Strategy Settings
FletcherCCI
true
FLetcher
true
Flatcherma
true
HLClightCCI
true
HLClight
true
HLClightma
true
NEvada
true
FletcherBB
true
HLClightBB
true
HLCNew
true
NevadaNew
true
ll
"
Lot
0
MaximumRisk
0.1
stl
250
typ_spread
7
Starthour
0
Endhour
2
s
" HLC L...
W_period9
90
B_period9
75
S_period9
125
om9
0.4
Delta9
15.5
BBPeriod9
51
BBDeviation9
1.4
s2
" Fletc...
W_period8
5
B_period8
5
S_period8
160
om8
0.1
Delta8
10
BBPeriod8
82
BBDeviation8
0.6
s1
" Fletc...
W_period4
135
B_period4
150
S_period4
130
om4
0.05
Delta4
4.5
CCIperiod4
72
Minlevel4
103
u
" Fletch...
W_period1
150
B_period1
45
S_period1
190
om1
0.15
Delta1
20
p
" Flet...
W_period2
50
B_period2
45
S_period2
290
om2
0.15
Delta2
16.5
MAperiod2
188
r
" HLC ...
W_period3
5
B_period3
90
S_period3
150
om3
0.1
Delta3
14.5
CCIperiod3
81
Minlevel3
16
q
" HLC ...
W_period5
45
B_period5
185
S_period5
105
om5
0.1
Delta5
19
v
" HLC ...
W_period6
35
B_period6
195
S_period6
140
MAperiod6
198
om6
0.25
Delta6
7.5
y
" Neva...
WidthFactor7
0.7
ChannelPeriodFactor...
12.9
W_period7
100
B_period7
130
S_period7
125
Delta7
21.5
y1
" HLC ...
W_period10
130
B_period10
45
S_period10
120
om10
0.93
Delta10
58
y2
" Neva...
ChannelPeriodFactor...
10.3
W_period11
55
B_period11
195
S_period11
150
om11
0.66
Delta11
70
| +201151.78% |
| 3.04% | |
| 145.59% | |
| Drawdown: | 59.34% |
| Balance: | $2,012,517.80 |
| Highest: | (Sep 15) $2,012,517.80 |
| Profit: | $2,011,517.79 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 05, 2016 |
| Test Ended: | Sep 15, 2016 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Oct 09, 2016 at 14:10 |
Loading, please wait...
| Trades: | 2,718 |
| Profitability: | |
| Pips: | 10,906.5 |
| Average Win: | 8.66 pips / $1,707.22 |
| Average Loss: | -10.53 pips / -$2,287.79 |
| Lots: | 66,593.09 |
| Commissions: | 0 |
| Longs Won: | (1,016/1,314) 77% |
| Shorts Won: | (1,044/1,404) 74% |
| Best Trade ($): | (Aug 08) 31,517.78 |
| Worst Trade ($): | (Aug 17) -32,339.19 |
| Best Trade (Pips): | (Jun 24) 68.3 |
| Worst Trade (Pips): | (Aug 17) -30.3 |
| Avg. Trade Length: | 8h 58m |
| Profit Factor: | 2.34 |
| Standard Deviation: | $4,359.83 |
| Sharpe Ratio | 0.29 |
| Z-Score (Probability): | -25.46 (99.99%) |
| Expectancy | 4.0 Pips / $740.07 |
| AHPR: | 0.29% |
| GHPR: | 0.28% |
Loading, please wait...
