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Strategy Settings

AutoLotSize
true
FixedLots
0.2
StopLoss
1000
TakeProfit
2200
RSI
8
IfBezub
true
LevelWLoss
10
LevelProfit
1000
MaxSpread
60
mn
1
+100.64%

0.05%
1.46%
Drawdown: 16.04%

Balance: $20,063.62
Highest: (May 14) $20,540.95
Profit: $10,063.62
Deposits: $10,000.00

Test Started: Jan 02, 2012
Test Ended: Dec 16, 2015
Timeframe: 5 Minutes

Model Type: n/a
Added: Dec 17, 2015 at 16:18
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Trades: 783
Profitability:
Pips: 50,054.9
Average Win: 101.96 pips / $77.13
Average Loss: -102.00 pips / -$267.59
Lots: 144.85
Commissions: 0
Longs Won: (304/376) 80%
Shorts Won: (333/407) 81%
Best Trade ($): (Apr 29) 340.90
Worst Trade ($): (May 15) -341.06
Best Trade (Pips): (Jan 25) 220.0
Worst Trade (Pips): (Jan 05) -102.0
Avg. Trade Length: 1d
Profit Factor: 1.26
Standard Deviation: $153.39
Sharpe Ratio 0.09
Z-Score (Probability): -8.74 (99.99%)
Expectancy 63.9 Pips / $12.85
AHPR: 0.09%
GHPR: 0.09%
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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% 0.04% 0.77% 10.04%
Consecutive Losing Trades 75 67 60 52 45 37 30 22 15 7
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (783)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.04.2015 15:14 12.16.2015 23:59 CHFJPY Buy 0.39 122.1 125.3 123.134 123.38 24.6 78.21 12d 0.39%
12.03.2015 20:58 12.04.2015 14:29 CHFJPY Buy 0.19 122.7 124.9 122.66 122.67 1.0 1.55 17h 31m 0.01%
12.03.2015 16:08 12.03.2015 20:58 CHFJPY Buy 0.39 122.7 124.9 122.66 123.661 100.1 163.22 4h 50m 0.82%
12.03.2015 14:01 12.03.2015 16:01 CHFJPY Buy 0.19 120.4 122.6 120.433 122.633 220.0 340.78 2h 0m 1.75%
12.02.2015 18:37 12.03.2015 14:01 CHFJPY Buy 0.38 120.4 122.6 120.433 121.436 100.3 155.36 19h 24m 0.80%
11.27.2015 10:47 12.02.2015 18:12 CHFJPY Sell 0.19 120.4 118.2 120.396 120.386 1.0 1.55 5d 0.01%
11.24.2015 07:46 11.27.2015 10:47 CHFJPY Sell 0.38 120.4 118.2 120.396 119.394 100.2 155.21 3d 0.81%
11.24.2015 07:24 11.24.2015 07:24 CHFJPY Sell 0.02 121.4 119.2 121.442 120.437 100.5 8.19 0s 0.04%
11.24.2015 07:24 11.24.2015 07:24 CHFJPY Sell 0.09 121.4 119.2 121.442 120.434 100.8 41.09 0s 0.22%
11.24.2015 07:24 11.24.2015 07:24 CHFJPY Sell 0.04 121.4 119.2 121.442 120.436 100.6 16.41 0s 0.09%
11.15.2015 23:02 11.24.2015 07:24 CHFJPY Sell 0.37 121.4 119.2 121.442 120.44 100.2 155.22 8d 0.82%
11.24.2015 07:24 11.24.2015 07:24 CHFJPY Sell 0.18 121.4 119.2 121.442 120.437 100.5 73.74 0s 0.39%
11.24.2015 07:24 11.24.2015 07:24 CHFJPY Sell 0.01 121.4 119.2 121.442 120.439 100.3 8.17 0s 0.04%
10.30.2015 05:49 11.15.2015 23:00 CHFJPY Buy 0.38 121.6 124.8 122.645 121.625 -102.0 -315.98 16d -1.65%
10.28.2015 19:31 10.30.2015 05:43 CHFJPY Sell 0.38 122.6 119.4 121.625 122.645 -102.0 -315.98 1d -1.62%
10.27.2015 01:37 10.28.2015 19:21 CHFJPY Sell 0.19 123.9 121.7 123.938 121.738 220.0 340.76 1d 1.78%
10.22.2015 13:43 10.27.2015 01:37 CHFJPY Sell 0.38 123.9 121.7 123.938 122.937 100.1 155.05 4d 0.82%
10.16.2015 02:36 10.22.2015 13:29 CHFJPY Buy 0.38 124.2 127.5 125.252 124.232 -102.0 -315.97 6d -1.64%
10.15.2015 15:01 10.16.2015 02:04 CHFJPY Sell 0.39 125.2 122.0 124.223 125.243 -102.0 -324.31 11h 3m -1.65%
10.09.2015 12:45 10.15.2015 15:01 CHFJPY Buy 0.39 124.2 127.4 125.249 124.229 -102.0 -324.32 6d -1.62%

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