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Strategy Settings

S1
"---------...
Nbr_Periods
10
Multiplier
1.5
S2
"---------...
Lots
0.05
RiskManagement
false
RiskPercent
10
S3
"---------...
StopLoss
0
TakeProfit
0
TrailingStop
0
BreakEven
0
AddPositions
false
MaxOrders
100
Slippage
3
+115.58%

29.18%
216712.68%
Drawdown: 18.07%

Balance: $215.59
Highest: (Sep 25) $223.60
Profit: $115.58
Deposits: $100.00

Test Started: Sep 22, 2015
Test Ended: Sep 25, 2015
Timeframe: 1 Minute

Model Type: Every Tick
Added: Sep 26, 2015 at 13:09
Loading, please wait...
Trades: 75
Profitability:
Pips: 279.9
Average Win: 16.68 pips / $6.91
Average Loss: -5.90 pips / -$2.46
Lots: 3.75
Commissions: 0
Longs Won: (19/37) 51%
Shorts Won: (13/38) 34%
Best Trade ($): (Sep 25) 20.71
Worst Trade ($): (Sep 23) -4.56
Best Trade (Pips): (Sep 25) 49.9
Worst Trade (Pips): (Sep 23) -11.0
Avg. Trade Length: 1h 1m
Profit Factor: 2.09
Standard Deviation: $6.25
Sharpe Ratio 0.27
Z-Score (Probability): -0.28 (-22.06%)
Expectancy 3.7 Pips / $1.54
AHPR: 1.11%
GHPR: 1.03%
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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% 0.02% 0.25% 2.38% 17.12%
Consecutive Losing Trades 88 79 70 61 53 44 35 26 18 9
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (75)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.25.2015 23:54 09.25.2015 23:54 EURJPY Sell 0.05 - - 134.978 134.98 -0.2 -0.09 0s -0.04%
09.25.2015 22:12 09.25.2015 23:54 EURJPY Buy 0.05 - - 135.065 134.985 -8.0 -3.32 1h 42m -1.52%
09.25.2015 21:29 09.25.2015 22:12 EURJPY Sell 0.05 - - 135.04 135.064 -2.4 -0.99 43m -0.45%
09.25.2015 21:02 09.25.2015 21:29 EURJPY Buy 0.05 - - 135.128 135.041 -8.7 -3.61 27m -1.61%
09.25.2015 18:33 09.25.2015 21:02 EURJPY Sell 0.05 - - 135.187 135.128 5.9 2.45 2h 29m 1.11%
09.25.2015 18:09 09.25.2015 18:33 EURJPY Buy 0.05 - - 134.981 135.188 20.7 8.59 24m 4.04%
09.25.2015 18:04 09.25.2015 18:09 EURJPY Sell 0.05 - - 134.945 134.981 -3.6 -1.50 5m -0.70%
09.25.2015 17:11 09.25.2015 18:04 EURJPY Buy 0.05 - - 134.931 134.946 1.5 0.62 53m 0.29%
09.25.2015 16:31 09.25.2015 17:11 EURJPY Sell 0.05 - - 134.896 134.931 -3.5 -1.45 40m -0.67%
09.25.2015 15:57 09.25.2015 16:31 EURJPY Buy 0.05 - - 134.96 134.896 -6.4 -2.66 34m -1.22%
09.25.2015 15:47 09.25.2015 15:57 EURJPY Sell 0.05 - - 134.916 134.96 -4.4 -1.83 10m -0.83%
09.25.2015 15:33 09.25.2015 15:47 EURJPY Buy 0.05 - - 134.957 134.917 -4.0 -1.66 14m -0.75%
09.25.2015 15:10 09.25.2015 15:33 EURJPY Sell 0.05 - - 134.971 134.956 1.5 0.62 23m 0.28%
09.25.2015 14:38 09.25.2015 15:10 EURJPY Buy 0.05 - - 134.964 134.971 0.7 0.29 32m 0.13%
09.25.2015 14:04 09.25.2015 14:38 EURJPY Sell 0.05 - - 134.912 134.964 -5.2 -2.16 34m -0.97%
09.25.2015 10:24 09.25.2015 14:04 EURJPY Buy 0.05 - - 134.414 134.913 49.9 20.71 3h 40m 10.27%
09.25.2015 10:05 09.25.2015 10:24 EURJPY Sell 0.05 - - 134.358 134.414 -5.6 -2.32 19m -1.14%
09.25.2015 09:33 09.25.2015 10:05 EURJPY Buy 0.05 - - 134.44 134.359 -8.1 -3.36 32m -1.62%
09.25.2015 09:14 09.25.2015 09:33 EURJPY Sell 0.05 - - 134.342 134.439 -9.7 -4.03 19m -1.91%
09.25.2015 07:32 09.25.2015 09:14 EURJPY Buy 0.05 - - 134.26 134.342 8.2 3.40 1h 42m 1.64%

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