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Strategy Settings

mxSPCond
80
mxLots
200
+9.66M%

1.31%
47.89%
Drawdown: 31.53%

Balance: $2,898,183.11
Highest: (May 30) $2,900,932.53
Profit: $2,898,153.11
Deposits: $30.00

Test Started: Jan 01, 2014
Test Ended: May 30, 2016
Timeframe: 1 Day

Model Type: Every Tick
Added: Aug 04, 2016 at 16:15
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Trades: 734
Profitability:
Pips: 9,743.3
Average Win: 22.58 pips / $6,304.90
Average Loss: -4.11 pips / -$451.53
Lots: 16,953.88
Commissions: 0
Longs Won: (243/385) 63%
Shorts Won: (235/349) 67%
Best Trade ($): (Mar 17) 42,807.63
Worst Trade ($): (Apr 17) -2,901.95
Best Trade (Pips): (Jan 24) 126.7
Worst Trade (Pips): (Nov 16) -7.7
Avg. Trade Length: 45m
Profit Factor: 26.07
Standard Deviation: $7,739.57
Sharpe Ratio 0.36
Z-Score (Probability): -4.55 (99.99%)
Expectancy 13.3 Pips / $3,948.44
AHPR: 1.67%
GHPR: 1.58%
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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 6410 5769 5128 4487 3846 3205 2564 1923 1282 641
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (734)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.30.2016 15:58 05.30.2016 16:16 GBPAUD Sell 50.00 - - 2.0313 2.03202 -7.2 -2,749.42 18m -0.09%
05.30.2016 00:11 05.30.2016 02:32 GBPAUD Buy 50.00 - - 2.03772 2.04161 38.9 14,852.60 2h 21m 0.51%
05.29.2016 15:12 05.29.2016 16:32 GBPAUD Buy 50.00 - - 2.03709 2.03719 1.0 381.82 1h 20m 0.01%
05.27.2016 00:39 05.27.2016 02:33 GBPAUD Sell 50.00 - - 2.02851 2.02707 14.4 5,498.85 1h 54m 0.19%
05.26.2016 01:37 05.26.2016 02:15 GBPAUD Buy 50.00 - - 2.05 2.05037 3.7 1,412.72 38m 0.05%
05.25.2016 14:36 05.25.2016 16:07 GBPAUD Buy 50.00 - - 2.04364 2.04947 58.3 22,259.81 1h 31m 0.78%
05.24.2016 06:59 05.24.2016 08:10 GBPAUD Buy 50.00 - - 2.01409 2.02212 80.3 30,659.75 1h 11m 1.08%
05.23.2016 10:48 05.23.2016 12:27 GBPAUD Buy 50.00 - - 2.0076 2.00982 22.2 8,476.29 1h 39m 0.30%
05.23.2016 00:55 05.23.2016 02:28 GBPAUD Sell 50.00 - - 2.00361 2.00214 14.7 5,613.42 1h 33m 0.20%
05.22.2016 14:48 05.22.2016 16:54 GBPAUD Sell 50.00 - - 2.00478 2.00459 1.9 725.55 2h 6m 0.03%
05.20.2016 07:49 05.20.2016 08:26 GBPAUD Sell 50.00 - - 2.01488 2.01516 -2.8 -1,069.22 37m -0.04%
05.19.2016 00:17 05.19.2016 02:19 GBPAUD Buy 50.00 - - 2.0229 2.03305 101.5 38,754.22 2h 2m 1.40%
05.18.2016 03:58 05.18.2016 04:04 GBPAUD Buy 50.00 - - 1.98405 1.98334 -7.1 -2,710.89 6m -0.10%
05.16.2016 11:52 05.16.2016 12:20 GBPAUD Buy 50.00 - - 1.97978 1.97942 -3.6 -1,374.54 28m -0.05%
05.16.2016 00:19 05.16.2016 02:20 GBPAUD Sell 50.00 - - 1.97195 1.96833 36.2 13,823.52 2h 1m 0.50%
05.13.2016 11:17 05.13.2016 12:45 GBPAUD Buy 50.00 - - 1.97743 1.97775 3.2 1,221.81 1h 28m 0.04%
05.12.2016 07:53 05.12.2016 08:20 GBPAUD Buy 50.00 - - 1.96694 1.96667 -2.7 -1,030.90 27m -0.04%
05.11.2016 05:51 05.11.2016 06:07 GBPAUD Sell 50.00 - - 1.95563 1.95626 -6.3 -2,405.75 16m -0.09%
05.10.2016 05:12 05.10.2016 06:05 GBPAUD Buy 50.00 - - 1.97283 1.97333 5.0 1,909.08 53m 0.07%
05.09.2016 07:38 05.09.2016 08:20 GBPAUD Buy 50.00 - - 1.96068 1.96153 8.5 3,245.51 42m 0.12%

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