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Strategy Settings

Configuration
"
Lots
0.01
FlexLot
true
Risk
3
HVolatilityTrail
true
SignalSettings
"
D
2
S
8
SS
37
M
20
L
90
shift
4
stdv
2
stdvL
0.01
EntryTimePeriod
60
+433272.23%

0.17%
5.23%
Drawdown: 30.28%

Balance: $4,333,722.31
Highest: (Jul 18) $4,425,544.57
Profit: $4,332,722.31
Deposits: $1,000.00

Test Started: Mar 01, 2005
Test Ended: Aug 30, 2018
Timeframe: 1 Hour

Model Type: Control Points
Added: Aug 31, 2018 at 02:37
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Trades: 767
Profitability:
Pips: 11,100.2
Average Win: 31.65 pips / $11,367.52
Average Loss: -32.31 pips / -$9,924.54
Lots: 33,710.29
Commissions: 0
Longs Won: (322/431) 74%
Shorts Won: (239/336) 71%
Best Trade ($): (Mar 02) 453,462.89
Worst Trade ($): (Jun 01) -134,406.52
Best Trade (Pips): (Aug 16) 467.0
Worst Trade (Pips): (Sep 21) -74.7
Avg. Trade Length: 20h 7m
Profit Factor: 3.12
Standard Deviation: $38,816.58
Sharpe Ratio 0.28
Z-Score (Probability): -2.01 (-98.91%)
Expectancy 14.5 Pips / $5,648.92
AHPR: 1.18%
GHPR: 1.10%
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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% 0.07% 3.31%
Consecutive Losing Trades 437 393 349 306 262 218 175 131 87 44
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (767)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.29.2018 16:50 08.30.2018 14:20 USDJPY Buy 569.36 111.5 113.0 111.486 111.501 1.5 14,406.24 21h 30m 0.33%
08.20.2018 18:45 08.21.2018 14:50 USDJPY Sell 419.56 110.3 108.3 110.345 110.33 1.5 1,658.87 20h 5m 0.04%
08.07.2018 12:40 08.07.2018 17:10 USDJPY Sell 510.41 111.2 109.5 111.22 111.205 1.5 6,883.97 4h 30m 0.16%
08.07.2018 12:45 08.07.2018 17:10 USDJPY Sell 456.39 111.2 109.3 111.214 111.199 1.5 6,155.40 4h 25m 0.14%
07.25.2018 14:50 07.25.2018 22:50 USDJPY Sell 386.24 111.0 108.8 111.011 110.996 1.5 5,218.71 8h 0m 0.12%
07.25.2018 15:02 07.25.2018 22:50 USDJPY Sell 406.40 111.0 108.9 111.001 110.986 1.5 5,491.10 7h 48m 0.13%
07.24.2018 13:50 07.25.2018 18:50 USDJPY Sell 314.87 111.0 108.3 111.046 111.031 1.5 1,217.81 1d 0.03%
07.19.2018 11:32 07.19.2018 20:03 USDJPY Buy 413.10 112.7 115.2 113.041 112.679 -36.2 -132,854.36 8h 31m -3.00%
07.17.2018 17:33 07.18.2018 15:15 USDJPY Buy 373.66 112.8 115.2 112.807 112.822 1.5 6,444.43 21h 42m 0.15%
07.11.2018 18:10 07.12.2018 19:32 USDJPY Buy 238.36 112.4 114.9 111.378 112.368 99.0 212,828.52 1d 5.06%
07.05.2018 04:20 07.05.2018 08:40 USDJPY Sell 573.23 110.6 108.8 110.32 110.57 -25.0 -129,596.22 4h 20m -2.99%
07.03.2018 03:15 07.03.2018 10:50 USDJPY Buy 555.88 111.0 112.5 110.937 110.952 1.5 7,516.30 7h 35m 0.17%
07.02.2018 04:15 07.03.2018 10:45 USDJPY Buy 371.12 111.0 113.3 110.949 110.964 1.5 6,482.37 1d 0.15%
06.28.2018 18:50 06.29.2018 00:50 USDJPY Buy 413.14 110.4 111.5 110.425 110.44 1.5 7,244.15 6h 0m 0.17%
06.13.2018 01:20 06.13.2018 15:20 USDJPY Buy 424.70 110.5 111.5 110.493 110.508 1.5 5,765.89 14h 0m 0.13%
06.12.2018 02:10 06.12.2018 03:50 USDJPY Buy 416.39 110.3 111.3 110.28 110.295 1.5 5,662.91 1h 40m 0.13%
06.06.2018 07:16 06.06.2018 16:50 USDJPY Buy 395.17 110.0 111.0 109.947 109.962 1.5 5,391.82 9h 34m 0.13%
06.06.2018 03:37 06.06.2018 16:50 USDJPY Buy 375.92 110.0 111.1 109.957 109.972 1.5 5,129.17 13h 13m 0.12%
06.04.2018 18:32 06.05.2018 10:02 USDJPY Buy 469.19 109.7 110.6 109.731 109.746 1.5 8,266.06 15h 30m 0.19%
05.31.2018 16:50 06.01.2018 04:15 USDJPY Sell 263.93 109.1 105.3 108.523 109.068 -54.5 -134,406.52 11h 25m -3.04%

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