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Strategy Settings

MaxSpread
40
Anti
true
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Period1
0
Shift1
1
Period2
0
Shift2
1
Period3
12
Shift3
1
Period31
5
Shift31
1
UseDelta1
false
Delta1
0
UseDelta2
false
Delta2
0
+33.15%

0.01%
0.36%
Drawdown: 18.53%

Balance: $6,657.37
Highest: (Jul 18) $6,657.37
Profit: $1,657.45
Deposits: $5,000.00

Test Started: Jan 07, 2010
Test Ended: Jul 18, 2016
Timeframe: 4 Hours

Model Type: n/a
Added: Jul 23, 2016 at 12:33
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Trades: 897
Profitability:
Pips: 1,895.9
Average Win: 35.47 pips / $35.61
Average Loss: -30.00 pips / -$30.66
Lots: 89.70
Commissions: 0
Longs Won: (219/468) 46%
Shorts Won: (221/429) 51%
Best Trade ($): (Feb 05) 77.37
Worst Trade ($): (Apr 09) -38.52
Best Trade (Pips): (Feb 05) 76.4
Worst Trade (Pips): (Jan 29) -30.0
Avg. Trade Length: 8h 50m
Profit Factor: 1.12
Standard Deviation: $33.49
Sharpe Ratio 0.00
Z-Score (Probability): -1.06 (-71.13%)
Expectancy 2.1 Pips / $1.85
AHPR: 0.03%
GHPR: 0.03%
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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% 0.04% 0.75% 9.94%
Consecutive Losing Trades 217 195 174 152 130 109 87 65 43 22
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (897)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.15.2016 23:55 07.18.2016 17:30 EURCHF Buy 0.10 1.1 - 1.08536 1.08865 32.9 33.02 2d 0.50%
07.12.2016 18:40 07.14.2016 13:30 EURCHF Sell 0.10 1.1 - 1.09196 1.08882 31.4 27.15 1d 0.41%
07.12.2016 15:45 07.12.2016 17:40 EURCHF Sell 0.10 1.1 - 1.09137 1.09437 -30.0 -30.38 1h 55m -0.46%
06.29.2016 23:45 06.30.2016 14:30 EURCHF Sell 0.10 1.1 - 1.08966 1.08665 30.1 26.99 14h 45m 0.41%
06.28.2016 22:45 06.29.2016 23:30 EURCHF Sell 0.10 1.1 - 1.08677 1.08977 -30.0 -31.54 1d -0.48%
06.28.2016 13:35 06.28.2016 16:40 EURCHF Sell 0.10 1.1 - 1.08561 1.08226 33.5 33.93 3h 5m 0.51%
06.27.2016 04:45 06.27.2016 08:30 EURCHF Buy 0.10 1.1 - 1.0719 1.07514 32.4 32.84 3h 45m 0.50%
06.24.2016 10:20 06.24.2016 10:30 EURCHF Buy 0.10 1.1 - 1.07698 1.08292 59.4 60.19 10m 0.93%
06.24.2016 09:30 06.24.2016 09:40 EURCHF Buy 0.10 1.1 - 1.07698 1.08115 41.7 42.26 10m 0.65%
06.24.2016 02:06 06.24.2016 02:20 EURCHF Sell 0.10 1.1 - 1.09207 1.08823 38.4 38.89 14m 0.61%
06.23.2016 22:45 06.24.2016 00:15 EURCHF Sell 0.10 1.1 - 1.0914 1.08767 37.3 36.61 1h 30m 0.57%
06.21.2016 16:55 06.22.2016 15:40 EURCHF Buy 0.10 1.1 - 1.08186 1.08508 32.2 32.31 22h 45m 0.51%
06.20.2016 06:35 06.20.2016 10:40 EURCHF Sell 0.10 1.1 - 1.08965 1.08629 33.6 34.03 4h 5m 0.54%
06.15.2016 00:40 06.15.2016 10:30 EURCHF Buy 0.10 1.1 - 1.08012 1.0832 30.8 31.21 9h 50m 0.50%
06.14.2016 15:10 06.14.2016 18:30 EURCHF Buy 0.10 1.1 - 1.08272 1.07972 -30.0 -30.41 3h 20m -0.48%
06.13.2016 04:55 06.13.2016 11:30 EURCHF Buy 0.10 1.1 - 1.08436 1.08736 30.0 30.40 6h 35m 0.48%
06.10.2016 18:45 06.13.2016 02:40 EURCHF Buy 0.10 1.1 - 1.08689 1.08389 -30.0 -30.73 2d -0.49%
06.09.2016 14:20 06.10.2016 16:05 EURCHF Buy 0.10 1.1 - 1.09072 1.08772 -30.0 -30.72 1d -0.48%
06.08.2016 15:30 06.09.2016 11:30 EURCHF Buy 0.10 1.1 - 1.09475 1.09175 -30.0 -31.35 20h 0m -0.49%
06.08.2016 00:20 06.08.2016 14:40 EURCHF Buy 0.10 1.1 - 1.09648 1.09348 -30.0 -30.40 14h 20m -0.47%

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