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Strategy Settings

TF
7
AppliedPrice
1
MovingPeriod
2
MovingMethod
0
Shift
0
TF2
7
MovingPeriod2
1
AppliedPrice2
6
Shift2
81
LowZone2
27.7
TF3
7
Period3
63
Shift3
25
Custom
1
+51.88%

0.01%
0.17%
Drawdown: 5.64%

Balance: $1,518,820.46
Highest: (Mar 31) $1,518,821.52
Profit: $518,820.53
Deposits: $1,000,000.00

Test Started: Jun 03, 1997
Test Ended: Mar 31, 2017
Timeframe: 1 Day

Model Type: Open Prices
Added: May 03, 2017 at 10:27
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Trades: 1,020
Profitability:
Pips: 5,064,210.0
Average Win: 8,488.56 pips / $890.08
Average Loss: -17,745.91 pips / -$1,949.78
Lots: 1,020.00
Commissions: 0
Longs Won: (883/1,020) 86%
Shorts Won: (0/0) 0%
Best Trade ($): (Nov 23) 7,614.51
Worst Trade ($): (Oct 13) -15,001.12
Best Trade (Pips): (Nov 23) 72,240.0
Worst Trade (Pips): (Oct 13) -140,010.0
Avg. Trade Length: 10d
Profit Factor: 2.94
Standard Deviation: $1,627.64
Sharpe Ratio 0.00
Z-Score (Probability): -6.97 (99.99%)
Expectancy 4,964.9 Pips / $508.65
AHPR: 0.04%
GHPR: 0.04%
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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 779 701 623 545 467 389 312 234 156 78
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1020)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.31.2017 00:00 03.31.2017 23:59 DAX30 Buy 1.00 - - 12,241.7 12,312.9 7,120.0 756.05 23h 59m 0.05%
03.31.2017 23:59 03.31.2017 23:59 DAX30 Buy 1.00 - - 12,313 12,312.9 -10.0 -1.06 0s 0.00%
03.29.2017 00:00 03.30.2017 00:00 DAX30 Buy 1.00 - - 12,196 12,220.6 2,460.0 257.62 1d 0.02%
03.24.2017 00:00 03.28.2017 00:00 DAX30 Buy 1.00 - - 12,033.4 12,062.7 2,930.0 296.99 4d 0.02%
03.23.2017 00:00 03.24.2017 00:00 DAX30 Buy 1.00 - - 11,914.3 12,033.3 11,900.0 1,260.08 1d 0.08%
03.20.2017 00:00 03.21.2017 00:00 DAX30 Buy 1.00 - - 12,050.9 12,083 3,210.0 337.30 1d 0.02%
03.02.2017 00:00 03.16.2017 00:00 DAX30 Buy 1.00 - - 12,052.9 12,140.3 8,740.0 878.60 14d 0.06%
01.26.2017 00:00 02.15.2017 00:00 DAX30 Buy 1.00 - - 11,868 11,834.5 -3,350.0 -424.67 20d -0.03%
02.10.2017 00:00 02.15.2017 00:00 DAX30 Buy 1.00 - - 11,698.8 11,834.5 13,570.0 1,423.65 5d 0.09%
02.14.2017 00:00 02.15.2017 00:00 DAX30 Buy 1.00 - - 11,767.1 11,834.5 6,740.0 712.21 1d 0.05%
01.09.2017 00:00 01.19.2017 00:00 DAX30 Buy 1.00 - - 11,607 11,624.1 1,710.0 147.45 10d 0.01%
01.12.2017 00:00 01.19.2017 00:00 DAX30 Buy 1.00 - - 11,599.3 11,624.1 2,480.0 239.47 7d 0.02%
01.06.2017 00:00 01.09.2017 00:00 DAX30 Buy 1.00 - - 11,560.6 11,606.9 4,630.0 481.38 3d 0.03%
12.21.2016 00:00 12.23.2016 00:00 DAX30 Buy 1.00 - - 11,445.3 11,477.2 3,190.0 331.98 2d 0.02%
12.20.2016 00:00 12.21.2016 00:00 DAX30 Buy 1.00 - - 11,415.4 11,445.2 2,980.0 313.06 1d 0.02%
12.19.2016 00:00 12.20.2016 00:00 DAX30 Buy 1.00 - - 11,384.1 11,415.3 3,120.0 327.93 1d 0.02%
12.16.2016 00:00 12.19.2016 00:00 DAX30 Buy 1.00 - - 11,368.7 11,384 1,530.0 152.40 3d 0.01%
12.06.2016 00:00 12.07.2016 00:00 DAX30 Buy 1.00 - - 10,685.1 10,885 19,990.0 2,119.47 1d 0.14%
12.05.2016 00:00 12.06.2016 00:00 DAX30 Buy 1.00 - - 10,494.7 10,685 19,030.0 2,017.59 1d 0.13%
11.10.2016 00:00 11.14.2016 00:00 DAX30 Buy 1.00 - - 10,710.1 10,750.6 4,050.0 417.39 4d 0.03%

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