Strategy Settings
TF
0
MovingPeriod
7
AppliedPrice
6
Shift
0
MARSI_Period
20
MARSI_Method
2
MARSI_Shift
38
MARSI_Zone
6.4
Direction
1
| +178.22% |
| 0.02% | |
| 0.49% | |
| Drawdown: | 7.45% |
| Balance: | $278,219.80 |
| Highest: | (Jun 09) $278,219.80 |
| Profit: | $178,219.84 |
| Deposits: | $100,000.00 |
| Test Started: | May 27, 2000 |
| Test Ended: | Jun 09, 2017 |
| Timeframe: | 1 Day |
| Model Type: | n/a |
| Added: | Sep 14, 2017 at 15:30 |
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| Trades: | 329 |
| Profitability: | |
| Pips: | 1,479,560.0 |
| Average Win: | 6,378.06 pips / $784.92 |
| Average Loss: | -5,755.69 pips / -$784.07 |
| Lots: | 32.90 |
| Commissions: | 0 |
| Longs Won: | (0/0) 0% |
| Shorts Won: | (278/329) 84% |
| Best Trade ($): | (May 05) 3,918.20 |
| Worst Trade ($): | (Jun 23) -5,654.44 |
| Best Trade (Pips): | (May 05) 31,580.0 |
| Worst Trade (Pips): | (Jun 23) -44,240.0 |
| Avg. Trade Length: | 10d |
| Profit Factor: | 5.46 |
| Standard Deviation: | $955.95 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | 1.12 (73.72%) |
| Expectancy | 4,497.1 Pips / $541.70 |
| AHPR: | 0.31% |
| GHPR: | 0.31% |
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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 | 355 | 319 | 284 | 248 | 213 | 177 | 142 | 106 | 71 | 35 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (329)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.19.2017 00:00 | 06.09.2017 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,436.4 | 7,451 | -1,460.0 | -237.32 | 21d | -0.09% |
| 06.08.2017 00:00 | 06.09.2017 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,478.6 | 7,451 | 2,760.0 | 342.42 | 1d | 0.12% |
| 03.31.2017 00:00 | 04.03.2017 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,369.5 | 7,323.9 | 4,560.0 | 562.38 | 3d | 0.20% |
| 03.22.2017 00:00 | 03.23.2017 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,378.3 | 7,325.7 | 5,260.0 | 654.97 | 1d | 0.24% |
| 02.24.2017 00:00 | 02.27.2017 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,271.4 | 7,244.7 | 2,670.0 | 326.21 | 3d | 0.12% |
| 02.22.2017 00:00 | 02.24.2017 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,274.8 | 7,272.4 | 240.0 | 24.94 | 2d | 0.01% |
| 01.31.2017 00:00 | 02.01.2017 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,118.5 | 7,100.2 | 1,830.0 | 226.28 | 1d | 0.08% |
| 01.20.2017 00:00 | 01.23.2017 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,208.4 | 7,199.4 | 900.0 | 105.00 | 3d | 0.04% |
| 11.29.2016 00:00 | 11.30.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,799.5 | 6,773 | 2,650.0 | 328.91 | 1d | 0.12% |
| 11.11.2016 00:00 | 11.14.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,828 | 6,731.4 | 9,660.0 | 1,200.51 | 3d | 0.44% |
| 10.03.2016 00:00 | 10.18.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,899.3 | 6,948.6 | -4,930.0 | -652.86 | 15d | -0.24% |
| 10.07.2016 00:00 | 10.18.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,000 | 6,948.6 | 5,140.0 | 615.67 | 11d | 0.23% |
| 10.13.2016 00:00 | 10.18.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 7,024 | 6,948.6 | 7,540.0 | 930.38 | 5d | 0.34% |
| 09.27.2016 00:00 | 09.28.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,818 | 6,808.7 | 930.0 | 113.89 | 1d | 0.04% |
| 09.07.2016 00:00 | 09.12.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,826.1 | 6,778 | 4,810.0 | 589.44 | 5d | 0.22% |
| 08.23.2016 00:00 | 08.26.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,828.5 | 6,817.9 | 1,060.0 | 125.37 | 3d | 0.05% |
| 08.25.2016 00:00 | 08.26.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,835.8 | 6,817.9 | 1,790.0 | 221.38 | 1d | 0.08% |
| 08.02.2016 00:00 | 08.03.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,694 | 6,646.4 | 4,760.0 | 592.70 | 1d | 0.22% |
| 06.27.2016 00:00 | 06.28.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,138.7 | 5,983.2 | 15,550.0 | 1,941.70 | 1d | 0.72% |
| 06.10.2016 00:00 | 06.13.2016 00:00 | FTSE10 | Sell | 0.10 | - | - | 6,231.9 | 6,116.8 | 11,510.0 | 1,432.40 | 3d | 0.53% |
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