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Strategy Settings

T1
" Trading ...
MaxSpread
5
ReversSignal
true
StepPrice
2
Size_Stop_Loss
190
Size_Take_Profit
11
Size_Lot_1
0.04
T2
" MM_Param...
MM_Method
0
MM_Risk
0.04
Lot_Exponent
0
Max_Deals
8
Magic_Number
2223
T3
" Trading ...
Channel_Period
10
+94.91%

0.19%
5.7%
Drawdown: 19.93%

Balance: $1,949.16
Highest: (Dec 13) $2,040.38
Profit: $949.14
Deposits: $1,000.00

Test Started: Jan 05, 2004
Test Ended: Dec 31, 2004
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jun 20, 2017 at 10:48
Loading, please wait...
Trades: 568
Profitability:
Pips: 1,892.8
Average Win: 9.89 pips / $5.53
Average Loss: -22.78 pips / -$13.68
Lots: 34.91
Commissions: 0
Longs Won: (238/300) 79%
Shorts Won: (216/268) 80%
Best Trade ($): (Dec 31) 8.59
Worst Trade ($): (Dec 15) -80.26
Best Trade (Pips): (Jan 05) 11.0
Worst Trade (Pips): (Apr 13) -129.6
Avg. Trade Length: 2h 36m
Profit Factor: 1.61
Standard Deviation: $10.59
Sharpe Ratio 0.00
Z-Score (Probability): -8.35 (99.99%)
Expectancy 3.3 Pips / $1.67
AHPR: 0.12%
GHPR: 0.12%
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 142 128 114 100 85 71 57 43 28 14
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (568)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.31.2004 17:41 12.31.2004 18:16 USDJPY Sell 0.08 104.5 102.5 102.62 102.51 11.0 8.59 35m 0.44%
12.31.2004 08:35 12.31.2004 09:54 USDJPY Sell 0.08 104.5 102.5 102.61 102.5 11.0 8.59 1h 19m 0.44%
12.31.2004 08:45 12.31.2004 09:25 USDJPY Sell 0.08 104.6 102.6 102.69 102.58 11.0 8.58 40m 0.45%
12.30.2004 22:05 12.31.2004 00:56 USDJPY Sell 0.08 105.0 103.0 103.06 102.95 11.0 8.36 2h 51m 0.44%
12.30.2004 03:25 12.30.2004 08:35 USDJPY Buy 0.08 102.0 104.0 103.876 103.82 -5.6 -4.32 5h 10m -0.23%
12.29.2004 20:30 12.30.2004 00:25 USDJPY Buy 0.08 102.1 104.1 104.026 103.85 -17.6 -13.96 3h 55m -0.72%
12.28.2004 16:35 12.28.2004 20:52 USDJPY Sell 0.08 105.0 103.0 103.15 103.04 11.0 8.54 4h 17m 0.44%
12.28.2004 12:50 12.28.2004 13:33 USDJPY Sell 0.08 105.0 103.0 103.09 102.98 11.0 8.55 43m 0.45%
12.28.2004 03:20 12.28.2004 06:58 USDJPY Sell 0.08 105.1 103.1 103.23 103.12 11.0 8.53 3h 38m 0.45%
12.28.2004 01:40 12.28.2004 03:01 USDJPY Sell 0.08 105.1 103.1 103.19 103.08 11.0 8.53 1h 21m 0.45%
12.27.2004 20:35 12.27.2004 22:10 USDJPY Sell 0.08 105.0 103.0 103.08 102.976 10.4 8.08 1h 35m 0.43%
12.27.2004 20:05 12.27.2004 22:10 USDJPY Sell 0.08 104.9 102.9 103.04 102.976 6.4 4.97 2h 5m 0.26%
12.27.2004 20:45 12.27.2004 22:06 USDJPY Sell 0.08 105.0 103.0 103.1 102.99 11.0 8.55 1h 21m 0.46%
12.21.2004 05:10 12.21.2004 17:45 USDJPY Sell 0.08 105.8 103.8 103.91 104.226 -31.6 -24.25 12h 35m -1.28%
12.16.2004 15:20 12.16.2004 23:30 USDJPY Sell 0.08 106.0 104.0 104.09 104.676 -58.6 -44.79 8h 10m -2.30%
12.16.2004 08:05 12.16.2004 10:10 USDJPY Sell 0.08 106.2 104.2 104.34 104.286 5.4 4.14 2h 5m 0.21%
12.16.2004 01:45 12.16.2004 03:00 USDJPY Sell 0.08 106.3 104.2 104.36 104.286 7.4 5.68 1h 15m 0.29%
12.15.2004 18:50 12.15.2004 22:50 USDJPY Sell 0.08 106.2 104.2 104.26 104.206 5.4 4.15 4h 0m 0.21%
12.15.2004 04:55 12.15.2004 18:50 USDJPY Buy 0.08 103.4 105.4 105.306 104.26 -104.6 -80.26 13h 55m -3.99%
12.15.2004 01:00 12.15.2004 02:00 USDJPY Buy 0.08 103.4 105.4 105.256 105.366 11.0 8.35 1h 0m 0.42%

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