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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
+12.3M%

0.2%
6.21%
Drawdown: 37.62%

Balance: $123,023,873.20
Highest: (Dec 14) $123,029,492.18
Profit: $123,022,874.86
Deposits: $1,000.00

Test Started: Jan 03, 2005
Test Ended: Dec 25, 2020
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Dec 27 2020 at 05:36
Comments:
No comments entered.
Model Quality: 99.9
Bars In Test: 1197235
Ticks Modelled: 301303822
Views: 2
Broker: INGOT Brokers
Trades: 5588
Profitability:
Pips: 27935.3
Average Win: 9.91 pips / $47321.55
Average Loss: -13.21 pips / -$71911.11
Lots: 2,676,486.48
Commissions: 0
Longs Won: (2565/3274) 78%
Shorts Won: (1837/2314) 79%
Best Trade($): (Aug 08) 581952.76
Worst Trade($): (Dec 20) -151818.12
Best Trade (Pips): (Jun 02) 100.0
Worst Trade (Pips): (Jan 11) -20.0
Avg. Trade Length: 2h 20m
Profit Factor: 2.44
Standard Deviation: $71529.92
Sharpe Ratio 0.2200
Z-Score (Probability): -21.29 (99.99%)
Expectancy: 5.0 Pips / $22015.55
AHPR: 0.22%
GHPR: 0.21%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
GBPCHF 3274 16029.1 75078376.22 2314 11906.2 47944496.98 5588 27935.3 123022873.20 4402 (79%) 1186 (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 1709 1538 1368 1197 1026 855 684 513 342 171
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5588)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.25.2020 00:53 12.25.2020 01:00 GBPCHF Sell 600.00 1.20826 1.19870 1.20870 1.20676 19.4 126417.74 7m 0.10%
12.24.2020 23:55 12.24.2020 23:57 GBPCHF Buy 600.00 1.20352 1.21552 1.20552 1.20665 11.3 71924.18 2m 0.06%
12.24.2020 23:25 12.24.2020 23:49 GBPCHF Sell 600.00 1.20892 1.19692 1.20692 1.20651 4.1 23404.78 24m 0.02%
12.23.2020 23:40 12.23.2020 23:40 GBPCHF Sell 600.00 1.20180 1.18980 1.19980 1.19877 10.3 65148.60 0s 0.05%
12.23.2020 23:25 12.23.2020 23:29 GBPCHF Buy 600.00 1.19563 1.20763 1.19763 1.19862 9.9 62492.86 4m 0.05%
12.23.2020 00:30 12.23.2020 00:39 GBPCHF Buy 600.00 1.18508 1.19708 1.18708 1.18840 13.2 84723.82 9m 0.07%
12.22.2020 23:35 12.22.2020 23:58 GBPCHF Sell 600.00 1.19162 1.17962 1.18962 1.18869 9.3 58415.72 23m 0.05%
12.22.2020 23:00 12.22.2020 23:11 GBPCHF Sell 600.00 1.19110 1.17910 1.18910 1.18821 8.9 55722.57 11m 0.05%
12.18.2020 22:45 12.18.2020 23:55 GBPCHF Buy 600.00 1.19047 1.20247 1.19247 1.19256 0.9 1862.99 1h 10m 0.00%
12.18.2020 22:35 12.18.2020 23:29 GBPCHF Buy 600.00 1.19095 1.20295 1.19295 1.19095 -20.0 -138933.06 54m -0.11%
12.18.2020 22:05 12.18.2020 23:21 GBPCHF Buy 600.00 1.19160 1.20360 1.19360 1.19160 -20.0 -138933.06 1h 16m -0.11%
12.18.2020 22:00 12.18.2020 23:20 GBPCHF Buy 600.00 1.19172 1.20372 1.19372 1.19172 -20.0 -138933.06 1h 20m -0.11%
12.17.2020 22:00 12.17.2020 22:51 GBPCHF Buy 600.00 1.19913 1.21113 1.20113 1.19913 -20.0 -138933.06 51m -0.11%
12.14.2020 23:10 12.14.2020 23:37 GBPCHF Buy 600.00 1.17927 1.19127 1.18127 1.18161 3.4 18704.62 27m 0.02%
12.10.2020 23:55 12.11.2020 00:15 GBPCHF Buy 600.00 1.17601 1.18801 1.17801 1.17856 5.5 31853.03 20m 0.03%
12.11.2020 00:00 12.11.2020 00:15 GBPCHF Buy 600.00 1.17542 1.18742 1.17742 1.17856 11.4 72597.84 15m 0.06%
12.10.2020 00:30 12.10.2020 01:20 GBPCHF Buy 600.00 1.18740 1.19548 1.18548 1.18740 19.2 125143.74 50m 0.10%
12.10.2020 00:06 12.10.2020 00:10 GBPCHF Buy 600.00 1.18841 1.20041 1.19041 1.19175 13.4 86071.15 4m 0.07%
12.09.2020 01:25 12.09.2020 01:57 GBPCHF Sell 600.00 1.19076 1.17876 1.18876 1.18768 10.8 68515.03 32m 0.06%
12.08.2020 22:20 12.08.2020 22:55 GBPCHF Buy 600.00 1.18469 1.19669 1.18669 1.18731 6.2 37567.25 35m 0.03%

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