Strategy Settings
TF
0
MovingPeriod
2
AppliedPrice
3
Shift
39
MARSI_Period
19
MARSI_Method
1
MARSI_Shift
17
MARSI_Zone
86.2
Direction
0
| +42.86% |
| 0.01% | |
| 0.18% | |
| Drawdown: | 2.34% |
| Balance: | $142,861.92 |
| Highest: | (May 25) $142,928.12 |
| Profit: | $42,861.97 |
| Deposits: | $100,000.00 |
| Test Started: | Nov 24, 2000 |
| Test Ended: | Jun 09, 2017 |
| Timeframe: | 1 Day |
| Model Type: | n/a |
| Added: | Sep 14, 2017 at 15:35 |
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| Trades: | 538 |
| Profitability: | |
| Pips: | 442,878.0 |
| Average Win: | 1,194.97 pips / $117.74 |
| Average Loss: | -1,436.82 pips / -$151.77 |
| Lots: | 53.80 |
| Commissions: | 0 |
| Longs Won: | (462/538) 85% |
| Shorts Won: | (0/0) 0% |
| Best Trade ($): | (Oct 24) 1,149.01 |
| Worst Trade ($): | (Oct 24) -962.23 |
| Best Trade (Pips): | (Oct 24) 11,732.0 |
| Worst Trade (Pips): | (Oct 24) -9,329.0 |
| Avg. Trade Length: | 7d |
| Profit Factor: | 4.72 |
| Standard Deviation: | $166.02 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | 0.53 (40.38%) |
| Expectancy | 823.2 Pips / $79.67 |
| AHPR: | 0.07% |
| GHPR: | 0.07% |
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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 | 942 | 847 | 753 | 659 | 565 | 471 | 377 | 282 | 188 | 94 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (538)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 06.05.2017 00:00 | 06.09.2017 23:59 | S&P500 | Buy | 0.10 | - | - | 2,437.93 | 2,431.58 | -635.0 | -66.20 | 4d | -0.05% |
| 05.24.2017 00:00 | 05.25.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,401.51 | 2,409.54 | 803.0 | 79.63 | 1d | 0.06% |
| 05.11.2017 00:00 | 05.15.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,394.94 | 2,393.98 | -96.0 | -12.26 | 4d | -0.01% |
| 05.12.2017 00:00 | 05.15.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,392.54 | 2,393.98 | 144.0 | 12.41 | 3d | 0.01% |
| 05.08.2017 00:00 | 05.09.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,400.04 | 2,401.58 | 154.0 | 14.73 | 1d | 0.01% |
| 04.24.2017 00:00 | 04.25.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,370.43 | 2,381.51 | 1,108.0 | 110.14 | 1d | 0.08% |
| 04.06.2017 00:00 | 04.07.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,353.89 | 2,356.59 | 270.0 | 26.35 | 1d | 0.02% |
| 03.21.2017 00:00 | 04.05.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,366.72 | 2,366.59 | -13.0 | -11.09 | 15d | -0.01% |
| 03.31.2017 00:00 | 04.05.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,364.92 | 2,366.59 | 167.0 | 13.42 | 5d | 0.01% |
| 03.13.2017 00:00 | 03.16.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,371.57 | 2,383.39 | 1,182.0 | 116.22 | 3d | 0.08% |
| 03.06.2017 00:00 | 03.16.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,375.33 | 2,383.39 | 806.0 | 74.01 | 10d | 0.05% |
| 03.02.2017 00:00 | 03.16.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,394.85 | 2,383.39 | -1,146.0 | -123.83 | 14d | -0.09% |
| 02.23.2017 00:00 | 03.01.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,367.6 | 2,380.13 | 1,253.0 | 121.36 | 6d | 0.09% |
| 02.16.2017 00:00 | 02.21.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,349.74 | 2,354.91 | 517.0 | 48.43 | 5d | 0.03% |
| 02.01.2017 00:00 | 02.03.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,285.69 | 2,288.54 | 285.0 | 27.23 | 2d | 0.02% |
| 01.04.2017 00:00 | 01.05.2017 00:00 | S&P500 | Buy | 0.10 | - | - | 2,261.7 | 2,268.18 | 648.0 | 64.17 | 1d | 0.05% |
| 12.19.2016 00:00 | 12.20.2016 00:00 | S&P500 | Buy | 0.10 | - | - | 2,259.34 | 2,266.5 | 716.0 | 70.97 | 1d | 0.05% |
| 12.13.2016 00:00 | 12.14.2016 00:00 | S&P500 | Buy | 0.10 | - | - | 2,263.42 | 2,268.35 | 493.0 | 48.67 | 1d | 0.03% |
| 12.09.2016 00:00 | 12.12.2016 00:00 | S&P500 | Buy | 0.10 | - | - | 2,249.83 | 2,258.83 | 900.0 | 88.12 | 3d | 0.06% |
| 12.05.2016 00:00 | 12.06.2016 00:00 | S&P500 | Buy | 0.10 | - | - | 2,200.75 | 2,207.26 | 651.0 | 64.49 | 1d | 0.05% |
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