Strategy Settings
MagicNumber
25042016
Comm
"DPScalper...
Max_Spread
6
Slippage
1
Stop_Loss
40
Take_Profit
200
use_dyn_TP
false
TP_perc
70
min_TP
5
use_BE
false
X
7
Y
1
use_Trailing_Stop
false
Trail_Start
8
Trail_Size
7
Trail_Step
0.1
Channel_Period
8
period_StDev
0
Entry_Break
5
Exit_Distance
5
MaxDailyRange
35
Lots
0.1
Auto_Risk
0
no_Hedge
false
Min_Volatility
4
Exit_Profit_Pips
-100
Reverse_Profit
11
Exit_Minutes
100
Time_Profit_Pips
10
cci_Period_open
14
top_level_open
100
lower_level_open
-100
shift_open
1
cci_Period_close
14
top_level_close
100
lower_level_close
-100
shift_close
1
Col_info
Aqua
time_break
60
S1
" DayOfWee...
monday_open
"00:00"
monday_pause_start
"01:00"
monday_pause_stop
"23:00"
monday_close
"23:59"
tuesday_open
"00:00"
tuesday_pause_start...
"01:00"
tuesday_pause_stop
"23:00"
tuesday_close
"23:59"
wednesday_open
"00:00"
wednesday_pause_sta...
"01:00"
wednesday_pause_sto...
"23:00"
wednesday_close
"23:59"
thursday_open
"00:00"
thursday_pause_star...
"01:00"
thursday_pause_stop...
"23:00"
thursday_close
"23:59"
friday_open
"00:00"
friday_pause_start
"01:00"
friday_pause_stop
"23:00"
friday_close
"23:59"
sunday_open
"08:30"
sunday_pause_start
"15:30"
sunday_pause_stop
"17:55"
sunday_close
"21:35"
S2
" Roll Ove...
rollover_start
"23:55"
rollover_end
"00:35"
| +275.96% |
| 0.14% | |
| 4.21% | |
| Drawdown: | 14.07% |
| Balance: | $3,760.06 |
| Highest: | (Aug 23) $3,760.06 |
| Profit: | $2,759.60 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 02, 2014 |
| Test Ended: | Aug 23, 2016 |
| Timeframe: | 15 Minutes |
| Model Type: | n/a |
| Added: | Aug 24, 2016 at 12:36 |
Loading, please wait...
| Trades: | 574 |
| Profitability: | |
| Pips: | 3,662.7 |
| Average Win: | 15.04 pips / $11.42 |
| Average Loss: | -37.26 pips / -$28.52 |
| Lots: | 57.40 |
| Commissions: | 0 |
| Longs Won: | (254/286) 88% |
| Shorts Won: | (225/288) 78% |
| Best Trade ($): | (Apr 18) 89.48 |
| Worst Trade ($): | (Feb 06) -32.08 |
| Best Trade (Pips): | (Apr 18) 118.0 |
| Worst Trade (Pips): | (Jan 03) -40.0 |
| Avg. Trade Length: | 4h 35m |
| Profit Factor: | 2.02 |
| Standard Deviation: | $16.29 |
| Sharpe Ratio | 0.24 |
| Z-Score (Probability): | 0.14 (11.13%) |
| Expectancy | 6.4 Pips / $4.81 |
| AHPR: | 0.24% |
| GHPR: | 0.23% |
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 | 132 | 119 | 105 | 92 | 79 | 66 | 53 | 40 | 26 | 13 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (574)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 08.23.2016 00:02 | 08.23.2016 00:08 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.72 | 1.72152 | 15.2 | 11.59 | 6m | 0.31% |
| 08.22.2016 00:05 | 08.22.2016 01:46 | GBPAUD | Sell | 0.10 | 1.7 | 1.7 | 1.71753 | 1.71631 | 12.2 | 9.30 | 1h 41m | 0.25% |
| 08.19.2016 23:57 | 08.22.2016 00:05 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.71478 | 1.71753 | 27.5 | 20.46 | 2d | 0.55% |
| 08.17.2016 23:58 | 08.18.2016 03:22 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.70305 | 1.70428 | 12.3 | 7.81 | 3h 24m | 0.21% |
| 08.17.2016 00:08 | 08.17.2016 00:13 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.69233 | 1.69411 | 17.8 | 13.58 | 5m | 0.37% |
| 08.15.2016 00:03 | 08.15.2016 03:23 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.68656 | 1.68778 | 12.2 | 9.31 | 3h 20m | 0.25% |
| 08.11.2016 00:07 | 08.11.2016 00:29 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.68589 | 1.68772 | 18.3 | 13.96 | 22m | 0.38% |
| 08.10.2016 23:18 | 08.11.2016 00:01 | GBPAUD | Sell | 0.10 | 1.7 | 1.7 | 1.68944 | 1.68537 | 40.7 | 32.09 | 43m | 0.88% |
| 08.10.2016 00:00 | 08.10.2016 01:08 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.69396 | 1.69506 | 11.0 | 8.39 | 1h 8m | 0.23% |
| 08.09.2016 00:03 | 08.09.2016 00:05 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.70139 | 1.7028 | 14.1 | 10.76 | 2m | 0.30% |
| 08.08.2016 23:11 | 08.09.2016 00:02 | GBPAUD | Sell | 0.10 | 1.7 | 1.7 | 1.70485 | 1.70292 | 19.3 | 15.08 | 51m | 0.42% |
| 08.08.2016 00:11 | 08.08.2016 00:57 | GBPAUD | Sell | 0.10 | 1.7 | 1.7 | 1.71663 | 1.72063 | -40.0 | -30.51 | 46m | -0.84% |
| 08.05.2016 23:06 | 08.05.2016 23:28 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.71445 | 1.71581 | 13.6 | 10.37 | 22m | 0.29% |
| 08.05.2016 00:00 | 08.05.2016 00:21 | GBPAUD | Buy | 0.10 | 1.7 | 1.7 | 1.71683 | 1.71905 | 22.2 | 16.93 | 21m | 0.47% |
| 08.03.2016 00:04 | 08.03.2016 00:16 | GBPAUD | Buy | 0.10 | 1.7 | 1.8 | 1.75225 | 1.75425 | 20.0 | 15.25 | 12m | 0.42% |
| 07.28.2016 23:32 | 07.28.2016 23:57 | GBPAUD | Sell | 0.10 | 1.8 | 1.7 | 1.75532 | 1.75378 | 15.4 | 11.75 | 25m | 0.33% |
| 07.27.2016 00:03 | 07.27.2016 00:08 | GBPAUD | Buy | 0.10 | 1.7 | 1.8 | 1.74798 | 1.74924 | 12.6 | 9.61 | 5m | 0.27% |
| 07.25.2016 23:58 | 07.26.2016 01:28 | GBPAUD | Sell | 0.10 | 1.8 | 1.7 | 1.75847 | 1.75726 | 12.1 | 9.58 | 1h 30m | 0.27% |
| 07.25.2016 00:00 | 07.25.2016 02:37 | GBPAUD | Sell | 0.10 | 1.8 | 1.7 | 1.75881 | 1.75782 | 9.9 | 7.55 | 2h 37m | 0.21% |
| 07.21.2016 23:28 | 07.22.2016 02:22 | GBPAUD | Sell | 0.10 | 1.8 | 1.7 | 1.76427 | 1.76314 | 11.3 | 8.97 | 2h 54m | 0.25% |
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