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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