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Strategy Settings

maPerd
100
lkBack
5
risk
20
closeEn
false
secOrdLotMult
2
secondOrdThresh
12
pendOrderOffset
2
TickPntThresh
10
barHeightThresh
12
slTpDistance
5.8
bxHeightThresh
20
tickPulseThresh
0
slDeviation
1.7
stopLoss
0
takeProfit
3
+647137.65%

2.25%
94.74%
Drawdown: 56.93%

Balance: $1,294,475.30
Highest: (Jul 28) $1,328,505.30
Profit: $1,294,275.29
Deposits: $200.00

Test Started: Jul 01, 2016
Test Ended: Jul 31, 2017
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Aug 07, 2017 at 21:04
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Trades: 3,493
Profitability:
Pips: 5,027.1
Average Win: 3.03 pips / $933.95
Average Loss: -35.06 pips / -$12,545.62
Lots: 126,728.19
Commissions: 0
Longs Won: (1,587/1,653) 96%
Shorts Won: (1,760/1,840) 95%
Best Trade ($): (May 25) 18,800.00
Worst Trade ($): (Apr 19) -187,230.00
Best Trade (Pips): (Oct 06) 249.8
Worst Trade (Pips): (Apr 19) -187.0
Avg. Trade Length: 27m
Profit Factor: 1.71
Standard Deviation: $5,965.44
Sharpe Ratio 0.13
Z-Score (Probability): -1.97 (-98.07%)
Expectancy 1.4 Pips / $370.53
AHPR: 0.28%
GHPR: 0.25%
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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% 0.25% 5.89%
Consecutive Losing Trades 103 93 83 72 62 52 41 31 21 10
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3493)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.31.2017 20:55 07.31.2017 20:56 GBPUSD Sell 100.00 1.3 - 1.32172 1.32129 4.3 4,300.00 1m 0.33%
07.31.2017 20:54 07.31.2017 20:55 GBPUSD Sell 100.00 1.3 - 1.32209 1.32198 1.1 1,100.00 1m 0.09%
07.31.2017 20:45 07.31.2017 20:48 GBPUSD Sell 100.00 1.3 - 1.3208 1.32054 2.6 2,600.00 3m 0.20%
07.31.2017 20:36 07.31.2017 20:38 GBPUSD Sell 100.00 1.3 - 1.32076 1.32063 1.3 1,300.00 2m 0.10%
07.31.2017 20:35 07.31.2017 20:35 GBPUSD Sell 100.00 1.3 - 1.32099 1.32069 3.0 3,000.00 0s 0.23%
07.31.2017 15:14 07.31.2017 15:14 GBPUSD Sell 100.00 1.3 - 1.3188 1.31862 1.8 1,800.00 0s 0.14%
07.31.2017 15:11 07.31.2017 15:11 GBPUSD Sell 100.00 1.3 - 1.31903 1.31876 2.7 2,700.00 0s 0.21%
07.31.2017 15:05 07.31.2017 15:06 GBPUSD Sell 100.00 1.3 - 1.3189 1.31888 0.2 200.00 1m 0.02%
07.31.2017 15:03 07.31.2017 15:03 GBPUSD Sell 100.00 1.3 - 1.31879 1.31856 2.3 2,300.00 0s 0.18%
07.31.2017 14:49 07.31.2017 15:02 GBPUSD Sell 100.00 - - 1.31448 1.31876 -42.8 -42,800.00 13m -3.25%
07.31.2017 11:26 07.31.2017 11:28 GBPUSD Sell 100.00 1.3 - 1.31285 1.31261 2.4 2,400.00 2m 0.18%
07.31.2017 11:24 07.31.2017 11:25 GBPUSD Sell 100.00 1.3 - 1.31292 1.31277 1.5 1,500.00 1m 0.11%
07.28.2017 14:25 07.31.2017 06:38 GBPUSD Sell 100.00 - - 1.30995 1.31137 -14.2 -14,430.00 2d -1.09%
07.28.2017 12:31 07.28.2017 12:35 GBPUSD Sell 100.00 1.3 - 1.31066 1.31031 3.5 3,500.00 4m 0.26%
07.28.2017 12:30 07.28.2017 12:30 GBPUSD Sell 100.00 1.3 - 1.31045 1.31032 1.3 1,300.00 0s 0.10%
07.27.2017 10:09 07.27.2017 10:09 GBPUSD Sell 100.00 1.3 - 1.31559 1.31538 2.1 2,100.00 0s 0.16%
07.27.2017 02:06 07.27.2017 07:22 GBPUSD Sell 100.00 1.3 - 1.313 1.31299 0.1 100.00 5h 16m 0.01%
07.27.2017 02:05 07.27.2017 02:06 GBPUSD Sell 100.00 1.3 - 1.31319 1.31302 1.7 1,700.00 1m 0.13%
07.27.2017 02:04 07.27.2017 02:04 GBPUSD Sell 100.00 1.3 - 1.31266 1.31234 3.2 3,200.00 0s 0.24%
07.26.2017 21:29 07.26.2017 21:30 GBPUSD Sell 100.00 1.3 - 1.31232 1.31213 1.9 1,900.00 1m 0.14%

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