CSV  Discuss (5)

Strategy Settings

+277.23M%

0.46%
14.82%
Drawdown: 16.72%

Balance: $277,232,835.01
Highest: (Oct 27) $277,232,835.01
Profit: $277,232,735.24
Deposits: $100.00

Test Started: Jan 02, 2008
Test Ended: Oct 27, 2016
Timeframe: 1 Day

Model Type: Every Tick
Added: Oct 28, 2016 at 04:33
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Trades: 2,289
Profitability:
Pips: 209,503.0
Average Win: 97.45 pips / $127,135.65
Average Loss: -65.87 pips / -$38,897.82
Lots: 289,763.82
Commissions: 0
Longs Won: (1,123/1,173) 95%
Shorts Won: (1,083/1,116) 97%
Best Trade ($): (Oct 07) 8,038,595.76
Worst Trade ($): (Feb 22) -842,686.00
Best Trade (Pips): (Jan 02) 500.0
Worst Trade (Pips): (Sep 16) -300.0
Avg. Trade Length: 1d
Profit Factor: 86.87
Standard Deviation: $451,689.63
Sharpe Ratio 0.47
Z-Score (Probability): -1.04 (-70.20%)
Expectancy 91.5 Pips / $121,115.22
AHPR: 0.66%
GHPR: 0.65%
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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% <0.01% <0.01%
Consecutive Losing Trades 7143 6429 5714 5000 4286 3571 2857 2143 1429 714
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2289)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.27.2016 00:00 10.27.2016 23:59 GBPJPY Buy 1846.57 124.9 132.9 127.887 128.028 14.1 247,609.53 23h 59m 0.09%
10.26.2016 00:00 10.27.2016 00:00 GBPJPY Buy 1836.53 124.0 132.0 127.014 127.885 87.1 1,505,755.74 1d 0.55%
10.25.2016 00:00 10.26.2016 00:00 GBPJPY Sell 1831.61 130.4 122.4 127.443 127.014 42.9 738,350.64 1d 0.27%
10.24.2016 00:00 10.25.2016 00:00 GBPJPY Buy 1825.20 123.9 131.9 126.886 127.443 55.7 961,712.53 1d 0.35%
10.21.2016 00:00 10.24.2016 00:00 GBPJPY Sell 1819.97 130.3 122.3 127.344 126.886 45.8 783,844.38 3d 0.29%
10.20.2016 00:00 10.21.2016 00:00 GBPJPY Buy 1816.64 124.1 132.1 127.052 127.344 29.2 499,362.20 1d 0.18%
10.19.2016 00:00 10.20.2016 00:00 GBPJPY Sell 1809.79 130.7 122.7 127.664 127.052 61.2 1,027,075.00 1d 0.38%
10.18.2016 00:00 10.19.2016 00:00 GBPJPY Buy 1796.74 123.5 131.5 126.515 127.664 114.9 1,958,309.98 1d 0.73%
10.17.2016 00:00 10.18.2016 00:00 GBPJPY Sell 1793.26 129.8 121.8 126.826 126.515 31.1 521,682.89 1d 0.19%
10.14.2016 00:00 10.17.2016 00:00 GBPJPY Sell 1791.13 130.0 122.0 127.021 126.828 19.3 320,094.00 3d 0.12%
10.13.2016 00:00 10.14.2016 00:00 GBPJPY Sell 1791.22 130.0 122.0 127.02 127.023 -0.3 -13,720.04 1d -0.01%
10.12.2016 00:00 10.13.2016 00:00 GBPJPY Buy 1773.56 122.4 130.4 125.441 127.02 157.9 2,648,330.07 1d 1.00%
10.11.2016 00:00 10.12.2016 00:00 GBPJPY Sell 1745.09 131.0 123.0 128.02 125.441 257.9 4,271,078.40 1d 1.63%
10.10.2016 00:00 10.11.2016 00:00 GBPJPY Buy 1744.38 125.0 133.0 127.953 128.02 6.7 106,229.61 1d 0.04%
10.07.2016 00:00 10.07.2016 02:08 GBPJPY Sell 1690.79 134.1 126.1 131.086 126.086 500.0 8,038,595.76 2h 8m 3.17%
10.06.2016 00:00 10.07.2016 00:00 GBPJPY Sell 1682.40 134.9 126.9 131.88 131.088 79.2 1,258,907.86 1d 0.50%
10.05.2016 00:00 10.06.2016 00:00 GBPJPY Buy 1671.90 127.9 135.9 130.881 131.88 99.9 1,574,302.67 1d 0.63%
10.04.2016 00:00 10.05.2016 00:00 GBPJPY Buy 1667.69 127.5 135.5 130.478 130.879 40.1 631,296.90 1d 0.25%
10.03.2016 00:00 10.04.2016 00:00 GBPJPY Sell 1665.35 133.7 125.7 130.705 130.478 22.7 351,455.76 1d 0.14%
09.30.2016 00:00 10.03.2016 00:00 GBPJPY Buy 1667.96 127.9 135.9 130.949 130.705 -24.4 -391,762.72 3d -0.16%

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