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Strategy Settings

risk
0.00017
Candles_buy
450
Xod_buy
100
stop_loss_eq
0.1
Second_mult_buy
1.4
GridStep_buy
16
TakeProfit_buy
32
Mult_buy
1.4
Grid_Level1_buy
8
GridStep_AddPips_Le...
6
Grid_Level2_buy
9
GridStep_AddPips_Le...
6
pos_num_limit_buy
15
Candles_sell
700
Xod_sell
300
+14956.43%

0.17%
5.17%
Drawdown: 50.96%

Balance: $15,056,428.77
Highest: (Jan 25) $15,094,435.21
Profit: $14,956,428.82
Deposits: $100,000.00

Test Started: Jan 05, 2009
Test Ended: Mar 09, 2017
Timeframe: 15 Minutes

Model Type: n/a
Added: Mar 09, 2017 at 14:32
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Trades: 2,965
Profitability:
Pips: 16,733.4
Average Win: 37.95 pips / $10,000.30
Average Loss: -60.40 pips / -$5,086.41
Lots: 41,832.23
Commissions: 0
Longs Won: (1,628/2,423) 67%
Shorts Won: (363/542) 66%
Best Trade ($): (Jun 03) 922,850.55
Worst Trade ($): (Jun 03) -151,955.07
Best Trade (Pips): (Aug 09) 267.1
Worst Trade (Pips): (Aug 09) -525.9
Avg. Trade Length: 1d
Profit Factor: 4.02
Standard Deviation: $41,294.83
Sharpe Ratio 0.13
Z-Score (Probability): -26.46 (99.99%)
Expectancy 5.6 Pips / $5,044.33
AHPR: 0.18%
GHPR: 0.17%
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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 2959 2663 2367 2071 1775 1479 1183 888 592 296
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2965)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.02.2017 21:30 03.09.2017 16:26 AUDUSD Buy 26.39 - - 0.75615 0.75225 -39.0 -10,199.74 6d -0.07%
03.02.2017 14:30 03.09.2017 16:26 AUDUSD Buy 13.47 - - 0.75967 0.75225 -74.2 -9,947.59 7d -0.07%
03.02.2017 16:45 03.09.2017 16:26 AUDUSD Buy 18.85 - - 0.75777 0.75225 -55.2 -10,339.23 6d -0.07%
03.02.2017 11:45 03.09.2017 16:26 AUDUSD Buy 13.47 - - 0.76169 0.75225 -94.4 -12,668.53 7d -0.08%
03.09.2017 09:30 03.09.2017 16:26 AUDUSD Buy 51.71 - - 0.75087 0.75225 13.8 6,774.01 6h 56m 0.05%
03.09.2017 09:13 03.09.2017 16:26 AUDUSD Buy 36.94 - - 0.75262 0.75225 -3.7 -1,625.36 7h 13m -0.01%
01.12.2017 14:45 01.25.2017 10:45 AUDUSD Sell 13.50 - - 0.75133 0.7521 -7.7 -1,891.35 12d -0.01%
01.17.2017 13:30 01.25.2017 10:45 AUDUSD Sell 54.00 - - 0.75528 0.7521 31.8 14,590.80 7d 0.10%
01.24.2017 00:30 01.25.2017 10:45 AUDUSD Sell 216.00 - - 0.75909 0.7521 69.9 148,370.40 1d 0.99%
01.17.2017 10:00 01.25.2017 10:45 AUDUSD Sell 27.00 - - 0.75301 0.7521 9.1 1,166.40 8d 0.01%
01.20.2017 03:15 01.25.2017 10:45 AUDUSD Sell 108.00 - - 0.75739 0.7521 52.9 54,723.60 5d 0.37%
01.12.2017 10:15 01.25.2017 10:45 AUDUSD Sell 13.50 - - 0.74945 0.7521 -26.5 -4,429.35 13d -0.03%
12.20.2016 00:00 01.04.2017 10:15 AUDUSD Buy 73.20 - - 0.72453 0.72735 28.2 21,777.00 15d 0.15%
12.16.2016 17:30 01.04.2017 10:15 AUDUSD Buy 26.68 - - 0.72986 0.72735 -25.1 -6,203.10 18d -0.04%
12.16.2016 16:30 01.04.2017 10:15 AUDUSD Buy 19.06 - - 0.73198 0.72735 -46.3 -8,472.17 18d -0.06%
12.19.2016 14:30 01.04.2017 10:15 AUDUSD Buy 52.29 - - 0.72623 0.72735 11.2 6,745.41 15d 0.05%
12.15.2016 17:15 01.04.2017 10:15 AUDUSD Buy 13.62 - - 0.73566 0.72735 -83.1 -11,045.82 19d -0.07%
12.20.2016 14:30 01.04.2017 10:15 AUDUSD Buy 102.48 - - 0.72259 0.72735 47.6 50,368.92 14d 0.34%
12.22.2016 13:15 01.04.2017 10:15 AUDUSD Buy 143.47 - - 0.7207 0.72735 66.5 96,770.51 12d 0.65%
12.16.2016 17:45 01.04.2017 10:15 AUDUSD Buy 37.35 - - 0.72789 0.72735 -5.4 -1,325.93 18d -0.01%

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