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Strategy Settings

Magic
111
Slippage
0
MarketWatch
true
FixLossUSD
1600
FixLossPrcn
0
GMT_shift_hours
2
TimeHourClose
-1
TimeMinuteClose
-1
StdDevPeriod
96
IncreasePeriod
1
StdDevShift
2
IncreaseShift
1
StdDevKoef
16
StdDevKoef_step
20
StdDevMin
0.2
+115.8%

0.02%
0.46%
Drawdown: 13.46%

Balance: $215,797.97
Highest: (Oct 06) $217,472.24
Profit: $115,797.81
Deposits: $100,000.00

Test Started: Mar 05, 2004
Test Ended: Nov 10, 2017
Timeframe: 15 Minutes

Model Type: n/a
Added: May 31, 2018 at 01:36
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Trades: 2,352
Profitability:
Pips: 42,826.7
Average Win: 174.31 pips / $518.60
Average Loss: -35.49 pips / -$112.23
Lots: 865.78
Commissions: 0
Longs Won: (335/1,312) 25%
Shorts Won: (267/1,040) 25%
Best Trade ($): (Nov 27) 1,652.66
Worst Trade ($): (Jan 10) -255.26
Best Trade (Pips): (Mar 24) 569.0
Worst Trade (Pips): (Jun 09) -126.5
Avg. Trade Length: 1d
Profit Factor: 1.59
Standard Deviation: $295.56
Sharpe Ratio 0.00
Z-Score (Probability): -43.02 (99.99%)
Expectancy 18.2 Pips / $49.23
AHPR: 0.03%
GHPR: 0.03%
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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% <0.01% <0.01%
Consecutive Losing Trades 1923 1731 1538 1346 1154 962 769 577 385 192
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2352)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.02.2017 14:15 11.10.2017 14:10 GBPUSD Sell 0.18 1.3 1.3 1.31264 1.31864 -60.0 -104.55 7d -0.05%
11.02.2017 14:15 11.10.2017 14:10 GBPUSD Sell 0.18 1.3 1.3 1.31264 1.31864 -60.0 -104.55 7d -0.05%
11.02.2017 14:15 11.10.2017 14:10 GBPUSD Sell 0.18 1.3 1.3 1.31264 1.31864 -60.0 -104.55 7d -0.05%
11.02.2017 14:15 11.10.2017 14:10 GBPUSD Sell 0.18 1.3 1.3 1.31264 1.31864 -60.0 -104.55 7d -0.05%
11.02.2017 14:15 11.07.2017 05:00 GBPUSD Sell 0.21 1.3 1.3 1.31264 1.31756 -49.2 -102.28 4d -0.05%
11.02.2017 14:15 11.07.2017 05:00 GBPUSD Sell 0.21 1.3 1.3 1.31264 1.31756 -49.2 -102.28 4d -0.05%
11.02.2017 14:15 11.07.2017 05:00 GBPUSD Sell 0.21 1.3 1.3 1.31264 1.31756 -49.2 -102.28 4d -0.05%
11.02.2017 14:15 11.07.2017 05:00 GBPUSD Sell 0.21 1.3 1.3 1.31264 1.31756 -49.2 -102.28 4d -0.05%
11.02.2017 14:15 11.06.2017 21:04 GBPUSD Sell 0.27 1.3 1.3 1.31264 1.31661 -39.7 -106.61 4d -0.05%
11.02.2017 14:15 11.06.2017 21:04 GBPUSD Sell 0.27 1.3 1.3 1.31264 1.31658 -39.4 -105.80 4d -0.05%
11.02.2017 14:15 11.06.2017 21:04 GBPUSD Sell 0.27 1.3 1.3 1.31264 1.31661 -39.7 -106.61 4d -0.05%
11.02.2017 14:15 11.06.2017 21:04 GBPUSD Sell 0.27 1.3 1.3 1.31264 1.31661 -39.7 -106.61 4d -0.05%
11.02.2017 14:15 11.06.2017 19:03 GBPUSD Sell 0.36 1.3 1.3 1.31264 1.3156 -29.6 -105.78 4d -0.05%
11.02.2017 14:15 11.06.2017 19:03 GBPUSD Sell 0.36 1.3 1.3 1.31264 1.31561 -29.7 -106.14 4d -0.05%
11.02.2017 14:15 11.06.2017 19:03 GBPUSD Sell 0.36 1.3 1.3 1.31263 1.31556 -29.3 -104.70 4d -0.05%
11.02.2017 14:15 11.06.2017 19:03 GBPUSD Sell 0.36 1.3 1.3 1.31264 1.31557 -29.3 -104.70 4d -0.05%
10.05.2017 10:15 10.06.2017 09:38 GBPUSD Sell 0.53 1.3 1.3 1.31925 1.30718 120.7 639.35 23h 23m 0.30%
10.05.2017 10:15 10.06.2017 09:38 GBPUSD Sell 0.44 1.3 1.3 1.31925 1.30718 120.7 530.79 23h 23m 0.24%
10.05.2017 10:15 10.06.2017 09:38 GBPUSD Sell 0.66 1.3 1.3 1.31925 1.30718 120.7 796.18 23h 23m 0.37%
10.05.2017 10:15 10.06.2017 03:29 GBPUSD Sell 0.53 1.3 1.3 1.31925 1.30923 100.2 530.70 17h 14m 0.25%

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