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Strategy Settings

Standart_Parameters
"---------...
InpMagicNumber
12422
InpLots
0.01
InpBalanceForTradin...
1000
InpStopOut
1000
InpVolatilityPeriod...
15
InpVolatilityTF
1440
InpVolatilityCoef
2
InpMMBlock
"---------...
InpCalculateFromSta...
true
InpMultiplier
2
InpMinProfit
0.1
InpRiskTolerance
0.5
InpAntiFlat
"---------...
InpAntiFlatPeriod
120
+36.86%

0.09%
2.64%
Drawdown: 52.32%

Balance: $1,368.69
Highest: (Dec 29) $1,369.81
Profit: $368.57
Deposits: $1,000.00

Test Started: Jan 04, 2016
Test Ended: Dec 30, 2016
Timeframe: 1 Hour

Model Type: Every Tick
Added: Mar 12, 2017 at 22:02
Loading, please wait...
Trades: 376
Profitability:
Pips: -355.1
Average Win: 56.44 pips / $15.79
Average Loss: -104.58 pips / -$25.77
Lots: 8.76
Commissions: 0
Longs Won: (124/186) 66%
Shorts Won: (118/190) 62%
Best Trade ($): (Sep 21) 424.53
Worst Trade ($): (Sep 21) -460.10
Best Trade (Pips): (Jul 12) 232.8
Worst Trade (Pips): (Jul 12) -368.0
Avg. Trade Length: 1d
Profit Factor: 1.11
Standard Deviation: $50.05
Sharpe Ratio 0.04
Z-Score (Probability): 10.81 (99.99%)
Expectancy -0.9 Pips / $0.98
AHPR: 0.18%
GHPR: 0.08%
Loading, please wait...
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 8.89% 18.42% 28.21% 38.17% 48.26% 58.45% 68.73% 79.09% 89.52%
Consecutive Losing Trades 53 48 42 37 32 27 21 16 11 5
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (376)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2016 09:04 12.30.2016 15:48 USDJPY Sell 0.01 - 116.6 117.151 116.614 53.7 4.60 6h 44m 0.34%
12.21.2016 16:40 12.29.2016 01:14 USDJPY Buy 0.02 - 116.7 117.816 116.742 -107.4 -18.48 7d -1.35%
12.25.2016 22:26 12.29.2016 01:14 USDJPY Sell 0.04 116.7 - 117.162 116.746 41.6 12.76 3d 0.94%
12.21.2016 05:00 12.29.2016 01:14 USDJPY Sell 0.01 116.7 - 117.485 116.746 73.9 5.71 7d 0.42%
12.20.2016 11:12 12.21.2016 04:37 USDJPY Sell 0.02 117.5 - 117.849 117.488 36.1 6.02 17h 25m 0.44%
12.20.2016 09:00 12.21.2016 04:37 USDJPY Buy 0.01 - 117.5 118.176 117.484 -69.2 -5.89 19h 37m -0.43%
12.19.2016 19:00 12.20.2016 06:45 USDJPY Sell 0.01 - 117.9 117.195 117.852 -65.7 -5.63 11h 45m -0.41%
12.20.2016 03:03 12.20.2016 06:45 USDJPY Buy 0.02 117.8 - 117.515 117.848 33.3 5.65 3h 42m 0.42%
12.15.2016 13:21 12.16.2016 16:28 USDJPY Sell 0.02 117.5 - 117.971 117.521 45.0 7.54 1d 0.56%
12.15.2016 12:00 12.16.2016 16:28 USDJPY Buy 0.01 - 117.5 118.36 117.517 -84.3 -7.17 1d -0.53%
12.15.2016 02:03 12.15.2016 11:36 USDJPY Sell 0.02 - 118.6 117.361 118.605 -124.4 -20.98 9h 33m -1.53%
12.15.2016 01:00 12.15.2016 11:36 USDJPY Buy 0.01 118.6 - 117.744 118.601 85.7 7.23 10h 36m 0.53%
12.15.2016 10:14 12.15.2016 11:36 USDJPY Buy 0.04 118.6 - 118.117 118.601 48.4 16.32 1h 22m 1.21%
12.11.2016 23:00 12.14.2016 19:11 USDJPY Buy 0.01 116.1 - 115.452 116.143 69.1 5.94 2d 0.44%
12.12.2016 17:21 12.14.2016 19:11 USDJPY Sell 0.02 - 116.1 115.101 116.147 -104.6 -18.26 2d -1.34%
12.14.2016 19:00 12.14.2016 19:11 USDJPY Buy 0.04 116.1 - 115.769 116.143 37.4 12.88 11m 0.96%
12.09.2016 01:49 12.11.2016 22:02 USDJPY Buy 0.08 115.4 - 114.548 115.436 88.8 61.54 2d 4.74%
12.07.2016 00:06 12.11.2016 22:02 USDJPY Buy 0.02 115.4 - 114.195 115.436 124.1 21.47 4d 1.59%
12.06.2016 08:00 12.11.2016 22:02 USDJPY Sell 0.01 - 115.4 113.833 115.44 -160.7 -14.23 5d -1.05%
12.07.2016 16:51 12.11.2016 22:02 USDJPY Sell 0.04 - 115.4 113.483 115.44 -195.7 -68.81 4d -5.03%

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