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Strategy Settings

lots
0.1
RSIperiod
14
MM
true
Risk
2
LotManual
0.1
LockProfit
20
MaxBalance
0
+1063.6%

9.16%
1286.54%
Drawdown: 64.01%

Balance: $116,360.49
Highest: (Jan 29) $118,393.89
Profit: $106,360.49
Deposits: $10,000.00

Test Started: Jan 02, 2015
Test Ended: Jan 30, 2015
Timeframe: 5 Minutes

Model Type: Control Points
Added: Jan 02, 2016 at 09:48
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Trades: 271
Profitability:
Pips: 463.3
Average Win: 14.03 pips / $3,871.62
Average Loss: -15.78 pips / -$4,546.67
Lots: 6,252.30
Commissions: 0
Longs Won: (27/92) 29%
Shorts Won: (132/179) 73%
Best Trade ($): (Jan 29) 51,700.00
Worst Trade ($): (Jan 29) -59,500.00
Best Trade (Pips): (Jan 15) 106.6
Worst Trade (Pips): (Jan 21) -76.5
Avg. Trade Length: 2h 24m
Profit Factor: 1.21
Standard Deviation: $10,112.40
Sharpe Ratio 0.13
Z-Score (Probability): 5.16 (99.99%)
Expectancy 1.7 Pips / $392.47
AHPR: 2.15%
GHPR: 0.91%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 14.0% 25.31% 35.77% 45.73% 55.33% 64.65% 73.75% 82.65% 91.4%
Consecutive Losing Trades 26 23 20 18 15 13 10 8 5 3
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (271)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.30.2015 23:40 01.30.2015 23:54 EURUSD Sell 10.30 1.6 1.1 1.12825 1.12818 0.7 72.10 14m 0.06%
01.30.2015 21:45 01.30.2015 22:00 EURUSD Buy 39.80 0.6 1.2 1.13002 1.12914 -8.8 -3,502.40 15m -3.13%
01.30.2015 20:50 01.30.2015 22:00 EURUSD Sell 10.00 1.6 1.1 1.12835 1.12924 -8.9 -890.00 1h 10m -0.79%
01.30.2015 20:35 01.30.2015 22:00 EURUSD Sell 9.90 1.6 1.1 1.12954 1.12924 3.0 297.00 1h 25m 0.26%
01.30.2015 21:50 01.30.2015 22:00 EURUSD Sell 100.00 1.6 1.1 1.13005 1.12924 8.1 8,100.00 10m 7.48%
01.30.2015 22:00 01.30.2015 22:00 EURUSD Sell 10.00 1.6 1.1 1.12914 1.12924 -1.0 -100.00 0s -0.09%
01.30.2015 19:30 01.30.2015 20:00 EURUSD Sell 100.00 1.6 1.1 1.12985 1.12883 10.2 10,200.00 30m 10.14%
01.30.2015 18:20 01.30.2015 20:00 EURUSD Sell 9.60 1.6 1.1 1.12851 1.12883 -3.2 -307.20 1h 40m -0.28%
01.30.2015 19:35 01.30.2015 20:00 EURUSD Sell 9.60 1.6 1.1 1.12972 1.12883 8.9 854.40 25m 0.77%
01.30.2015 19:45 01.30.2015 20:00 EURUSD Sell 9.60 1.6 1.1 1.12957 1.12883 7.4 710.40 15m 0.64%
01.30.2015 19:25 01.30.2015 20:00 EURUSD Buy 38.40 0.6 1.2 1.13067 1.12873 -19.4 -7,449.60 35m -6.89%
01.30.2015 18:50 01.30.2015 20:00 EURUSD Sell 9.60 1.6 1.1 1.12918 1.12883 3.5 336.00 1h 10m 0.31%
01.30.2015 15:30 01.30.2015 17:50 EURUSD Sell 9.30 1.6 1.1 1.13067 1.12904 16.3 1,515.90 2h 20m 1.44%
01.30.2015 17:40 01.30.2015 17:50 EURUSD Sell 9.30 1.6 1.1 1.12923 1.12904 1.9 176.70 10m 0.16%
01.30.2015 16:05 01.30.2015 17:50 EURUSD Sell 9.30 1.6 1.1 1.13035 1.12904 13.1 1,218.30 1h 45m 1.14%
01.30.2015 07:30 01.30.2015 11:25 EURUSD Buy 100.00 0.6 1.2 1.13371 1.13271 -10.0 -10,000.00 3h 55m -10.46%
01.30.2015 08:15 01.30.2015 11:25 EURUSD Buy 9.00 0.6 1.2 1.13449 1.13271 -17.8 -1,602.00 3h 10m -1.87%
01.30.2015 03:25 01.30.2015 11:25 EURUSD Sell 18.00 1.6 1.1 1.1332 1.13281 3.9 702.00 8h 0m 0.69%
01.30.2015 03:55 01.30.2015 11:25 EURUSD Sell 100.00 1.6 1.1 1.1333 1.13281 4.9 4,900.00 7h 30m 5.01%
01.30.2015 04:15 01.30.2015 11:25 EURUSD Buy 100.00 0.6 1.2 1.13363 1.13271 -9.2 -9,200.00 7h 10m -8.96%

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