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Strategy Settings

mn
2015
comm
"Swaan Sca...
q
"---------...
K
5
D
3
S
3
OS
20
OB
80
o
"---------...
ema
0
had
false
fulltime
true
manual
false
mm
3100
a
"---------...
+10715.18%

0.92%
31.65%
Drawdown: 71.18%

Balance: $3,277,022.07
Highest: (May 24) $3,398,662.92
Profit: $3,247,022.85
Deposits: $30,000.00

Test Started: Jan 02, 2015
Test Ended: May 27, 2016
Timeframe: 5 Minutes

Model Type: Every Tick
Added: May 28, 2016 at 03:10
Loading, please wait...
Trades: 13,389
Profitability:
Pips: 37,045.8
Average Win: 16.72 pips / $974.44
Average Loss: -23.29 pips / -$1,124.46
Lots: 78,378.90
Commissions: 0
Longs Won: (4,380/6,873) 63%
Shorts Won: (4,340/6,516) 66%
Best Trade ($): (Feb 03) 65,000.00
Worst Trade ($): (Mar 16) -21,222.46
Best Trade (Pips): (Mar 19) 210.6
Worst Trade (Pips): (Dec 03) -251.2
Avg. Trade Length: 4h 25m
Profit Factor: 1.62
Standard Deviation: $2,812.98
Sharpe Ratio 0.00
Z-Score (Probability): -77.20 (99.99%)
Expectancy 2.8 Pips / $242.51
AHPR: 0.04%
GHPR: 0.04%
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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% <0.01% <0.01%
Consecutive Losing Trades 2915 2624 2332 2041 1749 1458 1166 875 583 292
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (13389)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.27.2016 20:02 05.27.2016 22:59 EURUSD Buy 10.58 - - 1.11188 1.111 -8.8 -1,036.84 2h 57m -0.03%
05.27.2016 19:36 05.27.2016 22:59 EURUSD Buy 10.58 - - 1.11264 1.111 -16.4 -1,840.92 3h 23m -0.06%
05.27.2016 21:53 05.27.2016 22:59 EURUSD Buy 21.16 - - 1.11118 1.111 -1.8 -592.48 1h 6m -0.02%
05.27.2016 19:39 05.27.2016 22:59 EURUSD Buy 10.58 - - 1.11227 1.111 -12.7 -1,449.46 3h 20m -0.04%
05.27.2016 20:07 05.27.2016 22:59 EURUSD Buy 10.58 - - 1.11148 1.111 -4.8 -613.64 2h 52m -0.02%
05.27.2016 19:08 05.27.2016 19:36 EURUSD Sell 10.57 - - 1.11419 1.11264 15.5 1,532.65 28m 0.05%
05.27.2016 19:23 05.27.2016 19:36 EURUSD Sell 10.57 - - 1.11447 1.11264 18.3 1,828.61 13m 0.06%
05.27.2016 09:48 05.27.2016 19:08 EURUSD Buy 10.72 - - 1.11774 1.11419 -35.5 -3,912.80 9h 20m -0.12%
05.27.2016 16:20 05.27.2016 19:08 EURUSD Buy 53.60 - - 1.11356 1.11419 6.3 2,840.80 2h 48m 0.09%
05.27.2016 14:56 05.27.2016 19:08 EURUSD Buy 32.15 - - 1.11543 1.11419 -12.4 -4,308.10 4h 12m -0.13%
05.27.2016 15:38 05.27.2016 19:08 EURUSD Buy 32.15 - - 1.11477 1.11419 -5.8 -2,186.20 3h 30m -0.07%
05.27.2016 13:31 05.27.2016 19:08 EURUSD Buy 21.44 - - 1.11715 1.11419 -29.6 -6,560.64 5h 37m -0.20%
05.27.2016 13:43 05.27.2016 19:08 EURUSD Buy 21.44 - - 1.11679 1.11419 -26.0 -5,788.80 5h 25m -0.18%
05.27.2016 09:05 05.27.2016 19:08 EURUSD Buy 10.72 - - 1.11833 1.11419 -41.4 -4,545.28 10h 3m -0.14%
05.27.2016 13:52 05.27.2016 19:08 EURUSD Buy 21.44 - - 1.11648 1.11419 -22.9 -5,124.16 5h 16m -0.16%
05.27.2016 16:02 05.27.2016 19:08 EURUSD Buy 32.15 - - 1.11435 1.11419 -1.6 -835.90 3h 6m -0.03%
05.27.2016 09:12 05.27.2016 19:08 EURUSD Buy 10.72 - - 1.11805 1.11419 -38.6 -4,245.12 9h 56m -0.13%
05.27.2016 09:03 05.27.2016 19:08 EURUSD Buy 10.72 - - 1.11865 1.11419 -44.6 -4,888.32 10h 5m -0.15%
05.27.2016 14:47 05.27.2016 19:08 EURUSD Buy 32.15 - - 1.11617 1.11419 -19.8 -6,687.20 4h 21m -0.20%
05.27.2016 11:13 05.27.2016 19:08 EURUSD Buy 21.44 - - 1.11744 1.11419 -32.5 -7,182.40 7h 55m -0.22%

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