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Strategy Settings

smaPeriod
35
atrPeriod
40
zScoreThreshold
3
atrMultiplier
3
lot
0.4
+61.97%

0.09%
2.62%
Drawdown: 64.76%

Balance: $1,619.81
Highest: (Jul 09) $1,673.95
Profit: $619.73
Deposits: $1,000.00

Test Started: Jan 05, 2023
Test Ended: Jul 17, 2024
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jul 25, 2024 at 11:27
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Trades: 358
Profitability:
Pips: 25,455.2
Average Win: 75.69 pips / $2.98
Average Loss: 40.76 pips / -$6.55
Lots: 143.20
Commissions: 0
Longs Won: (52/52) 100%
Shorts Won: (259/306) 84%
Best Trade ($): (Apr 03) 22.18
Worst Trade ($): (Dec 06) -31.22
Best Trade (Pips): (Apr 03) 506.0
Worst Trade (Pips): (Jul 17) -443.5
Avg. Trade Length: 6d
Profit Factor: 3.01
Standard Deviation: $4.75
Sharpe Ratio 0.00
Z-Score (Probability): -11.21 (99.99%)
Expectancy 71.1 Pips / $1.73
AHPR: 0.14%
GHPR: 0.13%
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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 247 223 198 173 148 124 99 74 49 25
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (358)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.10.2024 15:15 07.17.2024 02:59 USOUSD Sell 0.40 - 75.6 76.303 80.738 -443.5 -25.63 36d -1.53%
06.18.2024 17:00 07.17.2024 02:59 USOUSD Sell 0.40 - 79.6 80.243 80.738 -49.5 -8.16 28d -0.50%
06.11.2024 18:45 07.17.2024 02:59 USOUSD Sell 0.40 - 77.3 78.303 80.738 -243.5 -17.41 35d -1.06%
06.27.2024 11:00 07.10.2024 10:10 USOUSD Sell 0.40 - 80.9 81.173 80.858 31.5 -1.51 12d -0.09%
06.27.2024 11:15 07.10.2024 09:15 USOUSD Sell 0.40 - 80.9 81.253 80.918 33.5 -1.43 12d -0.09%
07.01.2024 18:45 07.09.2024 10:33 USOUSD Sell 0.40 - 82.0 82.873 82.018 85.5 1.71 7d 0.10%
07.03.2024 21:30 07.08.2024 04:00 USOUSD Sell 0.40 - 82.8 83.868 82.828 104.0 3.09 4d 0.19%
07.02.2024 11:30 07.02.2024 17:57 USOUSD Sell 0.40 - 83.3 83.643 83.253 39.0 1.56 6h 27m 0.09%
07.02.2024 11:00 07.02.2024 17:33 USOUSD Sell 0.40 - 83.3 83.663 83.323 34.0 1.36 6h 33m 0.08%
07.02.2024 12:00 07.02.2024 17:12 USOUSD Sell 0.40 - 83.4 83.868 83.433 43.5 1.74 5h 12m 0.10%
07.02.2024 11:45 07.02.2024 17:12 USOUSD Sell 0.40 - 83.4 83.853 83.433 42.0 1.68 5h 27m 0.10%
07.02.2024 12:15 07.02.2024 17:06 USOUSD Sell 0.40 - 83.5 83.973 83.518 45.5 1.82 4h 51m 0.11%
06.20.2024 12:45 06.24.2024 02:55 USOUSD Sell 0.40 - 80.3 80.763 80.258 50.5 1.17 3d 0.07%
06.20.2024 11:45 06.24.2024 02:50 USOUSD Sell 0.40 - 80.3 80.773 80.328 44.5 0.93 3d 0.06%
06.20.2024 16:15 06.21.2024 19:27 USOUSD Sell 0.40 - 80.6 81.213 80.608 60.5 2.21 1d 0.13%
06.21.2024 16:15 06.21.2024 19:11 USOUSD Sell 0.40 - 81.0 81.553 80.968 58.5 2.34 2h 56m 0.14%
06.19.2024 09:45 06.19.2024 14:44 USOUSD Buy 0.40 - 80.8 80.413 80.783 37.0 1.48 4h 59m 0.09%
06.17.2024 11:15 06.17.2024 13:13 USOUSD Sell 0.40 - 78.3 78.753 78.323 43.0 1.72 1h 58m 0.10%
06.13.2024 11:15 06.13.2024 12:02 USOUSD Sell 0.40 - 78.0 78.418 78.018 40.0 1.60 47m 0.10%
06.12.2024 12:30 06.12.2024 17:37 USOUSD Sell 0.40 - 78.5 78.923 78.503 42.0 1.68 5h 7m 0.10%

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