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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
+113.14%

0.01%
0.45%
Drawdown: 19.07%

Balance: $213,140.49
Highest: (Jun 06) $217,718.04
Profit: $113,140.53
Deposits: $100,000.00

Test Started: Jan 29, 2004
Test Ended: Dec 15, 2017
Timeframe: 15 Minutes

Model Type: n/a
Added: May 31, 2018 at 01:15
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Trades: 2,304
Profitability:
Pips: 572,151.2
Average Win: 2,319.65 pips / $523.11
Average Loss: -519.33 pips / -$126.57
Lots: 697.68
Commissions: 0
Longs Won: (203/1,136) 17%
Shorts Won: (420/1,168) 35%
Best Trade ($): (Jul 20) 1,244.29
Worst Trade ($): (Sep 02) -1,010.82
Best Trade (Pips): (Oct 24) 10,578.5
Worst Trade (Pips): (Jun 08) -2,958.6
Avg. Trade Length: 1d
Profit Factor: 1.53
Standard Deviation: $310.31
Sharpe Ratio 0.00
Z-Score (Probability): -42.65 (99.99%)
Expectancy 248.3 Pips / $49.11
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 1684 1515 1347 1178 1010 842 673 505 337 168
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2304)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.13.2017 15:45 12.15.2017 15:06 XAUUSD Buy 0.37 1,242.8 1,260.2 1,245.911 1,260.638 1,472.7 540.18 1d 0.25%
12.13.2017 15:45 12.14.2017 03:23 XAUUSD Buy 0.37 1,242.8 1,257.8 1,245.911 1,257.872 1,196.1 438.98 11h 38m 0.21%
12.13.2017 15:45 12.13.2017 21:54 XAUUSD Buy 0.37 1,242.8 1,255.5 1,245.911 1,255.588 967.7 357.92 6h 9m 0.17%
12.13.2017 15:45 12.13.2017 21:00 XAUUSD Buy 0.37 1,242.8 1,253.1 1,245.911 1,252.999 708.8 262.13 5h 15m 0.12%
12.13.2017 15:45 12.13.2017 16:53 XAUUSD Buy 0.44 1,243.3 1,257.8 1,245.911 1,243.249 -266.2 -117.28 1h 8m -0.06%
12.13.2017 15:45 12.13.2017 16:53 XAUUSD Buy 0.44 1,243.3 1,260.2 1,245.911 1,243.249 -266.2 -117.28 1h 8m -0.06%
12.13.2017 15:45 12.13.2017 16:53 XAUUSD Buy 0.44 1,243.3 1,255.5 1,245.911 1,243.249 -266.2 -117.28 1h 8m -0.06%
12.13.2017 15:45 12.13.2017 16:53 XAUUSD Buy 0.44 1,243.3 1,253.1 1,245.911 1,243.249 -266.2 -117.28 1h 8m -0.06%
12.13.2017 15:45 12.13.2017 16:19 XAUUSD Buy 0.55 1,243.7 1,257.8 1,245.911 1,243.689 -222.2 -122.40 34m -0.06%
12.13.2017 15:45 12.13.2017 16:19 XAUUSD Buy 0.55 1,243.7 1,255.5 1,245.911 1,243.709 -220.2 -121.30 34m -0.06%
12.13.2017 15:45 12.13.2017 16:19 XAUUSD Buy 0.55 1,243.7 1,260.2 1,245.911 1,243.689 -222.2 -122.40 34m -0.06%
12.13.2017 15:45 12.13.2017 16:18 XAUUSD Buy 0.55 1,243.8 1,253.1 1,245.901 1,243.792 -210.9 -116.19 33m -0.05%
12.13.2017 15:45 12.13.2017 15:56 XAUUSD Buy 0.74 1,244.2 1,253.1 1,245.912 1,244.172 -174.0 -129.02 11m -0.06%
12.13.2017 15:45 12.13.2017 15:56 XAUUSD Buy 0.74 1,244.2 1,255.5 1,245.911 1,244.208 -170.3 -126.28 11m -0.06%
12.13.2017 15:45 12.13.2017 15:56 XAUUSD Buy 0.74 1,244.2 1,260.2 1,245.911 1,244.208 -170.3 -126.28 11m -0.06%
12.13.2017 15:45 12.13.2017 15:56 XAUUSD Buy 0.74 1,244.2 1,257.8 1,245.911 1,244.208 -170.3 -126.28 11m -0.06%
12.05.2017 16:15 12.07.2017 16:15 XAUUSD Sell 0.41 1,271.5 1,253.1 1,268.661 1,253.068 1,559.3 641.63 2d 0.30%
12.05.2017 16:15 12.07.2017 16:15 XAUUSD Sell 0.51 1,271.0 1,253.1 1,268.661 1,253.068 1,559.3 798.12 2d 0.38%
12.05.2017 16:15 12.07.2017 16:15 XAUUSD Sell 0.68 1,270.5 1,253.1 1,268.661 1,253.089 1,557.2 1,062.73 2d 0.51%
12.05.2017 16:15 12.07.2017 16:15 XAUUSD Sell 0.34 1,272.1 1,253.1 1,268.661 1,253.068 1,559.3 532.08 2d 0.25%

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