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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
"---------...
+716.98%

0.75%
25.24%
Drawdown: 69.43%

Balance: $8,169.87
Highest: (Oct 08) $8,412.24
Profit: $7,169.78
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 03:58
Loading, please wait...
Trades: 415
Profitability:
Pips: 5,409.6
Average Win: 37.11 pips / $33.12
Average Loss: -39.74 pips / -$17.47
Lots: 35.72
Commissions: 0
Longs Won: (122/170) 71%
Shorts Won: (163/245) 66%
Best Trade ($): (Aug 25) 792.65
Worst Trade ($): (Aug 25) -168.01
Best Trade (Pips): (Aug 25) 318.0
Worst Trade (Pips): (Aug 25) -336.1
Avg. Trade Length: 1d
Profit Factor: 4.16
Standard Deviation: $61.79
Sharpe Ratio 0.37
Z-Score (Probability): -15.78 (99.99%)
Expectancy 13.0 Pips / $17.28
AHPR: 0.52%
GHPR: 0.51%
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 468 421 374 327 281 234 187 140 94 47
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (415)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.12.2015 16:55 10.13.2015 23:59 USDJPY Buy 0.08 - - 120.106 119.739 -36.7 -24.67 1d -0.29%
10.12.2015 17:45 10.13.2015 23:59 USDJPY Buy 0.16 - - 119.979 119.739 -24.0 -32.38 1d -0.39%
10.12.2015 18:05 10.13.2015 23:59 USDJPY Buy 0.40 - - 119.944 119.739 -20.5 -69.24 1d -0.85%
10.12.2015 18:00 10.13.2015 23:59 USDJPY Buy 0.16 - - 119.952 119.739 -21.3 -28.77 1d -0.35%
10.12.2015 17:05 10.13.2015 23:59 USDJPY Buy 0.08 - - 120.079 119.739 -34.0 -22.87 1d -0.27%
10.12.2015 17:40 10.13.2015 23:59 USDJPY Buy 0.16 - - 119.981 119.739 -24.2 -32.65 1d -0.39%
10.13.2015 15:35 10.13.2015 23:59 USDJPY Buy 0.40 - - 119.594 119.739 14.5 48.44 8h 24m 0.60%
10.12.2015 17:25 10.13.2015 23:59 USDJPY Buy 0.08 - - 120.017 119.739 -27.8 -18.72 1d -0.22%
10.12.2015 17:00 10.13.2015 23:59 USDJPY Buy 0.08 - - 120.097 119.739 -35.8 -24.07 1d -0.29%
10.12.2015 17:20 10.13.2015 23:59 USDJPY Buy 0.08 - - 120.042 119.739 -30.3 -20.39 1d -0.24%
10.12.2015 17:30 10.13.2015 23:59 USDJPY Buy 0.08 - - 119.992 119.739 -25.3 -17.05 1d -0.21%
10.07.2015 18:30 10.08.2015 21:45 USDJPY Buy 0.08 - - 119.823 119.954 13.1 8.28 1d 0.10%
10.01.2015 17:05 10.02.2015 09:00 USDJPY Buy 0.08 - - 119.557 120.034 47.7 31.64 15h 55m 0.38%
09.30.2015 13:30 09.30.2015 18:05 USDJPY Sell 0.08 - - 120.3 119.772 52.8 35.27 4h 35m 0.42%
09.30.2015 13:35 09.30.2015 18:05 USDJPY Sell 0.08 - - 120.308 119.772 53.6 35.80 4h 30m 0.43%
09.28.2015 12:35 09.29.2015 11:50 USDJPY Buy 0.08 - - 120.063 119.967 -9.6 -6.55 23h 15m -0.08%
09.28.2015 13:40 09.29.2015 11:50 USDJPY Buy 0.08 - - 120.029 119.967 -6.2 -4.28 22h 10m -0.05%
09.28.2015 16:55 09.29.2015 11:50 USDJPY Buy 0.08 - - 119.984 119.967 -1.7 -1.28 18h 55m -0.02%
09.28.2015 17:05 09.29.2015 11:50 USDJPY Buy 0.08 - - 119.922 119.967 4.5 2.85 18h 45m 0.03%
09.28.2015 18:35 09.29.2015 11:50 USDJPY Buy 0.16 - - 119.77 119.967 19.7 25.96 17h 15m 0.31%

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