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Strategy Settings

CloseAllNow
false
SetName
"EURCHF_SI...
_MM
"--- Money...
LotSize
0.01
AutoMM
false
AutoMMEquity
3000
_Ind
"--- Indic...
PeriodMA
39
ATRPeriod
10
_Filter
"--- Filte...
UseFilter
true
PeriodFilter
3
Logic
"--- Logic...
Entry
1.4
Exit
2.3
+132.62%

0.04%
1.17%
Drawdown: 16.72%

Balance: $6,982.51
Highest: (Dec 30) $6,982.51
Profit: $3,982.51
Deposits: $3,000.00

Test Started: Jan 04, 2010
Test Ended: Dec 30, 2015
Timeframe: 1 Hour

Model Type: n/a
Added: Jan 06, 2016 at 12:43
Loading, please wait...
Trades: 996
Profitability:
Pips: 2,791.4
Average Win: 25.25 pips / $7.64
Average Loss: -87.09 pips / -$10.59
Lots: 16.03
Commissions: 0
Longs Won: (356/448) 79%
Shorts Won: (441/548) 80%
Best Trade ($): (Feb 04) 433.62
Worst Trade ($): (Aug 19) -85.57
Best Trade (Pips): (Aug 19) 225.7
Worst Trade (Pips): (Aug 19) -862.8
Avg. Trade Length: 2d
Profit Factor: 2.89
Standard Deviation: $28.34
Sharpe Ratio 0.00
Z-Score (Probability): -13.69 (99.99%)
Expectancy 2.8 Pips / $4.00
AHPR: 0.09%
GHPR: 0.08%
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 659 593 527 461 396 330 264 198 132 66
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (996)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.21.2015 09:44 12.30.2015 12:56 EURCHF Sell 0.01 - 1.1 1.07938 1.08192 -25.4 -2.55 9d -0.04%
12.21.2015 20:36 12.30.2015 12:56 EURCHF Sell 0.01 - 1.1 1.08355 1.08192 16.3 1.59 8d 0.02%
12.28.2015 11:55 12.30.2015 12:56 EURCHF Sell 0.01 - 1.1 1.08502 1.08192 31.0 3.06 2d 0.04%
12.16.2015 16:03 12.17.2015 10:49 EURCHF Buy 0.01 - 1.1 1.08024 1.0816 13.6 1.27 18h 46m 0.02%
12.16.2015 12:44 12.16.2015 13:01 EURCHF Buy 0.01 - 1.1 1.08076 1.08179 10.3 1.02 17m 0.01%
12.16.2015 09:52 12.16.2015 11:04 EURCHF Buy 0.01 - 1.1 1.08166 1.08248 8.2 0.81 1h 12m 0.01%
12.16.2015 09:16 12.16.2015 09:36 EURCHF Buy 0.01 - 1.1 1.08162 1.08221 5.9 0.58 20m 0.01%
12.14.2015 12:47 12.14.2015 16:31 EURCHF Buy 0.01 - 1.1 1.07898 1.08023 12.5 1.24 3h 44m 0.02%
12.11.2015 21:30 12.11.2015 22:54 EURCHF Buy 0.01 - 1.1 1.07978 1.08106 12.8 1.26 1h 24m 0.02%
12.11.2015 17:16 12.11.2015 17:57 EURCHF Buy 0.01 - 1.1 1.08022 1.08143 12.1 1.20 41m 0.02%
12.10.2015 14:03 12.10.2015 16:51 EURCHF Buy 0.01 - 1.1 1.07972 1.08132 16.0 1.58 2h 48m 0.02%
12.10.2015 10:36 12.10.2015 10:53 EURCHF Buy 0.01 - 1.1 1.0819 1.08264 7.4 0.73 17m 0.01%
12.10.2015 10:30 12.10.2015 10:31 EURCHF Buy 0.01 - 1.1 1.08128 1.08202 7.4 0.74 1m 0.01%
12.08.2015 11:54 12.09.2015 10:06 EURCHF Buy 0.01 - 1.1 1.08327 1.0841 8.3 0.79 22h 12m 0.01%
12.07.2015 11:37 12.07.2015 17:03 EURCHF Buy 0.01 - 1.1 1.08336 1.0845 11.4 1.13 5h 26m 0.02%
12.02.2015 12:21 12.03.2015 14:45 EURCHF Buy 0.01 - 1.1 1.08822 1.0867 -15.2 -1.58 1d -0.02%
12.02.2015 23:35 12.03.2015 14:45 EURCHF Buy 0.01 - 1.1 1.08133 1.0867 53.7 5.25 15h 10m 0.08%
12.02.2015 12:12 12.02.2015 12:15 EURCHF Buy 0.01 - 1.1 1.08862 1.08939 7.7 0.76 3m 0.01%
11.30.2015 17:58 12.01.2015 04:03 EURCHF Buy 0.01 - 1.1 1.08661 1.08774 11.3 1.09 10h 5m 0.02%
11.25.2015 17:57 11.30.2015 17:57 EURCHF Sell 0.01 - 1.1 1.08498 1.08662 -16.4 -1.64 5d -0.02%

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