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Strategy Settings

s0
"---------...
LotSize
0.01
AutoCompound
true
LotMultiplier
1.15
UseRecoveryMode
true
TakeProfitPoints
310
StopLossPoints
90
RSIPeriod
14
RSI_Sell_Level_Abov...
80
RSI_Sell_Level_Belo...
1
RSI_Buy_Level_Above...
100
RSI_Buy_Level_Below...
20
s2
""
EquityLossPercent
50
EquityLossMoney
0
+122.8M%

0.32%
10.11%
Drawdown: 46.89%

Balance: $122,797,566.32
Highest: (Nov 13) $124,012,220.58
Profit: $122,797,466.31
Deposits: $100.00

Test Started: Jan 01, 2008
Test Ended: Dec 15, 2019
Timeframe: 1 Minute

Model Type: Every Tick
Added: Dec 28, 2019 at 13:33
Loading, please wait...
Trades: 17,256
Profitability:
Pips: 23,317.7
Average Win: 20.29 pips / $129,584.11
Average Loss: -9.10 pips / -$60,478.48
Lots: 12,474,609.36
Commissions: 0
Longs Won: (3,189/8,982) 35%
Shorts Won: (2,948/8,274) 35%
Best Trade ($): (Nov 01) 284,639.10
Worst Trade ($): (Oct 14) -88,647.80
Best Trade (Pips): (Jan 01) 30.9
Worst Trade (Pips): (Jan 01) -9.1
Avg. Trade Length: 49m
Profit Factor: 1.18
Standard Deviation: $116,239.16
Sharpe Ratio 0.09
Z-Score (Probability): -1.98 (-98.28%)
Expectancy 1.4 Pips / $7,116.22
AHPR: 0.09%
GHPR: 0.08%
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 2028 1826 1623 1420 1217 1014 811 609 406 203
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (17256)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.15.2019 23:35 12.15.2019 23:59 GBPJPY Sell 1000.00 146.2 145.8 146.108 146.061 4.7 42,934.14 24m 0.03%
12.15.2019 23:24 12.15.2019 23:34 GBPJPY Sell 1000.00 146.1 145.7 146.014 146.105 -9.1 -83,127.79 10m -0.07%
12.13.2019 13:59 12.13.2019 14:07 GBPJPY Buy 1000.00 146.0 146.2 145.902 146.002 10.0 91,365.93 8m 0.07%
12.13.2019 09:19 12.13.2019 09:38 GBPJPY Buy 1000.00 146.7 146.8 146.514 146.823 30.9 282,320.69 19m 0.23%
12.13.2019 06:57 12.13.2019 07:03 GBPJPY Buy 1000.00 147.4 147.6 147.329 147.429 10.0 91,365.92 6m 0.07%
12.13.2019 06:56 12.13.2019 06:56 GBPJPY Buy 1000.00 147.2 147.6 147.325 147.234 -9.1 -83,142.98 0s -0.07%
12.13.2019 03:17 12.13.2019 03:46 GBPJPY Buy 1000.00 147.6 147.7 147.355 147.664 30.9 282,320.69 29m 0.23%
12.13.2019 01:51 12.13.2019 02:14 GBPJPY Sell 1000.00 147.9 147.5 147.788 147.879 -9.1 -83,127.80 23m -0.07%
12.12.2019 22:46 12.12.2019 22:51 GBPJPY Sell 1000.00 147.8 147.6 147.886 147.577 30.9 282,269.12 5m 0.23%
12.12.2019 22:37 12.12.2019 22:45 GBPJPY Sell 1000.00 147.9 147.5 147.802 147.893 -9.1 -83,127.80 8m -0.07%
12.12.2019 22:16 12.12.2019 22:23 GBPJPY Sell 1000.00 147.4 147.2 147.533 147.433 10.0 91,349.23 7m 0.07%
12.12.2019 22:15 12.12.2019 22:15 GBPJPY Sell 1000.00 147.5 147.1 147.434 147.525 -9.1 -83,127.79 0s -0.07%
12.12.2019 22:14 12.12.2019 22:14 GBPJPY Sell 1000.00 147.5 147.1 147.371 147.462 -9.1 -83,127.80 0s -0.07%
12.12.2019 22:12 12.12.2019 22:13 GBPJPY Sell 1000.00 147.4 147.0 147.286 147.377 -9.1 -83,127.80 1m -0.07%
12.12.2019 22:08 12.12.2019 22:10 GBPJPY Sell 1000.00 147.0 146.8 147.078 146.978 10.0 91,349.22 2m 0.07%
12.12.2019 22:07 12.12.2019 22:07 GBPJPY Sell 1000.00 147.3 147.1 147.381 147.072 30.9 282,269.11 0s 0.23%
12.12.2019 22:06 12.12.2019 22:06 GBPJPY Sell 1000.00 147.2 146.8 147.07 147.161 -9.1 -83,127.79 0s -0.07%
12.12.2019 22:05 12.12.2019 22:05 GBPJPY Sell 1000.00 147.0 146.6 146.959 147.05 -9.1 -83,127.80 0s -0.07%
12.12.2019 22:03 12.12.2019 22:04 GBPJPY Sell 1000.00 146.8 146.4 146.695 146.786 -9.1 -83,127.80 1m -0.07%
12.12.2019 22:02 12.12.2019 22:03 GBPJPY Sell 1000.00 146.7 146.3 146.582 146.673 -9.1 -83,127.80 1m -0.07%

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