Strategy Settings
+6788.57% |
0.06% | |
1.79% | |
Drawdown: | 20.73% |
Balance: | $68,884.33 |
Highest: | (Nov 02) $69,709.49 |
Profit: | $67,885.67 |
Deposits: | $1,000.00 |
Test Started: | Jan 03, 2000 |
Test Ended: | Aug 01, 2019 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Aug 22 2019 at 16:17 |
Comments:
No comments entered. |
Model Quality: | 90.0 |
Bars In Test: | 486432 |
Ticks Modelled: | 197286275 |
Views: | 120 |
Broker: | Pepperstone |
Trades: | 5091 |
Profitability: | |
Pips: | 29574.7 |
Average Win: | 48.22 pips / $100.80 |
Average Loss: | -52.34 pips / -$106.60 |
Lots: | 1,027.69 |
Commissions: | 0 |
Longs Won: | (1371/2349) 58% |
Shorts Won: | (1573/2742) 57% |
Best Trade($): | (Dec 15) 1042.20 |
Worst Trade($): | (Apr 23) -816.12 |
Best Trade (Pips): | (Feb 29) 138.5 |
Worst Trade (Pips): | (Jan 05) -86.5 |
Avg. Trade Length: | 17h 44m |
Profit Factor: | 1.30 |
Standard Deviation: | $185.40 |
Sharpe Ratio | 0.0900 |
Z-Score (Probability): | -10.59 (99.99%) |
Expectancy: | 5.8 Pips / $13.33 |
AHPR: | 0.09% |
GHPR: | 0.08% |
Longs | Shorts | Total | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Currency | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Won(%) | Lost(%) |
EURUSD | 2349 | 16442.6 | 30953.16 | 2742 | 13132.1 | 36931.17 | 5091 | 29574.7 | 67884.33 | 2944 (58%) | 2147 (42%) |
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 | 646 | 581 | 517 | 452 | 388 | 323 | 258 | 194 | 129 | 65 |
Trading Activity (5091)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
07.29.2019 10:15 | 08.01.2019 13:28 | EURUSD | Sell | 0.94 | 1.11943 | 1.10333 | 1.11218 | 1.10333 | 88.5 | 860.62 | 3d | 1.27% |
07.18.2019 22:00 | 07.23.2019 04:08 | EURUSD | Buy | 0.95 | 1.11973 | 1.13583 | 1.12698 | 1.11973 | -72.5 | -717.73 | 4d | -1.04% |
07.11.2019 06:45 | 07.16.2019 20:41 | EURUSD | Buy | 0.96 | 1.12042 | 1.13652 | 1.12767 | 1.12042 | -72.5 | -725.29 | 5d | -1.04% |
06.27.2019 07:45 | 07.05.2019 11:21 | EURUSD | Sell | 0.94 | 1.14236 | 1.12626 | 1.13511 | 1.12626 | 88.5 | 877.85 | 8d | 1.28% |
07.01.2019 14:45 | 07.03.2019 21:15 | EURUSD | Sell | 0.79 | 1.14350 | 1.12100 | 1.13485 | 1.12788 | 69.7 | 560.28 | 2d | 0.82% |
06.18.2019 05:15 | 06.21.2019 15:50 | EURUSD | Buy | 0.93 | 1.11617 | 1.13227 | 1.12342 | 1.13227 | 88.5 | 775.76 | 3d | 1.15% |
06.20.2019 07:00 | 06.20.2019 22:15 | EURUSD | Sell | 0.78 | 1.13574 | 1.11324 | 1.12709 | 1.12926 | -21.7 | -169.26 | 15h 15m | -0.25% |
06.05.2019 21:45 | 06.06.2019 15:45 | EURUSD | Sell | 0.94 | 1.12939 | 1.11329 | 1.12214 | 1.12939 | -72.5 | -664.27 | 18h 0m | -0.98% |
06.03.2019 17:30 | 06.04.2019 16:45 | EURUSD | Sell | 0.78 | 1.12900 | 1.10650 | 1.12035 | 1.12395 | -36.0 | -276.03 | 23h 15m | -0.40% |
05.23.2019 22:15 | 06.04.2019 10:04 | EURUSD | Buy | 0.93 | 1.11097 | 1.12707 | 1.11822 | 1.12707 | 88.5 | 728.47 | 11d | 1.08% |
05.02.2019 03:15 | 05.23.2019 16:33 | EURUSD | Sell | 0.91 | 1.12733 | 1.11123 | 1.12008 | 1.11123 | 88.5 | 922.11 | 21d | 1.38% |
05.01.2019 22:15 | 05.03.2019 09:48 | EURUSD | Sell | 1.08 | 1.12593 | 1.11623 | 1.11978 | 1.11623 | 35.5 | 409.80 | 1d | 0.62% |
04.29.2019 20:00 | 05.01.2019 04:45 | EURUSD | Sell | 0.77 | 1.12672 | 1.10422 | 1.11807 | 1.12193 | -38.6 | -287.81 | 1d | -0.43% |
04.08.2019 16:15 | 04.23.2019 17:33 | EURUSD | Buy | 0.93 | 1.11940 | 1.13550 | 1.12665 | 1.11940 | -72.5 | -816.12 | 15d | -1.21% |
04.10.2019 16:45 | 04.12.2019 04:45 | EURUSD | Buy | 0.78 | 1.11592 | 1.13842 | 1.12457 | 1.12818 | 36.1 | 249.85 | 1d | 0.37% |
04.03.2019 11:30 | 04.04.2019 01:45 | EURUSD | Sell | 0.78 | 1.13212 | 1.10962 | 1.12347 | 1.12421 | -7.4 | -43.42 | 14h 15m | -0.06% |
03.20.2019 21:30 | 03.21.2019 17:34 | EURUSD | Buy | 1.13 | 1.13603 | 1.14573 | 1.14218 | 1.13603 | -61.5 | -729.43 | 20h 4m | -1.07% |
03.20.2019 21:00 | 03.21.2019 16:43 | EURUSD | Buy | 0.95 | 1.13742 | 1.15352 | 1.14467 | 1.13742 | -72.5 | -717.73 | 19h 43m | -1.03% |
03.20.2019 21:30 | 03.21.2019 16:43 | EURUSD | Buy | 1.40 | 1.13723 | 1.15183 | 1.14218 | 1.13723 | -49.5 | -735.71 | 19h 13m | -1.07% |
03.21.2019 03:00 | 03.21.2019 10:15 | EURUSD | Sell | 0.80 | 1.15178 | 1.12928 | 1.14313 | 1.14084 | 22.9 | 183.20 | 7h 15m | 0.26% |
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