Strategy Settings
EANumber
1
TradeComment
"Adaptive ...
InstrumentName
"USDCAD"
MaxTradesPerSymbol
3
Slippage
2
AdvertisedSpread
1.3
UseCurrATR
true
UseCommATR
false
CurrMaxVolatility
217
CommMaxVolatility
45
Lots
1
MaximumRisk
0.01
MaxLotSize
3.4
DecreaseFactor
6
UseStopLoss
true
Stop1
26
Stop2
42
UseTakeProfit
true
TakeProfit1
18
TakeProfit2
28.12
MAPeriod
125
CloseMa
87
UseMAExit
true
EWOPeriod
60
MinLot
0.1
ccilevel
183
price
0
DeltaTimeLiveTrades...
1970.01.01...
BrokerHasSundayCand...
false
LabelDisplay
"Used to A...
displayOverlay
true
displayLogo
true
displayXcord
100
displayYcord
22
displayFontSize
9
displayFont
"Arial Bol...
displaySpacing
14
displayRatio
1
displayColor
DeepSkyBlu...
displayColorFGnd
White
TimeFilter
"Used to A...
UseHourTrade
false
FromHourTrade
23
ToHourTrade
22
GMTShift
2
DaylightSavings
false
Debug
false
CriminalIsECN
true
| +59.18% |
| 0.03% | |
| 0.79% | |
| Drawdown: | 11.10% |
| Balance: | $79,589.25 |
| Highest: | (May 27) $80,640.01 |
| Profit: | $29,589.27 |
| Deposits: | $50,000.00 |
| Test Started: | Aug 20, 2009 |
| Test Ended: | Jul 07, 2014 |
| Timeframe: | 15 Minutes |
| Model Type: | Open Prices |
| Added: | Aug 14, 2014 at 02:05 |
Loading, please wait...
| Trades: | 239 |
| Profitability: | |
| Pips: | 993.3 |
| Average Win: | 21.60 pips / $630.78 |
| Average Loss: | -14.04 pips / -$404.84 |
| Lots: | 693.57 |
| Commissions: | 0 |
| Longs Won: | (42/98) 42% |
| Shorts Won: | (80/141) 56% |
| Best Trade ($): | (Sep 16) 971.82 |
| Worst Trade ($): | (Nov 09) -1,408.00 |
| Best Trade (Pips): | (Aug 20) 28.1 |
| Worst Trade (Pips): | (Nov 09) -42.0 |
| Avg. Trade Length: | 5h 35m |
| Profit Factor: | 1.62 |
| Standard Deviation: | $579.25 |
| Sharpe Ratio | 0.20 |
| Z-Score (Probability): | -2.33 (-106.32%) |
| Expectancy | 4.2 Pips / $123.80 |
| AHPR: | 0.20% |
| GHPR: | 0.19% |
Loading, please wait...
| 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 | 197 | 177 | 157 | 138 | 118 | 98 | 79 | 59 | 39 | 20 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (239)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.07.2014 09:45 | 07.07.2014 11:15 | USDCAD | Buy | 2.27 | 1.1 | 1.1 | 1.06543 | 1.0651 | -3.3 | -70.33 | 1h 30m | -0.09% |
| 07.03.2014 09:30 | 07.03.2014 10:45 | USDCAD | Buy | 3.40 | 1.1 | 1.1 | 1.06676 | 1.06572 | -10.4 | -331.79 | 1h 15m | -0.41% |
| 06.30.2014 05:15 | 06.30.2014 10:00 | USDCAD | Sell | 3.40 | 1.1 | 1.1 | 1.06714 | 1.06851 | -13.7 | -435.93 | 4h 45m | -0.54% |
| 06.12.2014 09:45 | 06.12.2014 17:30 | USDCAD | Sell | 2.27 | 1.1 | 1.1 | 1.08672 | 1.08476 | 19.6 | 410.16 | 7h 45m | 0.51% |
| 06.12.2014 01:15 | 06.12.2014 17:30 | USDCAD | Sell | 2.27 | 1.1 | 1.1 | 1.0869 | 1.08476 | 21.4 | 447.82 | 16h 15m | 0.56% |
| 05.30.2014 10:15 | 05.30.2014 15:45 | USDCAD | Sell | 3.40 | 1.1 | 1.1 | 1.08377 | 1.0861 | -23.3 | -729.40 | 5h 30m | -0.91% |
| 05.27.2014 15:15 | 05.27.2014 17:30 | USDCAD | Sell | 3.40 | 1.1 | 1.1 | 1.0848 | 1.08589 | -10.9 | -341.29 | 2h 15m | -0.42% |
| 05.26.2014 15:15 | 05.27.2014 03:45 | USDCAD | Sell | 3.40 | 1.1 | 1.1 | 1.08629 | 1.08429 | 20.0 | 629.96 | 12h 30m | 0.79% |
| 05.21.2014 09:15 | 05.21.2014 17:00 | USDCAD | Buy | 3.40 | 1.1 | 1.1 | 1.09068 | 1.09349 | 28.1 | 873.72 | 7h 45m | 1.10% |
| 05.21.2014 08:45 | 05.21.2014 17:00 | USDCAD | Buy | 3.40 | 1.1 | 1.1 | 1.09066 | 1.09347 | 28.1 | 873.71 | 8h 15m | 1.12% |
| 05.06.2014 01:45 | 05.06.2014 14:00 | USDCAD | Sell | 0.57 | 1.1 | 1.1 | 1.09578 | 1.09393 | 18.5 | 96.40 | 12h 15m | 0.12% |
| 04.18.2014 23:15 | 04.21.2014 13:00 | USDCAD | Buy | 1.70 | 1.1 | 1.1 | 1.1021 | 1.10163 | -4.7 | -77.71 | 2d | -0.10% |
| 04.21.2014 11:15 | 04.21.2014 13:00 | USDCAD | Buy | 1.70 | 1.1 | 1.1 | 1.10207 | 1.10163 | -4.4 | -67.90 | 1h 45m | -0.09% |
| 04.17.2014 03:15 | 04.17.2014 10:00 | USDCAD | Buy | 2.27 | 1.1 | 1.1 | 1.10066 | 1.10007 | -5.9 | -121.75 | 6h 45m | -0.16% |
| 04.14.2014 10:15 | 04.14.2014 16:30 | USDCAD | Buy | 3.40 | 1.1 | 1.1 | 1.09753 | 1.0963 | -12.3 | -381.46 | 6h 15m | -0.48% |
| 04.14.2014 10:30 | 04.14.2014 16:30 | USDCAD | Buy | 3.40 | 1.1 | 1.1 | 1.09721 | 1.0963 | -9.1 | -282.22 | 6h 0m | -0.36% |
| 03.27.2014 09:15 | 03.27.2014 17:00 | USDCAD | Sell | 3.40 | 1.1 | 1.1 | 1.10979 | 1.10698 | 28.1 | 863.50 | 7h 45m | 1.10% |
| 03.21.2014 23:15 | 03.24.2014 02:45 | USDCAD | Sell | 3.40 | 1.1 | 1.1 | 1.12226 | 1.12283 | -5.7 | -169.78 | 2d | -0.22% |
| 03.18.2014 00:45 | 03.18.2014 15:45 | USDCAD | Sell | 3.40 | 1.1 | 1.1 | 1.10604 | 1.10323 | 28.1 | 865.65 | 15h 0m | 1.12% |
| 03.10.2014 13:15 | 03.11.2014 12:30 | USDCAD | Buy | 3.40 | 1.1 | 1.1 | 1.11095 | 1.11288 | 19.3 | 579.27 | 23h 15m | 0.75% |
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