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Strategy Settings
+3631.81% |
2.64% | |
118.41% | |
Drawdown: | 35.50% |
Balance: | $7,463.66 |
Highest: | (May 11) $9,350.36 |
Profit: | $7,263.62 |
Deposits: | $200.00 |
Test Started: | Jan 02, 2018 |
Test Ended: | May 21, 2018 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Feb 08, 2019 at 05:34 |
Trades: | 529 |
Profitability: |
|
Pips: | 962.5 |
Average Win: | 4.00 pips / $55.25 |
Average Loss: | -3.59 pips / -$89.24 |
Lots: | 1,090.70 |
Commissions: | 0 |
Longs Won: | (192/260) 73% |
Shorts Won: | (185/269) 68% |
Best Trade ($): | (Apr 23) 412.73 |
Worst Trade ($): | (May 16) -1,744.90 |
Best Trade (Pips): | (Jan 26) 16.3 |
Worst Trade (Pips): | (Feb 02) -27.9 |
Avg. Trade Length: | 2h 23m |
Profit Factor: | 1.54 |
Standard Deviation: | $128.61 |
Sharpe Ratio | 0.22 |
Z-Score (Probability): | -2.04 (-99.54%) |
Expectancy | 1.8 Pips / $13.73 |
AHPR: | 0.75% |
GHPR: | 0.69% |
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% | 0.02% | 0.19% | 1.25% | 6.45% | 27.4% |
Consecutive Losing Trades | 84 | 75 | 67 | 59 | 50 | 42 | 33 | 25 | 17 | 8 |
Trading Activity (529)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.18.2018 22:37 | 05.21.2018 02:13 | EURCHF | Buy | 5.11 | 1.2 | 1.2 | 1.17455 | 1.17453 | -0.2 | -41.05 | 2d | -0.55% |
05.18.2018 22:16 | 05.18.2018 22:37 | EURCHF | Sell | 4.97 | 1.2 | 1.2 | 1.17502 | 1.17456 | 4.6 | 194.27 | 21m | 2.66% |
05.18.2018 04:17 | 05.18.2018 05:31 | EURCHF | Buy | 5.01 | 1.2 | 1.2 | 1.18147 | 1.18156 | 0.9 | 10.11 | 1h 14m | 0.14% |
05.18.2018 03:08 | 05.18.2018 04:17 | EURCHF | Sell | 5.01 | 1.2 | 1.2 | 1.18142 | 1.18147 | -0.5 | -60.17 | 1h 9m | -0.82% |
05.18.2018 02:22 | 05.18.2018 03:08 | EURCHF | Buy | 4.97 | 1.2 | 1.2 | 1.18132 | 1.18141 | 0.9 | 10.03 | 46m | 0.14% |
05.18.2018 01:02 | 05.18.2018 02:22 | EURCHF | Sell | 4.97 | 1.2 | 1.2 | 1.18148 | 1.18132 | 1.6 | 44.88 | 1h 20m | 0.61% |
05.17.2018 23:59 | 05.18.2018 01:02 | EURCHF | Buy | 4.81 | 1.2 | 1.2 | 1.18112 | 1.18147 | 3.5 | 139.68 | 1h 3m | 1.95% |
05.17.2018 23:31 | 05.17.2018 23:59 | EURCHF | Sell | 4.81 | 1.2 | 1.2 | 1.18138 | 1.18112 | 2.6 | 91.63 | 28m | 1.30% |
05.17.2018 23:05 | 05.17.2018 23:29 | EURCHF | Buy | 4.77 | 1.2 | 1.2 | 1.18116 | 1.18137 | 2.1 | 66.98 | 24m | 0.96% |
05.17.2018 02:20 | 05.17.2018 05:11 | EURCHF | Buy | 4.81 | 1.2 | 1.2 | 1.18233 | 1.18228 | -0.5 | -57.76 | 2h 51m | -0.82% |
05.17.2018 01:41 | 05.17.2018 02:20 | EURCHF | Sell | 4.80 | 1.2 | 1.2 | 1.18243 | 1.18234 | 0.9 | 9.69 | 39m | 0.14% |
05.17.2018 00:27 | 05.17.2018 00:30 | EURCHF | Sell | 4.66 | 1.2 | 1.2 | 1.18239 | 1.18188 | 5.1 | 205.49 | 3m | 3.00% |
05.17.2018 00:05 | 05.17.2018 00:27 | EURCHF | Buy | 4.59 | 1.2 | 1.2 | 1.18186 | 1.18237 | 5.1 | 202.42 | 22m | 3.05% |
05.16.2018 22:58 | 05.17.2018 00:05 | EURCHF | Sell | 4.59 | 1.2 | 1.2 | 1.18182 | 1.18186 | -0.4 | -91.70 | 1h 7m | -1.36% |
05.16.2018 22:46 | 05.16.2018 22:58 | EURCHF | Buy | 4.48 | 1.2 | 1.2 | 1.1814 | 1.1818 | 4.0 | 148.19 | 12m | 2.25% |
05.16.2018 04:05 | 05.16.2018 06:00 | EURCHF | Buy | 4.88 | 1.2 | 1.2 | 1.18408 | 1.18305 | -10.3 | -537.78 | 1h 55m | -7.54% |
05.16.2018 03:02 | 05.16.2018 04:05 | EURCHF | Sell | 4.92 | 1.2 | 1.2 | 1.18406 | 1.18408 | -0.2 | -44.30 | 1h 3m | -0.62% |
05.16.2018 01:26 | 05.16.2018 03:02 | EURCHF | Buy | 4.92 | 1.2 | 1.2 | 1.18411 | 1.18406 | -0.5 | -59.08 | 1h 36m | -0.82% |
05.15.2018 22:20 | 05.16.2018 01:26 | EURCHF | Buy | 6.11 | 1.2 | 1.2 | 1.18682 | 1.18403 | -27.9 | -1,744.90 | 3h 6m | -19.44% |
05.14.2018 22:47 | 05.15.2018 06:00 | EURCHF | Buy | 6.29 | 1.2 | 1.2 | 1.19421 | 1.19386 | -3.5 | -258.51 | 7h 13m | -2.80% |
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