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Strategy Settings

minSize
0
AtrPeriod
16
countback
31
startcountback
1
DevFactor
2.7
LimitTrade
true
TrailingTrade
true
StopFactor
0.5
AtrLimitFactor
4.8
limit
380
trailingstop
170
stop
50
maxstop
50
multiTrades
true
FridayRisk
1
+410.03%

0.08%
2.38%
Drawdown: 41.02%

Balance: $5,100.08
Highest: (Jun 10) $5,580.70
Profit: $4,100.26
Deposits: $1,000.00

Test Started: Jan 04, 2010
Test Ended: Sep 10, 2015
Timeframe: 1 Hour

Model Type: n/a
Added: Sep 13, 2015 at 19:06
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Trades: 412
Profitability:
Pips: 10,876.8
Average Win: 209.94 pips / $87.87
Average Loss: -30.88 pips / -$14.37
Lots: 19.04
Commissions: 0
Longs Won: (62/210) 29%
Shorts Won: (36/202) 17%
Best Trade ($): (Dec 09) 656.87
Worst Trade ($): (Jun 11) -57.25
Best Trade (Pips): (Dec 09) 1,133.5
Worst Trade (Pips): (Nov 03) -51.9
Avg. Trade Length: 5d
Profit Factor: 1.91
Standard Deviation: $74.47
Sharpe Ratio 0.14
Z-Score (Probability): -10.88 (99.99%)
Expectancy 26.4 Pips / $9.95
AHPR: 0.44%
GHPR: 0.40%
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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% 0.15% 1.74% 14.75%
Consecutive Losing Trades 355 319 284 248 213 177 142 106 71 35
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (412)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.08.2015 10:00 09.10.2015 03:04 USDJPY Buy 0.13 120.1 - 119.85 120.1 25.0 26.41 1d 0.52%
09.08.2015 10:00 09.10.2015 03:04 USDJPY Buy 0.13 120.1 123.6 119.85 120.1 25.0 26.41 1d 0.52%
08.07.2015 18:00 08.11.2015 04:21 USDJPY Sell 0.13 124.8 - 124.309 124.809 -50.0 -52.43 3d -1.03%
08.07.2015 18:00 08.11.2015 04:21 USDJPY Sell 0.13 124.8 120.5 124.309 124.809 -50.0 -52.43 3d -1.02%
08.07.2015 16:00 08.07.2015 17:32 USDJPY Buy 0.13 124.5 128.8 125.043 124.541 -50.2 -52.40 1h 32m -1.00%
08.07.2015 16:00 08.07.2015 17:32 USDJPY Buy 0.13 124.5 - 125.043 124.541 -50.2 -52.40 1h 32m -1.01%
08.05.2015 18:00 08.07.2015 15:30 USDJPY Buy 0.13 124.5 - 125.025 124.541 -48.4 -51.20 1d -0.96%
08.05.2015 18:00 08.07.2015 15:30 USDJPY Buy 0.13 124.5 128.8 125.025 124.541 -48.4 -51.20 1d -0.96%
07.31.2015 16:00 08.04.2015 21:02 USDJPY Sell 0.14 124.2 - 123.825 124.203 -37.8 -42.99 4d -0.80%
07.31.2015 16:00 08.04.2015 21:02 USDJPY Sell 0.14 124.2 120.0 123.825 124.203 -37.8 -42.99 4d -0.79%
07.21.2015 18:00 07.23.2015 16:11 USDJPY Sell 0.14 124.2 - 123.844 124.167 -32.3 -37.17 1d -0.68%
07.21.2015 18:00 07.23.2015 16:11 USDJPY Sell 0.14 124.2 120.0 123.844 124.167 -32.3 -37.17 1d -0.67%
07.02.2015 16:00 07.06.2015 14:07 USDJPY Sell 0.14 122.9 - 123.11 122.86 25.0 28.11 3d 0.51%
07.02.2015 16:00 07.06.2015 14:07 USDJPY Sell 0.14 122.9 119.3 123.11 122.86 25.0 28.11 3d 0.51%
06.17.2015 22:00 06.22.2015 19:06 USDJPY Sell 0.14 123.4 119.6 123.371 123.375 -0.4 -1.39 4d -0.03%
06.17.2015 22:00 06.22.2015 19:06 USDJPY Sell 0.14 123.4 - 123.371 123.375 -0.4 -1.39 4d -0.03%
06.10.2015 08:00 06.11.2015 10:42 USDJPY Sell 0.14 123.5 119.2 122.996 123.496 -50.0 -57.25 1d -1.03%
06.10.2015 08:00 06.11.2015 10:42 USDJPY Sell 0.14 123.5 - 122.996 123.496 -50.0 -57.25 1d -1.04%
05.26.2015 10:00 06.10.2015 07:52 USDJPY Buy 0.11 122.8 126.4 122.583 122.833 25.0 20.32 14d 0.37%
05.26.2015 16:00 06.10.2015 07:26 USDJPY Buy 0.11 123.5 127.0 123.219 123.469 25.0 20.21 14d 0.36%

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