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Strategy Settings

+876.68%

0.33%
10.48%
Drawdown: 29.08%

Balance: $488,339.82
Highest: (Nov 18) $515,599.35
Profit: $438,339.95
Deposits: $50,000.00

Test Started: Jan 02, 2015
Test Ended: Nov 18, 2016
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Nov 26, 2016 at 13:24
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Trades: 1,188
Profitability:
Pips: 142,950.0
Average Win: 5,248.71 pips / $15,027.80
Average Loss: -718.50 pips / -$2,028.70
Lots: 3,430.80
Commissions: 0
Longs Won: (80/624) 12%
Shorts Won: (87/564) 15%
Best Trade ($): (Nov 14) 64,512.98
Worst Trade ($): (Nov 18) -17,707.80
Best Trade (Pips): (Jun 16) 10,965.0
Worst Trade (Pips): (Mar 03) -1,629.0
Avg. Trade Length: 5d
Profit Factor: 1.21
Standard Deviation: $7,694.82
Sharpe Ratio 0.06
Z-Score (Probability): -6.20 (99.99%)
Expectancy 120.3 Pips / $368.97
AHPR: 0.38%
GHPR: 0.19%
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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% 0.07% 0.39% 1.52% 4.57% 11.59% 25.97% 52.91%
Consecutive Losing Trades 241 217 193 169 144 120 96 72 48 24
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1188)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.14.2016 08:30 11.18.2016 23:54 XAUUSD Buy 12.00 1,201.4 1,352.9 1,219.21 1,208.7 -1,051.0 -12,313.27 4d -2.45%
11.11.2016 01:15 11.18.2016 23:54 XAUUSD Sell 9.00 1,273.2 1,139.8 1,257.54 1,208.75 4,879.0 41,326.39 7d 8.93%
11.10.2016 16:50 11.18.2016 23:54 XAUUSD Sell 9.00 1,277.7 1,183.7 1,266.65 1,208.75 5,790.0 49,054.55 8d 15.18%
11.18.2016 11:50 11.18.2016 23:54 XAUUSD Buy 12.00 1,196.3 1,265.2 1,204.37 1,208.7 433.0 4,840.14 12h 4m 1.01%
11.18.2016 11:50 11.18.2016 23:54 XAUUSD Buy 12.00 1,195.5 1,270.8 1,204.37 1,208.7 433.0 4,840.14 12h 4m 1.00%
11.10.2016 16:50 11.18.2016 23:54 XAUUSD Sell 9.00 1,278.6 1,176.8 1,266.65 1,208.75 5,790.0 49,054.55 8d 13.18%
11.14.2016 08:30 11.18.2016 23:54 XAUUSD Buy 12.00 1,200.1 1,362.4 1,219.21 1,208.7 -1,051.0 -12,313.27 4d -2.51%
11.14.2016 08:30 11.18.2016 23:54 XAUUSD Buy 12.00 1,202.7 1,343.3 1,219.21 1,208.7 -1,051.0 -12,313.27 4d -2.39%
11.11.2016 01:15 11.18.2016 23:54 XAUUSD Sell 9.00 1,272.2 1,147.7 1,257.54 1,208.75 4,879.0 41,326.39 7d 9.81%
11.14.2016 08:30 11.18.2016 23:54 XAUUSD Sell 12.00 1,233.2 1,114.2 1,219.16 1,208.75 1,041.0 11,657.72 4d 2.31%
11.14.2016 08:30 11.18.2016 09:41 XAUUSD Buy 12.00 1,205.2 1,324.2 1,219.21 1,205.21 -1,400.0 -16,268.50 4d -4.56%
11.14.2016 08:30 11.18.2016 09:41 XAUUSD Buy 12.00 1,203.9 1,333.7 1,219.21 1,203.94 -1,527.0 -17,707.80 4d -5.19%
11.10.2016 10:50 11.14.2016 03:18 XAUUSD Sell 9.00 1,299.8 1,213.6 1,289.69 1,213.64 7,605.0 64,512.98 3d 22.04%
11.11.2016 01:15 11.11.2016 16:46 XAUUSD Buy 9.00 1,244.0 1,359.7 1,257.59 1,243.98 -1,361.0 -11,618.51 15h 31m -3.52%
11.11.2016 01:15 11.11.2016 16:46 XAUUSD Buy 9.00 1,242.9 1,367.5 1,257.59 1,242.94 -1,465.0 -12,502.49 15h 31m -3.92%
11.11.2016 01:15 11.11.2016 16:46 XAUUSD Buy 9.00 1,245.0 1,351.8 1,257.59 1,245.03 -1,256.0 -10,726.04 15h 31m -3.15%
11.11.2016 01:15 11.11.2016 16:46 XAUUSD Buy 9.00 1,246.1 1,343.9 1,257.59 1,246.08 -1,151.0 -9,833.56 15h 31m -2.80%
11.11.2016 01:15 11.11.2016 16:46 XAUUSD Buy 9.00 1,241.9 1,375.3 1,257.59 1,241.89 -1,570.0 -13,394.97 15h 31m -4.38%
11.09.2016 08:10 11.10.2016 22:33 XAUUSD Sell 8.00 1,330.9 1,254.6 1,321.92 1,254.57 6,735.0 50,784.86 1d 16.93%
11.10.2016 16:50 11.10.2016 22:32 XAUUSD Buy 9.00 1,254.7 1,356.6 1,266.7 1,254.72 -1,198.0 -10,233.04 5h 42m -3.30%

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