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Strategy Settings

FixVolume
0.01
Risk
30
RiskFactor
1.2
MaTfLow
1
PeriodMaLow
9
MaMethodLow
3
MaAppliedPriceLow
4
MaShiftLow
3
AtrTfLow
60
AtrPeriodLow
2
AtrFactorLow
20
MaTfHigh
1
PeriodMaHigh
2
MaMethodHigh
2
MaAppliedPriceHigh
0
+74.78%

0.16%
4.78%
Drawdown: 22.65%

Balance: $1,747.77
Highest: (Nov 22) $2,062.92
Profit: $747.77
Deposits: $1,000.00

Test Started: Jan 02, 2012
Test Ended: Dec 26, 2012
Timeframe: 5 Minutes

Model Type: n/a
Added: Jan 03, 2022 at 07:45
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Trades: 639
Profitability:
Pips: 627.4
Average Win: 3.61 pips / $8.60
Average Loss: -3.88 pips / -$12.59
Lots: 182.19
Commissions: 0
Longs Won: (277/421) 65%
Shorts Won: (138/218) 63%
Best Trade ($): (Oct 25) 81.20
Worst Trade ($): (Nov 23) -18.00
Best Trade (Pips): (Oct 25) 23.7
Worst Trade (Pips): (Jan 02) -4.0
Avg. Trade Length: 44s
Profit Factor: 1.27
Standard Deviation: $12.87
Sharpe Ratio 0.09
Z-Score (Probability): -8.91 (99.99%)
Expectancy 1.0 Pips / $1.17
AHPR: 0.09%
GHPR: 0.09%
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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% 0.02% 0.41% 7.5%
Consecutive Losing Trades 139 125 111 97 83 69 56 42 28 14
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (639)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.26.2012 13:00 12.26.2012 13:01 GBPUSD Sell 0.34 1.6 1.6 1.61375 1.61366 0.9 1.36 1m 0.08%
12.26.2012 11:57 12.26.2012 12:00 GBPUSD Buy 0.34 1.6 1.6 1.61306 1.61317 1.1 2.04 3m 0.12%
12.26.2012 11:55 12.26.2012 11:55 GBPUSD Sell 0.35 1.6 1.6 1.61248 1.61288 -4.0 -15.75 0s -0.89%
12.26.2012 11:55 12.26.2012 11:55 GBPUSD Sell 0.35 1.6 1.6 1.61234 1.61274 -4.0 -15.75 0s -0.88%
12.26.2012 11:55 12.26.2012 11:55 GBPUSD Sell 0.35 1.6 1.6 1.61248 1.61288 -4.0 -15.75 0s -0.89%
12.26.2012 09:57 12.26.2012 10:01 GBPUSD Sell 0.35 1.6 1.6 1.61275 1.61269 0.6 0.35 4m 0.02%
12.26.2012 09:57 12.26.2012 09:57 GBPUSD Buy 0.35 1.6 1.6 1.61257 1.61217 -4.0 -15.75 0s -0.87%
12.26.2012 09:57 12.26.2012 09:57 GBPUSD Sell 0.36 1.6 1.6 1.612 1.6124 -4.0 -16.20 0s -0.89%
12.26.2012 09:47 12.26.2012 09:56 GBPUSD Buy 0.36 1.6 1.6 1.61302 1.61315 1.3 2.88 9m 0.16%
12.26.2012 09:48 12.26.2012 09:56 GBPUSD Buy 0.36 1.6 1.6 1.61297 1.61315 1.8 4.68 8m 0.26%
12.26.2012 09:47 12.26.2012 09:56 GBPUSD Buy 0.36 1.6 1.6 1.61304 1.61315 1.1 2.16 9m 0.12%
12.26.2012 09:47 12.26.2012 09:54 GBPUSD Sell 0.36 1.6 1.6 1.61289 1.61329 -4.0 -16.20 7m -0.88%
12.26.2012 09:47 12.26.2012 09:54 GBPUSD Sell 0.36 1.6 1.6 1.61289 1.61329 -4.0 -16.20 7m -0.89%
12.26.2012 09:47 12.26.2012 09:47 GBPUSD Sell 0.37 1.6 1.6 1.61241 1.61281 -4.0 -16.65 0s -0.89%
12.26.2012 09:47 12.26.2012 09:47 GBPUSD Sell 0.37 1.6 1.6 1.61289 1.61276 1.3 2.96 0s 0.16%
12.26.2012 09:47 12.26.2012 09:47 GBPUSD Buy 0.37 1.6 1.6 1.61277 1.61237 -4.0 -16.65 0s -0.89%
12.26.2012 09:36 12.26.2012 09:36 GBPUSD Sell 0.37 1.6 1.6 1.61301 1.61242 5.9 19.98 0s 1.06%
12.26.2012 09:36 12.26.2012 09:36 GBPUSD Buy 0.37 1.6 1.6 1.61308 1.61268 -4.0 -16.65 0s -0.87%
12.26.2012 09:36 12.26.2012 09:36 GBPUSD Buy 0.37 1.6 1.6 1.61315 1.61275 -4.0 -16.65 0s -0.88%
12.26.2012 09:36 12.26.2012 09:36 GBPUSD Buy 0.37 1.6 1.6 1.61243 1.61258 1.5 3.70 0s 0.20%

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