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Strategy Settings

SetName
"USDCAD"
MagicNumber
1111
slip
3
Lots
0.1
DepoPer001Lot
850
LotExponent
1.3
BaseLotLevelCount
5
PipStep
200
MaxTrades
20
TakeProfit
200
Lvl1
5
TPS1
30
Lvl2
7
TPS2
10
_45_
"_________...
+864.73%

0.1%
3.16%
Drawdown: 71.18%

Balance: $96,473.58
Highest: (Dec 29) $96,473.58
Profit: $86,473.49
Deposits: $10,000.00

Test Started: Jan 04, 2010
Test Ended: Dec 29, 2015
Timeframe: 15 Minutes

Model Type: n/a
Added: Mar 29, 2016 at 16:04
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Trades: 1,868
Profitability:
Pips: 3,362.1
Average Win: 20.18 pips / $159.28
Average Loss: -53.33 pips / -$292.68
Lots: 1,226.59
Commissions: 0
Longs Won: (463/612) 75%
Shorts Won: (938/1,256) 74%
Best Trade ($): (Oct 08) 9,061.77
Worst Trade ($): (Oct 08) -2,654.01
Best Trade (Pips): (May 18) 132.8
Worst Trade (Pips): (Jan 27) -387.2
Avg. Trade Length: 1d
Profit Factor: 1.63
Standard Deviation: $531.88
Sharpe Ratio 0.13
Z-Score (Probability): -14.44 (99.99%)
Expectancy 1.8 Pips / $46.29
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% 0.09% 3.62%
Consecutive Losing Trades 330 297 264 231 198 165 132 99 66 33
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1868)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.28.2015 08:15 12.29.2015 14:01 USDCAD Sell 1.13 - 1.4 1.38573 1.38773 -20.0 -161.39 1d -0.17%
12.27.2015 23:30 12.29.2015 14:01 USDCAD Sell 1.13 - 1.4 1.38359 1.38773 -41.4 -334.17 1d -0.35%
12.29.2015 11:45 12.29.2015 14:01 USDCAD Sell 1.13 - 1.4 1.39283 1.38773 51.0 415.28 2h 16m 0.43%
12.28.2015 20:30 12.29.2015 14:01 USDCAD Sell 1.13 - 1.4 1.39018 1.38773 24.5 200.97 17h 31m 0.21%
12.28.2015 10:15 12.29.2015 14:01 USDCAD Sell 1.13 - 1.4 1.38782 1.38773 0.9 8.80 1d 0.01%
12.22.2015 03:15 12.22.2015 14:25 USDCAD Buy 1.13 1.4 1.4 1.39415 1.39492 7.7 62.38 11h 10m 0.06%
12.18.2015 11:30 12.18.2015 13:20 USDCAD Sell 1.13 1.4 1.4 1.39556 1.39462 9.4 76.17 1h 50m 0.08%
12.18.2015 13:00 12.18.2015 13:20 USDCAD Sell 1.13 1.4 1.4 1.39768 1.39462 30.6 247.96 20m 0.26%
12.17.2015 17:30 12.17.2015 22:23 USDCAD Sell 1.13 1.4 1.4 1.3968 1.3943 25.0 202.61 4h 53m 0.21%
12.17.2015 16:30 12.17.2015 22:23 USDCAD Sell 1.13 1.4 1.4 1.3938 1.3943 -5.0 -40.52 5h 53m -0.04%
12.15.2015 16:15 12.15.2015 16:25 USDCAD Sell 1.13 1.4 1.4 1.37463 1.37403 6.0 49.34 10m 0.05%
12.11.2015 10:30 12.14.2015 13:42 USDCAD Sell 1.12 - 1.4 1.36776 1.3718 -40.4 -328.38 3d -0.35%
12.11.2015 09:00 12.14.2015 13:42 USDCAD Sell 1.12 - 1.4 1.36575 1.3718 -60.5 -492.49 3d -0.52%
12.14.2015 12:30 12.14.2015 13:42 USDCAD Sell 5.41 - 1.4 1.37666 1.3718 48.6 1,916.65 1h 12m 2.04%
12.11.2015 15:00 12.14.2015 13:42 USDCAD Sell 1.12 - 1.4 1.36988 1.3718 -19.2 -155.30 2d -0.17%
12.10.2015 18:00 12.14.2015 13:42 USDCAD Sell 1.12 - 1.4 1.36124 1.3718 -105.6 -859.25 3d -0.90%
12.11.2015 19:30 12.14.2015 13:42 USDCAD Sell 4.16 - 1.4 1.37417 1.3718 23.7 724.12 2d 0.78%
12.10.2015 23:45 12.14.2015 13:42 USDCAD Sell 1.12 - 1.4 1.36346 1.3718 -83.4 -678.00 3d -0.72%
12.07.2015 17:15 12.09.2015 15:30 USDCAD Sell 1.12 - 1.4 1.35142 1.35322 -18.0 -146.06 1d -0.16%
12.07.2015 13:00 12.09.2015 15:30 USDCAD Sell 1.12 - 1.4 1.34512 1.35322 -81.0 -667.48 2d -0.71%

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