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Strategy Settings

t
"---------...
Use_Timing
true
Start_Hour
5
Start_Minuts
0
Stop_Hour
7
Stop_Minuts
0
TimeFixStop
13
ch
"---------...
CH_Period
70
ts
" ---- TRA...
Persent_BU
0.45
TrailingStop
1
TrailingStep
1
all
"-------- ...
CloseProfitRevSigna...
true
+1.12M%

0.37%
11.57%
Drawdown: 57.20%

Balance: $3,366,964.73
Highest: (Dec 17) $3,366,964.73
Profit: $3,366,664.94
Deposits: $300.00

Test Started: Dec 18, 2008
Test Ended: Dec 17, 2015
Timeframe: 1 Minute

Model Type: Every Tick
Added: Dec 18, 2015 at 17:01
Loading, please wait...
Trades: 10,880
Profitability:
Pips: 32,022.1
Average Win: 10.65 pips / $778.68
Average Loss: -14.39 pips / -$745.76
Lots: 84,673.48
Commissions: 0
Longs Won: (3,646/5,250) 69%
Shorts Won: (3,885/5,630) 69%
Best Trade ($): (Dec 04) 32,300.32
Worst Trade ($): (Dec 04) -49,056.80
Best Trade (Pips): (Dec 27) 72.5
Worst Trade (Pips): (Apr 20) -129.0
Avg. Trade Length: 1h 36m
Profit Factor: 2.35
Standard Deviation: $2,435.50
Sharpe Ratio 0.00
Z-Score (Probability): -36.02 (99.99%)
Expectancy 2.9 Pips / $309.44
AHPR: 0.09%
GHPR: 0.09%
Loading, please wait...
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 4525 4072 3620 3167 2715 2262 1810 1357 905 452
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (10880)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.17.2015 07:01 12.17.2015 07:42 EURUSD Sell 110.50 1.1 - 1.08657 1.08524 13.3 14,696.50 41m 0.44%
12.17.2015 06:30 12.17.2015 07:42 EURUSD Sell 110.50 1.1 - 1.08602 1.08524 7.8 8,619.00 1h 12m 0.26%
12.17.2015 05:44 12.17.2015 07:42 EURUSD Sell 110.50 1.1 - 1.08559 1.08524 3.5 3,867.50 1h 58m 0.12%
12.17.2015 07:09 12.17.2015 07:42 EURUSD Sell 110.50 1.1 - 1.08747 1.08524 22.3 24,641.50 33m 0.74%
12.16.2015 05:03 12.16.2015 07:46 EURUSD Sell 109.69 1.1 - 1.0939 1.09392 -0.2 -219.38 2h 43m -0.01%
12.16.2015 05:59 12.16.2015 07:46 EURUSD Sell 109.69 1.1 - 1.09444 1.09392 5.2 5,703.88 1h 47m 0.17%
12.16.2015 07:16 12.16.2015 07:46 EURUSD Sell 109.69 1.1 - 1.09564 1.09392 17.2 18,866.68 30m 0.57%
12.15.2015 06:56 12.15.2015 07:27 EURUSD Sell 108.60 1.1 - 1.10339 1.10243 9.6 10,425.60 31m 0.32%
12.15.2015 06:30 12.15.2015 07:27 EURUSD Sell 108.60 1.1 - 1.10295 1.10243 5.2 5,647.20 57m 0.17%
12.15.2015 05:37 12.15.2015 07:27 EURUSD Sell 108.60 1.1 - 1.10255 1.10243 1.2 1,303.20 1h 50m 0.04%
12.15.2015 07:19 12.15.2015 07:27 EURUSD Sell 108.60 1.1 - 1.10384 1.10243 14.1 15,312.60 8m 0.47%
12.14.2015 06:58 12.14.2015 07:16 EURUSD Sell 108.15 1.1 - 1.09706 1.09582 12.4 13,410.60 18m 0.41%
12.14.2015 06:49 12.14.2015 06:58 EURUSD Buy 107.80 1.1 - 1.09607 1.09706 9.9 10,672.20 9m 0.33%
12.14.2015 05:03 12.14.2015 06:49 EURUSD Sell 107.46 1.1 - 1.0963 1.09607 2.3 2,471.58 1h 46m 0.08%
12.14.2015 06:27 12.14.2015 06:49 EURUSD Sell 107.46 1.1 - 1.09679 1.09607 7.2 7,737.12 22m 0.24%
12.11.2015 06:23 12.11.2015 09:37 EURUSD Sell 107.37 1.1 - 1.09451 1.09505 -5.4 -5,797.98 3h 14m -0.18%
12.11.2015 05:25 12.11.2015 09:37 EURUSD Sell 107.37 1.1 - 1.09411 1.09505 -9.4 -10,092.78 4h 12m -0.31%
12.11.2015 05:00 12.11.2015 09:37 EURUSD Sell 107.37 1.1 - 1.09364 1.09505 -14.1 -15,139.17 4h 37m -0.47%
12.11.2015 07:44 12.11.2015 09:37 EURUSD Sell 107.37 1.1 - 1.0956 1.09505 5.5 5,905.35 1h 53m 0.19%
12.11.2015 08:36 12.11.2015 09:37 EURUSD Sell 107.37 1.1 - 1.0966 1.09505 15.5 16,642.35 1h 1m 0.52%

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