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Strategy Settings

riskRate
2
riskRewardRatio
3
emaPeriod
48
gap
5
maxOrder
1
atrPeriod
14
atrfactor
2
traillingStop
2
expireMinute
150
lookbackPeriod
48
magicNumber
123456
+5356.03%

0.91%
31.35%
Drawdown: 20.60%

Balance: $10,912.05
Highest: (Mar 17) $10,912.05
Profit: $10,712.05
Deposits: $200.00

Test Started: Jan 02, 2015
Test Ended: Mar 17, 2016
Timeframe: 1 Hour

Model Type: Every Tick
Added: Mar 22, 2016 at 18:45
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Trades: 698
Profitability:
Pips: 776.3
Average Win: 3.49 pips / $57.91
Average Loss: -3.75 pips / -$71.83
Lots: 1,336.34
Commissions: 0
Longs Won: (215/322) 66%
Shorts Won: (254/376) 67%
Best Trade ($): (Mar 04) 1,167.08
Worst Trade ($): (Mar 07) -217.20
Best Trade (Pips): (Apr 03) 29.5
Worst Trade (Pips): (Apr 30) -11.3
Avg. Trade Length: 1m
Profit Factor: 1.65
Standard Deviation: $106.08
Sharpe Ratio 0.23
Z-Score (Probability): 0.41 (31.81%)
Expectancy 1.1 Pips / $15.35
AHPR: 0.61%
GHPR: 0.57%
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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% 0.13% 4.41%
Consecutive Losing Trades 152 137 122 106 91 76 61 46 30 15
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (698)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.17.2016 12:00 03.17.2016 12:00 EURUSD Buy 6.51 1.1 - 1.13047 1.13124 7.7 501.27 0s 4.81%
03.17.2016 11:50 03.17.2016 11:53 EURUSD Buy 6.90 1.1 - 1.12971 1.1298 0.9 62.10 3m 0.60%
03.17.2016 09:05 03.17.2016 09:05 EURUSD Buy 4.34 1.1 - 1.12432 1.12465 3.3 143.22 0s 1.40%
03.16.2016 21:36 03.16.2016 21:40 EURUSD Buy 3.99 1.1 - 1.12277 1.12287 1.0 39.90 4m 0.39%
03.16.2016 15:10 03.16.2016 15:10 EURUSD Sell 8.76 1.1 - 1.10734 1.10673 6.1 534.36 0s 5.55%
03.10.2016 19:23 03.10.2016 19:25 EURUSD Buy 1.77 1.1 - 1.11954 1.11843 -11.1 -196.47 2m -2.00%
03.10.2016 18:04 03.10.2016 18:05 EURUSD Buy 1.91 1.1 - 1.116 1.11495 -10.5 -200.55 1m -2.00%
03.10.2016 17:09 03.10.2016 17:09 EURUSD Buy 2.24 1.1 - 1.11163 1.11197 3.4 76.16 0s 0.77%
03.10.2016 15:00 03.10.2016 15:00 EURUSD Sell 4.65 1.1 - 1.08424 1.08382 4.2 195.30 0s 2.00%
03.09.2016 19:24 03.09.2016 19:25 EURUSD Buy 5.38 1.1 - 1.10294 1.10257 -3.7 -199.06 1m -2.00%
03.09.2016 18:06 03.09.2016 18:08 EURUSD Buy 5.81 1.1 - 1.10184 1.10149 -3.5 -203.35 2m -2.00%
03.08.2016 17:59 03.08.2016 18:00 EURUSD Buy 6.28 1.1 - 1.10565 1.10532 -3.3 -207.24 1m -2.00%
03.08.2016 16:29 03.08.2016 16:29 EURUSD Buy 6.59 1.1 - 1.10453 1.10475 2.2 144.98 0s 1.42%
03.08.2016 04:02 03.08.2016 04:12 EURUSD Buy 6.52 1.1 - 1.10265 1.10233 -3.2 -208.64 10m -2.00%
03.07.2016 20:01 03.07.2016 20:01 EURUSD Buy 5.75 1.1 - 1.10256 1.10219 -3.7 -212.75 0s -2.00%
03.07.2016 19:01 03.07.2016 19:03 EURUSD Buy 7.24 1.1 - 1.1013 1.101 -3.0 -217.20 2m -2.00%
03.04.2016 17:03 03.04.2016 17:03 EURUSD Buy 4.42 1.1 - 1.10405 1.1041 0.5 22.10 0s 0.20%
03.04.2016 16:00 03.04.2016 16:01 EURUSD Buy 7.16 1.1 - 1.09909 1.10072 16.3 1,167.08 1m 12.07%
03.04.2016 13:22 03.04.2016 13:23 EURUSD Buy 7.05 1.1 - 1.09863 1.09835 -2.8 -197.40 1m -2.00%
03.04.2016 12:31 03.04.2016 12:38 EURUSD Buy 7.36 1.1 - 1.09746 1.09786 4.0 294.40 7m 3.08%

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