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Strategy Settings

s5
"
TipoOptimizacion
2
laguerreSection
"---------...
gamma
0.71
countBars
950
laguerreStartOverBo...
0.78
laguerreHowMuchSumO...
-0.05
maSection
"---------...
maSectionSlow
"---------...
period
49
ma_shift
8
ma_method
1
applied_price
4
maSectionMaFast
"---------...
period_fast
22
+82.45%

0.01%
0.44%
Drawdown: 3.46%

Balance: $18,244.11
Highest: (Mar 29) $18,244.11
Profit: $8,244.85
Deposits: $10,000.00

Test Started: Jan 12, 2009
Test Ended: Mar 29, 2020
Timeframe: 5 Minutes

Model Type: n/a
Added: Jun 18, 2020 at 05:10
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Trades: 1,173
Profitability:
Pips: 10,210.0
Average Win: 46.88 pips / $38.61
Average Loss: -20.56 pips / -$17.18
Lots: 117.30
Commissions: 0
Longs Won: (299/632) 47%
Shorts Won: (210/541) 38%
Best Trade ($): (Feb 11) 210.82
Worst Trade ($): (Jun 15) -76.36
Best Trade (Pips): (Feb 11) 255.7
Worst Trade (Pips): (Jun 15) -90.0
Avg. Trade Length: 19h 59m
Profit Factor: 1.72
Standard Deviation: $34.58
Sharpe Ratio 0.00
Z-Score (Probability): -11.05 (99.99%)
Expectancy 8.7 Pips / $7.03
AHPR: 0.05%
GHPR: 0.05%
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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 1062 955 849 743 637 531 425 318 212 106
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1173)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.27.2020 09:00 03.29.2020 20:00 USDJPY Sell 0.10 108.9 107.5 108.475 107.524 95.1 78.85 2d 0.43%
03.27.2020 08:15 03.27.2020 09:15 USDJPY Sell 0.10 109.0 108.2 108.727 108.219 50.8 42.13 1h 0m 0.23%
03.18.2020 06:30 03.18.2020 11:00 USDJPY Buy 0.10 107.1 108.4 107.484 108.354 87.0 72.15 4h 30m 0.40%
03.18.2020 07:15 03.18.2020 09:00 USDJPY Buy 0.10 107.1 108.1 107.399 108.09 69.1 57.30 1h 45m 0.32%
03.18.2020 06:15 03.18.2020 08:45 USDJPY Buy 0.10 107.1 108.0 107.355 107.951 59.6 49.43 2h 30m 0.28%
03.11.2020 09:45 03.11.2020 11:00 USDJPY Sell 0.10 105.0 103.3 104.465 105.028 -56.3 -46.68 1h 15m -0.26%
03.04.2020 12:45 03.04.2020 17:00 USDJPY Sell 0.10 107.6 106.9 107.367 107.572 -20.5 -17.00 4h 15m -0.09%
03.04.2020 12:30 03.04.2020 17:00 USDJPY Sell 0.10 107.6 107.0 107.382 107.572 -19.0 -15.76 4h 30m -0.09%
02.27.2020 16:00 02.27.2020 22:30 USDJPY Sell 0.10 109.8 109.0 109.827 109.047 78.0 64.68 6h 30m 0.36%
02.27.2020 15:45 02.27.2020 22:30 USDJPY Sell 0.10 110.3 109.1 109.897 109.141 75.6 62.69 6h 45m 0.35%
02.26.2020 14:30 02.27.2020 10:30 USDJPY Sell 0.10 110.5 109.8 110.278 109.768 51.0 41.09 20h 0m 0.23%
02.18.2020 12:15 02.18.2020 21:30 USDJPY Buy 0.10 109.7 110.1 109.855 110.055 20.0 16.59 9h 15m 0.09%
02.14.2020 08:15 02.14.2020 08:45 USDJPY Buy 0.10 109.8 110.0 109.863 109.769 -9.4 -7.79 30m -0.04%
02.14.2020 07:45 02.14.2020 08:45 USDJPY Buy 0.10 109.8 110.0 109.845 109.76 -8.5 -7.05 1h 0m -0.04%
02.14.2020 08:00 02.14.2020 08:45 USDJPY Buy 0.10 109.8 110.0 109.863 109.769 -9.4 -7.79 45m -0.04%
02.07.2020 05:00 02.12.2020 03:45 USDJPY Sell 0.10 110.0 109.3 109.782 110.016 -23.4 -20.61 4d -0.12%
02.10.2020 09:15 02.10.2020 20:30 USDJPY Sell 0.10 109.8 109.3 109.666 109.841 -17.5 -14.51 11h 15m -0.08%
02.07.2020 05:15 02.07.2020 08:45 USDJPY Sell 0.10 110.0 109.2 109.724 109.98 -25.6 -21.23 3h 30m -0.12%
02.06.2020 09:15 02.07.2020 05:00 USDJPY Buy 0.10 109.8 110.2 109.92 109.793 -12.7 -10.75 19h 45m -0.06%
02.06.2020 10:45 02.07.2020 05:00 USDJPY Buy 0.10 109.8 110.2 109.945 109.789 -15.6 -13.15 18h 15m -0.07%

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