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Strategy Settings

Lots
0.1
MaximumRisk
0.02
DecreaseFactor
4.7
MovingPeriod
17
MovingShift
11
+188.61%

0.29%
9.15%
Drawdown: 20.18%

Balance: $2,885.72
Highest: (Nov 09) $3,147.44
Profit: $1,886.12
Deposits: $1,000.00

Test Started: Jan 02, 2015
Test Ended: Dec 31, 2015
Timeframe: 15 Minutes

Model Type: Control Points
Added: Sep 02, 2020 at 17:42
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Trades: 911
Profitability:
Pips: 2,444.0
Average Win: 40.41 pips / $39.68
Average Loss: -9.40 pips / -$9.98
Lots: 91.10
Commissions: 0
Longs Won: (94/416) 22%
Shorts Won: (127/495) 25%
Best Trade ($): (Dec 04) 332.92
Worst Trade ($): (May 13) -89.85
Best Trade (Pips): (Dec 04) 335.5
Worst Trade (Pips): (May 13) -89.3
Avg. Trade Length: 5h 22m
Profit Factor: 1.27
Standard Deviation: $33.82
Sharpe Ratio 0.07
Z-Score (Probability): 0.25 (19.74%)
Expectancy 2.7 Pips / $2.07
AHPR: 0.13%
GHPR: 0.12%
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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% 0.08% 0.5% 2.47% 9.87% 33.5%
Consecutive Losing Trades 289 260 231 202 174 145 116 87 58 29
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (911)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.31.2015 22:45 12.31.2015 23:00 EURUSD Buy 0.10 - - 1.08756 1.0866 -9.6 -10.15 15m -0.35%
12.31.2015 09:45 12.31.2015 10:00 EURUSD Buy 0.10 - - 1.09289 1.09273 -1.6 -2.15 15m -0.07%
12.31.2015 08:15 12.31.2015 09:30 EURUSD Buy 0.10 - - 1.09304 1.09266 -3.8 -4.35 1h 15m -0.15%
12.31.2015 07:00 12.31.2015 07:45 EURUSD Buy 0.10 - - 1.09336 1.09277 -5.9 -6.45 45m -0.22%
12.31.2015 06:00 12.31.2015 06:45 EURUSD Buy 0.10 - - 1.09313 1.09291 -2.2 -2.75 45m -0.09%
12.30.2015 21:45 12.31.2015 04:00 EURUSD Buy 0.10 - - 1.09212 1.09237 2.5 0.43 6h 15m 0.01%
12.30.2015 16:00 12.30.2015 16:45 EURUSD Buy 0.10 - - 1.09349 1.09276 -7.3 -7.85 45m -0.27%
12.30.2015 09:15 12.30.2015 12:00 EURUSD Buy 0.10 - - 1.09307 1.09316 0.9 0.35 2h 45m 0.01%
12.30.2015 00:45 12.30.2015 05:15 EURUSD Sell 0.10 - - 1.09213 1.09303 -9.0 -9.55 4h 30m -0.33%
12.30.2015 00:00 12.30.2015 00:30 EURUSD Sell 0.10 - - 1.09193 1.09288 -9.5 -10.05 30m -0.34%
12.29.2015 02:00 12.29.2015 12:30 EURUSD Buy 0.10 - - 1.0975 1.09712 -3.8 -4.35 10h 30m -0.15%
12.28.2015 21:00 12.28.2015 21:15 EURUSD Sell 0.10 - - 1.09687 1.09757 -7.0 -7.55 15m -0.26%
12.28.2015 20:15 12.28.2015 20:30 EURUSD Buy 0.10 - - 1.09792 1.09749 -4.3 -4.85 15m -0.16%
12.28.2015 18:45 12.28.2015 19:15 EURUSD Buy 0.10 - - 1.09803 1.09769 -3.4 -3.95 30m -0.13%
12.28.2015 16:15 12.28.2015 17:15 EURUSD Buy 0.10 - - 1.09775 1.09761 -1.4 -1.95 1h 0m -0.07%
12.28.2015 11:15 12.28.2015 15:15 EURUSD Buy 0.10 - - 1.0974 1.09606 -13.4 -13.95 4h 0m -0.47%
12.28.2015 02:15 12.28.2015 11:00 EURUSD Buy 0.10 - - 1.09701 1.09711 1.0 0.45 8h 45m 0.02%
12.28.2015 01:45 12.28.2015 02:00 EURUSD Buy 0.10 - - 1.09665 1.09642 -2.3 -2.85 15m -0.10%
12.25.2015 06:00 12.28.2015 00:45 EURUSD Buy 0.10 - - 1.09624 1.09556 -6.8 -7.86 2d -0.26%
12.24.2015 17:30 12.24.2015 18:00 EURUSD Sell 0.10 - - 1.09435 1.09589 -15.4 -15.95 30m -0.53%

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