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Strategy Settings

Settings01
"
BBPeriod
155
MaxCandle
480
OzymandiasFilter
false
Amplitude
18
DemFilter
true
DemPer
18
DemB
0.8
Settings02
"
Exits01
"
Exits02
"-Ñòîõàñòè...
StochExit
true
KPer
17
DPer
11
SPer
8
+11.73%

0.01%
0.24%
Drawdown: 14.77%

Balance: $11,173.02
Highest: (May 15) $11,348.18
Profit: $1,173.05
Deposits: $10,000.00

Test Started: Feb 13, 2012
Test Ended: Dec 16, 2015
Timeframe: 4 Hours

Model Type: Every Tick
Added: Jan 15, 2016 at 20:37
Loading, please wait...
Trades: 90
Profitability:
Pips: 1,266.6
Average Win: 79.79 pips / $82.70
Average Loss: -215.95 pips / -$230.80
Lots: 9.38
Commissions: 0
Longs Won: (39/49) 79%
Shorts Won: (31/41) 75%
Best Trade ($): (Dec 02) 270.83
Worst Trade ($): (Jul 05) -543.35
Best Trade (Pips): (Dec 02) 269.5
Worst Trade (Pips): (Jul 05) -496.8
Avg. Trade Length: 7d
Profit Factor: 1.25
Standard Deviation: $164.30
Sharpe Ratio 0.10
Z-Score (Probability): -0.19 (-15.07%)
Expectancy 14.1 Pips / $13.03
AHPR: 0.14%
GHPR: 0.12%
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% 0.06% 0.42% 2.2% 9.17% 32.37%
Consecutive Losing Trades 48 44 39 34 29 24 19 15 10 5
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (90)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.06.2015 22:01 12.16.2015 16:00 GBPUSD Sell 0.11 1.6 - 1.5107 1.50071 99.9 106.05 9d 0.96%
12.04.2015 00:00 12.04.2015 01:32 GBPUSD Sell 0.11 1.5 - 1.51324 1.51273 5.1 5.61 1h 32m 0.05%
11.12.2015 04:00 11.23.2015 08:00 GBPUSD Sell 0.11 1.6 - 1.52296 1.51464 83.2 88.06 11d 0.80%
11.03.2015 16:00 11.06.2015 13:30 GBPUSD Buy 0.11 1.5 - 1.54001 1.50769 -323.2 -354.47 2d -3.13%
10.19.2015 04:00 11.02.2015 08:00 GBPUSD Buy 0.11 1.5 - 1.54415 1.54396 -1.9 0.84 14d 0.01%
10.08.2015 16:00 10.16.2015 04:00 GBPUSD Buy 0.11 1.5 - 1.53173 1.54754 158.1 175.58 7d 1.57%
09.08.2015 16:00 09.23.2015 12:00 GBPUSD Sell 0.11 1.6 - 1.53796 1.53083 71.3 72.67 14d 0.66%
08.18.2015 08:00 08.18.2015 16:00 GBPUSD Buy 0.11 1.5 - 1.55886 1.56559 67.3 74.03 8h 0m 0.67%
08.11.2015 20:00 08.12.2015 16:00 GBPUSD Buy 0.11 1.5 - 1.55818 1.56389 57.1 63.02 20h 0m 0.58%
07.26.2015 21:00 08.06.2015 16:00 GBPUSD Sell 0.11 1.6 - 1.55118 1.552 -8.2 -14.01 10d -0.13%
07.16.2015 20:00 07.24.2015 08:00 GBPUSD Sell 0.11 1.6 - 1.56085 1.54809 127.6 137.29 7d 1.27%
06.25.2015 04:00 07.15.2015 12:00 GBPUSD Buy 0.11 1.5 - 1.57001 1.56229 -77.2 -81.16 20d -0.74%
06.15.2015 00:00 06.17.2015 12:00 GBPUSD Buy 0.11 1.5 - 1.55665 1.57306 164.1 180.93 2d 1.69%
05.19.2015 16:00 06.10.2015 12:00 GBPUSD Buy 0.11 1.5 - 1.55221 1.54864 -35.7 -34.67 21d -0.32%
05.01.2015 20:00 05.08.2015 12:00 GBPUSD Buy 0.10 1.5 - 1.51483 1.54086 260.3 261.63 6d 2.49%
04.20.2015 16:00 04.22.2015 16:00 GBPUSD Buy 0.10 1.5 - 1.49149 1.50234 108.5 108.88 2d 1.05%
04.07.2015 16:00 04.09.2015 16:00 GBPUSD Sell 0.10 1.6 - 1.48553 1.47383 117.0 115.60 2d 1.13%
04.06.2015 12:00 04.07.2015 08:34 GBPUSD Sell 0.10 1.5 - 1.49385 1.4873 65.5 65.15 20h 34m 0.64%
03.20.2015 20:00 04.03.2015 12:30 GBPUSD Sell 0.10 1.5 - 1.49449 1.4873 71.9 67.01 13d 0.66%
03.04.2015 00:00 03.11.2015 17:28 GBPUSD Buy 0.11 1.5 - 1.53677 1.49211 -446.6 -489.80 7d -4.61%

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