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Strategy Settings

tw1_options
"
TW1_WAVE_PERIOD
10
TW1_AVG_PERIOD
21
TW1_SCALE
16
TW1_DELAY
3
TW1_LEVEL_UP
23
TW1_LEVEL_DOWN
-43
tw2_options
"
TW2_WAVE_PERIOD
10
TW2_AVG_PERIOD
21
TW2_SCALE
18
TW2_DELAY
2
TW2_LEVEL_UP
63
TW2_LEVEL_DOWN
-45
ma_options
"
+2091.01%

0.47%
15.24%
Drawdown: 78.83%

Balance: $219,101.44
Highest: (Jan 13) $219,101.44
Profit: $209,101.43
Deposits: $10,000.00

Test Started: Apr 01, 2015
Test Ended: Jan 13, 2017
Timeframe: 1 Hour

Model Type: Every Tick
Added: Jan 16, 2017 at 18:51
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Trades: 141
Profitability:
Pips: 7,328.4
Average Win: 92.19 pips / $2,392.43
Average Loss: -103.36 pips / -$2,029.33
Lots: 387.09
Commissions: 0
Longs Won: (56/71) 78%
Shorts Won: (56/70) 80%
Best Trade ($): (Dec 30) 11,235.73
Worst Trade ($): (Dec 30) -7,685.57
Best Trade (Pips): (May 25) 356.3
Worst Trade (Pips): (Dec 09) -372.4
Avg. Trade Length: 9d
Profit Factor: 4.55
Standard Deviation: $2,892.98
Sharpe Ratio 0.53
Z-Score (Probability): 1.67 (90.50%)
Expectancy 52.0 Pips / $1,482.99
AHPR: 2.31%
GHPR: 2.21%
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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 108 97 86 76 65 54 43 32 22 11
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (141)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.12.2017 17:00 01.13.2017 23:59 EURUSD Sell 10.21 - 1.1 1.06576 1.06449 12.7 1,313.21 1d 0.60%
01.11.2017 09:00 01.12.2017 10:47 EURUSD Buy 9.59 - 1.1 1.05637 1.06637 100.0 9,438.67 1d 4.53%
01.05.2017 07:00 01.11.2017 17:15 EURUSD Sell 9.36 - 1.0 1.05255 1.04659 59.6 5,639.21 6d 2.78%
01.02.2017 18:00 01.05.2017 07:11 EURUSD Buy 9.15 - 1.1 1.04711 1.05339 62.8 5,505.56 2d 2.79%
12.16.2016 18:00 01.03.2017 17:13 EURUSD Sell 9.04 - 1.0 1.0409 1.03514 57.6 5,441.36 17d 2.84%
12.15.2016 19:41 12.30.2016 01:39 EURUSD Buy 8.46 - - 1.03991 1.05398 140.7 11,235.73 14d 6.22%
12.09.2016 11:00 12.30.2016 01:39 EURUSD Buy 8.46 - - 1.06196 1.05398 -79.8 -7,685.57 20d -4.08%
12.13.2016 02:00 12.14.2016 22:06 EURUSD Sell 8.44 - 1.1 1.06409 1.05409 100.0 8,453.67 1d 4.70%
12.06.2016 06:00 12.08.2016 15:50 EURUSD Sell 7.98 - 1.1 1.07545 1.06545 100.0 8,031.71 2d 4.68%
11.14.2016 09:00 12.05.2016 13:23 EURUSD Buy 7.00 - - 1.07918 1.07126 -79.2 -6,317.22 21d -3.74%
11.24.2016 11:14 12.05.2016 13:23 EURUSD Buy 7.00 - - 1.0577 1.07126 135.6 9,160.62 11d 5.63%
11.25.2016 09:00 12.05.2016 01:21 EURUSD Sell 7.76 - 1.0 1.05788 1.05198 59.0 4,678.97 9d 2.85%
11.21.2016 19:00 11.24.2016 06:00 EURUSD Sell 7.52 - 1.0 1.05961 1.05344 61.7 4,700.75 2d 2.95%
11.15.2016 16:00 11.18.2016 03:00 EURUSD Sell 7.04 - 1.0 1.07339 1.06162 117.7 8,343.10 2d 5.52%
10.26.2016 17:00 11.09.2016 16:30 EURUSD Sell 6.41 - - 1.09284 1.09679 -39.5 -2,386.57 13d -1.61%
11.07.2016 17:00 11.09.2016 16:30 EURUSD Sell 6.41 - - 1.10451 1.09679 77.2 4,969.29 1d 3.40%
11.07.2016 23:00 11.09.2016 04:23 EURUSD Buy 6.43 - 1.1 1.10466 1.11466 100.0 6,362.36 1d 4.47%
10.26.2016 12:16 11.02.2016 16:01 EURUSD Buy 5.08 - - 1.09336 1.11044 170.8 8,489.59 7d 6.35%
11.02.2016 10:09 11.02.2016 16:01 EURUSD Buy 5.08 - - 1.10947 1.11044 9.7 492.76 5h 52m 0.37%
09.27.2016 21:00 11.02.2016 16:01 EURUSD Buy 5.08 - - 1.12217 1.11044 -117.3 -6,920.79 35d -4.94%

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