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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
0.01
T2
" MM_Param...
MM_Method
0
MM_Risk
0.04
Lot_Exponent
0
Max_Deals
8
Magic_Number
2223
T3
" Trading ...
Channel_Period
10
+16.95%

0.04%
1.31%
Drawdown: 24.83%

Balance: $1,169.53
Highest: (Sep 09) $1,445.15
Profit: $169.45
Deposits: $1,000.00

Test Started: Jan 02, 2015
Test Ended: Dec 29, 2015
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jun 20, 2017 at 11:46
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Trades: 568
Profitability:
Pips: 519.6
Average Win: 9.31 pips / $3.59
Average Loss: -18.91 pips / -$7.48
Lots: 26.58
Commissions: 0
Longs Won: (218/302) 72%
Shorts Won: (181/266) 68%
Best Trade ($): (Sep 04) 5.55
Worst Trade ($): (Aug 25) -45.03
Best Trade (Pips): (Jan 06) 11.0
Worst Trade (Pips): (Aug 12) -108.8
Avg. Trade Length: 2h 47m
Profit Factor: 1.13
Standard Deviation: $6.81
Sharpe Ratio 0.00
Z-Score (Probability): -9.84 (99.99%)
Expectancy 0.9 Pips / $0.30
AHPR: 0.03%
GHPR: 0.03%
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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% 0.04% 0.46% 3.43% 20.34%
Consecutive Losing Trades 156 141 125 109 94 78 63 47 31 16
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
12.28.2015 20:35 12.29.2015 02:05 USDJPY Sell 0.05 122.3 120.3 120.399 120.338 6.1 2.43 5h 30m 0.21%
12.28.2015 02:05 12.28.2015 08:00 USDJPY Sell 0.05 122.2 120.2 120.337 120.419 -8.2 -3.40 5h 55m -0.29%
12.24.2015 14:30 12.24.2015 16:37 USDJPY Sell 0.05 122.4 120.3 120.451 120.341 11.0 4.57 2h 7m 0.39%
12.24.2015 14:35 12.24.2015 15:55 USDJPY Sell 0.05 122.4 120.4 120.488 120.378 11.0 4.57 1h 20m 0.39%
12.22.2015 21:00 12.23.2015 03:20 USDJPY Sell 0.05 123.0 120.9 121.051 120.976 7.5 3.00 6h 20m 0.26%
12.21.2015 22:55 12.22.2015 02:20 USDJPY Sell 0.05 123.0 121.0 121.13 121.168 -3.8 -1.67 3h 25m -0.14%
12.21.2015 07:15 12.21.2015 08:10 USDJPY Sell 0.05 123.3 121.3 121.445 121.335 11.0 4.53 55m 0.39%
12.18.2015 16:30 12.18.2015 16:36 USDJPY Sell 0.05 123.6 121.6 121.745 121.635 11.0 4.52 6m 0.39%
12.18.2015 15:40 12.18.2015 15:42 USDJPY Sell 0.05 123.5 121.5 121.58 121.47 11.0 4.53 2m 0.40%
12.17.2015 23:25 12.18.2015 05:40 USDJPY Buy 0.05 120.8 122.8 122.695 122.586 -10.9 -4.52 6h 15m -0.39%
12.17.2015 23:20 12.18.2015 05:40 USDJPY Buy 0.05 120.8 122.8 122.702 122.586 -11.6 -4.80 6h 20m -0.41%
12.17.2015 23:00 12.18.2015 05:40 USDJPY Buy 0.05 120.8 122.8 122.713 122.586 -12.7 -5.25 6h 40m -0.45%
12.17.2015 23:35 12.18.2015 05:40 USDJPY Buy 0.05 120.8 122.8 122.685 122.586 -9.9 -4.11 6h 5m -0.36%
12.17.2015 06:15 12.17.2015 14:00 USDJPY Buy 0.05 120.6 122.6 122.504 122.503 -0.1 -0.04 7h 45m 0.00%
12.17.2015 06:20 12.17.2015 14:00 USDJPY Buy 0.05 120.6 122.6 122.482 122.503 2.1 0.86 7h 40m 0.07%
12.16.2015 14:20 12.16.2015 15:17 USDJPY Buy 0.05 119.9 121.9 121.805 121.915 11.0 4.51 57m 0.39%
12.16.2015 03:30 12.16.2015 06:04 USDJPY Buy 0.05 119.7 121.8 121.648 121.758 11.0 4.52 2h 34m 0.39%
12.16.2015 00:50 12.16.2015 02:02 USDJPY Buy 0.05 119.7 121.7 121.614 121.724 11.0 4.52 1h 12m 0.39%
12.15.2015 10:55 12.15.2015 15:10 USDJPY Sell 0.05 122.8 120.8 120.933 121.024 -9.1 -3.76 4h 15m -0.33%
12.15.2015 10:35 12.15.2015 15:10 USDJPY Sell 0.05 122.8 120.8 120.903 121.024 -12.1 -5.00 4h 35m -0.43%

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