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Strategy Settings

MaxSpread
40
Anti
true
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Period1
0
Shift1
1
Period2
0
Shift2
1
Period3
12
Shift3
1
Period31
5
Shift31
1
UseDelta1
false
Delta1
0
UseDelta2
false
Delta2
0
+42.18%

0.07%
2.26%
Drawdown: 9.78%

Balance: $4,266.83
Highest: (Jan 20) $4,557.08
Profit: $1,266.78
Deposits: $3,000.00

Test Started: Feb 02, 2015
Test Ended: May 20, 2016
Timeframe: 4 Hours

Model Type: n/a
Added: May 22, 2016 at 12:36
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Trades: 283
Profitability:
Pips: 1,288.6
Average Win: 33.91 pips / $34.11
Average Loss: -30.00 pips / -$30.40
Lots: 28.30
Commissions: 0
Longs Won: (76/138) 55%
Shorts Won: (77/145) 53%
Best Trade ($): (Mar 18) 47.38
Worst Trade ($): (May 20) -31.29
Best Trade (Pips): (Mar 18) 46.9
Worst Trade (Pips): (Feb 02) -30.0
Avg. Trade Length: 14h 28m
Profit Factor: 1.32
Standard Deviation: $32.39
Sharpe Ratio 0.13
Z-Score (Probability): -1.57 (-89.05%)
Expectancy 4.6 Pips / $4.48
AHPR: 0.13%
GHPR: 0.12%
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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% 0.03% 2.18%
Consecutive Losing Trades 140 126 112 98 84 70 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 (283)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.20.2016 10:20 05.20.2016 23:59 EURCHF Sell 0.10 1.1 - 1.1114 1.11137 0.3 0.30 13h 39m 0.01%
05.17.2016 12:35 05.20.2016 08:40 EURCHF Sell 0.10 1.1 - 1.10835 1.11135 -30.0 -31.29 2d -0.73%
05.16.2016 00:00 05.16.2016 11:40 EURCHF Buy 0.10 1.1 - 1.10174 1.10482 30.8 31.11 11h 40m 0.73%
05.13.2016 12:30 05.13.2016 23:59 EURCHF Buy 0.10 1.1 - 1.10262 1.09962 -30.0 -30.31 11h 29m -0.71%
05.12.2016 21:40 05.13.2016 12:15 EURCHF Buy 0.10 1.1 - 1.10451 1.10151 -30.0 -30.49 14h 35m -0.70%
05.12.2016 12:55 05.12.2016 17:40 EURCHF Buy 0.10 1.1 - 1.10564 1.10264 -30.0 -30.31 4h 45m -0.70%
05.10.2016 12:45 05.12.2016 12:40 EURCHF Sell 0.10 1.1 - 1.10829 1.10522 30.7 30.18 1d 0.70%
05.09.2016 05:40 05.09.2016 10:40 EURCHF Sell 0.10 1.1 - 1.10776 1.10472 30.4 30.68 5h 0m 0.71%
05.06.2016 11:40 05.06.2016 15:05 EURCHF Sell 0.10 1.1 - 1.10436 1.10736 -30.0 -30.28 3h 25m -0.70%
05.05.2016 16:35 05.06.2016 09:30 EURCHF Sell 0.10 1.1 - 1.10228 1.10528 -30.0 -30.48 16h 55m -0.70%
04.22.2016 13:20 04.22.2016 23:59 EURCHF Sell 0.10 1.1 - 1.10084 1.09755 32.9 33.20 10h 39m 0.77%
04.21.2016 16:30 04.22.2016 08:30 EURCHF Sell 0.10 1.1 - 1.09823 1.10123 -30.0 -30.48 16h 0m -0.70%
04.21.2016 07:40 04.21.2016 14:05 EURCHF Sell 0.10 1.1 - 1.09677 1.09977 -30.0 -30.28 6h 25m -0.69%
04.20.2016 17:45 04.20.2016 20:30 EURCHF Sell 0.10 1.1 - 1.09456 1.09756 -30.0 -30.28 2h 45m -0.69%
04.15.2016 13:35 04.20.2016 17:40 EURCHF Sell 0.10 1.1 - 1.09162 1.09462 -30.0 -30.88 5d -0.69%
04.13.2016 21:45 04.14.2016 13:30 EURCHF Sell 0.10 1.1 - 1.09092 1.08758 33.4 33.10 15h 45m 0.75%
04.07.2016 16:53 04.11.2016 13:40 EURCHF Buy 0.10 1.1 - 1.08654 1.08962 30.8 30.73 3d 0.70%
04.05.2016 13:55 04.07.2016 16:33 EURCHF Buy 0.10 1.1 - 1.08893 1.08593 -30.0 -31.07 2d -0.70%
03.31.2016 12:45 03.31.2016 17:40 EURCHF Sell 0.10 1.1 - 1.09495 1.09132 36.3 36.64 4h 55m 0.84%
03.21.2016 18:30 03.30.2016 22:40 EURCHF Buy 0.10 1.1 - 1.09023 1.09334 31.1 29.68 9d 0.68%

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