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Strategy Settings

LOT
20
percent
0.04
near_by
20
Bp
20
Bd
2
Bp2
200
Bd2
1
B2W
15
Cut_percent
100
_1
1.5
_2
2.25
_3
3.375
_4
5.0625
_5
7.59375
_6
11.390625
+3084.73%

0.09%
2.65%
Drawdown: 51.90%

Balance: $318,473.16
Highest: (Nov 14) $318,473.16
Profit: $308,473.26
Deposits: $10,000.00

Test Started: Jan 02, 2007
Test Ended: Nov 14, 2017
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Nov 14, 2017 at 19:46
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Trades: 17,108
Profitability:
Pips: 17,124.5
Average Win: 15.36 pips / $69.72
Average Loss: -25.22 pips / -$76.38
Lots: 7,020.15
Commissions: 0
Longs Won: (5,414/8,446) 64%
Shorts Won: (5,641/8,662) 65%
Best Trade ($): (Sep 22) 11,240.02
Worst Trade ($): (Sep 22) -3,393.44
Best Trade (Pips): (Dec 26) 159.9
Worst Trade (Pips): (Oct 06) -320.1
Avg. Trade Length: 6h 51m
Profit Factor: 1.67
Standard Deviation: $269.09
Sharpe Ratio 0.00
Z-Score (Probability): -30.82 (99.99%)
Expectancy 1.0 Pips / $18.03
AHPR: 0.02%
GHPR: 0.02%
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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 4167 3750 3333 2917 2500 2083 1667 1250 833 417
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (17108)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.14.2017 17:11 11.14.2017 21:17 AUDUSD Buy 0.64 - - 0.76204 0.76346 14.2 90.88 4h 6m 0.03%
11.14.2017 00:24 11.14.2017 02:32 AUDUSD Buy 0.96 - - 0.76117 0.76265 14.8 142.08 2h 8m 0.04%
11.13.2017 18:43 11.14.2017 02:32 AUDUSD Buy 0.64 - - 0.76218 0.76265 4.7 30.53 7h 49m 0.01%
11.13.2017 18:14 11.14.2017 02:32 AUDUSD Buy 0.64 - - 0.76333 0.76265 -6.8 -43.07 8h 18m -0.01%
11.13.2017 00:49 11.13.2017 05:51 AUDUSD Buy 0.64 - - 0.76456 0.76611 15.5 99.20 5h 2m 0.03%
11.10.2017 18:16 11.13.2017 05:51 AUDUSD Buy 0.64 - - 0.76567 0.76611 4.4 28.61 2d 0.01%
11.10.2017 08:00 11.10.2017 13:03 AUDUSD Sell 0.64 - - 0.7687 0.76671 19.9 127.36 5h 3m 0.04%
11.08.2017 10:29 11.09.2017 03:00 AUDUSD Sell 0.96 - - 0.76667 0.76636 3.1 15.36 16h 31m 0.00%
11.08.2017 12:59 11.09.2017 03:00 AUDUSD Sell 1.44 - - 0.76768 0.76636 13.2 168.48 14h 1m 0.05%
11.08.2017 03:34 11.09.2017 03:00 AUDUSD Sell 0.64 - - 0.76566 0.76636 -7.0 -54.40 23h 26m -0.02%
11.07.2017 17:08 11.07.2017 22:36 AUDUSD Buy 1.44 - - 0.76423 0.76476 5.3 76.32 5h 28m 0.02%
11.07.2017 12:05 11.07.2017 22:36 AUDUSD Buy 0.96 - - 0.76525 0.76476 -4.9 -47.04 10h 31m -0.01%
11.07.2017 10:25 11.07.2017 22:36 AUDUSD Buy 0.64 - - 0.76626 0.76476 -15.0 -96.00 12h 11m -0.03%
11.07.2017 18:25 11.07.2017 22:36 AUDUSD Buy 2.16 - - 0.76307 0.76476 16.9 365.04 4h 11m 0.11%
11.07.2017 09:05 11.07.2017 22:36 AUDUSD Buy 0.64 - - 0.76727 0.76476 -25.1 -160.64 13h 31m -0.05%
11.06.2017 23:15 11.07.2017 08:50 AUDUSD Sell 0.64 - - 0.76918 0.76761 15.7 97.28 9h 35m 0.03%
11.06.2017 20:03 11.07.2017 08:50 AUDUSD Sell 0.64 - - 0.76815 0.76761 5.4 31.36 12h 47m 0.01%
11.03.2017 16:57 11.06.2017 12:34 AUDUSD Buy 0.63 - - 0.76417 0.76622 20.5 129.59 2d 0.04%
11.03.2017 16:13 11.06.2017 12:34 AUDUSD Buy 0.63 - - 0.76626 0.76622 -0.4 -2.08 2d 0.00%
11.03.2017 02:35 11.03.2017 14:30 AUDUSD Buy 0.63 - - 0.76848 0.76763 -8.5 -53.55 11h 55m -0.02%

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