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Strategy Settings

AutoLots_description...
"Automatic...
AutoLots
false
Lots_description
"Lot(s) si...
Lots
0.1
GridSize_descriptio...
"Grid size...
GridSize
650
GridLevel_descripti...
"Maximum g...
GridLevel
5
DDLimit_description...
"Maximum d...
DDLimit
60
FreezeLimit_descrip...
"Critical ...
FreezeLimit
75
+20.32%

0.05%
1.54%
Drawdown: 13.28%

Balance: $36,157.54
Highest: (Dec 31) $36,172.29
Profit: $6,157.14
Deposits: $30,000.00

Test Started: Jan 02, 2013
Test Ended: Dec 31, 2013
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jan 29, 2014 at 19:30
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Trades: 667
Profitability:
Pips: -545.9
Average Win: 13.87 pips / $34.06
Average Loss: -74.39 pips / -$115.13
Lots: 103.10
Commissions: 0
Longs Won: (306/351) 87%
Shorts Won: (250/316) 79%
Best Trade ($): (May 13) 1,875.49
Worst Trade ($): (May 13) -618.61
Best Trade (Pips): (Jun 06) 78.5
Worst Trade (Pips): (May 13) -276.6
Avg. Trade Length: 15h 18m
Profit Factor: 1.48
Standard Deviation: $130.94
Sharpe Ratio 0.00
Z-Score (Probability): -3.01 (-138.61%)
Expectancy -0.8 Pips / $9.23
AHPR: 0.03%
GHPR: 0.03%
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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% <0.01% <0.01% 0.02% 1.67%
Consecutive Losing Trades 314 283 251 220 188 157 126 94 63 31
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (667)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.31.2013 16:00 12.31.2013 17:47 USDJPY Sell 0.10 - - 105.102 105.253 -15.1 -14.75 1h 47m -0.04%
12.30.2013 11:00 12.31.2013 16:32 USDJPY Buy 0.10 - - 105.192 105.191 -0.1 0.20 1d 0.00%
12.31.2013 08:45 12.31.2013 12:01 USDJPY Sell 0.10 - - 105.11 104.964 14.6 13.51 3h 16m 0.04%
12.31.2013 05:15 12.31.2013 07:17 USDJPY Sell 0.10 - - 105.045 104.931 11.4 10.46 2h 2m 0.03%
12.29.2013 23:00 12.30.2013 03:27 USDJPY Sell 0.10 - - 105.304 105.279 2.5 0.66 4h 27m 0.00%
12.27.2013 18:30 12.27.2013 21:52 USDJPY Sell 0.10 - - 105.167 105.128 3.9 3.31 3h 22m 0.01%
12.27.2013 07:45 12.27.2013 09:28 USDJPY Buy 0.10 - - 104.675 104.794 11.9 10.96 1h 43m 0.03%
12.26.2013 21:45 12.27.2013 04:25 USDJPY Sell 0.10 - - 104.801 104.783 1.8 0.01 6h 40m 0.00%
12.26.2013 16:00 12.26.2013 18:59 USDJPY Buy 0.10 - - 104.702 104.747 4.5 3.90 2h 59m 0.01%
12.26.2013 14:00 12.26.2013 14:59 USDJPY Sell 0.10 - - 104.804 104.746 5.8 5.14 59m 0.01%
12.26.2013 13:15 12.26.2013 13:29 USDJPY Buy 0.10 - - 104.726 104.781 5.5 4.85 14m 0.01%
12.26.2013 07:00 12.26.2013 10:15 USDJPY Sell 0.10 - - 104.777 104.751 2.6 2.08 3h 15m 0.01%
12.24.2013 05:45 12.24.2013 09:02 USDJPY Buy 0.10 - - 104.247 104.256 0.9 0.46 3h 17m 0.00%
12.23.2013 22:30 12.24.2013 07:18 USDJPY Sell 0.10 - - 104.173 104.155 1.8 0.02 8h 48m 0.00%
12.20.2013 15:15 12.23.2013 22:35 USDJPY Buy 0.10 - - 104.205 104.203 -0.2 0.11 3d 0.00%
12.18.2013 20:15 12.20.2013 15:10 USDJPY Sell 0.10 - - 103.662 104.114 -45.2 -49.05 1d -0.14%
12.20.2013 00:45 12.20.2013 15:10 USDJPY Sell 0.20 - - 104.374 104.114 26.0 49.15 14h 25m 0.14%
12.19.2013 02:15 12.19.2013 05:00 USDJPY Buy 0.10 - - 103.878 104.011 13.3 12.39 2h 45m 0.03%
12.18.2013 19:00 12.18.2013 19:00 USDJPY Buy 0.10 - - 102.729 103.259 53.0 50.93 0s 0.14%
12.18.2013 00:15 12.18.2013 19:00 USDJPY Sell 0.10 - - 102.737 102.729 0.8 0.38 18h 45m 0.00%

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