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Strategy Settings

Settings01
"
BBPeriod
195
MaxCandle
100
OzymandiasFilter
false
Amplitude
34
DemFilter
true
DemPer
26
DemB
0.9
Settings02
"
Exits01
"
Exits02
"-Ñòîõàñòè...
StochExit
true
KPer
8
DPer
11
SPer
5
+14.78%

0.01%
0.29%
Drawdown: 7.05%

Balance: $11,477.73
Highest: (Oct 01) $12,218.13
Profit: $1,477.69
Deposits: $10,000.00

Test Started: Feb 14, 2012
Test Ended: Jan 05, 2016
Timeframe: 4 Hours

Model Type: Every Tick
Added: Jan 15, 2016 at 19:43
Loading, please wait...
Trades: 122
Profitability:
Pips: 1,572.9
Average Win: 83.51 pips / $93.67
Average Loss: -79.04 pips / -$94.07
Lots: 13.97
Commissions: 0
Longs Won: (37/56) 66%
Shorts Won: (32/66) 48%
Best Trade ($): (Jun 24) 390.83
Worst Trade ($): (Sep 04) -241.26
Best Trade (Pips): (Jun 24) 366.1
Worst Trade (Pips): (Sep 04) -199.7
Avg. Trade Length: 5d
Profit Factor: 1.30
Standard Deviation: $120.61
Sharpe Ratio 0.12
Z-Score (Probability): -0.45 (-34.73%)
Expectancy 12.9 Pips / $12.11
AHPR: 0.12%
GHPR: 0.11%
Loading, please wait...
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% 0.11% 1.44% 13.5%
Consecutive Losing Trades 122 110 98 85 73 61 49 37 24 12
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (122)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.31.2015 20:00 01.05.2016 16:00 AUDUSD Buy 0.12 0.7 - 0.72908 0.71328 -158.0 -186.85 4d -1.60%
12.24.2015 16:00 12.31.2015 16:00 AUDUSD Buy 0.12 0.7 - 0.72745 0.72693 -5.2 0.17 7d 0.00%
12.18.2015 04:00 12.24.2015 12:00 AUDUSD Sell 0.12 0.7 - 0.71214 0.72744 -153.0 -193.32 6d -1.63%
12.15.2015 20:00 12.17.2015 16:14 AUDUSD Buy 0.12 0.7 - 0.71966 0.70998 -96.8 -112.50 1d -0.94%
12.08.2015 08:00 12.14.2015 00:00 AUDUSD Buy 0.12 0.7 - 0.72381 0.71634 -74.7 -84.15 5d -0.70%
11.26.2015 12:00 12.02.2015 20:00 AUDUSD Buy 0.12 0.7 - 0.72244 0.73049 80.5 100.26 6d 0.84%
11.17.2015 16:00 11.19.2015 20:00 AUDUSD Sell 0.12 0.7 - 0.71199 0.71964 -76.5 -98.28 2d -0.82%
10.29.2015 08:00 11.11.2015 02:12 AUDUSD Sell 0.12 0.7 - 0.71057 0.70665 39.2 29.22 12d 0.24%
10.21.2015 16:00 10.28.2015 04:00 AUDUSD Buy 0.12 0.7 - 0.72278 0.71199 -107.9 -123.07 6d -1.01%
10.04.2015 21:00 10.06.2015 12:00 AUDUSD Sell 0.12 0.7 - 0.70544 0.71116 -57.2 -71.88 1d -0.59%
10.01.2015 12:00 10.01.2015 16:00 AUDUSD Sell 0.12 0.7 - 0.70673 0.70406 26.7 32.04 4h 0m 0.26%
09.16.2015 00:00 09.30.2015 08:31 AUDUSD Sell 0.12 0.7 - 0.71247 0.70259 98.8 95.88 14d 0.79%
09.14.2015 04:00 09.15.2015 16:00 AUDUSD Sell 0.12 0.7 - 0.70856 0.70927 -7.1 -10.14 1d -0.08%
08.14.2015 08:00 08.24.2015 08:00 AUDUSD Sell 0.12 0.7 - 0.73772 0.72741 103.1 110.76 10d 0.92%
08.10.2015 20:00 08.12.2015 20:00 AUDUSD Sell 0.12 0.8 - 0.74092 0.73873 21.9 23.04 2d 0.19%
08.07.2015 08:00 08.07.2015 16:00 AUDUSD Sell 0.12 0.8 - 0.73664 0.73939 -27.5 -33.00 8h 0m -0.28%
06.29.2015 20:00 07.10.2015 02:46 AUDUSD Sell 0.12 0.7 - 0.76872 0.7494 193.2 210.78 10d 1.79%
06.22.2015 08:00 06.29.2015 17:34 AUDUSD Sell 0.12 0.8 - 0.77652 0.76958 69.4 71.94 7d 0.61%
06.16.2015 16:00 06.18.2015 12:00 AUDUSD Sell 0.12 0.8 - 0.7752 0.78368 -84.8 -108.24 1d -0.92%
06.12.2015 00:00 06.16.2015 12:00 AUDUSD Sell 0.12 0.8 - 0.77476 0.77449 2.7 0.00 4d 0.00%

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