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Strategy Settings

Symbols
"USDCAD"
LotSizingMethod
1
FixLot_FixOnlyFirst...
0.01
AutoLot_BasePercent...
40
Risk_Level
1
Strategy
"---------...
TakeProfitForInitia...
20
TakeProfitForPipsAs...
20
BollingerBandsPerio...
30
EnvelopesPeriod
14
EnvelopesDeviation
0.1
MA_MethodForEnvelop...
0
TradeDistance
-40
_2nd_TradeMultiplie...
1
_3rd_TradeMultiplie...
2
+6179.97%

0.08%
2.3%
Drawdown: 36.03%

Balance: $627,997.11
Highest: (Dec 20) $628,092.94
Profit: $617,997.21
Deposits: $10,000.00

Test Started: Jan 06, 2010
Test Ended: Dec 30, 2024
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jan 03 at 08:56
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Trades: 5,283
Profitability:
Pips: 17,627.0
Average Win: 27.42 pips / $392.20
Average Loss: -65.12 pips / -$665.26
Lots: 7,773.45
Commissions: 0
Longs Won: (1,983/2,573) 77%
Shorts Won: (1,925/2,710) 71%
Best Trade ($): (Jun 28) 46,671.85
Worst Trade ($): (Aug 23) -13,367.17
Best Trade (Pips): (Mar 20) 248.0
Worst Trade (Pips): (Jan 27) -403.3
Avg. Trade Length: 1d
Profit Factor: 1.68
Standard Deviation: $1,687.93
Sharpe Ratio 0.00
Z-Score (Probability): -13.14 (99.99%)
Expectancy 3.3 Pips / $116.98
AHPR: 0.08%
GHPR: 0.08%
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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 944 850 755 661 567 472 378 283 189 94
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5283)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.06.2024 15:00 12.30.2024 20:15 USDCAD Sell 3.60 - - 1.40603 1.43547 -294.4 -8,069.20 24d -1.28%
12.18.2024 21:15 12.30.2024 20:15 USDCAD Sell 43.20 - - 1.43934 1.43561 37.3 6,654.19 11d 1.13%
12.17.2024 10:16 12.30.2024 20:15 USDCAD Sell 14.40 - - 1.42804 1.43553 -74.9 -9,159.03 13d -1.51%
12.12.2024 21:30 12.30.2024 20:15 USDCAD Sell 7.20 - - 1.42072 1.43556 -148.4 -8,449.21 17d -1.38%
12.09.2024 22:15 12.30.2024 20:15 USDCAD Sell 3.60 - - 1.41607 1.43559 -195.2 -5,550.95 20d -0.90%
12.27.2024 18:59 12.30.2024 20:15 USDCAD Sell 64.80 - - 1.44336 1.43554 78.2 34,490.65 3d 5.81%
12.17.2024 18:23 12.30.2024 20:15 USDCAD Sell 28.80 - - 1.43209 1.43544 -33.5 -10,012.28 13d -1.68%
12.19.2024 10:15 12.20.2024 05:21 USDCAD Buy 3.61 - - 1.44102 1.44301 19.9 490.26 19h 6m 0.08%
12.11.2024 17:40 12.12.2024 15:10 USDCAD Buy 3.61 - - 1.41502 1.41709 20.7 533.49 21h 30m 0.09%
12.11.2024 17:15 12.11.2024 17:40 USDCAD Buy 3.61 - - 1.41295 1.41496 20.1 498.37 25m 0.08%
12.09.2024 11:30 12.09.2024 21:51 USDCAD Buy 3.60 - - 1.4139 1.41596 20.6 509.37 10h 21m 0.08%
12.05.2024 16:00 12.05.2024 19:30 USDCAD Buy 3.60 - - 1.40365 1.40575 21.0 523.43 3h 30m 0.08%
12.03.2024 17:30 12.03.2024 20:00 USDCAD Sell 3.60 - - 1.40707 1.40501 20.6 513.40 2h 30m 0.08%
12.03.2024 10:30 12.03.2024 12:58 USDCAD Buy 3.60 - - 1.40171 1.40364 19.3 480.56 2h 28m 0.08%
12.02.2024 17:00 12.03.2024 10:02 USDCAD Sell 3.59 - - 1.40689 1.40287 40.2 983.94 17h 2m 0.16%
12.02.2024 02:45 12.03.2024 10:02 USDCAD Sell 3.59 - - 1.40279 1.40276 0.3 -37.15 1d -0.01%
11.27.2024 18:15 12.02.2024 10:40 USDCAD Buy 3.58 - - 1.40281 1.40479 19.8 524.26 4d 0.08%
11.29.2024 11:00 11.29.2024 22:38 USDCAD Sell 3.58 - - 1.40115 1.39916 19.9 494.86 11h 38m 0.08%
11.26.2024 01:45 11.28.2024 12:31 USDCAD Sell 7.14 - - 1.4063 1.40023 60.7 2,824.34 2d 0.46%
11.25.2024 18:45 11.28.2024 12:31 USDCAD Sell 3.57 - - 1.40017 1.40024 -0.7 -183.56 2d -0.03%

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