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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
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Trades: 659
Profitability:
Pips: 5,218.3
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 0.00
Z-Score (Probability): -1.65 (-91.06%)
Expectancy 7.9 Pips / $8.63
AHPR: 0.07%
GHPR: 0.07%
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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% <0.01% <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 - - 117.682 117.848 -16.6 -14.09 23h 59m -0.09%
01.05.2016 00:00 01.12.2016 00:00 USDJPY Buy 0.10 - - 119.488 117.682 -180.6 -153.72 7d -0.97%
01.03.2016 22:00 01.05.2016 00:00 USDJPY Sell 0.10 - - 120.188 119.488 70.0 58.50 1d 0.37%
12.31.2015 00:00 01.03.2016 22:00 USDJPY Buy 0.10 - - 120.474 120.188 -28.6 -23.84 3d -0.15%
12.30.2015 00:00 12.31.2015 00:00 USDJPY Sell 0.10 - - 120.523 120.474 4.9 3.95 1d 0.02%
12.29.2015 00:00 12.30.2015 00:00 USDJPY Buy 0.10 - - 120.359 120.523 16.4 13.57 1d 0.09%
12.28.2015 00:00 12.29.2015 00:00 USDJPY Sell 0.10 - - 120.246 120.359 -11.3 -9.43 1d -0.06%
12.20.2015 22:00 12.28.2015 00:00 USDJPY Buy 0.10 - - 121.261 120.246 -101.5 -84.71 7d -0.53%
12.17.2015 00:00 12.20.2015 22:00 USDJPY Sell 0.10 - - 122.48 121.261 121.9 100.49 3d 0.64%
12.16.2015 00:00 12.17.2015 00:00 USDJPY Buy 0.10 - - 121.685 122.48 79.5 64.80 1d 0.41%
12.10.2015 00:00 12.16.2015 00:00 USDJPY Sell 0.10 - - 121.69 121.685 0.5 0.25 6d 0.00%
12.09.2015 00:00 12.10.2015 00:00 USDJPY Buy 0.10 - - 122.941 121.69 -125.1 -102.91 1d -0.65%
12.07.2015 00:00 12.09.2015 00:00 USDJPY Sell 0.10 - - 123.197 122.941 25.6 20.74 2d 0.13%
12.06.2015 22:00 12.07.2015 00:00 USDJPY Buy 0.10 - - 123.184 123.197 1.3 1.02 2h 0m 0.01%
12.04.2015 00:00 12.06.2015 22:00 USDJPY Sell 0.10 - - 122.648 123.184 -53.6 -43.51 2d -0.27%
12.03.2015 00:00 12.04.2015 00:00 USDJPY Buy 0.10 - - 123.252 122.648 -60.4 -49.29 1d -0.31%
12.02.2015 00:00 12.03.2015 00:00 USDJPY Sell 0.10 - - 122.91 123.252 -34.2 -27.87 1d -0.17%
12.01.2015 00:00 12.02.2015 00:00 USDJPY Buy 0.10 - - 123.224 122.91 -31.4 -25.59 1d -0.16%
11.29.2015 22:00 12.01.2015 00:00 USDJPY Sell 0.10 - - 122.811 123.224 -41.3 -33.60 1d -0.21%
11.27.2015 00:00 11.29.2015 22:00 USDJPY Buy 0.10 - - 122.65 122.811 16.1 13.11 2d 0.08%

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