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Strategy Settings

mn
2015
comm
"Swaan Sca...
q
"---------...
K
5
D
3
S
3
OS
20
OB
80
o
"---------...
ema
0
had
false
fulltime
false
manual
false
mm
1000
a
"---------...
+4453.1%

1.37%
50.55%
Drawdown: 66.39%

Balance: $45,531.20
Highest: (Oct 13) $45,531.20
Profit: $44,531.02
Deposits: $1,000.00

Test Started: Jan 06, 2015
Test Ended: Oct 13, 2015
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Oct 14, 2015 at 13:30
Loading, please wait...
Trades: 737
Profitability:
Pips: 12,752.5
Average Win: 39.23 pips / $111.79
Average Loss: -32.59 pips / -$56.46
Lots: 230.08
Commissions: 0
Longs Won: (242/350) 69%
Shorts Won: (270/387) 69%
Best Trade ($): (Sep 29) 2,139.35
Worst Trade ($): (Sep 29) -448.78
Best Trade (Pips): (Jan 15) 110.4
Worst Trade (Pips): (Jun 11) -189.1
Avg. Trade Length: 1d
Profit Factor: 4.51
Standard Deviation: $213.68
Sharpe Ratio 0.38
Z-Score (Probability): -20.70 (99.99%)
Expectancy 17.3 Pips / $60.42
AHPR: 0.53%
GHPR: 0.52%
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 806 726 645 565 484 403 323 242 161 81
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (737)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.13.2015 10:45 10.13.2015 23:59 USDJPY Buy 0.90 - - 119.724 119.739 1.5 11.27 13h 14m 0.02%
10.13.2015 11:20 10.13.2015 23:59 USDJPY Buy 2.25 - - 119.683 119.739 5.6 105.23 12h 39m 0.23%
10.13.2015 10:20 10.13.2015 23:59 USDJPY Buy 0.45 - - 119.781 119.739 -4.2 -15.78 13h 39m -0.03%
10.13.2015 09:30 10.13.2015 23:59 USDJPY Buy 0.45 - - 119.824 119.739 -8.5 -31.94 14h 29m -0.07%
10.13.2015 10:30 10.13.2015 23:59 USDJPY Buy 0.45 - - 119.765 119.739 -2.6 -9.77 13h 29m -0.02%
10.13.2015 10:25 10.13.2015 23:59 USDJPY Buy 0.45 - - 119.795 119.739 -5.6 -21.05 13h 34m -0.05%
10.13.2015 10:40 10.13.2015 23:59 USDJPY Buy 0.90 - - 119.748 119.739 -0.9 -6.76 13h 19m -0.01%
10.13.2015 10:10 10.13.2015 23:59 USDJPY Buy 0.45 - - 119.816 119.739 -7.7 -28.94 13h 49m -0.06%
10.13.2015 10:50 10.13.2015 23:59 USDJPY Buy 2.25 - - 119.711 119.739 2.8 52.61 13h 9m 0.12%
10.13.2015 10:15 10.13.2015 23:59 USDJPY Buy 0.45 - - 119.796 119.739 -5.7 -21.42 13h 44m -0.05%
10.13.2015 11:35 10.13.2015 23:59 USDJPY Buy 2.25 - - 119.65 119.739 8.9 167.24 12h 24m 0.37%
10.13.2015 10:35 10.13.2015 23:59 USDJPY Buy 0.90 - - 119.753 119.739 -1.4 -10.52 13h 24m -0.02%
10.08.2015 09:05 10.09.2015 08:50 USDJPY Buy 0.42 - - 119.81 120.008 19.8 68.50 23h 45m 0.16%
10.08.2015 10:20 10.09.2015 08:50 USDJPY Buy 2.10 - - 119.704 120.008 30.4 527.95 22h 30m 1.21%
10.08.2015 09:00 10.09.2015 08:50 USDJPY Buy 0.42 - - 119.831 120.008 17.7 61.15 23h 50m 0.14%
10.08.2015 09:10 10.09.2015 08:50 USDJPY Buy 0.42 - - 119.8 120.008 20.8 72.00 23h 40m 0.17%
10.08.2015 09:55 10.09.2015 08:50 USDJPY Buy 0.84 - - 119.739 120.008 26.9 186.69 22h 55m 0.43%
10.08.2015 10:25 10.09.2015 08:50 USDJPY Buy 2.10 - - 119.668 120.008 34.0 590.95 22h 25m 1.34%
10.08.2015 08:45 10.09.2015 08:50 USDJPY Buy 0.42 - - 119.835 120.008 17.3 59.75 1d 0.14%
10.08.2015 09:15 10.09.2015 08:50 USDJPY Buy 0.84 - - 119.779 120.008 22.9 158.69 23h 35m 0.37%

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