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Strategy Settings
| +429.17% |
| 0.05% | |
| 1.38% | |
| Drawdown: | 48.03% |
| Balance: | $52,916.74 |
| Highest: | (Dec 26) $53,654.62 |
| Profit: | $42,916.81 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 03, 2007 |
| Test Ended: | Dec 30, 2016 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Jun 01, 2017 at 05:54 |
| Trades: | 472 |
| Profitability: |
|
| Pips: | 3,386.7 |
| Average Win: | 194.18 pips / $480.47 |
| Average Loss: | -101.03 pips / -$134.46 |
| Lots: | 80.29 |
| Commissions: | 0 |
| Longs Won: | (80/227) 35% |
| Shorts Won: | (93/245) 37% |
| Best Trade ($): | (Dec 16) 9,600.20 |
| Worst Trade ($): | (Dec 01) -2,422.28 |
| Best Trade (Pips): | (Oct 27) 989.7 |
| Worst Trade (Pips): | (Mar 26) -380.8 |
| Avg. Trade Length: | 6d |
| Profit Factor: | 2.07 |
| Standard Deviation: | $829.98 |
| Sharpe Ratio | 0.08 |
| Z-Score (Probability): | 0.03 (2.39%) |
| Expectancy | 7.2 Pips / $90.93 |
| AHPR: | 0.47% |
| GHPR: | 0.35% |
| 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% | 0.08% | 0.71% | 4.54% | 23.23% |
| Consecutive Losing Trades | 394 | 354 | 315 | 275 | 236 | 197 | 157 | 118 | 79 | 39 |
Trading Activity (472)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.29.2016 08:28 | 12.30.2016 23:57 | EURUSD | Buy | 1.00 | - | 1.1 | 1.04565 | 1.05282 | 71.7 | 711.40 | 1d | 1.36% |
| 12.28.2016 20:00 | 12.29.2016 08:28 | EURUSD | Sell | 1.00 | - | 1.0 | 1.03834 | 1.04565 | -73.1 | -727.37 | 12h 28m | -1.37% |
| 12.26.2016 10:26 | 12.28.2016 20:00 | EURUSD | Buy | 0.99 | - | 1.1 | 1.04552 | 1.03834 | -71.8 | -721.91 | 2d | -1.35% |
| 12.08.2016 22:05 | 12.26.2016 10:26 | EURUSD | Sell | 0.88 | - | 1.0 | 1.06174 | 1.04552 | 162.2 | 1,444.40 | 17d | 2.77% |
| 12.05.2016 20:02 | 12.08.2016 22:05 | EURUSD | Buy | 0.41 | - | 1.1 | 1.07635 | 1.06174 | -146.1 | -610.49 | 3d | -1.16% |
| 12.05.2016 09:14 | 12.05.2016 20:02 | EURUSD | Sell | 0.19 | - | 1.0 | 1.0582 | 1.07635 | -181.5 | -344.85 | 10h 48m | -0.65% |
| 11.30.2016 05:19 | 12.05.2016 09:14 | EURUSD | Buy | 0.09 | - | 1.1 | 1.06322 | 1.0582 | -50.2 | -47.70 | 5d | -0.09% |
| 11.28.2016 16:07 | 11.30.2016 05:19 | EURUSD | Sell | 0.04 | - | 1.0 | 1.05736 | 1.06322 | -58.6 | -23.34 | 1d | -0.04% |
| 11.28.2016 08:05 | 11.28.2016 16:07 | EURUSD | Buy | 0.02 | - | 1.1 | 1.06508 | 1.05736 | -77.2 | -15.44 | 8h 2m | -0.03% |
| 11.25.2016 08:55 | 11.28.2016 08:05 | EURUSD | Sell | 0.01 | - | 1.0 | 1.0583 | 1.06508 | -67.8 | -6.77 | 2d | -0.01% |
| 11.09.2016 20:01 | 11.23.2016 16:00 | EURUSD | Sell | 0.02 | - | 1.1 | 1.09418 | 1.05568 | 385.0 | 77.34 | 13d | 0.15% |
| 11.09.2016 11:25 | 11.09.2016 20:01 | EURUSD | Buy | 0.01 | - | 1.1 | 1.10724 | 1.09418 | -130.6 | -13.06 | 8h 36m | -0.02% |
| 10.31.2016 02:22 | 11.09.2016 05:28 | EURUSD | Buy | 0.02 | - | 1.1 | 1.09737 | 1.12236 | 249.9 | 48.97 | 9d | 0.09% |
| 10.26.2016 09:57 | 10.31.2016 02:22 | EURUSD | Sell | 0.01 | - | 1.1 | 1.09114 | 1.09737 | -62.3 | -6.17 | 4d | -0.01% |
| 10.20.2016 15:45 | 10.20.2016 16:04 | EURUSD | Sell | 0.01 | - | 1.1 | 1.1018 | 1.09653 | 52.7 | 5.27 | 19m | 0.01% |
| 10.04.2016 04:01 | 10.14.2016 22:44 | EURUSD | Sell | 0.88 | - | 1.1 | 1.12066 | 1.0977 | 229.6 | 2,033.26 | 10d | 3.98% |
| 10.03.2016 00:00 | 10.04.2016 04:01 | EURUSD | Buy | 0.41 | - | 1.1 | 1.1228 | 1.12066 | -21.4 | -90.04 | 1d | -0.18% |
| 09.30.2016 16:19 | 10.03.2016 00:00 | EURUSD | Sell | 0.19 | - | 1.1 | 1.12069 | 1.1228 | -21.1 | -39.86 | 2d | -0.08% |
| 09.22.2016 12:07 | 09.30.2016 16:19 | EURUSD | Buy | 0.09 | - | 1.2 | 1.12336 | 1.12069 | -26.7 | -28.06 | 8d | -0.05% |
| 09.16.2016 20:00 | 09.22.2016 12:07 | EURUSD | Sell | 0.04 | - | 1.1 | 1.11622 | 1.12336 | -71.4 | -28.27 | 5d | -0.06% |
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