Strategy Settings
riskRate
2
riskRewardRatio
1.5
magicNumber
123456
emaPeriod
48
maxOrder
1
atrPeriod
14
atrfactor
2
traillingStop
2
expireMinute
150
lookbackPeriod
48
| +114052.21% |
| 2.3% | |
| 97.64% | |
| Drawdown: | 13.88% |
| Balance: | $1,141,522.05 |
| Highest: | (Aug 04) $1,246,570.50 |
| Profit: | $1,140,522.05 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 04, 2016 |
| Test Ended: | Nov 09, 2016 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Jan 05, 2017 at 14:30 |
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| Trades: | 522 |
| Profitability: | |
| Pips: | 967.9 |
| Average Win: | 3.89 pips / $4,656.61 |
| Average Loss: | -2.71 pips / -$3,357.24 |
| Lots: | 55,058.04 |
| Commissions: | 0 |
| Longs Won: | (186/270) 68% |
| Shorts Won: | (175/252) 69% |
| Best Trade ($): | (Apr 12) 58,821.32 |
| Worst Trade ($): | (Aug 26) -24,931.40 |
| Best Trade (Pips): | (Jun 24) 32.8 |
| Worst Trade (Pips): | (Jun 24) -16.8 |
| Avg. Trade Length: | 28s |
| Profit Factor: | 3.11 |
| Standard Deviation: | $9,292.76 |
| Sharpe Ratio | 0.42 |
| Z-Score (Probability): | 0.80 (57.62%) |
| Expectancy | 1.9 Pips / $2,184.91 |
| AHPR: | 1.41% |
| GHPR: | 1.36% |
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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 | 340 | 306 | 272 | 238 | 204 | 170 | 136 | 102 | 68 | 34 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (522)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.09.2016 06:01 | 11.09.2016 06:01 | GBPUSD | Buy | 485.34 | 1.2 | - | 1.24987 | 1.24939 | -4.8 | -23,296.32 | 0s | -2.00% |
| 11.09.2016 05:33 | 11.09.2016 05:34 | GBPUSD | Buy | 457.15 | 1.2 | - | 1.24985 | 1.24933 | -5.2 | -23,771.80 | 1m | -2.00% |
| 11.09.2016 05:25 | 11.09.2016 05:25 | GBPUSD | Buy | 466.48 | 1.2 | - | 1.24927 | 1.24875 | -5.2 | -24,256.96 | 0s | -2.00% |
| 11.09.2016 05:12 | 11.09.2016 05:13 | GBPUSD | Buy | 470.64 | 1.2 | - | 1.24859 | 1.24886 | 2.7 | 12,707.28 | 1m | 1.06% |
| 10.12.2016 02:45 | 10.12.2016 02:47 | GBPUSD | Buy | 499.85 | 1.2 | - | 1.22881 | 1.22832 | -4.9 | -24,492.65 | 2m | -2.00% |
| 10.12.2016 02:39 | 10.12.2016 02:39 | GBPUSD | Buy | 499.44 | 1.2 | - | 1.22825 | 1.22827 | 0.2 | 998.88 | 0s | 0.08% |
| 09.21.2016 22:50 | 09.21.2016 22:50 | GBPUSD | Buy | 498.63 | 1.3 | - | 1.30435 | 1.30439 | 0.4 | 1,994.52 | 0s | 0.16% |
| 08.26.2016 19:13 | 08.26.2016 19:13 | GBPUSD | Sell | 479.45 | 1.3 | - | 1.3141 | 1.31462 | -5.2 | -24,931.40 | 0s | -2.00% |
| 08.04.2016 14:30 | 08.04.2016 14:32 | GBPUSD | Sell | 443.94 | 1.3 | - | 1.31552 | 1.31544 | 0.8 | 3,551.52 | 2m | 0.29% |
| 08.04.2016 14:05 | 08.04.2016 14:05 | GBPUSD | Sell | 467.65 | 1.3 | - | 1.31792 | 1.31734 | 5.8 | 27,123.70 | 0s | 2.23% |
| 06.30.2016 20:42 | 06.30.2016 20:42 | GBPUSD | Sell | 484.61 | 1.3 | - | 1.32132 | 1.32073 | 5.9 | 28,591.99 | 0s | 2.41% |
| 06.30.2016 19:05 | 06.30.2016 19:05 | GBPUSD | Sell | 356.01 | 1.3 | - | 1.32311 | 1.32226 | 8.5 | 30,260.85 | 0s | 2.62% |
| 06.30.2016 19:00 | 06.30.2016 19:00 | GBPUSD | Sell | 342.52 | 1.3 | - | 1.32363 | 1.32335 | 2.8 | 9,590.56 | 0s | 0.84% |
| 06.30.2016 18:58 | 06.30.2016 18:58 | GBPUSD | Sell | 377.70 | 1.3 | - | 1.32406 | 1.32468 | -6.2 | -23,417.40 | 0s | -2.00% |
| 06.30.2016 18:42 | 06.30.2016 18:42 | GBPUSD | Sell | 417.72 | 1.3 | - | 1.32433 | 1.3243 | 0.3 | 1,253.16 | 0s | 0.11% |
| 06.30.2016 18:11 | 06.30.2016 18:11 | GBPUSD | Sell | 457.95 | 1.3 | - | 1.32939 | 1.32885 | 5.4 | 24,729.30 | 0s | 2.16% |
| 06.27.2016 17:51 | 06.27.2016 17:52 | GBPUSD | Sell | 497.13 | 1.3 | - | 1.31557 | 1.31604 | -4.7 | -23,365.11 | 1m | -2.00% |
| 06.27.2016 14:16 | 06.27.2016 14:16 | GBPUSD | Sell | 406.07 | 1.3 | - | 1.31918 | 1.31891 | 2.7 | 10,963.89 | 0s | 0.95% |
| 06.27.2016 13:31 | 06.27.2016 13:31 | GBPUSD | Sell | 406.35 | 1.3 | - | 1.3199 | 1.31942 | 4.8 | 19,504.80 | 0s | 1.71% |
| 06.27.2016 13:26 | 06.27.2016 13:26 | GBPUSD | Sell | 391.26 | 1.3 | - | 1.32201 | 1.32193 | 0.8 | 3,130.08 | 0s | 0.28% |
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