Strategy Settings
time_options
"
InpOpenOrderHour
22
InpOpenOrderMinute
55
profit_options
"
InpMinGap
2
InpProfitAverage
1
InpKoefLoss
16
average_options
"
PIPS_DD
145
PIPS_INDENT
22
TP_AVERAGE
10
tw_options
"
TW_WAVE_PERIOD
10
TW_AVG_PERIOD
21
TW_SCALE
15
TW_DELAY
4
TW_LEVEL_UP
53
TW_LEVEL_DOWN
-53
lots_options
"
InpVolumeFixed
0.1
InpVolumePercent
2.5
extra_options
"
InpMagicNumber
0
InpSlippage
1
InpTradeTry
10
InpUseSoundOpenPosi...
true
InpSoundOpenPositio...
"tokyo_gap...
InpUseSoundClosePos...
true
InpSoundClosePositi...
"tokyo_gap...
InpUseSoundSetPendi...
true
InpSoundSetPendinig...
"tokyo_gap...
| +1029.59% |
| 0.24% | |
| 7.41% | |
| Drawdown: | 61.15% |
| Balance: | $112,958.55 |
| Highest: | (Aug 26) $112,958.55 |
| Profit: | $102,958.62 |
| Deposits: | $10,000.00 |
| Test Started: | Nov 12, 2010 |
| Test Ended: | Aug 26, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Nov 06, 2014 at 23:23 |
Loading, please wait...
| Trades: | 409 |
| Profitability: | |
| Pips: | 2,061.6 |
| Average Win: | 11.08 pips / $551.85 |
| Average Loss: | -8.52 pips / -$422.34 |
| Lots: | 2,239.95 |
| Commissions: | 0 |
| Longs Won: | (141/204) 69% |
| Shorts Won: | (142/205) 69% |
| Best Trade ($): | (Mar 18) 7,339.81 |
| Worst Trade ($): | (Mar 18) -3,610.24 |
| Best Trade (Pips): | (Feb 25) 92.5 |
| Worst Trade (Pips): | (Sep 05) -51.3 |
| Avg. Trade Length: | 1d |
| Profit Factor: | 2.93 |
| Standard Deviation: | $962.87 |
| Sharpe Ratio | 0.35 |
| Z-Score (Probability): | 7.68 (99.99%) |
| Expectancy | 5.0 Pips / $251.73 |
| AHPR: | 0.61% |
| GHPR: | 0.59% |
Loading, please wait...
| 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 | 267 | 241 | 214 | 187 | 160 | 134 | 107 | 80 | 53 | 27 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (409)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 08.26.2013 00:00 | 08.26.2013 01:17 | CADJPY | Buy | 15.76 | 90.0 | - | 93.765 | 93.857 | 9.2 | 1,258.25 | 1h 17m | 1.13% |
| 08.23.2013 22:55 | 08.26.2013 01:17 | CADJPY | Buy | 15.76 | 90.0 | - | 93.928 | 93.857 | -7.1 | -954.59 | 2d | -0.85% |
| 08.23.2013 22:55 | 08.26.2013 00:00 | CADJPY | Sell | 15.76 | - | - | 93.918 | 93.75 | 16.8 | 2,237.05 | 2d | 2.03% |
| 08.16.2013 22:55 | 08.19.2013 00:00 | CADJPY | Buy | 15.81 | - | - | 94.3 | 94.321 | 2.1 | 304.63 | 2d | 0.28% |
| 08.16.2013 22:55 | 08.19.2013 00:00 | CADJPY | Sell | 15.81 | - | - | 94.29 | 94.331 | -4.1 | -622.96 | 2d | -0.56% |
| 08.09.2013 22:55 | 08.12.2013 00:00 | CADJPY | Buy | 15.86 | - | - | 93.397 | 93.488 | 9.1 | 1,269.04 | 2d | 1.14% |
| 08.09.2013 22:55 | 08.12.2013 00:00 | CADJPY | Sell | 15.86 | - | - | 93.387 | 93.498 | -11.1 | -1,588.25 | 2d | -1.41% |
| 08.05.2013 00:00 | 08.05.2013 00:01 | CADJPY | Sell | 15.68 | 95.7 | - | 95.163 | 95.112 | 5.1 | 693.87 | 1m | 0.63% |
| 08.02.2013 22:55 | 08.05.2013 00:01 | CADJPY | Sell | 15.68 | 95.7 | - | 95.091 | 95.112 | -2.1 | -345.74 | 2d | -0.31% |
| 08.02.2013 22:55 | 08.05.2013 00:00 | CADJPY | Buy | 15.68 | - | - | 95.101 | 95.162 | 6.1 | 846.41 | 2d | 0.77% |
| 07.26.2013 22:55 | 07.29.2013 00:52 | CADJPY | Buy | 15.19 | 91.2 | - | 95.581 | 95.467 | -11.4 | -1,486.89 | 2d | -1.36% |
| 07.29.2013 00:00 | 07.29.2013 00:52 | CADJPY | Buy | 15.19 | 91.2 | - | 95.326 | 95.467 | 14.1 | 1,858.66 | 52m | 1.72% |
| 07.26.2013 22:55 | 07.29.2013 00:00 | CADJPY | Sell | 15.19 | - | - | 95.571 | 95.331 | 24.0 | 3,105.12 | 2d | 2.92% |
| 07.22.2013 00:00 | 07.22.2013 00:01 | CADJPY | Sell | 14.91 | 99.0 | - | 96.886 | 96.805 | 8.1 | 1,047.92 | 1m | 0.99% |
| 07.19.2013 22:55 | 07.22.2013 00:01 | CADJPY | Sell | 14.91 | 99.0 | - | 96.751 | 96.805 | -5.4 | -755.70 | 2d | -0.71% |
| 07.19.2013 22:55 | 07.22.2013 00:00 | CADJPY | Buy | 14.91 | - | - | 96.761 | 96.888 | 12.7 | 1,658.82 | 2d | 1.59% |
| 07.12.2013 22:55 | 07.15.2013 00:13 | CADJPY | Sell | 14.75 | 99.6 | - | 95.557 | 95.571 | -1.4 | -235.64 | 2d | -0.23% |
| 07.15.2013 00:00 | 07.15.2013 00:13 | CADJPY | Sell | 14.75 | 99.6 | - | 95.626 | 95.571 | 5.5 | 703.91 | 13m | 0.68% |
| 07.12.2013 22:55 | 07.15.2013 00:00 | CADJPY | Buy | 14.75 | - | - | 95.567 | 95.616 | 4.9 | 642.60 | 2d | 0.62% |
| 07.05.2013 22:55 | 07.08.2013 00:03 | CADJPY | Buy | 14.67 | 95.3 | - | 95.657 | 95.65 | -0.7 | -73.80 | 2d | -0.07% |
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