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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
+57.59%

0.13%
3.84%
Drawdown: 31.36%

Balance: $1,576.23
Highest: (Dec 03) $1,880.17
Profit: $575.94
Deposits: $1,000.00

Test Started: Jan 02, 2013
Test Ended: Dec 30, 2013
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jun 20, 2017 at 11:36
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Trades: 821
Profitability:
Pips: 1,304.8
Average Win: 9.62 pips / $5.24
Average Loss: -25.06 pips / -$14.38
Lots: 44.27
Commissions: 0
Longs Won: (422/542) 77%
Shorts Won: (209/279) 74%
Best Trade ($): (Aug 08) 8.00
Worst Trade ($): (May 23) -112.62
Best Trade (Pips): (Jan 02) 11.0
Worst Trade (Pips): (May 23) -190.0
Avg. Trade Length: 3h 57m
Profit Factor: 1.21
Standard Deviation: $11.28
Sharpe Ratio 0.06
Z-Score (Probability): -12.33 (99.99%)
Expectancy 1.6 Pips / $0.70
AHPR: 0.06%
GHPR: 0.06%
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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% 0.21% 2.12% 16.19%
Consecutive Losing Trades 110 99 88 77 66 55 44 33 22 11
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (821)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2013 10:50 12.30.2013 14:05 USDJPY Buy 0.06 103.4 105.4 105.281 105.244 -3.7 -2.11 3h 15m -0.13%
12.30.2013 11:40 12.30.2013 14:05 USDJPY Buy 0.06 103.3 105.4 105.243 105.244 0.1 0.06 2h 25m 0.00%
12.30.2013 10:10 12.30.2013 14:05 USDJPY Buy 0.06 103.4 105.4 105.334 105.244 -9.0 -5.13 3h 55m -0.32%
12.30.2013 11:35 12.30.2013 14:05 USDJPY Buy 0.06 103.4 105.4 105.258 105.244 -1.4 -0.80 2h 30m -0.05%
12.30.2013 10:20 12.30.2013 14:05 USDJPY Buy 0.06 103.4 105.4 105.325 105.244 -8.1 -4.62 3h 45m -0.29%
12.30.2013 11:05 12.30.2013 14:05 USDJPY Buy 0.06 103.4 105.4 105.271 105.244 -2.7 -1.54 3h 0m -0.10%
12.30.2013 11:50 12.30.2013 14:05 USDJPY Buy 0.06 103.3 105.3 105.23 105.244 1.4 0.80 2h 15m 0.05%
12.30.2013 10:30 12.30.2013 14:05 USDJPY Buy 0.06 103.4 105.4 105.308 105.244 -6.4 -3.65 3h 35m -0.23%
12.30.2013 05:00 12.30.2013 06:25 USDJPY Buy 0.06 103.4 105.4 105.282 105.341 5.9 3.36 1h 25m 0.21%
12.30.2013 04:50 12.30.2013 06:25 USDJPY Buy 0.06 103.4 105.4 105.289 105.341 5.2 2.96 1h 35m 0.19%
12.30.2013 04:45 12.30.2013 06:25 USDJPY Buy 0.06 103.4 105.4 105.293 105.341 4.8 2.73 1h 40m 0.17%
12.27.2013 07:50 12.27.2013 10:30 USDJPY Buy 0.06 102.8 104.9 104.741 104.79 4.9 2.81 2h 40m 0.18%
12.27.2013 05:30 12.27.2013 06:55 USDJPY Buy 0.06 102.9 104.9 104.771 104.834 6.3 3.61 1h 25m 0.23%
12.26.2013 16:50 12.26.2013 19:30 USDJPY Buy 0.06 102.8 104.9 104.743 104.741 -0.2 -0.11 2h 40m -0.01%
12.26.2013 17:00 12.26.2013 19:30 USDJPY Buy 0.06 102.8 104.8 104.715 104.741 2.6 1.49 2h 30m 0.09%
12.20.2013 16:05 12.23.2013 14:10 USDJPY Buy 0.07 102.4 104.4 104.284 103.92 -36.4 -24.66 2d -1.54%
12.20.2013 16:00 12.23.2013 14:10 USDJPY Buy 0.07 102.5 104.5 104.384 103.92 -46.4 -31.39 2d -1.92%
12.19.2013 03:10 12.19.2013 06:05 USDJPY Buy 0.06 102.1 104.1 104.008 104.086 7.8 4.50 2h 55m 0.28%
12.19.2013 03:05 12.19.2013 06:05 USDJPY Buy 0.06 102.1 104.1 104.017 104.086 6.9 3.98 3h 0m 0.25%
12.19.2013 01:20 12.19.2013 06:05 USDJPY Buy 0.06 102.2 104.2 104.093 104.086 -0.7 -0.40 4h 45m -0.02%

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