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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
+1312.02%

0.1%
3.16%
Drawdown: 50.41%

Balance: $1,410.65
Highest: (Dec 30) $1,410.74
Profit: $1,312.02
Deposits: $100.00

Test Started: Jan 04, 2010
Test Ended: Dec 30, 2016
Timeframe: 5 Minutes

Model Type: n/a
Added: Jul 06, 2017 at 05:06
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Trades: 5,222
Profitability:
Pips: 13,189.3
Average Win: 9.40 pips / $0.94
Average Loss: -20.62 pips / -$2.07
Lots: 52.22
Commissions: 0
Longs Won: (2,266/2,906) 77%
Shorts Won: (1,761/2,316) 76%
Best Trade ($): (Oct 24) 1.45
Worst Trade ($): (Mar 18) -23.50
Best Trade (Pips): (Jan 04) 11.0
Worst Trade (Pips): (Mar 18) -190.0
Avg. Trade Length: 3h 36m
Profit Factor: 1.53
Standard Deviation: $1.77
Sharpe Ratio 0.00
Z-Score (Probability): -31.98 (99.99%)
Expectancy 2.5 Pips / $0.25
AHPR: 0.05%
GHPR: 0.05%
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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 682 613 545 477 409 341 273 204 136 68
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5222)

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 0.01 118.5 116.5 116.564 116.575 -1.1 -0.09 2h 55m -0.01%
12.29.2016 21:20 12.30.2016 00:05 USDJPY Sell 0.01 118.5 116.5 116.589 116.518 7.1 0.57 2h 45m 0.04%
12.29.2016 13:35 12.29.2016 17:50 USDJPY Sell 0.01 118.5 116.4 116.554 116.576 -2.2 -0.19 4h 15m -0.01%
12.29.2016 11:05 12.29.2016 11:37 USDJPY Sell 0.01 118.5 116.4 116.556 116.446 11.0 0.94 32m 0.07%
12.29.2016 11:20 12.29.2016 11:37 USDJPY Sell 0.01 118.5 116.4 116.557 116.447 11.0 0.94 17m 0.07%
12.26.2016 18:30 12.26.2016 21:10 USDJPY Sell 0.01 119.0 116.9 117.054 117.012 4.2 0.36 2h 40m 0.03%
12.21.2016 04:05 12.21.2016 10:05 USDJPY Buy 0.01 115.8 117.8 117.725 117.66 -6.5 -0.55 6h 0m -0.04%
12.20.2016 18:55 12.21.2016 00:05 USDJPY Buy 0.01 115.9 117.9 117.807 117.874 6.7 0.58 5h 10m 0.04%
12.20.2016 13:15 12.20.2016 14:16 USDJPY Buy 0.01 116.0 118.0 117.898 118.008 11.0 0.93 1h 1m 0.07%
12.20.2016 13:10 12.20.2016 14:16 USDJPY Buy 0.01 116.0 118.0 117.892 118.002 11.0 0.93 1h 6m 0.07%
12.20.2016 13:45 12.20.2016 14:06 USDJPY Buy 0.01 116.0 118.0 117.851 117.961 11.0 0.93 21m 0.07%
12.19.2016 06:10 12.19.2016 10:55 USDJPY Buy 0.01 115.5 117.6 117.443 117.477 3.4 0.29 4h 45m 0.02%
12.19.2016 01:10 12.19.2016 10:55 USDJPY Buy 0.01 115.9 117.9 117.754 117.477 -27.7 -2.36 9h 45m -0.17%
12.19.2016 03:15 12.19.2016 04:34 USDJPY Buy 0.01 115.6 117.6 117.528 117.638 11.0 0.94 1h 19m 0.07%
12.19.2016 03:20 12.19.2016 04:33 USDJPY Buy 0.01 115.6 117.6 117.5 117.61 11.0 0.94 1h 13m 0.07%
12.19.2016 03:40 12.19.2016 03:53 USDJPY Buy 0.01 115.5 117.5 117.417 117.527 11.0 0.94 13m 0.07%
12.19.2016 01:15 12.19.2016 01:24 USDJPY Buy 0.01 115.8 117.9 117.741 117.851 11.0 0.93 9m 0.07%
12.16.2016 18:20 12.16.2016 21:45 USDJPY Buy 0.01 116.0 118.0 117.88 117.96 8.0 0.68 3h 25m 0.05%
12.16.2016 18:50 12.16.2016 18:54 USDJPY Buy 0.01 115.7 117.7 117.554 117.664 11.0 0.93 4m 0.07%
12.16.2016 18:25 12.16.2016 18:34 USDJPY Buy 0.01 115.8 117.8 117.696 117.806 11.0 0.93 9m 0.07%

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