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Strategy Settings

Maintakeprofit
35
Useaverageprofit
true
Usedynamictakeprofi...
true
StepdynamicTP
1
K_TPDecrease
0.7
MinTakeProfit
1
Breakevenclose
true
StepforBE
4
FirstStep
40
Stepfromvolatility
false
PeriodVolatility_1
3
K_Stepvol
1
Dynamicstep
true
Stepincreasestep
1
K_Stepincrease
1.3
+381.49%

0.08%
2.54%
Drawdown: 76.70%

Balance: $7,219.62
Highest: (Feb 28) $7,233.31
Profit: $5,719.47
Deposits: $1,500.00

Test Started: Jan 02, 2014
Test Ended: Feb 28, 2019
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Apr 25, 2019 at 20:18
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Trades: 1,830
Profitability:
Pips: -943.0
Average Win: 33.57 pips / $13.14
Average Loss: -76.64 pips / -$19.25
Lots: 6,547.99
Commissions: 0
Longs Won: (725/961) 75%
Shorts Won: (539/869) 62%
Best Trade ($): (Jun 05) 563.86
Worst Trade ($): (Jun 05) -491.67
Best Trade (Pips): (Jan 15) 291.0
Worst Trade (Pips): (Jan 15) -474.0
Avg. Trade Length: 3d
Profit Factor: 1.53
Standard Deviation: $38.12
Sharpe Ratio 0.06
Z-Score (Probability): -14.69 (99.99%)
Expectancy -0.5 Pips / $3.13
AHPR: 0.09%
GHPR: 0.09%
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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% <0.01% <0.01% <0.01% 0.1% 3.79%
Consecutive Losing Trades 375 338 300 263 225 188 150 113 75 38
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1830)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
02.19.2019 17:20 02.28.2019 23:59 USDCHF Buy 2.51 - 1.0 1.00198 0.99798 -40.0 -8.22 9d -0.11%
02.28.2019 11:35 02.28.2019 23:59 USDCHF Buy 7.53 - 1.0 0.996 0.99798 19.8 14.94 12h 24m 0.21%
02.14.2019 15:55 02.28.2019 23:59 USDCHF Buy 2.51 - 1.0 1.00649 0.99798 -85.1 -19.06 14d -0.26%
02.28.2019 22:20 02.28.2019 23:59 USDCHF Sell 2.54 - 1.0 0.99767 0.9982 -5.3 -1.35 1h 39m -0.02%
02.27.2019 19:05 02.28.2019 09:28 USDCHF Sell 2.55 - 1.0 1.00064 0.99714 35.0 8.02 14h 23m 0.11%
02.21.2019 03:25 02.27.2019 11:52 USDCHF Sell 2.54 - 1.0 1.00096 0.99746 35.0 7.68 6d 0.11%
02.04.2019 16:22 02.20.2019 18:16 USDCHF Sell 2.54 - 1.0 0.99833 0.99896 -6.3 -6.53 16d -0.09%
01.31.2019 20:55 02.20.2019 18:16 USDCHF Sell 2.54 - 1.0 0.9943 0.99896 -46.6 -17.40 19d -0.24%
02.11.2019 14:15 02.20.2019 18:16 USDCHF Sell 7.62 - 1.0 1.00358 0.99896 46.2 26.91 9d 0.37%
02.13.2019 00:35 02.14.2019 10:41 USDCHF Buy 2.51 - 1.0 1.00618 1.00968 35.0 9.20 1d 0.13%
02.11.2019 01:01 02.11.2019 11:59 USDCHF Buy 2.53 - 1.0 0.99938 1.00288 35.0 8.83 10h 58m 0.12%
02.06.2019 04:45 02.11.2019 00:07 USDCHF Buy 2.53 - 1.0 0.99953 1.00303 35.0 9.66 4d 0.13%
01.31.2019 01:40 02.04.2019 11:48 USDCHF Buy 2.53 - 1.0 0.99379 0.99729 35.0 9.22 4d 0.13%
01.30.2019 22:15 01.31.2019 17:52 USDCHF Sell 2.53 - 1.0 0.99471 0.99121 35.0 8.01 19h 37m 0.11%
01.30.2019 13:11 01.30.2019 21:45 USDCHF Sell 2.53 - 1.0 0.99699 0.99349 35.0 8.91 8h 34m 0.12%
01.30.2019 13:10 01.30.2019 13:11 USDCHF Sell 2.24 - 1.0 0.99689 0.99721 -3.2 -0.72 1m -0.01%
01.23.2019 00:07 01.30.2019 13:11 USDCHF Buy 10.00 - - 0.99743 0.99699 -4.4 0.25 7d 0.00%
01.23.2019 00:07 01.30.2019 13:11 USDCHF Buy 30.00 - - 0.99743 0.99699 -4.4 0.73 7d 0.01%
01.29.2019 03:26 01.30.2019 13:11 USDCHF Sell 2.24 - 1.0 0.99257 0.99721 -46.4 -10.69 1d -0.15%
01.22.2019 12:10 01.30.2019 13:11 USDCHF Buy 2.46 - 1.0 0.99696 0.99699 0.3 1.38 8d 0.02%

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