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Strategy Settings

magic_number
9901440
custom_balance
false
balance
100000
ema_filter
false
ema_period
60
ema_tf
5
auto_tf_settings
false
auto_trade_at_cross...
true
trade_at_the_cross_...
false
parabolic_sar
"parabolic...
open_with_tc
true
close_with_tc
false
use_tc_hedge
true
psar
0.0035
max
0.1
+17323.82%

0.17%
5.2%
Drawdown: 73.37%

Balance: $17,423,819.33
Highest: (Apr 20) $17,672,793.17
Profit: $17,323,820.63
Deposits: $100,000.00

Test Started: Jan 01, 2007
Test Ended: May 15, 2015
Timeframe: 1 Day

Model Type: Every Tick
Added: Jun 24, 2016 at 23:40
Loading, please wait...
Trades: 15,591
Profitability:
Pips: 1,937,363.0
Average Win: 1,114.91 pips / $12,857.17
Average Loss: -1,827.03 pips / -$22,025.18
Lots: 282,882.74
Commissions: 0
Longs Won: (4,011/7,123) 56%
Shorts Won: (6,330/8,468) 74%
Best Trade ($): (Apr 06) 161,743.44
Worst Trade ($): (Apr 25) -174,124.39
Best Trade (Pips): (Apr 25) 8,757.0
Worst Trade (Pips): (Aug 09) -13,035.0
Avg. Trade Length: 2d
Profit Factor: 1.15
Standard Deviation: $26,751.14
Sharpe Ratio 0.00
Z-Score (Probability): -100.06 (99.99%)
Expectancy 124.3 Pips / $1,111.14
AHPR: 0.03%
GHPR: 0.03%
Loading, please wait...
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 791 712 633 554 475 396 316 237 158 79
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (15591)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.15.2015 14:00 05.15.2015 20:59 XAUUSD Sell 52.19 - - 1,219.45 1,224.19 -474.0 -22,472.81 6h 59m -0.13%
05.15.2015 17:30 05.15.2015 20:59 XAUUSD Sell 52.19 - - 1,225.84 1,224.19 165.0 7,822.81 3h 29m 0.04%
05.13.2015 13:49 05.15.2015 20:59 XAUUSD Buy 52.19 - - 1,210.42 1,223.69 1,327.0 62,720.52 2d 0.36%
05.15.2015 14:00 05.15.2015 20:59 XAUUSD Sell 52.19 - - 1,219.66 1,224.19 -453.0 -21,477.17 6h 59m -0.12%
05.12.2015 10:08 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1,195.19 1,209.97 1,478.0 69,344.14 1d 0.42%
05.12.2015 10:08 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1,194.88 1,209.97 1,509.0 70,799.65 1d 0.43%
04.30.2015 13:31 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1,184.25 1,210.47 -2,622.0 -123,085.62 13d -0.71%
05.12.2015 10:08 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1,194.78 1,209.97 1,519.0 71,269.17 1d 0.43%
05.12.2015 10:08 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1,192.78 1,209.97 1,719.0 80,659.56 1d 0.49%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1,180.07 1,210.47 -3,040.0 -142,707.96 6d -0.82%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1,179.92 1,210.47 -3,055.0 -143,412.11 6d -0.86%
05.04.2015 13:00 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1,188.68 1,210.47 -2,179.0 -102,289.69 9d -0.60%
05.07.2015 06:44 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1,185.37 1,209.97 2,460.0 115,298.50 6d 0.66%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1,179.96 1,210.47 -3,051.0 -143,224.34 6d -0.87%
05.05.2015 11:17 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1,191.12 1,209.97 1,885.0 88,097.86 8d 0.52%
05.05.2015 11:17 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1,191.17 1,209.97 1,880.0 87,863.10 8d 0.51%
05.05.2015 11:17 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1,191.07 1,209.97 1,890.0 88,332.62 8d 0.52%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1,179.96 1,210.47 -3,051.0 -143,224.34 6d -0.82%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1,179.93 1,210.47 -3,054.0 -143,365.17 6d -0.84%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1,179.87 1,210.47 -3,060.0 -143,646.83 6d -0.85%

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