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Strategy Settings

RiskPercentage
1
balanceswitch
false
Initbalance
2000
+85.08%

0.05%
1.62%
Drawdown: 16.97%

Balance: $5,782.90
Highest: (Jan 19) $6,095.72
Profit: $2,658.90
Deposits: $3,124.00

Test Started: Jan 06, 2012
Test Ended: Mar 01, 2015
Timeframe: 4 Hours

Model Type: Every Tick
Added: Mar 27, 2015 at 14:37
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Trades: 368
Profitability:
Pips: 2,886.3
Average Win: 151.68 pips / $81.68
Average Loss: -63.49 pips / -$29.70
Lots: 20.75
Commissions: 0
Longs Won: (66/185) 35%
Shorts Won: (56/183) 30%
Best Trade ($): (Nov 07) 918.74
Worst Trade ($): (Feb 23) -72.53
Best Trade (Pips): (Apr 12) 1,072.4
Worst Trade (Pips): (Jun 12) -423.4
Avg. Trade Length: 2d
Profit Factor: 1.36
Standard Deviation: $91.38
Sharpe Ratio 0.10
Z-Score (Probability): -0.07 (-5.59%)
Expectancy 7.8 Pips / $7.23
AHPR: 0.19%
GHPR: 0.17%
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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% 0.1% 0.63% 2.89% 10.9% 35.12%
Consecutive Losing Trades 195 175 156 136 117 97 78 58 39 19
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (368)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
02.27.2015 08:58 03.01.2015 23:59 GBPJPY Sell 0.05 185.0 - 183.585 184.614 -102.9 -50.81 2d -0.87%
02.26.2015 00:55 02.27.2015 08:58 GBPJPY Buy 0.05 183.6 - 184.857 183.593 -126.4 -62.31 1d -1.06%
02.23.2015 10:34 02.23.2015 15:34 GBPJPY Sell 0.11 183.5 - 182.854 183.501 -64.7 -70.70 5h 0m -1.18%
02.23.2015 08:02 02.23.2015 10:34 GBPJPY Buy 0.11 182.9 - 183.519 182.855 -66.4 -72.53 2h 32m -1.20%
02.20.2015 08:21 02.23.2015 08:02 GBPJPY Sell 0.07 183.5 - 183.013 183.501 -48.8 -34.11 2d -0.56%
02.17.2015 09:15 02.20.2015 08:21 GBPJPY Buy 0.08 183.0 - 182.424 183.014 59.0 45.36 2d 0.75%
02.15.2015 23:50 02.17.2015 09:15 GBPJPY Sell 0.09 182.4 - 182.581 182.403 17.8 14.77 1d 0.25%
02.05.2015 13:17 02.15.2015 23:50 GBPJPY Buy 0.04 182.6 - 179.294 182.585 329.1 128.35 10d 2.18%
02.04.2015 21:34 02.05.2015 09:24 GBPJPY Sell 0.06 178.8 - 177.714 178.824 -111.0 -65.73 11h 50m -1.10%
02.03.2015 10:51 02.04.2015 21:34 GBPJPY Buy 0.08 177.7 - 176.992 177.716 72.4 55.85 1d 0.95%
01.29.2015 15:41 02.03.2015 10:51 GBPJPY Sell 0.07 177.0 - 177.934 176.968 96.6 65.43 4d 1.12%
01.29.2015 12:05 01.29.2015 15:41 GBPJPY Buy 0.07 177.9 - 178.932 177.935 -99.7 -68.96 3h 36m -1.17%
01.28.2015 20:42 01.29.2015 12:05 GBPJPY Sell 0.04 178.9 - 177.842 178.906 -106.4 -42.01 15h 23m -0.71%
01.27.2015 17:54 01.28.2015 20:42 GBPJPY Buy 0.06 177.8 - 179.061 177.843 -121.8 -72.07 1d -1.20%
01.21.2015 09:30 01.27.2015 17:30 GBPJPY Sell 0.03 179.0 - 177.524 179.038 -151.4 -44.72 6d -0.74%
01.19.2015 14:58 01.21.2015 09:30 GBPJPY Buy 0.06 177.5 - 178.177 177.529 -64.8 -38.63 1d -0.63%
01.09.2015 16:01 01.19.2015 14:54 GBPJPY Sell 0.07 178.2 - 179.932 178.158 177.4 120.73 9d 2.02%
01.08.2015 01:49 01.09.2015 16:01 GBPJPY Buy 0.07 179.9 - 180.744 179.935 -80.9 -56.09 1d -0.93%
12.29.2014 11:23 01.08.2015 01:49 GBPJPY Sell 0.10 180.7 - 187.145 180.722 642.3 627.06 9d 11.60%
12.26.2014 14:11 12.29.2014 11:23 GBPJPY Buy 0.14 187.1 - 187.389 187.146 -24.3 -34.67 2d -0.64%

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