Strategy Settings
| +78.59% |
| 0.07% | |
| 2.02% | |
| Drawdown: | 2.53% |
| Balance: | $892.83 |
| Highest: | (May 25) $892.83 |
| Profit: | $392.97 |
| Deposits: | $500.00 |
| Test Started: | Jan 06, 2015 |
| Test Ended: | May 25, 2017 |
| Timeframe: | 5 Minutes |
| Model Type: | n/a |
| Added: | Jun 01, 2017 at 19:20 |
| Trades: | 510 |
| Profitability: | |
| Pips: | 2,091.9 |
| Average Win: | 5.66 pips / $1.10 |
| Average Loss: | -4.96 pips / -$1.15 |
| Lots: | 11.45 |
| Commissions: | 0 |
| Longs Won: | (211/234) 90% |
| Shorts Won: | (224/276) 81% |
| Best Trade ($): | (Dec 05) 7.07 |
| Worst Trade ($): | (Nov 14) -11.78 |
| Best Trade (Pips): | (Dec 05) 24.2 |
| Worst Trade (Pips): | (Jan 07) -35.9 |
| Avg. Trade Length: | 36m |
| Profit Factor: | 5.57 |
| Standard Deviation: | $1.27 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -0.79 (-57.05%) |
| Expectancy | 4.1 Pips / $0.77 |
| AHPR: | 0.11% |
| GHPR: | 0.11% |
| 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 | 776 | 699 | 621 | 543 | 466 | 388 | 311 | 233 | 155 | 78 |
Trading Activity (510)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.25.2017 00:30 | 05.25.2017 00:31 | USDCHF | Sell | 0.03 | 1.0 | 1.0 | 0.97389 | 0.97319 | 7.0 | 2.04 | 1m | 0.23% |
| 05.24.2017 23:54 | 05.25.2017 00:29 | USDCHF | Buy | 0.03 | 1.0 | 1.0 | 0.97319 | 0.97332 | 1.3 | 0.28 | 35m | 0.03% |
| 05.22.2017 00:41 | 05.22.2017 00:59 | USDCHF | Buy | 0.04 | 1.0 | 1.0 | 0.97262 | 0.973 | 3.8 | 1.40 | 18m | 0.16% |
| 05.22.2017 00:01 | 05.22.2017 00:15 | USDCHF | Sell | 0.03 | 1.0 | 1.0 | 0.9737 | 0.97309 | 6.1 | 1.76 | 14m | 0.20% |
| 05.18.2017 00:46 | 05.18.2017 00:59 | USDCHF | Buy | 0.04 | 1.0 | 1.0 | 0.97809 | 0.97852 | 4.3 | 1.60 | 13m | 0.18% |
| 05.17.2017 00:57 | 05.17.2017 01:00 | USDCHF | Sell | 0.03 | 1.0 | 1.0 | 0.98596 | 0.98546 | 5.0 | 1.40 | 3m | 0.16% |
| 05.16.2017 23:53 | 05.17.2017 00:30 | USDCHF | Sell | 0.04 | 1.0 | 1.0 | 0.98582 | 0.98548 | 3.4 | 0.97 | 37m | 0.11% |
| 05.15.2017 00:11 | 05.15.2017 00:38 | USDCHF | Buy | 0.04 | 1.0 | 1.0 | 1.00052 | 1.0006 | 0.8 | 0.16 | 27m | 0.02% |
| 05.11.2017 00:01 | 05.11.2017 00:02 | USDCHF | Buy | 0.04 | 1.0 | 1.0 | 1.0084 | 1.00881 | 4.1 | 1.47 | 1m | 0.17% |
| 05.09.2017 00:46 | 05.09.2017 01:50 | USDCHF | Sell | 0.04 | 1.0 | 1.0 | 0.99905 | 0.99864 | 4.1 | 1.48 | 1h 4m | 0.17% |
| 05.08.2017 23:54 | 05.09.2017 00:06 | USDCHF | Sell | 0.05 | 1.0 | 1.0 | 0.99903 | 0.99849 | 5.4 | 2.19 | 12m | 0.25% |
| 05.08.2017 00:01 | 05.08.2017 00:45 | USDCHF | Sell | 0.03 | 1.0 | 1.0 | 0.98778 | 0.9877 | 0.8 | 0.12 | 44m | 0.01% |
| 05.04.2017 00:59 | 05.04.2017 00:59 | USDCHF | Sell | 0.03 | 1.0 | 1.0 | 0.99472 | 0.9943 | 4.2 | 1.15 | 0s | 0.13% |
| 05.04.2017 00:49 | 05.04.2017 00:57 | USDCHF | Sell | 0.03 | 1.0 | 1.0 | 0.99464 | 0.99432 | 3.2 | 0.85 | 8m | 0.10% |
| 05.03.2017 23:50 | 05.04.2017 00:10 | USDCHF | Sell | 0.04 | 1.0 | 1.0 | 0.99467 | 0.99432 | 3.5 | 0.50 | 20m | 0.06% |
| 05.01.2017 00:01 | 05.01.2017 00:37 | USDCHF | Buy | 0.04 | 1.0 | 1.0 | 0.99385 | 0.99432 | 4.7 | 1.73 | 36m | 0.20% |
| 04.27.2017 23:59 | 04.28.2017 00:02 | USDCHF | Sell | 0.04 | 1.0 | 1.0 | 0.99434 | 0.99385 | 4.9 | 1.56 | 3m | 0.18% |
| 04.26.2017 00:35 | 04.26.2017 01:00 | USDCHF | Sell | 0.03 | 1.0 | 1.0 | 0.99366 | 0.99324 | 4.2 | 1.15 | 25m | 0.13% |
| 04.25.2017 23:56 | 04.26.2017 00:02 | USDCHF | Sell | 0.04 | 1.0 | 1.0 | 0.99363 | 0.99318 | 4.5 | 1.40 | 6m | 0.16% |
| 04.20.2017 00:04 | 04.20.2017 01:10 | USDCHF | Sell | 0.03 | 1.0 | 1.0 | 0.99848 | 0.99792 | 5.6 | 1.56 | 1h 6m | 0.18% |
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