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Strategy Settings

UseMoneyManagement
true
Lots
0.01
RiskInPercent
2
MaximumLots
50
MagicNumber
-1
DisplayInfoPanel
false
+14.04%

0%
0.11%
Drawdown: 30.32%

Balance: $11,403.73
Highest: (Dec 17) $13,254.70
Profit: $1,403.73
Deposits: $10,000.00

Test Started: May 02, 2007
Test Ended: Oct 31, 2016
Timeframe: 1 Day

Model Type: Every Tick
Added: Nov 22, 2016 at 22:46
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Trades: 218
Profitability:
Pips: 1,509.0
Average Win: 157.55 pips / $198.79
Average Loss: -109.42 pips / -$142.13
Lots: 27.74
Commissions: 0
Longs Won: (47/113) 41%
Shorts Won: (48/105) 45%
Best Trade ($): (Nov 02) 747.09
Worst Trade ($): (May 07) -494.19
Best Trade (Pips): (Nov 02) 561.2
Worst Trade (Pips): (May 07) -374.2
Avg. Trade Length: 9d
Profit Factor: 1.08
Standard Deviation: $211.53
Sharpe Ratio 0.04
Z-Score (Probability): -1.34 (-82.22%)
Expectancy 6.9 Pips / $6.44
AHPR: 0.08%
GHPR: 0.06%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 0.06% 0.53% 1.99% 5.07% 10.48% 18.97% 31.33% 48.38% 70.98%
Consecutive Losing Trades 80 72 64 56 48 40 32 24 16 8
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (218)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.28.2016 00:00 10.31.2016 23:59 USDJPY Buy 0.14 93.4 118.3 105.254 104.847 -40.7 -54.34 3d -0.47%
10.14.2016 00:00 10.28.2016 00:00 USDJPY Sell 0.14 115.5 90.7 103.664 105.254 -159.0 -216.53 14d -1.85%
10.04.2016 00:00 10.14.2016 00:00 USDJPY Buy 0.14 89.8 114.6 101.647 103.664 201.7 272.54 10d 2.39%
08.28.2016 23:00 09.23.2016 00:00 USDJPY Buy 0.14 90.3 115.1 102.133 100.785 -134.8 -186.92 25d -1.61%
08.24.2016 00:00 08.28.2016 23:00 USDJPY Sell 0.14 112.0 87.2 100.19 102.131 -194.1 -267.51 4d -2.26%
08.17.2016 00:00 08.24.2016 00:00 USDJPY Buy 0.14 88.4 113.3 100.278 100.19 -8.8 -12.22 7d -0.10%
07.26.2016 00:00 07.31.2016 23:00 USDJPY Sell 0.14 117.7 92.8 105.825 102.363 346.2 471.69 5d 4.14%
07.08.2016 00:00 07.13.2016 00:00 USDJPY Buy 0.13 88.9 113.8 100.775 104.746 397.1 492.87 5d 4.52%
07.07.2016 00:00 07.08.2016 00:00 USDJPY Sell 0.13 113.2 88.4 101.381 100.778 60.3 77.45 1d 0.72%
06.14.2016 00:00 06.17.2016 00:00 USDJPY Buy 0.13 94.3 119.1 106.128 104.315 -181.3 -225.89 3d -2.04%
05.24.2016 00:00 06.06.2016 00:00 USDJPY Buy 0.14 97.4 122.2 109.237 106.507 -273.0 -358.70 13d -3.14%
05.17.2016 00:00 05.24.2016 00:00 USDJPY Sell 0.14 120.9 96.1 109.063 109.237 -17.4 -24.82 7d -0.22%
05.01.2016 23:00 05.10.2016 00:00 USDJPY Sell 0.14 118.1 93.2 106.203 108.5 -229.7 -299.63 8d -2.55%
04.01.2016 00:00 04.07.2016 00:00 USDJPY Buy 0.15 100.7 125.6 112.554 109.741 -281.3 -384.43 6d -3.17%
03.29.2016 00:00 04.01.2016 00:00 USDJPY Sell 0.14 125.2 100.4 113.391 112.554 83.7 102.31 3d 0.85%
03.21.2016 00:00 03.29.2016 00:00 USDJPY Buy 0.14 99.7 124.5 111.533 113.391 185.8 229.49 8d 1.95%
03.18.2016 00:00 03.21.2016 00:00 USDJPY Sell 0.14 123.3 98.4 111.405 111.533 -12.8 -16.43 3d -0.14%
01.12.2016 00:00 01.31.2016 23:00 USDJPY Buy 0.14 105.9 130.7 117.718 121.33 361.2 417.00 19d 3.66%
12.15.2015 00:00 01.05.2016 00:00 USDJPY Buy 0.14 109.1 133.9 120.921 119.311 -161.0 -188.68 21d -1.63%
12.09.2015 00:00 12.15.2015 00:00 USDJPY Sell 0.14 134.7 109.9 122.892 120.918 197.4 226.39 6d 1.99%

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