Strategy Settings
MoneyManagement
"
MagicNumber
1308711
Headging_TPSL_Trail...
"
Hedging
true
TP_Pips
100
SL_Pips
20
Trail_Pips
15
Trail_Step
5
Trading_Hours
"
Trade_Begin_Hour
21
Trade_Begin_Min
59
Trade_End_Hour
1
Trade_End_Min
59
MoneyManagement_Siz...
"
MM_Size
true
MM_PositionSizing
5000
MaxSpread
3
MaxSlippage
3
TradeDayOfWeek
"
TradeMonday
true
TradeTuesday
true
TradeWednesday
true
TradeThursday
true
TradeFriday
true
TradeSaturday
false
TradeSunday
true
Notifications
"
Send_Email
true
Audible_Alerts
true
Push_Notifications
true
| +4.64M% |
| 0.18% | |
| 5.68% | |
| Drawdown: | 38.37% |
| Balance: | $46,423,713.92 |
| Highest: | (Dec 25) $46,423,713.92 |
| Profit: | $46,422,713.22 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 03, 2005 |
| Test Ended: | Dec 25, 2020 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Dec 26 2020 at 23:58 |
|
Comments:
No comments entered. |
| Model Quality: | 99.9 |
| Bars In Test: | 1197385 |
| Ticks Modelled: | 190976274 |
| Views: | 2 |
| Broker: | INGOT Brokers |
| Trades: | 5055 |
| Profitability: | |
| Pips: | 16256.5 |
| Average Win: | 5.84 pips / $18985.51 |
| Average Loss: | -6.77 pips / -$28159.15 |
| Lots: | 2,043,825.51 |
| Commissions: | 0 |
| Longs Won: | (2324/2899) 80% |
| Shorts Won: | (1680/2156) 77% |
| Best Trade($): | (Jul 18) 465834.75 |
| Worst Trade($): | (Aug 04) -148257.79 |
| Best Trade (Pips): | (Feb 13) 100.0 |
| Worst Trade (Pips): | (May 30) -20.0 |
| Avg. Trade Length: | 2h 20m |
| Profit Factor: | 2.57 |
| Standard Deviation: | $37588.00 |
| Sharpe Ratio | 0.2200 |
| Z-Score (Probability): | -19.24 (99.99%) |
| Expectancy: | 3.2 Pips / $9183.52 |
| AHPR: | 0.22% |
| GHPR: | 0.21% |
| Longs | Shorts | Total | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Currency | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Won(%) | Lost(%) |
| EURCHF | 2899 | 9655.7 | 30592841.81 | 2156 | 6600.8 | 15829872.11 | 5055 | 16256.5 | 46422713.92 | 4004 (79%) | 1051 (21%) |
| 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 | 1647 | 1483 | 1318 | 1153 | 988 | 824 | 659 | 494 | 329 | 165 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (5055)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.24.2020 23:55 | 12.25.2020 02:38 | EURCHF | Buy | 600.00 | 1.08261 | 1.09461 | 1.08461 | 1.08503 | 4.2 | 22962.22 | 2h 43m | 0.05% |
| 12.24.2020 22:30 | 12.24.2020 23:01 | EURCHF | Sell | 600.00 | 1.08792 | 1.07592 | 1.08592 | 1.08558 | 3.4 | 18691.77 | 31m | 0.04% |
| 12.24.2020 00:00 | 12.24.2020 00:05 | EURCHF | Buy | 600.00 | 1.07975 | 1.09175 | 1.08175 | 1.08249 | 7.4 | 45651.24 | 5m | 0.10% |
| 12.23.2020 23:05 | 12.23.2020 23:29 | EURCHF | Buy | 600.00 | 1.08033 | 1.09233 | 1.08233 | 1.08267 | 3.4 | 18704.62 | 24m | 0.04% |
| 12.23.2020 01:45 | 12.23.2020 02:21 | EURCHF | Sell | 600.00 | 1.08410 | 1.07210 | 1.08210 | 1.08184 | 2.6 | 13305.47 | 36m | 0.03% |
| 12.23.2020 00:15 | 12.23.2020 00:37 | EURCHF | Buy | 600.00 | 1.07922 | 1.09122 | 1.08122 | 1.08174 | 5.2 | 30830.60 | 22m | 0.07% |
| 12.22.2020 23:30 | 12.23.2020 00:37 | EURCHF | Buy | 600.00 | 1.07953 | 1.09153 | 1.08153 | 1.08174 | 2.1 | 8815.25 | 1h 7m | 0.02% |
| 12.22.2020 23:05 | 12.22.2020 23:09 | EURCHF | Buy | 600.00 | 1.07977 | 1.09177 | 1.08177 | 1.08210 | 3.3 | 18030.95 | 4m | 0.04% |
| 12.22.2020 00:40 | 12.22.2020 01:27 | EURCHF | Sell | 600.00 | 1.08646 | 1.07446 | 1.08446 | 1.08394 | 5.2 | 30810.94 | 47m | 0.07% |
| 12.21.2020 23:00 | 12.21.2020 23:29 | EURCHF | Buy | 600.00 | 1.08099 | 1.09299 | 1.08299 | 1.08327 | 2.8 | 14662.63 | 29m | 0.03% |
| 12.21.2020 00:10 | 12.21.2020 00:38 | EURCHF | Buy | 600.00 | 1.07953 | 1.09153 | 1.08153 | 1.08211 | 5.8 | 34872.59 | 28m | 0.08% |
| 12.21.2020 00:00 | 12.21.2020 00:38 | EURCHF | Buy | 600.00 | 1.07963 | 1.09163 | 1.08163 | 1.08211 | 4.8 | 28135.94 | 38m | 0.06% |
| 12.21.2020 00:15 | 12.21.2020 00:38 | EURCHF | Buy | 600.00 | 1.07953 | 1.09153 | 1.08153 | 1.08211 | 5.8 | 34872.59 | 23m | 0.08% |
| 12.15.2020 22:00 | 12.16.2020 00:02 | EURCHF | Buy | 600.00 | 1.07427 | 1.08627 | 1.07627 | 1.07643 | 1.6 | 5446.92 | 2h 2m | 0.01% |
| 12.15.2020 00:05 | 12.15.2020 00:50 | EURCHF | Buy | 600.00 | 1.07452 | 1.08652 | 1.07652 | 1.07686 | 3.4 | 18704.62 | 45m | 0.04% |
| 12.11.2020 22:50 | 12.11.2020 23:28 | EURCHF | Buy | 600.00 | 1.07534 | 1.08734 | 1.07734 | 1.07758 | 2.4 | 11967.96 | 38m | 0.03% |
| 12.11.2020 22:45 | 12.11.2020 23:28 | EURCHF | Buy | 600.00 | 1.07540 | 1.08740 | 1.07740 | 1.07758 | 1.8 | 7925.97 | 43m | 0.02% |
| 12.11.2020 22:00 | 12.11.2020 22:23 | EURCHF | Buy | 600.00 | 1.07548 | 1.08748 | 1.07748 | 1.07768 | 2.0 | 9273.31 | 23m | 0.02% |
| 12.10.2020 23:55 | 12.11.2020 01:03 | EURCHF | Buy | 600.00 | 1.07392 | 1.08592 | 1.07592 | 1.07581 | -1.1 | -12742.03 | 1h 8m | -0.03% |
| 12.11.2020 00:00 | 12.11.2020 01:03 | EURCHF | Buy | 600.00 | 1.07358 | 1.08558 | 1.07558 | 1.07581 | 2.3 | 11294.31 | 1h 3m | 0.02% |
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