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Strategy Settings

Risk
6
Magic
911
Comment
"ENIGMA"
+3.5M%

0.29%
9.06%
Drawdown: 16.31%

Balance: $34,963,683.91
Highest: (Sep 17) $35,076,857.41
Profit: $34,962,683.90
Deposits: $1,000.00

Test Started: Jan 03, 2011
Test Ended: Dec 01, 2020
Timeframe: 1 Minute

Model Type: Every Tick
Added: Dec 08 2020 at 02:28
Comments:
ENIGMA Momentum strategy back tested from January 2011 to December 2020.
Model Quality: 99.9
Bars In Test: 3710286
Ticks Modelled: 197884784
Views: 294
Broker: Dukascopy
Trades: 879
Profitability:
Pips: 42484.3
Average Win: 66.49 pips / $55162.38
Average Loss: -19.32 pips / -$17552.93
Lots: 74,579.45
Commissions: 0
Longs Won: (325/409) 79%
Shorts Won: (368/470) 78%
Best Trade($): (Oct 07) 357865.00
Worst Trade($): (Oct 11) -51110.00
Best Trade (Pips): (Oct 07) 377.1
Worst Trade (Pips): (Oct 11) -53.4
Avg. Trade Length: 21h 54m
Profit Factor: 11.71
Standard Deviation: $56984.66
Sharpe Ratio 0.3800
Z-Score (Probability): -0.99 (-67.81%)
Expectancy: 48.3 Pips / $39775.52
AHPR: 1.25%
GHPR: 1.20%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
GBPUSD 409 19603.9 15978782.45 470 22880.4 18983901.46 879 42484.3 34962683.91 693 (79%) 186 (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 1992 1793 1594 1394 1195 996 797 598 398 199
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (879)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.01.2020 11:00 12.01.2020 17:44 GBPUSD Sell 95.00 1.33705 - 1.34006 1.33709 29.7 27835.00 6h 44m 0.08%
11.26.2020 10:00 11.27.2020 12:58 GBPUSD Buy 95.00 1.33199 1.34169 1.33700 1.33181 -51.9 -50084.00 1d -0.14%
11.12.2020 14:00 11.16.2020 11:30 GBPUSD Buy 95.00 1.31840 - 1.31538 1.31839 30.1 27417.00 3d 0.08%
11.10.2020 10:30 11.10.2020 13:19 GBPUSD Sell 95.00 1.32643 1.31673 1.32136 1.32639 -50.3 -48165.00 2h 49m -0.14%
10.29.2020 04:30 10.29.2020 21:34 GBPUSD Sell 95.00 1.29319 - 1.29922 1.29328 59.4 56050.00 17h 4m 0.16%
10.27.2020 10:30 10.28.2020 11:05 GBPUSD Buy 95.00 1.30196 - 1.30195 1.30191 -0.4 -1159.00 1d 0.00%
10.26.2020 12:00 10.26.2020 13:39 GBPUSD Sell 95.00 1.30669 1.29699 1.30177 1.30662 -48.5 -46455.00 1h 39m -0.13%
10.19.2020 14:00 10.19.2020 21:59 GBPUSD Buy 95.00 1.29469 1.30439 1.29974 1.29472 -50.2 -48070.00 7h 59m -0.14%
10.12.2020 07:30 10.14.2020 12:00 GBPUSD Sell 95.00 1.29173 - 1.30385 1.29166 121.9 114988.00 2d 0.33%
10.07.2020 15:00 10.07.2020 18:25 GBPUSD Sell 95.00 1.29269 1.28299 1.28764 1.29285 -52.1 -49875.00 3h 25m -0.14%
10.02.2020 06:00 10.02.2020 10:26 GBPUSD Sell 95.00 1.29105 1.28135 1.28614 1.29104 -49.0 -46930.00 4h 26m -0.13%
09.30.2020 20:30 10.01.2020 10:41 GBPUSD Buy 95.00 1.29022 - 1.29019 1.29016 -0.3 -1862.00 14h 11m -0.01%
09.25.2020 07:00 09.25.2020 12:09 GBPUSD Buy 95.00 1.27496 - 1.27488 1.27488 0.0 -380.00 5h 9m 0.00%
09.24.2020 13:30 09.24.2020 20:07 GBPUSD Sell 95.00 1.27632 - 1.27633 1.27623 1.0 570.00 6h 37m 0.00%
09.22.2020 11:30 09.22.2020 13:51 GBPUSD Sell 95.00 1.28678 1.27708 1.28188 1.28673 -48.5 -46455.00 2h 21m -0.13%
09.18.2020 07:30 09.21.2020 03:59 GBPUSD Sell 95.00 1.29559 - 1.29559 1.29559 0.0 -598.50 2d 0.00%
09.16.2020 15:30 09.17.2020 09:45 GBPUSD Sell 95.00 1.29564 - 1.29872 1.29576 29.6 27084.50 18h 15m 0.08%
09.14.2020 08:30 09.14.2020 21:40 GBPUSD Buy 95.00 1.28522 - 1.28218 1.28520 30.2 28310.00 13h 10m 0.08%
09.03.2020 17:30 09.04.2020 14:41 GBPUSD Buy 95.00 1.32676 - 1.32675 1.32673 -0.2 -969.00 21h 11m 0.00%
08.28.2020 16:00 08.31.2020 11:04 GBPUSD Buy 95.00 1.33047 - 1.32740 1.33046 30.6 28291.00 2d 0.08%

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