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Strategy Settings

Channel_width
25
Distance
50
TimeStep
2
Lots
0.2
MaxSpread
10
TP_pips
400
SL_pips
10
Trailing_start
20
Trailing_pips
10
+1048.4%

2.05%
84.09%
Drawdown: 12.05%

Balance: $1,148.40
Highest: (Aug 27) $1,160.20
Profit: $1,048.40
Deposits: $100.00

Test Started: May 01, 2014
Test Ended: Aug 29, 2014
Timeframe: 5 Minutes

Model Type: n/a
Added: Sep 02, 2014 at 18:31
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Trades: 665
Profitability:
Pips: 524.2
Average Win: 4.46 pips / $8.91
Average Loss: -1.00 pips / -$2.00
Lots: 133.00
Commissions: 0
Longs Won: (98/317) 30%
Shorts Won: (120/348) 34%
Best Trade ($): (Aug 25) 74.80
Worst Trade ($): (May 01) -2.00
Best Trade (Pips): (Aug 25) 37.4
Worst Trade (Pips): (May 01) -1.0
Avg. Trade Length: 7s
Profit Factor: 2.17
Standard Deviation: $7.11
Sharpe Ratio 0.20
Z-Score (Probability): -2.34 (-106.59%)
Expectancy 0.8 Pips / $1.58
AHPR: 0.39%
GHPR: 0.37%
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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 574 517 459 402 344 287 230 172 115 57
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (665)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.29.2014 18:26 08.29.2014 18:26 EURUSD Sell 0.20 1.3 1.3 1.31491 1.31501 -1.0 -2.00 0s -0.17%
08.29.2014 13:35 08.29.2014 13:35 EURUSD Sell 0.20 1.3 1.3 1.31902 1.31912 -1.0 -2.00 0s -0.17%
08.29.2014 12:02 08.29.2014 12:02 EURUSD Buy 0.20 1.3 1.3 1.31954 1.31944 -1.0 -2.00 0s -0.17%
08.29.2014 12:00 08.29.2014 12:00 EURUSD Buy 0.20 1.3 1.3 1.31851 1.31841 -1.0 -2.00 0s -0.17%
08.29.2014 11:52 08.29.2014 11:53 EURUSD Buy 0.20 1.3 1.3 1.31802 1.31815 1.3 2.60 1m 0.23%
08.29.2014 07:01 08.29.2014 07:01 EURUSD Sell 0.20 1.3 1.3 1.31755 1.31765 -1.0 -2.00 0s -0.17%
08.28.2014 19:58 08.28.2014 19:59 EURUSD Buy 0.20 1.3 1.3 1.31731 1.31759 2.8 5.60 1m 0.49%
08.28.2014 15:30 08.28.2014 15:30 EURUSD Sell 0.20 1.3 1.3 1.31773 1.31783 -1.0 -2.00 0s -0.17%
08.28.2014 14:04 08.28.2014 14:04 EURUSD Buy 0.20 1.3 1.3 1.31802 1.31792 -1.0 -2.00 0s -0.17%
08.28.2014 14:04 08.28.2014 14:04 EURUSD Buy 0.20 1.3 1.3 1.31856 1.31846 -1.0 -2.00 0s -0.17%
08.28.2014 13:21 08.28.2014 13:21 EURUSD Sell 0.20 1.3 1.3 1.31752 1.31762 -1.0 -2.00 0s -0.17%
08.27.2014 20:38 08.27.2014 20:39 EURUSD Sell 0.20 1.3 1.3 1.32016 1.32026 -1.0 -2.00 1m -0.17%
08.27.2014 17:18 08.27.2014 17:18 EURUSD Buy 0.20 1.3 1.3 1.31892 1.31918 2.6 5.20 0s 0.45%
08.27.2014 17:17 08.27.2014 17:17 EURUSD Buy 0.20 1.3 1.3 1.31869 1.31859 -1.0 -2.00 0s -0.17%
08.27.2014 17:16 08.27.2014 17:17 EURUSD Buy 0.20 1.3 1.3 1.31855 1.31845 -1.0 -2.00 1m -0.17%
08.27.2014 17:15 08.27.2014 17:16 EURUSD Buy 0.20 1.3 1.3 1.31913 1.31929 1.6 3.20 1m 0.28%
08.27.2014 17:16 08.27.2014 17:16 EURUSD Sell 0.20 1.3 1.3 1.31841 1.31807 3.4 6.80 0s 0.59%
08.27.2014 17:15 08.27.2014 17:15 EURUSD Buy 0.20 1.3 1.3 1.31813 1.31871 5.8 11.60 0s 1.02%
08.27.2014 17:15 08.27.2014 17:15 EURUSD Buy 0.20 1.3 1.3 1.31758 1.31748 -1.0 -2.00 0s -0.18%
08.27.2014 17:04 08.27.2014 17:04 EURUSD Buy 0.20 1.3 1.3 1.31782 1.31772 -1.0 -2.00 0s -0.18%

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