Strategy Settings
TF
0
MovingPeriod
15
AppliedPrice
0
Shift
96
MARSI_Period
31
MARSI_Method
3
MARSI_Shift
79
MARSI_Zone
68.7
Direction
0
| +113.03% |
| 0.01% | |
| 0.37% | |
| Drawdown: | 4.46% |
| Balance: | $213,031.87 |
| Highest: | (May 11) $213,031.87 |
| Profit: | $113,031.89 |
| Deposits: | $100,000.00 |
| Test Started: | Jun 14, 2000 |
| Test Ended: | May 11, 2017 |
| Timeframe: | 1 Day |
| Model Type: | n/a |
| Added: | Sep 14, 2017 at 15:30 |
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| Trades: | 225 |
| Profitability: | |
| Pips: | 921,730.0 |
| Average Win: | 4,560.57 pips / $561.99 |
| Average Loss: | -1,964.38 pips / -$276.49 |
| Lots: | 22.50 |
| Commissions: | 0 |
| Longs Won: | (209/225) 92% |
| Shorts Won: | (0/0) 0% |
| Best Trade ($): | (Aug 26) 2,265.43 |
| Worst Trade ($): | (Dec 06) -707.81 |
| Best Trade (Pips): | (Aug 26) 18,140.0 |
| Worst Trade (Pips): | (Dec 06) -5,420.0 |
| Avg. Trade Length: | 5d |
| Profit Factor: | 26.55 |
| Standard Deviation: | $544.20 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | 1.42 (84.43%) |
| Expectancy | 4,096.6 Pips / $502.36 |
| AHPR: | 0.34% |
| GHPR: | 0.34% |
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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 | 770 | 693 | 616 | 539 | 462 | 385 | 308 | 231 | 154 | 77 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (225)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.10.2017 00:00 | 05.11.2017 00:00 | FTSE10 | Buy | 0.10 | - | - | 7,343.2 | 7,385.2 | 4,200.0 | 522.45 | 1d | 0.25% |
| 02.14.2017 00:00 | 02.16.2017 00:00 | FTSE10 | Buy | 0.10 | - | - | 7,279.9 | 7,302.4 | 2,250.0 | 276.19 | 2d | 0.13% |
| 01.19.2017 00:00 | 02.10.2017 00:00 | FTSE10 | Buy | 0.10 | - | - | 7,248.6 | 7,229.5 | -1,910.0 | -293.55 | 22d | -0.14% |
| 02.03.2017 00:00 | 02.10.2017 00:00 | FTSE10 | Buy | 0.10 | - | - | 7,141.8 | 7,229.5 | 8,770.0 | 1,078.79 | 7d | 0.51% |
| 12.19.2016 00:00 | 12.20.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 7,012.6 | 7,017.2 | 460.0 | 55.06 | 1d | 0.03% |
| 11.11.2016 00:00 | 12.08.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,829 | 6,902.2 | 7,320.0 | 851.42 | 27d | 0.40% |
| 11.02.2016 00:00 | 12.08.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,918.1 | 6,902.2 | -1,590.0 | -283.56 | 36d | -0.13% |
| 10.05.2016 00:00 | 10.11.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 7,075.3 | 7,097.5 | 2,220.0 | 262.82 | 6d | 0.12% |
| 09.23.2016 00:00 | 09.30.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,912.4 | 6,919.4 | 700.0 | 70.79 | 7d | 0.03% |
| 09.28.2016 00:00 | 09.30.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,808.7 | 6,919.4 | 11,070.0 | 1,378.99 | 2d | 0.66% |
| 08.15.2016 00:00 | 08.16.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,917 | 6,941.2 | 2,420.0 | 300.09 | 1d | 0.14% |
| 07.15.2016 00:00 | 07.18.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,655.5 | 6,669.2 | 1,370.0 | 164.30 | 3d | 0.08% |
| 07.11.2016 00:00 | 07.12.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,591.6 | 6,682.9 | 9,130.0 | 1,138.95 | 1d | 0.55% |
| 07.06.2016 00:00 | 07.11.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,546.4 | 6,590.6 | 4,420.0 | 541.13 | 5d | 0.26% |
| 06.10.2016 00:00 | 06.23.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,232.9 | 6,261.2 | 2,830.0 | 326.33 | 13d | 0.16% |
| 06.01.2016 00:00 | 06.07.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,231.8 | 6,273.4 | 4,160.0 | 507.06 | 6d | 0.25% |
| 05.06.2016 00:00 | 05.09.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,118.3 | 6,125.7 | 740.0 | 86.12 | 3d | 0.04% |
| 04.06.2016 00:00 | 04.07.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,092.2 | 6,161.6 | 6,940.0 | 865.37 | 1d | 0.42% |
| 02.16.2016 00:00 | 02.17.2016 00:00 | FTSE10 | Buy | 0.10 | - | - | 5,825.3 | 5,862.2 | 3,690.0 | 459.22 | 1d | 0.22% |
| 10.07.2015 00:00 | 10.08.2015 00:00 | FTSE10 | Buy | 0.10 | - | - | 6,327.2 | 6,336.4 | 920.0 | 112.80 | 1d | 0.06% |
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