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Strategy Settings

One_By_One
true
Relate_On_Signal
true
Relate_Step
0
Use_Limits
true
Limits_Step_Size
400
Use_Stops
true
Stops_Step_Size
200
Use_Volatility_Filt...
false
Votality_Factor
3
Use_Heiken_Ashi
false
Use_Bollinger
true
Bollinger_Period
20
Bollinger_Dev
2
Use_MA
true
MA_Period
200
+106.03%

0.15%
4.45%
Drawdown: 49.23%

Balance: $2,060.13
Highest: (May 15) $2,541.18
Profit: $1,060.25
Deposits: $1,000.00

Test Started: Jan 07, 2016
Test Ended: May 19, 2017
Timeframe: 5 Minutes

Model Type: Every Tick
Added: May 19, 2017 at 18:08
Loading, please wait...
Trades: 358
Profitability:
Pips: 1,192.5
Average Win: 58.97 pips / $42.22
Average Loss: -74.72 pips / -$52.11
Lots: 45.58
Commissions: 0
Longs Won: (97/181) 53%
Shorts Won: (112/177) 63%
Best Trade ($): (Nov 23) 811.02
Worst Trade ($): (Nov 23) -965.11
Best Trade (Pips): (Nov 14) 230.5
Worst Trade (Pips): (Nov 14) -416.8
Avg. Trade Length: 3d
Profit Factor: 1.14
Standard Deviation: $115.06
Sharpe Ratio 0.06
Z-Score (Probability): 10.40 (99.99%)
Expectancy 3.3 Pips / $2.96
AHPR: 0.48%
GHPR: 0.20%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 12.72% 23.67% 34.03% 44.02% 53.76% 63.29% 72.66% 81.89% 91.0%
Consecutive Losing Trades 40 36 32 28 24 20 16 12 8 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (358)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.18.2017 17:15 05.19.2017 16:24 EURUSD Sell 0.02 1.2 1.0 1.11236 1.11877 -64.1 -12.79 23h 9m -0.62%
04.21.2017 03:10 05.15.2017 10:03 EURUSD Sell 0.04 1.2 1.0 1.07162 1.07162 0.0 0.00 24d 0.00%
05.11.2017 12:05 05.15.2017 10:03 EURUSD Buy 1.28 1.0 1.2 1.08763 1.0869 -7.3 -109.77 3d -5.71%
05.03.2017 15:05 05.15.2017 10:03 EURUSD Sell 1.28 1.2 1.0 1.09154 1.09154 0.0 0.00 11d 0.00%
05.08.2017 13:50 05.15.2017 10:03 EURUSD Sell 1.28 1.2 1.0 1.09545 1.09545 0.0 0.00 6d 0.00%
05.01.2017 10:35 05.15.2017 10:03 EURUSD Sell 1.28 1.2 1.0 1.08915 1.08915 0.0 0.00 13d 0.00%
04.24.2017 03:10 05.15.2017 10:03 EURUSD Buy 0.08 1.0 1.2 1.08576 1.09429 85.3 54.82 21d 2.28%
05.04.2017 14:10 05.15.2017 10:03 EURUSD Buy 1.28 1.0 1.2 1.09267 1.09619 35.2 375.00 10d 18.48%
04.28.2017 14:10 05.15.2017 10:03 EURUSD Buy 1.28 1.0 1.2 1.09303 1.08915 -38.8 -621.20 16d -24.45%
05.05.2017 19:55 05.15.2017 10:03 EURUSD Buy 1.28 1.0 1.2 1.0987 1.09545 -32.5 -483.39 9d -20.10%
04.27.2017 19:15 05.15.2017 10:03 EURUSD Sell 0.64 1.2 1.0 1.0873 1.0873 0.0 0.00 17d 0.00%
04.19.2017 21:05 05.15.2017 10:03 EURUSD Sell 0.02 1.2 1.0 1.07146 1.07146 0.0 0.00 25d 0.00%
04.20.2017 09:40 05.15.2017 10:03 EURUSD Buy 0.02 1.0 1.2 1.07236 1.09429 219.3 40.18 25d 1.70%
05.12.2017 06:55 05.15.2017 10:03 EURUSD Buy 1.28 1.0 1.2 1.08711 1.0873 1.9 18.42 3d 1.02%
05.01.2017 14:30 05.15.2017 10:03 EURUSD Buy 1.28 1.0 1.2 1.08976 1.09154 17.8 109.39 13d 5.70%
05.15.2017 10:03 05.15.2017 10:03 EURUSD Buy 0.64 1.0 1.2 1.08711 1.08885 17.4 32.73 0s 1.79%
05.15.2017 10:03 05.15.2017 10:03 EURUSD Buy 0.48 1.0 1.2 1.08711 1.07162 -154.9 -60.54 0s -3.25%
04.26.2017 20:50 05.15.2017 10:03 EURUSD Sell 0.16 1.2 1.0 1.08885 1.08885 0.0 0.00 18d 0.00%
05.11.2017 16:55 05.15.2017 10:03 EURUSD Sell 1.28 1.2 1.0 1.0869 1.0869 0.0 0.00 3d 0.00%
05.05.2017 14:45 05.15.2017 10:03 EURUSD Sell 1.28 1.2 1.0 1.09619 1.09619 0.0 0.00 9d 0.00%

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