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
T4
" Indicato...
Period_Rotation
10
Bulls_Level
70
Bears_Level
30
T5
" Indicato...
Period_Power
3
Level_Power
5
T6
" Indicato...
Risk_Period
1
Bears_Risk
0.3
Bulls_Risk
0.7
T7
" Trend In...
Indicator
true
Size_Trend
400
Size_S
0
Size_T
2
Size_P
4
Trend_Deviation
25
T8
" Trading ...
Channel_Period_1
10
T9
" Indicato...
Period_Rotation_1
8
Bulls_Level_1
70
Bears_Level_1
30
T10
" Indicato...
Period_Power_1
10
Level_Power_1
5
T11
" Indicato...
Risk_Period_1
1
Bears_Risk_1
0.7
Bulls_Risk_1
0.3
T12
" Trend In...
Indicator_1
true
Size_Trends_1
800
Trend_Deviation_1
70
T13
" Trading ...
Channel_Period_2
10
T14
" Trading ...
Period_Rotation_2
8
Bulls_Level_2
70
Bears_Level_2
30
T15
" Indicato...
Period_Power_2
1
Level_Power_2
10
T16
" Indicato...
Risk_Period_2
1
Bears_Risk_2
0.7
Bulls_Risk_2
0.3
T17
" StartSto...
Start_after_market_...
6
Friday_Stop
"25:31"
Friday_Close
"25:50"
| +23.7% |
| 0.06% | |
| 1.95% | |
| Drawdown: | 24.45% |
| Balance: | $1,237.08 |
| Highest: | (Aug 10) $1,403.07 |
| Profit: | $237.01 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 03, 2011 |
| Test Ended: | Nov 29, 2011 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Jun 20, 2017 at 11:29 |
Loading, please wait...
| Trades: | 307 |
| Profitability: | |
| Pips: | 549.0 |
| Average Win: | 8.98 pips / $5.08 |
| Average Loss: | -19.33 pips / -$11.88 |
| Lots: | 14.14 |
| Commissions: | 0 |
| Longs Won: | (121/169) 71% |
| Shorts Won: | (108/138) 78% |
| Best Trade ($): | (Aug 09) 8.55 |
| Worst Trade ($): | (Mar 18) -117.46 |
| Best Trade (Pips): | (Jan 04) 11.0 |
| Worst Trade (Pips): | (Mar 18) -190.0 |
| Avg. Trade Length: | 4h 17m |
| Profit Factor: | 1.26 |
| Standard Deviation: | $12.43 |
| Sharpe Ratio | 0.08 |
| Z-Score (Probability): | -5.57 (99.99%) |
| Expectancy | 1.8 Pips / $0.77 |
| AHPR: | 0.08% |
| GHPR: | 0.07% |
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% | 0.02% | 0.19% | 1.26% | 6.49% | 27.48% |
| Consecutive Losing Trades | 104 | 94 | 83 | 73 | 62 | 52 | 42 | 31 | 21 | 10 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (307)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.29.2011 04:55 | 11.29.2011 14:15 | USDJPY | Buy | 0.05 | 76.2 | 78.2 | 78.115 | 77.848 | -26.7 | -17.15 | 9h 20m | -1.37% |
| 11.14.2011 18:25 | 11.14.2011 23:01 | USDJPY | Sell | 0.05 | 79.0 | 77.0 | 77.068 | 77.088 | -2.0 | -1.30 | 4h 36m | -0.10% |
| 11.14.2011 13:30 | 11.14.2011 17:00 | USDJPY | Sell | 0.05 | 78.9 | 76.9 | 76.998 | 76.956 | 4.2 | 2.73 | 3h 30m | 0.22% |
| 11.14.2011 01:45 | 11.14.2011 03:40 | USDJPY | Sell | 0.05 | 79.1 | 77.1 | 77.218 | 77.13 | 8.8 | 5.70 | 1h 55m | 0.46% |
| 11.11.2011 19:05 | 11.11.2011 20:35 | USDJPY | Sell | 0.05 | 79.1 | 77.1 | 77.211 | 77.183 | 2.8 | 1.81 | 1h 30m | 0.15% |
| 11.09.2011 08:00 | 11.09.2011 12:40 | USDJPY | Sell | 0.05 | 79.5 | 77.5 | 77.588 | 77.588 | 0.0 | 0.00 | 4h 40m | 0.00% |
| 11.02.2011 03:20 | 11.02.2011 13:45 | USDJPY | Buy | 0.05 | 76.3 | 78.3 | 78.203 | 78.079 | -12.4 | -7.94 | 10h 25m | -0.63% |
| 11.02.2011 03:10 | 11.02.2011 13:45 | USDJPY | Buy | 0.05 | 76.3 | 78.3 | 78.215 | 78.079 | -13.6 | -8.71 | 10h 35m | -0.69% |
| 11.02.2011 02:55 | 11.02.2011 13:45 | USDJPY | Buy | 0.05 | 76.4 | 78.4 | 78.266 | 78.079 | -18.7 | -11.98 | 10h 50m | -0.93% |
| 11.02.2011 03:00 | 11.02.2011 13:45 | USDJPY | Buy | 0.05 | 76.3 | 78.4 | 78.248 | 78.079 | -16.9 | -10.82 | 10h 45m | -0.84% |
| 11.02.2011 02:00 | 11.02.2011 13:45 | USDJPY | Buy | 0.05 | 76.4 | 78.4 | 78.315 | 78.079 | -23.6 | -15.11 | 11h 45m | -1.13% |
| 11.02.2011 02:05 | 11.02.2011 13:45 | USDJPY | Buy | 0.05 | 76.4 | 78.4 | 78.289 | 78.079 | -21.0 | -13.45 | 11h 40m | -1.02% |
| 11.02.2011 02:20 | 11.02.2011 13:45 | USDJPY | Buy | 0.05 | 76.4 | 78.4 | 78.282 | 78.079 | -20.3 | -13.00 | 11h 25m | -0.99% |
| 11.02.2011 03:05 | 11.02.2011 13:45 | USDJPY | Buy | 0.05 | 76.3 | 78.3 | 78.231 | 78.079 | -15.2 | -9.73 | 10h 40m | -0.77% |
| 11.01.2011 07:10 | 11.01.2011 08:59 | USDJPY | Buy | 0.05 | 76.2 | 78.2 | 78.08 | 78.19 | 11.0 | 7.04 | 1h 49m | 0.53% |
| 10.31.2011 10:30 | 10.31.2011 14:20 | USDJPY | Buy | 0.05 | 76.7 | 78.7 | 78.584 | 78.125 | -45.9 | -29.38 | 3h 50m | -2.12% |
| 10.31.2011 10:40 | 10.31.2011 14:20 | USDJPY | Buy | 0.05 | 76.5 | 78.5 | 78.357 | 78.125 | -23.2 | -14.85 | 3h 40m | -1.10% |
| 10.31.2011 10:45 | 10.31.2011 14:20 | USDJPY | Buy | 0.05 | 76.4 | 78.4 | 78.28 | 78.125 | -15.5 | -9.92 | 3h 35m | -0.74% |
| 10.31.2011 11:05 | 10.31.2011 14:16 | USDJPY | Buy | 0.05 | 76.2 | 78.2 | 78.069 | 78.179 | 11.0 | 7.03 | 3h 11m | 0.51% |
| 10.31.2011 11:50 | 10.31.2011 14:15 | USDJPY | Buy | 0.05 | 76.0 | 78.0 | 77.924 | 78.034 | 11.0 | 7.05 | 2h 25m | 0.52% |
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