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Strategy Settings

TP1
20
TP2
40
TP3
60
stoploss
20
Risk_perc
0.9
increase_lot
0
x_high
1
x_low
1
Zone1
true
Zone2
false
Zone2_valid_bars
5
sep1
"***** LWM...
lperiod1
60
lperiod2
50
lperiod3
45
+424.9%

0.18%
5.4%
Drawdown: 76.70%

Balance: $52,489.68
Highest: (Dec 21) $53,763.29
Profit: $42,489.67
Deposits: $10,000.00

Test Started: Jun 02, 2014
Test Ended: Jan 03, 2017
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jul 07, 2017 at 22:52
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Trades: 1,392
Profitability:
Pips: -52.4
Average Win: 20.07 pips / $280.70
Average Loss: -36.13 pips / -$418.59
Lots: 2,683.74
Commissions: 0
Longs Won: (417/642) 64%
Shorts Won: (477/750) 63%
Best Trade ($): (Oct 28) 14,103.55
Worst Trade ($): (Oct 28) -11,444.87
Best Trade (Pips): (Mar 16) 61.8
Worst Trade (Pips): (Mar 20) -130.4
Avg. Trade Length: 8h 38m
Profit Factor: 1.20
Standard Deviation: $882.04
Sharpe Ratio 0.05
Z-Score (Probability): -18.97 (99.99%)
Expectancy 0.0 Pips / $30.52
AHPR: 0.17%
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% 0.14% 0.74% 2.38% 5.91% 12.44% 23.33% 40.23% 65.06%
Consecutive Losing Trades 125 113 100 88 75 63 50 38 25 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1392)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.03.2017 14:00 01.03.2017 17:28 EURUSD Sell 0.65 1.0 1.0 1.03952 1.03953 -0.1 -5.54 3h 28m -0.01%
01.03.2017 14:00 01.03.2017 17:28 EURUSD Sell 0.65 1.0 1.0 1.03955 1.03946 0.9 0.96 3h 28m 0.00%
01.03.2017 14:00 01.03.2017 15:35 EURUSD Sell 0.65 1.0 1.0 1.03957 1.0376 19.7 123.16 1h 35m 0.24%
01.02.2017 15:01 01.03.2017 01:20 EURUSD Sell 0.97 1.0 1.0 1.04763 1.04695 6.8 62.98 10h 19m 0.12%
01.02.2017 15:01 01.03.2017 01:20 EURUSD Sell 0.97 1.0 1.0 1.04769 1.04707 6.2 57.16 10h 19m 0.11%
01.02.2017 15:01 01.03.2017 00:04 EURUSD Sell 0.97 1.1 1.0 1.04757 1.04573 18.4 175.50 9h 3m 0.34%
12.29.2016 18:57 12.30.2016 02:39 EURUSD Buy 1.16 1.1 1.1 1.04816 1.05399 58.3 660.01 7h 42m 1.28%
12.29.2016 18:57 12.30.2016 02:38 EURUSD Buy 1.16 1.0 1.1 1.04811 1.05203 39.2 438.45 7h 41m 0.86%
12.29.2016 18:57 12.30.2016 02:22 EURUSD Buy 1.16 1.0 1.1 1.04808 1.05001 19.3 207.61 7h 25m 0.41%
12.28.2016 12:22 12.28.2016 14:26 EURUSD Sell 37.20 1.0 1.0 1.04361 1.04135 22.6 8,127.08 2h 4m 19.06%
12.28.2016 03:55 12.28.2016 12:22 EURUSD Buy 18.60 1.0 1.0 1.04678 1.04361 -31.7 -6,036.26 8h 27m -12.40%
12.27.2016 04:57 12.28.2016 03:55 EURUSD Sell 9.30 1.0 1.0 1.04353 1.04675 -32.2 -3,023.24 22h 58m -5.85%
12.23.2016 18:58 12.27.2016 04:57 EURUSD Buy 1.55 1.0 1.1 1.04662 1.04354 -30.8 -509.22 3d -0.97%
12.23.2016 18:58 12.27.2016 04:57 EURUSD Buy 1.55 1.0 1.1 1.0466 1.04347 -31.3 -516.97 3d -0.99%
12.23.2016 18:58 12.27.2016 04:57 EURUSD Buy 1.55 1.0 1.0 1.04667 1.04351 -31.6 -521.62 3d -0.98%
12.22.2016 17:25 12.22.2016 18:04 EURUSD Buy 23.88 1.0 1.0 1.04592 1.04773 18.1 4,142.46 39m 8.44%
12.22.2016 16:49 12.22.2016 17:25 EURUSD Sell 11.94 1.0 1.0 1.04322 1.04575 -25.3 -3,110.73 36m -5.96%
12.22.2016 13:15 12.22.2016 16:49 EURUSD Buy 1.99 1.0 1.1 1.04574 1.04332 -24.2 -496.56 3h 34m -0.94%
12.22.2016 13:15 12.22.2016 16:49 EURUSD Buy 1.99 1.0 1.0 1.04574 1.04317 -25.7 -526.41 3h 34m -0.99%
12.22.2016 13:15 12.22.2016 16:49 EURUSD Buy 1.99 1.0 1.0 1.04577 1.04322 -25.5 -522.43 3h 34m -0.97%

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