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Strategy Settings

lots
0.2
bar
4
ma
60
changelot1
"addition"...
addition
true
add
0.2
min
0.4
changelot2
"multiplic...
multiplication
false
multiply
1.2
divide
1.5
+1012.73%

0.05%
1.53%
Drawdown: 24.05%

Balance: $111,272.63
Highest: (Dec 31) $111,272.63
Profit: $101,272.70
Deposits: $10,000.00

Test Started: Jan 03, 2005
Test Ended: Dec 31, 2017
Timeframe: 1 Day

Model Type: Every Tick
Added: Jul 04, 2018 at 06:03
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Trades: 449
Profitability:
Pips: 153,419.0
Average Win: 2,128.71 pips / $1,164.38
Average Loss: -1,173.23 pips / -$570.33
Lots: 240.80
Commissions: 0
Longs Won: (124/244) 50%
Shorts Won: (82/205) 40%
Best Trade ($): (Feb 16) 10,088.17
Worst Trade ($): (Mar 14) -3,302.62
Best Trade (Pips): (Apr 19) 15,129.0
Worst Trade (Pips): (Nov 03) -4,908.0
Avg. Trade Length: 6d
Profit Factor: 1.73
Standard Deviation: $1,434.94
Sharpe Ratio 0.17
Z-Score (Probability): -0.43 (-33.28%)
Expectancy 341.7 Pips / $225.55
AHPR: 0.59%
GHPR: 0.54%
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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% 0.02% 0.45% 7.79%
Consecutive Losing Trades 195 176 156 137 117 98 78 59 39 20
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (449)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.22.2017 15:47 12.31.2017 23:59 XAUUSD Buy 1.00 - - 1,275.6 1,294.93 1,933.0 1,854.06 9d 1.69%
11.29.2017 15:33 12.13.2017 11:40 XAUUSD Sell 1.40 - - 1,285.53 1,251.42 3,411.0 4,820.69 13d 4.61%
11.27.2017 11:08 11.29.2017 14:35 XAUUSD Buy 1.20 - - 1,294.54 1,286.59 -795.0 -981.07 2d -0.93%
11.17.2017 19:09 11.20.2017 19:03 XAUUSD Buy 1.00 - - 1,294.57 1,274.94 -1,963.0 -1,974.28 2d -1.84%
11.14.2017 09:02 11.15.2017 08:15 XAUUSD Sell 0.80 - - 1,273.25 1,283.5 -1,025.0 -818.15 23h 13m -0.75%
11.03.2017 15:57 11.08.2017 15:17 XAUUSD Sell 0.60 - - 1,267.75 1,282.85 -1,510.0 -901.84 4d -0.83%
10.23.2017 01:33 11.01.2017 10:19 XAUUSD Sell 0.40 - - 1,276.51 1,278.69 -218.0 -78.88 9d -0.07%
10.17.2017 14:59 10.20.2017 00:15 XAUUSD Sell 0.20 - - 1,284.42 1,290.39 -597.0 -117.09 2d -0.11%
10.10.2017 11:57 10.17.2017 08:24 XAUUSD Buy 0.40 - - 1,289.95 1,290.3 35.0 -17.58 6d -0.02%
10.05.2017 21:02 10.09.2017 03:03 XAUUSD Sell 0.20 - - 1,268.21 1,278.89 -1,068.0 -212.68 3d -0.19%
09.27.2017 22:13 10.04.2017 12:52 XAUUSD Sell 0.20 - - 1,281.73 1,280.11 162.0 35.64 6d 0.03%
09.01.2017 14:30 09.11.2017 14:16 XAUUSD Buy 0.20 - - 1,325.92 1,332.37 645.0 110.96 9d 0.10%
08.28.2017 01:15 08.31.2017 03:43 XAUUSD Buy 0.60 - - 1,294.39 1,304.89 1,050.0 596.17 3d 0.55%
08.25.2017 15:17 08.25.2017 15:41 XAUUSD Buy 0.40 - - 1,293.69 1,282.64 -1,105.0 -442.00 24m -0.40%
08.18.2017 09:00 08.21.2017 01:05 XAUUSD Buy 0.20 - - 1,290.02 1,281.63 -839.0 -170.06 2d -0.16%
08.09.2017 14:00 08.15.2017 02:17 XAUUSD Buy 0.40 - - 1,270.7 1,278.44 774.0 282.53 5d 0.26%
08.08.2017 17:00 08.09.2017 02:51 XAUUSD Sell 0.20 - - 1,252.06 1,265.18 -1,312.0 -261.94 9h 51m -0.24%
07.26.2017 21:01 08.03.2017 01:03 XAUUSD Buy 0.20 - - 1,258.74 1,262.43 369.0 51.24 7d 0.05%
07.20.2017 16:45 07.26.2017 01:27 XAUUSD Buy 0.40 - - 1,246.66 1,248.97 231.0 74.36 5d 0.07%
07.07.2017 15:05 07.12.2017 00:31 XAUUSD Sell 0.20 - - 1,217.33 1,217.36 -3.0 0.79 4d 0.00%

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