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Strategy Settings
+107.03% |
0.09% | |
2.61% | |
Drawdown: | 17.60% |
Balance: | $2,070,284.00 |
Highest: | (May 04) $2,070,284.00 |
Profit: | $1,070,284.00 |
Deposits: | $1,000,000.00 |
Test Started: | Jan 08, 2015 |
Test Ended: | May 04, 2017 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | May 05, 2017 at 06:33 |
Trades: | 223 |
Profitability: |
|
Pips: | 94,050.0 |
Average Win: | 700.65 pips / $7,321.81 |
Average Loss: | -472.83 pips / -$3,291.02 |
Lots: | 1,181.00 |
Commissions: | 0 |
Longs Won: | (121/150) 80% |
Shorts Won: | (49/73) 67% |
Best Trade ($): | (Jan 26) 61,256.00 |
Worst Trade ($): | (Oct 07) -13,428.00 |
Best Trade (Pips): | (Jun 29) 2,020.0 |
Worst Trade (Pips): | (Apr 07) -2,200.0 |
Avg. Trade Length: | 2d |
Profit Factor: | 7.14 |
Standard Deviation: | $8,977.37 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -9.33 (99.99%) |
Expectancy | 421.7 Pips / $4,799.48 |
AHPR: | 0.33% |
GHPR: | 0.33% |
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 | 629 | 566 | 503 | 440 | 377 | 314 | 252 | 189 | 126 | 63 |
Trading Activity (223)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.04.2017 09:50 | 05.04.2017 10:53 | S50IF_ | Buy | 2.00 | 971.4 | - | 993.4 | 994.6 | 120.0 | 328.00 | 1h 3m | 0.02% |
04.25.2017 16:35 | 04.26.2017 09:45 | S50IF_ | Buy | 2.00 | 967.7 | - | 989.7 | 993.7 | 400.0 | 1,448.00 | 17h 10m | 0.07% |
04.19.2017 11:40 | 04.24.2017 09:48 | S50IF_ | Buy | 10.00 | 971.4 | - | 993.4 | 994.9 | 150.0 | 2,240.00 | 4d | 0.11% |
04.18.2017 16:05 | 04.24.2017 09:48 | S50IF_ | Buy | 2.00 | 973.0 | - | 995 | 994.9 | -10.0 | -192.00 | 5d | -0.01% |
04.19.2017 11:30 | 04.24.2017 09:48 | S50IF_ | Buy | 8.00 | 971.9 | - | 993.9 | 994.9 | 100.0 | 992.00 | 4d | 0.05% |
04.19.2017 14:20 | 04.24.2017 09:48 | S50IF_ | Buy | 19.00 | 971.4 | - | 993.4 | 994.9 | 150.0 | 4,256.00 | 4d | 0.21% |
04.19.2017 11:20 | 04.24.2017 09:48 | S50IF_ | Buy | 5.00 | 971.3 | - | 993.3 | 994.9 | 160.0 | 1,220.00 | 4d | 0.06% |
04.19.2017 14:50 | 04.24.2017 09:48 | S50IF_ | Buy | 23.00 | 971.0 | - | 993 | 994.9 | 190.0 | 6,992.00 | 4d | 0.34% |
04.18.2017 16:25 | 04.24.2017 09:48 | S50IF_ | Buy | 3.00 | 972.7 | - | 994.7 | 994.9 | 20.0 | -108.00 | 5d | -0.01% |
04.19.2017 12:20 | 04.24.2017 09:48 | S50IF_ | Buy | 15.00 | 970.8 | - | 992.8 | 994.9 | 210.0 | 5,160.00 | 4d | 0.25% |
04.19.2017 11:45 | 04.24.2017 09:48 | S50IF_ | Buy | 12.00 | 971.3 | - | 993.3 | 994.9 | 160.0 | 2,928.00 | 4d | 0.14% |
04.19.2017 11:25 | 04.24.2017 09:48 | S50IF_ | Buy | 6.00 | 971.3 | - | 993.3 | 994.9 | 160.0 | 1,464.00 | 4d | 0.07% |
04.19.2017 11:00 | 04.24.2017 09:48 | S50IF_ | Buy | 4.00 | 971.7 | - | 993.7 | 994.9 | 120.0 | 656.00 | 4d | 0.03% |
04.18.2017 16:20 | 04.24.2017 09:48 | S50IF_ | Buy | 3.00 | 973.1 | - | 995.1 | 994.9 | -20.0 | -348.00 | 5d | -0.02% |
03.31.2017 16:45 | 04.03.2017 14:47 | S50IF_ | Buy | 10.00 | 968.1 | - | 990.1 | 994 | 390.0 | 7,040.00 | 2d | 0.35% |
03.31.2017 14:40 | 04.03.2017 14:47 | S50IF_ | Buy | 4.00 | 969.7 | - | 991.7 | 994 | 230.0 | 1,536.00 | 3d | 0.08% |
03.31.2017 17:20 | 04.03.2017 14:47 | S50IF_ | Buy | 12.00 | 968.4 | - | 990.4 | 994 | 360.0 | 7,728.00 | 2d | 0.38% |
03.31.2017 14:15 | 04.03.2017 14:47 | S50IF_ | Buy | 3.00 | 969.6 | - | 991.6 | 994 | 240.0 | 1,212.00 | 3d | 0.06% |
03.31.2017 15:35 | 04.03.2017 14:47 | S50IF_ | Buy | 6.00 | 968.8 | - | 990.8 | 994 | 320.0 | 3,384.00 | 2d | 0.17% |
03.31.2017 14:25 | 04.03.2017 14:47 | S50IF_ | Buy | 3.00 | 969.1 | - | 991.1 | 994 | 290.0 | 1,512.00 | 3d | 0.08% |
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