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Strategy Settings

_P_Trailing
"---------...
UseTrailing
true
ProfitTrailing
true
TrailingStopBuy
30
TrailingStopSell
30
TrailingStep
5
+1004.81%

0.18%
5.56%
Drawdown: 59.97%

Balance: $110,480.76
Highest: (Nov 30) $110,480.76
Profit: $100,480.82
Deposits: $10,000.00

Test Started: Apr 09, 2013
Test Ended: Nov 30, 2016
Timeframe: 5 Minutes

Model Type: n/a
Added: Dec 03, 2016 at 16:11
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Trades: 1,683
Profitability:
Pips: 10,462.4
Average Win: 16.86 pips / $156.89
Average Loss: -16.25 pips / -$145.46
Lots: 1,504.62
Commissions: 0
Longs Won: (541/802) 67%
Shorts Won: (601/881) 68%
Best Trade ($): (Jan 19) 8,995.87
Worst Trade ($): (Jan 29) -1,029.71
Best Trade (Pips): (Jan 19) 2,076.6
Worst Trade (Pips): (Dec 18) -95.4
Avg. Trade Length: 1d
Profit Factor: 2.28
Standard Deviation: $337.77
Sharpe Ratio 0.15
Z-Score (Probability): -12.39 (99.99%)
Expectancy 6.2 Pips / $59.70
AHPR: 0.15%
GHPR: 0.14%
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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 759 683 607 532 456 380 304 228 152 76
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1683)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.30.2016 10:18 11.30.2016 16:24 EURCHF Sell 2.49 - - 1.07963 1.07863 10.0 228.91 6h 6m 0.21%
11.29.2016 23:16 11.30.2016 16:24 EURCHF Sell 2.18 - - 1.07762 1.07863 -10.1 -243.67 17h 8m -0.22%
11.30.2016 09:56 11.30.2016 16:24 EURCHF Sell 2.31 - - 1.07863 1.07863 0.0 -16.17 6h 28m -0.01%
11.30.2016 14:29 11.30.2016 16:24 EURCHF Sell 3.07 - - 1.08165 1.07863 30.2 895.75 1h 55m 0.82%
11.30.2016 13:28 11.30.2016 16:24 EURCHF Sell 2.74 - - 1.08064 1.07863 20.1 525.69 2h 56m 0.48%
11.29.2016 17:20 11.30.2016 16:24 EURCHF Sell 2.10 - - 1.07661 1.07863 -20.2 -444.56 23h 4m -0.41%
11.29.2016 16:35 11.30.2016 16:24 EURCHF Sell 2.06 - - 1.07561 1.07863 -30.2 -639.89 23h 49m -0.58%
11.29.2016 12:20 11.29.2016 16:30 EURCHF Sell 2.06 - - 1.07521 1.07491 3.0 46.72 4h 10m 0.04%
11.29.2016 13:13 11.29.2016 16:30 EURCHF Sell 2.10 - - 1.07621 1.07491 13.0 255.39 3h 17m 0.23%
11.28.2016 23:05 11.29.2016 12:07 EURCHF Sell 2.05 - - 1.07518 1.07486 3.2 40.61 13h 2m 0.04%
11.29.2016 10:29 11.29.2016 12:07 EURCHF Sell 2.09 - - 1.07619 1.07486 13.3 260.37 1h 38m 0.24%
11.28.2016 04:20 11.28.2016 08:07 EURCHF Sell 2.04 - - 1.07568 1.07538 3.0 46.27 3h 47m 0.04%
11.28.2016 04:32 11.28.2016 08:07 EURCHF Sell 2.08 - - 1.07668 1.07538 13.0 252.95 3h 35m 0.23%
11.25.2016 23:52 11.28.2016 00:00 EURCHF Sell 2.16 - - 1.07496 1.07336 16.0 316.31 2d 0.29%
11.25.2016 23:22 11.28.2016 00:00 EURCHF Sell 2.08 - - 1.07393 1.07336 5.7 92.65 2d 0.09%
11.25.2016 23:21 11.28.2016 00:00 EURCHF Sell 2.04 - - 1.07293 1.07336 -4.3 -110.96 2d -0.10%
11.25.2016 18:10 11.25.2016 23:21 EURCHF Sell 2.07 - - 1.0746 1.07302 15.8 309.08 5h 11m 0.28%
11.25.2016 14:35 11.25.2016 23:21 EURCHF Sell 2.03 - - 1.07359 1.07302 5.7 100.26 8h 46m 0.09%
11.25.2016 01:05 11.25.2016 12:17 EURCHF Sell 2.03 - - 1.07374 1.07344 3.0 46.04 11h 12m 0.04%
11.25.2016 09:08 11.25.2016 12:17 EURCHF Sell 2.07 - - 1.07474 1.07344 13.0 251.74 3h 9m 0.23%

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