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Strategy Settings

mn
2015
comm
"Swaan Sca...
q
"---------...
K
5
D
3
S
3
OS
20
OB
80
o
"---------...
ema
0
had
false
fulltime
false
manual
false
mm
1000
a
"---------...
+13966.03%

1.84%
72.56%
Drawdown: 79.68%

Balance: $140,660.31
Highest: (Oct 05) $140,660.31
Profit: $139,660.25
Deposits: $1,000.00

Test Started: Jan 06, 2015
Test Ended: Oct 05, 2015
Timeframe: 5 Minutes

Model Type: Control Points
Added: Oct 06, 2015 at 15:03
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Trades: 539
Profitability:
Pips: 2,795.4
Average Win: 13.77 pips / $530.04
Average Loss: -16.87 pips / -$437.04
Lots: 896.32
Commissions: 0
Longs Won: (226/300) 75%
Shorts Won: (162/239) 67%
Best Trade ($): (Sep 25) 25,521.37
Worst Trade ($): (Jul 09) -9,342.66
Best Trade (Pips): (May 19) 73.5
Worst Trade (Pips): (Jul 09) -80.5
Avg. Trade Length: 7h 50m
Profit Factor: 3.12
Standard Deviation: $1,723.43
Sharpe Ratio 0.24
Z-Score (Probability): -9.72 (99.99%)
Expectancy 5.2 Pips / $259.11
AHPR: 1.00%
GHPR: 0.92%
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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% 0.02% 0.43% 7.65%
Consecutive Losing Trades 322 290 257 225 193 161 129 97 64 32
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (539)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.05.2015 06:20 10.05.2015 10:20 EURGBP Buy 4.17 - - 0.73838 0.73923 8.5 538.99 4h 0m 0.39%
10.05.2015 10:05 10.05.2015 10:20 EURGBP Buy 4.17 - - 0.73792 0.73923 13.1 830.69 15m 0.59%
10.02.2015 09:25 10.02.2015 15:35 EURGBP Buy 6.10 - - 0.73748 0.7413 38.2 3,543.44 6h 10m 2.78%
10.02.2015 06:20 10.02.2015 15:35 EURGBP Buy 3.65 - - 0.73852 0.7413 27.8 1,543.01 9h 15m 1.25%
10.02.2015 11:35 10.02.2015 15:35 EURGBP Buy 6.10 - - 0.73638 0.7413 49.2 4,563.81 4h 0m 3.39%
10.02.2015 08:00 10.02.2015 15:35 EURGBP Buy 3.65 - - 0.73806 0.7413 32.4 1,798.33 7h 35m 1.43%
10.02.2015 10:10 10.02.2015 15:35 EURGBP Buy 6.10 - - 0.73707 0.7413 42.3 3,923.76 5h 25m 3.00%
10.02.2015 03:15 10.02.2015 15:35 EURGBP Buy 3.65 - - 0.73902 0.7413 22.8 1,265.49 12h 20m 1.03%
10.01.2015 04:05 10.01.2015 16:45 EURGBP Buy 3.63 - - 0.73821 0.73749 -7.2 -397.44 12h 40m -0.33%
10.01.2015 06:35 10.01.2015 16:45 EURGBP Buy 3.63 - - 0.73698 0.73749 5.1 281.52 10h 10m 0.23%
10.01.2015 04:50 10.01.2015 16:45 EURGBP Buy 3.63 - - 0.73769 0.73749 -2.0 -110.40 11h 55m -0.09%
10.01.2015 08:45 10.01.2015 16:45 EURGBP Buy 6.05 - - 0.73646 0.73749 10.3 947.60 8h 0m 0.78%
09.30.2015 12:35 09.30.2015 19:50 EURGBP Buy 6.30 - - 0.73893 0.7393 3.7 354.46 7h 15m 0.29%
09.30.2015 11:45 09.30.2015 19:50 EURGBP Buy 6.30 - - 0.73978 0.7393 -4.8 -459.85 8h 5m -0.38%
09.30.2015 11:40 09.30.2015 19:50 EURGBP Buy 6.30 - - 0.74027 0.7393 -9.7 -929.27 8h 10m -0.76%
09.30.2015 09:15 09.30.2015 19:50 EURGBP Buy 3.78 - - 0.7409 0.7393 -16.0 -919.69 10h 35m -0.74%
09.30.2015 08:15 09.30.2015 19:50 EURGBP Buy 3.78 - - 0.7416 0.7393 -23.0 -1,322.06 11h 35m -1.06%
09.30.2015 07:40 09.30.2015 19:50 EURGBP Buy 3.78 - - 0.74215 0.7393 -28.5 -1,638.20 12h 10m -1.29%
09.29.2015 00:00 09.29.2015 10:25 EURGBP Sell 3.69 - - 0.74077 0.74113 -3.6 -202.03 10h 25m -0.16%
09.29.2015 03:05 09.29.2015 10:25 EURGBP Sell 3.69 - - 0.74126 0.74113 1.3 72.95 7h 20m 0.06%

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