| 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 | 880 | 792 | 704 | 616 | 528 | 440 | 352 | 264 | 176 | 88 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (2718)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 09.15.2016 01:00 | 09.15.2016 08:50 | USDCHF | Buy | 100.00 | - | - | 0.97257 | 0.97373 | 11.6 | 11,159.95 | 7h 50m | 0.56% |
| 09.15.2016 00:11 | 09.15.2016 08:50 | USDCHF | Buy | 100.00 | - | - | 0.97335 | 0.97369 | 3.4 | 2,738.87 | 8h 39m | 0.14% |
| 09.15.2016 01:58 | 09.15.2016 05:33 | USDCHF | Sell | 100.00 | - | - | 0.97295 | 0.97288 | 0.7 | -33.49 | 3h 35m | 0.00% |
| 09.15.2016 01:58 | 09.15.2016 05:18 | USDCHF | Sell | 100.00 | - | - | 0.97318 | 0.97302 | 1.6 | 891.36 | 3h 20m | 0.04% |
| 09.15.2016 00:11 | 09.15.2016 05:05 | USDCHF | Buy | 100.00 | - | - | 0.97327 | 0.97326 | -0.1 | -855.75 | 4h 54m | -0.04% |
| 09.15.2016 01:55 | 09.15.2016 04:35 | USDCHF | Buy | 100.00 | - | - | 0.97282 | 0.97345 | 6.3 | 5,718.83 | 2h 40m | 0.29% |
| 09.15.2016 01:48 | 09.15.2016 04:32 | USDCHF | Sell | 100.00 | - | - | 0.97336 | 0.97299 | 3.7 | 3,049.71 | 2h 44m | 0.15% |
| 09.15.2016 01:55 | 09.15.2016 04:30 | USDCHF | Buy | 100.00 | - | - | 0.97234 | 0.97311 | 7.7 | 7,159.77 | 2h 35m | 0.36% |
| 09.15.2016 01:00 | 09.15.2016 02:58 | USDCHF | Buy | 100.00 | - | - | 0.97257 | 0.97341 | 8.4 | 7,876.46 | 1h 58m | 0.40% |
| 09.15.2016 01:55 | 09.15.2016 02:15 | USDCHF | Buy | 100.00 | - | - | 0.97278 | 0.97314 | 3.6 | 2,946.36 | 20m | 0.15% |
| 09.15.2016 01:55 | 09.15.2016 01:58 | USDCHF | Buy | 100.00 | - | - | 0.97225 | 0.97318 | 9.3 | 8,803.30 | 3m | 0.45% |
| 09.15.2016 01:55 | 09.15.2016 01:58 | USDCHF | Buy | 100.00 | - | - | 0.97225 | 0.97295 | 7.0 | 6,441.61 | 3m | 0.33% |
| 09.15.2016 01:22 | 09.15.2016 01:55 | USDCHF | Sell | 100.00 | - | - | 0.97311 | 0.97234 | 7.7 | 7,166.04 | 33m | 0.37% |
| 09.15.2016 01:05 | 09.15.2016 01:55 | USDCHF | Sell | 100.00 | - | - | 0.97302 | 0.97225 | 7.7 | 7,166.77 | 50m | 0.37% |
| 09.15.2016 01:48 | 09.15.2016 01:55 | USDCHF | Sell | 100.00 | - | - | 0.97339 | 0.97278 | 6.1 | 5,517.69 | 7m | 0.28% |
| 09.15.2016 00:00 | 09.15.2016 01:55 | USDCHF | Sell | 100.00 | - | - | 0.97337 | 0.97225 | 11.2 | 10,766.67 | 1h 55m | 0.56% |
| 09.15.2016 00:25 | 09.15.2016 01:48 | USDCHF | Buy | 100.00 | - | - | 0.97325 | 0.97339 | 1.4 | 685.27 | 1h 23m | 0.04% |
| 09.15.2016 01:00 | 09.15.2016 01:22 | USDCHF | Buy | 100.00 | - | - | 0.97257 | 0.97311 | 5.4 | 4,796.22 | 22m | 0.25% |
| 09.15.2016 01:00 | 09.15.2016 01:05 | USDCHF | Buy | 100.00 | - | - | 0.97257 | 0.97302 | 4.5 | 3,871.78 | 5m | 0.20% |
| 09.15.2016 00:00 | 09.15.2016 00:25 | USDCHF | Sell | 100.00 | - | - | 0.97337 | 0.97325 | 1.2 | 479.98 | 25m | 0.03% |
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