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Strategy Settings

MaxTrades
100
TradingStartHour
17
TradingEndHour
23
LotSize
0.1
UseHedgingToProtect...
true
OneDayOneTrade
false
+3805.27%

0.51%
16.62%
Drawdown: 90.59%

Balance: $39,052.83
Highest: (Dec 14) $39,673.76
Profit: $38,052.69
Deposits: $1,000.00

Test Started: Jan 05, 2015
Test Ended: Dec 20, 2016
Timeframe: 5 Minutes

Model Type: Open Prices
Added: Dec 21, 2016 at 18:45
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Trades: 601
Profitability:
Pips: 4,880.0
Average Win: 17.80 pips / $131.33
Average Loss: -100.91 pips / -$702.90
Lots: 476.93
Commissions: 0
Longs Won: (282/306) 92%
Shorts Won: (270/295) 91%
Best Trade ($): (Dec 15) 2,042.99
Worst Trade ($): (Aug 29) -3,122.74
Best Trade (Pips): (Feb 08) 100.7
Worst Trade (Pips): (Apr 16) -478.8
Avg. Trade Length: 1d
Profit Factor: 2.10
Standard Deviation: $475.65
Sharpe Ratio 0.18
Z-Score (Probability): -3.97 (99.99%)
Expectancy 8.1 Pips / $63.32
AHPR: 0.68%
GHPR: 0.61%
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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% 0.04% 0.79% 10.14%
Consecutive Losing Trades 56 50 44 39 33 28 22 17 11 6
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (601)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.20.2016 18:40 12.20.2016 23:59 EURUSD Buy 2.04 - 1.0 1.03929 1.03905 -2.4 -48.96 5h 19m -0.13%
12.16.2016 20:40 12.19.2016 15:00 EURUSD Sell 2.04 1.0 1.0 1.04352 1.04302 5.0 104.36 2d 0.27%
12.19.2016 01:35 12.19.2016 08:05 EURUSD Buy 2.04 1.0 1.1 1.04654 1.04704 5.0 102.00 6h 30m 0.26%
12.15.2016 17:20 12.15.2016 18:40 EURUSD Sell 2.04 1.0 1.0 1.04001 1.03951 5.0 102.00 1h 20m 0.26%
12.14.2016 22:55 12.15.2016 12:25 EURUSD Sell 2.04 1.1 1.0 1.05353 1.04355 99.8 2,042.99 13h 30m 5.56%
12.14.2016 08:30 12.14.2016 21:40 EURUSD Buy 2.04 1.1 1.1 1.06557 1.05124 -143.3 -2,923.32 13h 10m -7.37%
12.13.2016 19:25 12.14.2016 21:35 EURUSD Sell 2.04 1.1 1.1 1.06255 1.05257 99.8 2,038.28 1d 5.42%
12.14.2016 19:40 12.14.2016 21:10 EURUSD Sell 2.04 1.1 1.1 1.06415 1.05417 99.8 2,035.92 1h 30m 5.72%
12.12.2016 18:55 12.13.2016 17:20 EURUSD Buy 2.04 1.1 1.1 1.06516 1.06566 5.0 93.72 22h 25m 0.26%
12.13.2016 09:25 12.13.2016 13:15 EURUSD Sell 2.04 1.1 1.1 1.06216 1.06166 5.0 102.00 3h 50m 0.29%
12.09.2016 17:20 12.12.2016 01:55 EURUSD Sell 2.04 1.1 1.0 1.05399 1.05349 5.0 104.36 2d 0.30%
12.08.2016 17:05 12.09.2016 03:35 EURUSD Sell 2.04 1.1 1.1 1.0606 1.0601 5.0 104.36 10h 30m 0.30%
12.05.2016 20:05 12.08.2016 11:40 EURUSD Buy 2.04 1.1 1.1 1.07849 1.07899 5.0 60.59 2d 0.17%
12.07.2016 17:00 12.08.2016 05:35 EURUSD Buy 2.04 1.1 1.1 1.07669 1.07719 5.0 77.15 12h 35m 0.22%
12.06.2016 00:50 12.06.2016 08:30 EURUSD Sell 2.04 1.1 1.1 1.07549 1.07499 5.0 102.00 7h 40m 0.29%
12.02.2016 22:30 12.05.2016 19:10 EURUSD Buy 2.04 1.1 1.1 1.06721 1.07721 100.0 2,031.72 2d 6.17%
12.05.2016 00:00 12.05.2016 00:05 EURUSD Sell 2.04 1.1 1.1 1.06421 1.05421 100.0 2,040.00 5m 6.61%
12.01.2016 21:35 12.02.2016 09:50 EURUSD Buy 2.04 1.1 1.1 1.06508 1.06558 5.0 93.72 12h 15m 0.30%
11.30.2016 21:20 12.01.2016 09:25 EURUSD Buy 2.04 1.1 1.1 1.05994 1.06044 5.0 77.15 12h 5m 0.25%
11.29.2016 21:00 11.30.2016 01:35 EURUSD Buy 2.04 1.1 1.1 1.06473 1.06523 5.0 93.72 4h 35m 0.31%

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