m 0.55%
12.29.2016 11:20 12.29.2016 11:37 USDJPY Sell 14.47 118.5 116.4 116.557 116.447 11.0 1,366.89 17m 0.55%
12.26.2016 18:30 12.26.2016 21:10 USDJPY Sell 14.44 119.0 116.9 117.054 117.011 4.3 530.65 2h 40m 0.21%
12.21.2016 04:05 12.21.2016 10:05 USDJPY Buy 14.48 115.8 117.8 117.724 117.66 -6.4 -787.63 6h 0m -0.32%
12.20.2016 18:55 12.21.2016 00:05 USDJPY Buy 14.44 115.9 117.9 117.806 117.874 6.8 843.46 5h 10m 0.34%
12.20.2016 13:10 12.20.2016 14:16 USDJPY Buy 14.20 116.0 118.0 117.891 118.001 11.0 1,323.72 1h 6m 0.54%
12.20.2016 13:15 12.20.2016 14:16 USDJPY Buy 14.20 116.0 118.0 117.897 118.007 11.0 1,323.65 1h 1m 0.54%
12.20.2016 13:45 12.20.2016 14:06 USDJPY Buy 14.20 116.0 118.0 117.85 117.96 11.0 1,324.18 21m 0.54%
12.19.2016 06:10 12.19.2016 10:55 USDJPY Buy 14.37 115.5 117.6 117.442 117.477 3.5 428.13 4h 45m 0.18%
12.19.2016 01:10 12.19.2016 10:55 USDJPY Buy 14.06 115.9 117.9 117.753 117.477 -27.6 -3,303.25 9h 45m -1.34%
12.19.2016 03:15 12.19.2016 04:34 USDJPY Buy 14.14 115.6 117.6 117.527 117.637 11.0 1,322.20 1h 19m 0.54%
12.19.2016 03:20 12.19.2016 04:33 USDJPY Buy 14.14 115.6 117.6 117.499 117.609 11.0 1,322.52 1h 13m 0.54%
12.19.2016 03:40 12.19.2016 03:53 USDJPY Buy 14.14 115.5 117.5 117.416 117.526 11.0 1,323.45 13m 0.55%
12.19.2016 01:15 12.19.2016 01:24 USDJPY Buy 14.06 115.8 117.8 117.74 117.85 11.0 1,312.35 9m 0.55%
12.16.2016 18:20 12.16.2016 21:45 USDJPY Buy 13.78 116.0 118.0 117.879 117.96 8.1 946.24 3h 25m 0.39%
12.16.2016 18:50 12.16.2016 18:54 USDJPY Buy 13.93 115.7 117.7 117.553 117.663 11.0 1,302.28 4m 0.55%
12.16.2016 18:25 12.16.2016 18:34 USDJPY Buy 13.78 115.8 117.8 117.695 117.805 11.0 1,286.70 9m 0.54%

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