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Strategy Settings

COPYRIGHT
"Nhat Vinh...
CONTACT_UPDATES
"nhatvinhb...
VERSION_V4
"Optimize ...
THE_PAIR_TRADED
"EURCHF - ...
TIME_TRADING
"Time Trad...
TIME_FROM
22
TIME_TO
6
CLOSE_ALL_ORDER_TIM...
"Close Ord...
HOUR_CLOSE_ORDER
8
SET_SIZE
"Fac Size ...
FAC_SIZE
1
FIX_LOTSIZE
"Trading L...
LOT_SIZE_FIX
false
LOT_SIZE
1
SL_TP_AUTOMATIC
"Automatic...
+1.13M%

3.39%
171.73%
Drawdown: 75.27%

Balance: $1,127,202.51
Highest: (Oct 19) $1,133,242.19
Profit: $1,127,102.48
Deposits: $100.00

Test Started: Jan 12, 2018
Test Ended: Oct 19, 2018
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Feb 01, 2019 at 09:57
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Trades: 1,087
Profitability:
Pips: 1,250.4
Average Win: 3.72 pips / $5,444.29
Average Loss: -5.19 pips / -$9,861.90
Lots: 173,925.17
Commissions: 0
Longs Won: (390/535) 72%
Shorts Won: (384/552) 69%
Best Trade ($): (Oct 15) 129,715.44
Worst Trade ($): (Oct 11) -194,226.55
Best Trade (Pips): (May 28) 43.6
Worst Trade (Pips): (May 30) -38.2
Avg. Trade Length: 3h 4m
Profit Factor: 1.37
Standard Deviation: $16,760.43
Sharpe Ratio 0.17
Z-Score (Probability): -3.42 (-185.42%)
Expectancy 1.2 Pips / $1,036.89
AHPR: 1.09%
GHPR: 0.86%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% <0.01% <0.01% <0.01% 0.05% 0.33% 1.47% 5.25% 15.83% 41.88%
Consecutive Losing Trades 114 103 91 80 69 57 46 34 23 11
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1087)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.19.2018 23:32 10.19.2018 23:47 EURCHF Buy 500.00 - - 1.14705 1.14693 -1.2 -6,039.68 15m -0.53%
10.19.2018 23:07 10.19.2018 23:20 EURCHF Buy 500.00 - - 1.14716 1.14767 5.1 25,668.64 13m 2.32%
10.19.2018 23:06 10.19.2018 23:07 EURCHF Sell 500.00 - - 1.14782 1.14724 5.8 29,188.85 1m 2.71%
10.19.2018 22:12 10.19.2018 23:06 EURCHF Buy 500.00 - - 1.1476 1.14782 2.2 11,072.75 54m 1.04%
10.19.2018 01:47 10.19.2018 08:00 EURCHF Sell 500.00 - - 1.14065 1.14156 -9.1 -45,796.76 6h 13m -4.11%
10.19.2018 00:35 10.19.2018 00:45 EURCHF Sell 500.00 - - 1.14069 1.14018 5.1 25,666.32 10m 2.36%
10.18.2018 22:34 10.19.2018 00:35 EURCHF Buy 500.00 - - 1.14068 1.14069 0.1 -486.69 2h 1m -0.04%
10.18.2018 02:17 10.18.2018 08:00 EURCHF Buy 500.00 - - 1.14429 1.14394 -3.5 -17,615.74 5h 43m -1.59%
10.18.2018 02:08 10.18.2018 02:17 EURCHF Sell 500.00 - - 1.14469 1.14429 4.0 20,129.84 9m 1.85%
10.17.2018 22:18 10.18.2018 02:08 EURCHF Buy 500.00 - - 1.14474 1.14469 -0.5 -5,486.58 3h 50m -0.50%
10.17.2018 04:44 10.17.2018 08:00 EURCHF Buy 500.00 - - 1.14661 1.1459 -7.1 -35,735.14 3h 16m -3.17%
10.17.2018 02:41 10.17.2018 04:44 EURCHF Sell 500.00 - - 1.14656 1.14661 -0.5 -2,516.26 2h 3m -0.22%
10.17.2018 02:05 10.17.2018 02:41 EURCHF Buy 500.00 - - 1.14613 1.14655 4.2 21,139.09 36m 1.91%
10.17.2018 01:48 10.17.2018 02:05 EURCHF Sell 500.00 - - 1.14655 1.14614 4.1 20,633.29 17m 1.90%
10.17.2018 00:03 10.17.2018 01:48 EURCHF Buy 500.00 - - 1.14607 1.14655 4.8 24,158.96 1h 45m 2.27%
10.16.2018 22:55 10.17.2018 00:03 EURCHF Sell 500.00 - - 1.14628 1.14607 2.1 8,433.27 1h 8m 0.80%
10.16.2018 22:02 10.16.2018 22:55 EURCHF Buy 500.00 - - 1.14619 1.14627 0.8 4,026.49 53m 0.38%
10.16.2018 03:27 10.16.2018 06:04 EURCHF Sell 500.00 - - 1.14357 1.14361 -0.4 -2,013.00 2h 37m -0.19%
10.15.2018 22:02 10.16.2018 03:27 EURCHF Buy 500.00 - - 1.14359 1.14357 -0.2 -1,996.62 5h 25m -0.19%
10.15.2018 04:00 10.15.2018 08:00 EURCHF Buy 500.00 - - 1.14444 1.1436 -8.4 -42,276.49 4h 0m -3.85%

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