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Strategy Settings

Settings01
"
BBPeriod
25
MaxCandle
320
OzymandiasFilter
false
Amplitude
18
DemFilter
true
DemPer
8
DemB
0.2
Settings02
"
Exits01
"
Exits02
"-Ñòîõàñòè...
StochExit
true
KPer
11
DPer
16
SPer
4
+0.94%

0%
0.03%
Drawdown: 4.38%

Balance: $10,093.58
Highest: (Feb 25) $10,121.59
Profit: $93.58
Deposits: $10,000.00

Test Started: Sep 04, 2012
Test Ended: Sep 25, 2015
Timeframe: 4 Hours

Model Type: Every Tick
Added: Jan 15 2016 at 20:45
Comments:
No comments entered.
Model Quality: 99.9
Bars in test: 6490
Ticks Modelled: 65786076
Views: 5
Broker: -
Trades: 15
Profitability:
Pips: 128.9
Average Win: 51.93 pips / $49.52
Average Loss: -78.08 pips / -$80.33
Lots: 1.50
Commissions: 0
Longs Won: (9/9) 100%
Shorts Won: (1/6) 16%
Best Trade ($): (Sep 18) 141.17
Worst Trade ($): (Apr 04) -288.64
Best Trade (Pips): (Sep 18) 153.6
Worst Trade (Pips): (Apr 04) -277.6
Avg. Trade Length: 2d
Profit Factor: 1.23
Standard Deviation: $95.81
Sharpe Ratio 0.0700
Z-Score (Probability): 0.51 (38.99%)
Expectancy 8.6 Pips / $6.24
AHPR: 0.07%
GHPR: 0.06%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
USDJPY 9 484.1 459.21 6 -355.2 -365.63 15 128.9 93.58 10 (67%) 5 (33%)
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% 0.09% 0.77% 4.75% 23.73%
Consecutive Losing Trades 126 113 101 88 75 63 50 38 25 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (15)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.23.2015 08:00 09.25.2015 12:00 USDJPY Buy 0.10 116.04200 - 120.23300 121.00900 77.6 63.98 2d 0.64%
05.22.2015 08:00 05.22.2015 10:57 USDJPY Buy 0.10 120.84300 - 120.75400 120.84300 8.9 7.36 2h 57m 0.07%
01.21.2015 16:00 01.22.2015 08:00 USDJPY Buy 0.10 115.71300 - 117.76200 117.99600 23.4 19.72 16h 0m 0.20%
09.16.2014 04:00 09.18.2014 16:00 USDJPY Buy 0.10 101.99800 - 107.15400 108.69000 153.6 141.17 2d 1.43%
08.22.2014 12:00 09.01.2014 16:00 USDJPY Buy 0.10 101.17700 - 103.78200 104.26800 48.6 46.31 10d 0.47%
03.18.2014 04:00 03.27.2014 04:00 USDJPY Sell 0.10 103.90200 - 101.77800 102.04100 -26.3 -26.21 9d -0.27%
11.13.2013 20:00 11.14.2013 16:00 USDJPY Buy 0.10 96.80200 - 99.38700 99.93800 55.1 55.02 20h 0m 0.56%
11.01.2013 08:00 11.07.2013 18:27 USDJPY Buy 0.10 98.16200 - 98.14000 98.16200 2.2 2.02 6d 0.02%
10.21.2013 16:00 10.21.2013 20:00 USDJPY Sell 0.10 99.80700 - 98.14400 98.20000 -5.6 -5.70 4h 0m -0.06%
09.09.2013 20:00 09.10.2013 11:28 USDJPY Sell 0.10 100.36400 - 99.57100 100.36400 -79.3 -79.05 15h 28m -0.80%
04.17.2013 08:00 04.17.2013 16:00 USDJPY Sell 0.10 100.08600 - 98.11400 97.76200 35.2 36.01 8h 0m 0.37%
04.03.2013 12:00 04.04.2013 20:00 USDJPY Sell 0.10 96.84700 - 93.43900 96.21500 -277.6 -288.64 1d -2.85%
02.19.2013 12:00 02.25.2013 00:00 USDJPY Buy 0.10 87.91800 - 93.54400 94.22900 68.5 72.48 5d 0.72%
01.21.2013 12:00 01.24.2013 16:00 USDJPY Buy 0.10 83.71500 - 89.52700 89.98900 46.2 51.15 3d 0.51%
09.04.2012 12:00 09.04.2012 15:27 USDJPY Sell 0.10 78.41800 - 78.40200 78.41800 -1.6 -2.04 3h 27m -0.02%

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