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Strategy Settings
+416202.49% |
0.14% | |
4.24% | |
Drawdown: | 9.25% |
Balance: | $41,630,249.25 |
Highest: | (Sep 04) $41,734,220.17 |
Profit: | $41,620,249.24 |
Deposits: | $10,000.00 |
Test Started: | Aug 05, 2003 |
Test Ended: | Jan 31, 2020 |
Timeframe: | - |
Model Type: | n/a |
Added: | Feb 10, 2020 at 15:24 |
Trades: | 4,798 |
Profitability: |
|
Pips: | 25,019.0 |
Average Win: | 8.37 pips / $14,710.84 |
Average Loss: | -11.01 pips / -$22,325.42 |
Lots: | 868,450.20 |
Commissions: | 0 |
Longs Won: | (2,137/2,550) 83% |
Shorts Won: | (1,879/2,248) 83% |
Best Trade ($): | (Jan 16) 143,235.69 |
Worst Trade ($): | (Sep 08) -176,698.41 |
Best Trade (Pips): | (Jul 18) 70.0 |
Worst Trade (Pips): | (Dec 25) -86.0 |
Avg. Trade Length: | 6h 56m |
Profit Factor: | 3.38 |
Standard Deviation: | $22,017.87 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -5.01 (99.99%) |
Expectancy | 5.2 Pips / $8,674.50 |
AHPR: | 0.17% |
GHPR: | 0.17% |
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 | 1866 | 1679 | 1493 | 1306 | 1119 | 933 | 746 | 560 | 373 | 187 |
Trading Activity (4798)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.30.2020 23:03 | 01.31.2020 01:57 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.07009 | 1.06925 | 8.4 | 16,417.74 | 2h 54m | 0.04% |
01.29.2020 23:07 | 01.30.2020 01:33 | EURCHF | Buy | 200.00 | 1.1 | 1.1 | 1.07188 | 1.07221 | 3.3 | 5,590.70 | 2h 26m | 0.01% |
01.28.2020 01:03 | 01.28.2020 09:05 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.06854 | 1.0695 | -9.6 | -19,638.93 | 8h 2m | -0.05% |
01.27.2020 01:02 | 01.27.2020 05:14 | EURCHF | Buy | 200.00 | 1.1 | 1.1 | 1.07032 | 1.07078 | 4.6 | 9,412.63 | 4h 12m | 0.02% |
01.24.2020 00:00 | 01.24.2020 01:41 | EURCHF | Buy | 200.00 | 1.1 | 1.1 | 1.07132 | 1.07201 | 6.9 | 14,118.95 | 1h 41m | 0.03% |
01.22.2020 02:11 | 01.22.2020 09:17 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.07406 | 1.07459 | -5.3 | -10,842.32 | 7h 6m | -0.03% |
01.22.2020 00:10 | 01.22.2020 01:58 | EURCHF | Buy | 200.00 | 1.1 | 1.1 | 1.07373 | 1.07398 | 2.5 | 5,115.56 | 1h 48m | 0.01% |
01.20.2020 01:51 | 01.20.2020 10:03 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.07401 | 1.07391 | 1.0 | 2,045.72 | 8h 12m | 0.00% |
01.13.2020 01:13 | 01.13.2020 10:00 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.08215 | 1.08259 | -4.4 | -9,001.18 | 8h 47m | -0.02% |
01.13.2020 00:03 | 01.13.2020 01:04 | EURCHF | Buy | 200.00 | 1.1 | 1.1 | 1.08117 | 1.08205 | 8.8 | 18,006.78 | 1h 1m | 0.04% |
01.10.2020 01:58 | 01.10.2020 06:09 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.08121 | 1.08111 | 1.0 | 2,045.72 | 4h 11m | 0.00% |
01.08.2020 23:00 | 01.09.2020 02:32 | EURCHF | Buy | 200.00 | 1.1 | 1.1 | 1.08134 | 1.08196 | 6.2 | 11,524.75 | 3h 32m | 0.03% |
01.08.2020 01:18 | 01.08.2020 04:04 | EURCHF | Buy | 200.00 | 1.1 | 1.1 | 1.08151 | 1.08162 | 1.1 | 2,250.84 | 2h 46m | 0.01% |
01.08.2020 00:05 | 01.08.2020 00:51 | EURCHF | Buy | 200.00 | 1.1 | 1.1 | 1.08187 | 1.08245 | 5.8 | 11,868.10 | 46m | 0.03% |
01.06.2020 00:17 | 01.06.2020 08:08 | EURCHF | Buy | 200.00 | 1.1 | 1.1 | 1.0837 | 1.0838 | 1.0 | 2,046.22 | 7h 51m | 0.00% |
01.03.2020 20:55 | 01.03.2020 23:09 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.08542 | 1.08493 | 4.9 | 10,024.03 | 2h 14m | 0.02% |
12.27.2019 22:00 | 12.30.2019 05:32 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.08895 | 1.08937 | -4.2 | -9,358.35 | 2d | -0.02% |
12.26.2019 23:00 | 12.27.2019 02:54 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.08966 | 1.08866 | 10.0 | 19,690.90 | 3h 54m | 0.05% |
12.25.2019 01:15 | 12.26.2019 08:02 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.08685 | 1.08768 | -8.3 | -19,278.45 | 1d | -0.05% |
12.20.2019 23:47 | 12.23.2019 05:45 | EURCHF | Sell | 200.00 | 1.1 | 1.1 | 1.08842 | 1.0882 | 2.2 | 3,734.27 | 2d | 0.01% |
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