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Strategy Settings

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2015
comm
"Swaan Sca...
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K
5
D
3
S
3
OS
20
OB
80
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ema
0
had
false
fulltime
true
manual
false
mm
0
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+204.47%

0.82%
27.61%
Drawdown: 45.52%

Balance: $30,447.31
Highest: (May 20) $30,447.31
Profit: $20,446.62
Deposits: $10,000.00

Test Started: Jan 04, 2016
Test Ended: May 20, 2016
Timeframe: 5 Minutes

Model Type: Every Tick
Added: May 23, 2016 at 16:49
Loading, please wait...
Trades: 3,456
Profitability:
Pips: 10,629.9
Average Win: 14.46 pips / $15.32
Average Loss: -20.18 pips / -$13.29
Lots: 273.14
Commissions: 0
Longs Won: (1,140/1,706) 66%
Shorts Won: (1,180/1,750) 67%
Best Trade ($): (Feb 03) 975.00
Worst Trade ($): (Feb 09) -116.20
Best Trade (Pips): (Mar 10) 175.6
Worst Trade (Pips): (Mar 10) -191.8
Avg. Trade Length: 4h 1m
Profit Factor: 2.35
Standard Deviation: $51.87
Sharpe Ratio 0.00
Z-Score (Probability): -38.27 (99.99%)
Expectancy 3.1 Pips / $5.92
AHPR: 0.03%
GHPR: 0.03%
Loading, please wait...
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 2294 2064 1835 1606 1376 1147 917 688 459 229
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3456)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.20.2016 23:46 05.20.2016 23:54 EURUSD Sell 0.04 - - 1.12214 1.12195 1.9 0.36 8m 0.00%
05.20.2016 22:42 05.20.2016 23:46 EURUSD Buy 0.04 - - 1.12158 1.12214 5.6 1.84 1h 4m 0.01%
05.20.2016 20:06 05.20.2016 22:42 EURUSD Sell 0.04 - - 1.12138 1.12158 -2.0 -1.20 2h 36m 0.00%
05.20.2016 20:34 05.20.2016 22:42 EURUSD Sell 0.04 - - 1.12176 1.12158 1.8 0.32 2h 8m 0.00%
05.20.2016 20:51 05.20.2016 22:42 EURUSD Sell 0.04 - - 1.12253 1.12158 9.5 3.40 1h 51m 0.01%
05.20.2016 20:40 05.20.2016 22:42 EURUSD Sell 0.04 - - 1.12224 1.12158 6.6 2.24 2h 2m 0.01%
05.20.2016 17:18 05.20.2016 20:06 EURUSD Buy 0.04 - - 1.12121 1.12138 1.7 0.28 2h 48m 0.00%
05.20.2016 17:08 05.20.2016 20:06 EURUSD Buy 0.04 - - 1.12159 1.12138 -2.1 -1.24 2h 58m 0.00%
05.20.2016 17:27 05.20.2016 20:06 EURUSD Buy 0.04 - - 1.12058 1.12138 8.0 2.80 2h 39m 0.01%
05.20.2016 17:26 05.20.2016 20:06 EURUSD Buy 0.04 - - 1.12089 1.12138 4.9 1.56 2h 40m 0.01%
05.20.2016 16:14 05.20.2016 17:08 EURUSD Sell 0.04 - - 1.12279 1.12159 12.0 4.40 54m 0.01%
05.20.2016 15:08 05.20.2016 17:08 EURUSD Sell 0.04 - - 1.1221 1.12159 5.1 1.64 2h 0m 0.01%
05.20.2016 15:54 05.20.2016 17:08 EURUSD Sell 0.04 - - 1.12242 1.12159 8.3 2.92 1h 14m 0.01%
05.20.2016 13:35 05.20.2016 15:08 EURUSD Buy 0.04 - - 1.12135 1.1221 7.5 2.60 1h 33m 0.01%
05.20.2016 09:57 05.20.2016 13:35 EURUSD Sell 0.04 - - 1.1219 1.12135 5.5 1.80 3h 38m 0.01%
05.20.2016 08:54 05.20.2016 13:35 EURUSD Sell 0.04 - - 1.12066 1.12135 -6.9 -3.16 4h 41m -0.01%
05.20.2016 09:58 05.20.2016 13:35 EURUSD Sell 0.07 - - 1.12218 1.12135 8.3 5.11 3h 37m 0.02%
05.20.2016 08:58 05.20.2016 13:35 EURUSD Sell 0.04 - - 1.12098 1.12135 -3.7 -1.88 4h 37m -0.01%
05.20.2016 09:55 05.20.2016 13:35 EURUSD Sell 0.04 - - 1.12152 1.12135 1.7 0.28 3h 40m 0.00%
05.20.2016 10:12 05.20.2016 13:35 EURUSD Sell 0.07 - - 1.12254 1.12135 11.9 7.63 3h 23m 0.03%

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