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Strategy Settings

_s1
"----- In...
pRSI_1
44
pLongConsty_2
3.36
pRSI_3
11
pRSI_4
60
pRSI_5
33
pCCI_6
31
pCCI_7
30
pRSI_8
29
pRSI_9
74
pRSI_10
40
pCCI_11
5
pLongConsty_12
3.92
pCCI_13
2
pRSI_14
25
+56.89%

0.03%
0.94%
Drawdown: 8.27%

Balance: $15,689.15
Highest: (Nov 03) $17,003.10
Profit: $5,689.20
Deposits: $10,000.00

Test Started: Feb 05, 2012
Test Ended: Jan 12, 2016
Timeframe: 1 Day

Model Type: Every Tick
Added: Jan 15 2016 at 21:38
Comments:
No comments entered.
Model Quality: 99.9
Bars in test: 1262
Ticks Modelled: 65786076
Views: 10
Broker: -
Trades: 659
Profitability:
Pips: 5218.3
Average Win: 53.47 pips / $53.51
Average Loss: -52.22 pips / -$50.63
Lots: 65.90
Commissions: 0
Longs Won: (201/329) 61%
Shorts Won: (174/330) 52%
Best Trade ($): (Apr 05) 334.79
Worst Trade ($): (Aug 26) -453.92
Best Trade (Pips): (Nov 03) 359.2
Worst Trade (Pips): (Aug 26) -538.0
Avg. Trade Length: 2d
Profit Factor: 1.40
Standard Deviation: $71.81
Sharpe Ratio 0.0000
Z-Score (Probability): -1.65 (-91.06%)
Expectancy 7.9 Pips / $8.63
AHPR: 0.07%
GHPR: 0.07%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
USDJPY 329 4672.0 4913.52 330 546.3 775.63 659 5218.3 5689.15 375 (57%) 284 (43%)
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 310 279 248 217 186 155 124 93 62 31
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (659)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.12.2016 00:00 01.12.2016 23:59 USDJPY Sell 0.10 - - 117.68200 117.84800 -16.6 -14.09 23h 59m -0.09%
01.05.2016 00:00 01.12.2016 00:00 USDJPY Buy 0.10 - - 119.48800 117.68200 -180.6 -153.72 7d -0.97%
01.03.2016 22:00 01.05.2016 00:00 USDJPY Sell 0.10 - - 120.18800 119.48800 70.0 58.50 1d 0.37%
12.31.2015 00:00 01.03.2016 22:00 USDJPY Buy 0.10 - - 120.47400 120.18800 -28.6 -23.84 3d -0.15%
12.30.2015 00:00 12.31.2015 00:00 USDJPY Sell 0.10 - - 120.52300 120.47400 4.9 3.95 1d 0.02%
12.29.2015 00:00 12.30.2015 00:00 USDJPY Buy 0.10 - - 120.35900 120.52300 16.4 13.57 1d 0.09%
12.28.2015 00:00 12.29.2015 00:00 USDJPY Sell 0.10 - - 120.24600 120.35900 -11.3 -9.43 1d -0.06%
12.20.2015 22:00 12.28.2015 00:00 USDJPY Buy 0.10 - - 121.26100 120.24600 -101.5 -84.71 7d -0.53%
12.17.2015 00:00 12.20.2015 22:00 USDJPY Sell 0.10 - - 122.48000 121.26100 121.9 100.49 3d 0.64%
12.16.2015 00:00 12.17.2015 00:00 USDJPY Buy 0.10 - - 121.68500 122.48000 79.5 64.80 1d 0.41%
12.10.2015 00:00 12.16.2015 00:00 USDJPY Sell 0.10 - - 121.69000 121.68500 0.5 0.25 6d 0.00%
12.09.2015 00:00 12.10.2015 00:00 USDJPY Buy 0.10 - - 122.94100 121.69000 -125.1 -102.91 1d -0.65%
12.07.2015 00:00 12.09.2015 00:00 USDJPY Sell 0.10 - - 123.19700 122.94100 25.6 20.74 2d 0.13%
12.06.2015 22:00 12.07.2015 00:00 USDJPY Buy 0.10 - - 123.18400 123.19700 1.3 1.02 2h 0m 0.01%
12.04.2015 00:00 12.06.2015 22:00 USDJPY Sell 0.10 - - 122.64800 123.18400 -53.6 -43.51 2d -0.27%
12.03.2015 00:00 12.04.2015 00:00 USDJPY Buy 0.10 - - 123.25200 122.64800 -60.4 -49.29 1d -0.31%
12.02.2015 00:00 12.03.2015 00:00 USDJPY Sell 0.10 - - 122.91000 123.25200 -34.2 -27.87 1d -0.17%
12.01.2015 00:00 12.02.2015 00:00 USDJPY Buy 0.10 - - 123.22400 122.91000 -31.4 -25.59 1d -0.16%
11.29.2015 22:00 12.01.2015 00:00 USDJPY Sell 0.10 - - 122.81100 123.22400 -41.3 -33.60 1d -0.21%
11.27.2015 00:00 11.29.2015 22:00 USDJPY Buy 0.10 - - 122.65000 122.81100 16.1 13.11 2d 0.08%

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