Strategy Settings
riskRate
2
riskRewardRatio
1.5
magicNumber
123456
emaPeriod
48
maxOrder
5
atrPeriod
14
atrfactor
2
traillingStop
2
expireMinute
150
lookbackPeriod
48
| +89936.62% |
| 4.94% | |
| 325.21% | |
| Drawdown: | 54.47% |
| Balance: | $900,366.21 |
| Highest: | (Dec 14) $900,366.21 |
| Profit: | $899,366.21 |
| Deposits: | $1,000.00 |
| Test Started: | Jul 26, 2016 |
| Test Ended: | Dec 14, 2016 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Jan 10, 2017 at 02:31 |
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| Trades: | 700 |
| Profitability: | |
| Pips: | 942.7 |
| Average Win: | 4.58 pips / $3,793.39 |
| Average Loss: | -2.63 pips / -$1,798.99 |
| Lots: | 51,079.17 |
| Commissions: | 0 |
| Longs Won: | (194/356) 54% |
| Shorts Won: | (192/344) 55% |
| Best Trade ($): | (Nov 21) 54,278.28 |
| Worst Trade ($): | (Dec 08) -15,108.48 |
| Best Trade (Pips): | (Nov 21) 58.8 |
| Worst Trade (Pips): | (Nov 09) -5.6 |
| Avg. Trade Length: | 40s |
| Profit Factor: | 2.59 |
| Standard Deviation: | $7,037.27 |
| Sharpe Ratio | 0.24 |
| Z-Score (Probability): | -13.52 (99.99%) |
| Expectancy | 1.3 Pips / $1,284.81 |
| AHPR: | 1.06% |
| GHPR: | 0.98% |
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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 | 501 | 450 | 400 | 350 | 300 | 250 | 200 | 150 | 100 | 50 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (700)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.14.2016 22:06 | 12.14.2016 22:06 | GBPUSD | Sell | 384.74 | 1.3 | - | 1.25887 | 1.25844 | 4.3 | 16,543.82 | 0s | 1.91% |
| 12.14.2016 22:06 | 12.14.2016 22:06 | GBPUSD | Sell | 422.28 | 1.3 | - | 1.25887 | 1.25844 | 4.3 | 18,158.04 | 0s | 2.06% |
| 12.14.2016 21:56 | 12.14.2016 21:56 | GBPUSD | Sell | 370.27 | 1.3 | - | 1.26071 | 1.25987 | 8.4 | 31,102.68 | 0s | 3.87% |
| 12.14.2016 21:56 | 12.14.2016 21:56 | GBPUSD | Sell | 370.27 | 1.3 | - | 1.26071 | 1.25987 | 8.4 | 31,102.68 | 0s | 3.73% |
| 12.14.2016 21:56 | 12.14.2016 21:56 | GBPUSD | Sell | 380.28 | 1.3 | - | 1.26071 | 1.25987 | 8.4 | 31,943.52 | 0s | 4.14% |
| 12.14.2016 21:56 | 12.14.2016 21:56 | GBPUSD | Sell | 390.84 | 1.3 | - | 1.26071 | 1.25987 | 8.4 | 32,830.56 | 0s | 4.44% |
| 12.14.2016 21:56 | 12.14.2016 21:56 | GBPUSD | Sell | 413.83 | 1.3 | - | 1.26072 | 1.25987 | 8.5 | 35,175.55 | 0s | 5.00% |
| 12.14.2016 21:12 | 12.14.2016 21:12 | GBPUSD | Sell | 456.49 | 1.3 | - | 1.26226 | 1.26153 | 7.3 | 33,323.77 | 0s | 5.21% |
| 12.14.2016 21:12 | 12.14.2016 21:12 | GBPUSD | Sell | 426.06 | 1.3 | - | 1.26226 | 1.26153 | 7.3 | 31,102.38 | 0s | 4.63% |
| 12.08.2016 17:18 | 12.08.2016 17:18 | GBPUSD | Sell | 453.25 | 1.3 | - | 1.25867 | 1.25897 | -3.0 | -13,597.50 | 0s | -2.00% |
| 12.08.2016 17:18 | 12.08.2016 17:18 | GBPUSD | Sell | 485.63 | 1.3 | - | 1.25867 | 1.25895 | -2.8 | -13,597.64 | 0s | -2.08% |
| 12.08.2016 17:18 | 12.08.2016 17:18 | GBPUSD | Sell | 485.63 | 1.3 | - | 1.25867 | 1.25895 | -2.8 | -13,597.64 | 0s | -2.04% |
| 12.08.2016 16:55 | 12.08.2016 16:55 | GBPUSD | Sell | 457.83 | 1.3 | - | 1.25901 | 1.25934 | -3.3 | -15,108.39 | 0s | -2.17% |
| 12.08.2016 16:55 | 12.08.2016 16:55 | GBPUSD | Sell | 431.67 | 1.3 | - | 1.25901 | 1.25936 | -3.5 | -15,108.45 | 0s | -2.00% |
| 12.08.2016 16:55 | 12.08.2016 16:55 | GBPUSD | Sell | 444.36 | 1.3 | - | 1.25901 | 1.25935 | -3.4 | -15,108.24 | 0s | -2.04% |
| 12.08.2016 16:55 | 12.08.2016 16:55 | GBPUSD | Sell | 444.36 | 1.3 | - | 1.25901 | 1.25935 | -3.4 | -15,108.24 | 0s | -2.08% |
| 12.08.2016 16:55 | 12.08.2016 16:55 | GBPUSD | Sell | 419.68 | 1.3 | - | 1.25901 | 1.25937 | -3.6 | -15,108.48 | 0s | -2.13% |
| 12.08.2016 15:55 | 12.08.2016 15:55 | GBPUSD | Sell | 392.00 | 1.3 | - | 1.26013 | 1.25954 | 5.9 | 23,128.00 | 0s | 3.16% |
| 12.08.2016 15:55 | 12.08.2016 15:55 | GBPUSD | Sell | 403.53 | 1.3 | - | 1.26013 | 1.25954 | 5.9 | 23,808.27 | 0s | 3.47% |
| 12.08.2016 15:55 | 12.08.2016 15:55 | GBPUSD | Sell | 381.11 | 1.3 | - | 1.26013 | 1.25954 | 5.9 | 22,485.49 | 0s | 3.17% |
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