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Strategy Settings

C2
"
NormalizeCurrencyRa...
true
Lots
0.8
MaximumRisk
0
DecreaseFactor
3
LOTS_MIN
0.05
LOTS_MAX
10
C0
"
RANGE_BAND_DEVIATIO...
1.73
RANGE_AVG_RATE
1.4
RANGE_AVG_WINDOW_SI...
72
RANGE_CHECK_WINDOW_...
10
MIN_BUY_SELL_PIPS_D...
21
RANGE_ORDER_EXPIRE_...
14400
MIN_ORDER_PIPS
11
+165.66%

0.06%
1.85%
Drawdown: 13.81%

Balance: $26,565.73
Highest: (Mar 30) $26,771.50
Profit: $16,565.79
Deposits: $10,000.00

Test Started: Dec 03, 2012
Test Ended: Apr 21, 2017
Timeframe: 1 Hour

Model Type: n/a
Added: Apr 25, 2017 at 07:03
Loading, please wait...
Trades: 1,041
Profitability:
Pips: 2,393.3
Average Win: 13.16 pips / $89.24
Average Loss: -18.08 pips / -$121.63
Lots: 704.52
Commissions: 0
Longs Won: (367/555) 66%
Shorts Won: (312/486) 64%
Best Trade ($): (Mar 12) 2,072.50
Worst Trade ($): (Jun 05) -393.34
Best Trade (Pips): (Mar 12) 279.9
Worst Trade (Pips): (Jun 05) -55.4
Avg. Trade Length: 4h 37m
Profit Factor: 1.38
Standard Deviation: $180.09
Sharpe Ratio 0.10
Z-Score (Probability): -1.42 (-84.80%)
Expectancy 2.3 Pips / $15.91
AHPR: 0.10%
GHPR: 0.09%
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% 0.3% 6.47%
Consecutive Losing Trades 218 197 175 153 131 109 87 66 44 22
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1041)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.21.2017 23:50 04.21.2017 23:59 EURUSD Buy 0.75 1.1 - 1.07283 1.07237 -4.6 -34.50 9m -0.13%
04.21.2017 12:10 04.21.2017 18:00 EURUSD Sell 0.75 1.1 - 1.06971 1.06907 6.4 48.00 5h 50m 0.18%
04.14.2017 15:49 04.14.2017 19:54 EURUSD Buy 0.75 1.1 - 1.06287 1.06184 -10.3 -77.25 4h 5m -0.29%
04.12.2017 22:14 04.13.2017 11:31 EURUSD Buy 0.75 1.1 - 1.06206 1.06438 23.2 171.07 13h 17m 0.65%
04.12.2017 20:37 04.12.2017 22:12 EURUSD Sell 0.75 1.1 - 1.05966 1.06079 -11.3 -84.75 1h 35m -0.32%
04.11.2017 12:28 04.11.2017 13:57 EURUSD Buy 0.76 1.1 - 1.06061 1.06125 6.4 48.64 1h 29m 0.18%
04.07.2017 15:46 04.07.2017 16:08 EURUSD Sell 0.75 1.1 - 1.06297 1.06233 6.4 48.00 22m 0.18%
04.07.2017 15:30 04.07.2017 15:30 EURUSD Buy 0.75 1.1 - 1.0659 1.06473 -11.7 -87.75 0s -0.33%
04.06.2017 10:08 04.06.2017 10:11 EURUSD Sell 0.75 1.1 - 1.06527 1.06463 6.4 48.00 3m 0.18%
04.05.2017 14:40 04.05.2017 15:15 EURUSD Buy 0.75 1.1 - 1.06845 1.06736 -10.9 -81.75 35m -0.31%
04.05.2017 10:14 04.05.2017 11:15 EURUSD Buy 0.75 1.1 - 1.06879 1.06706 -17.3 -129.75 1h 1m -0.49%
04.04.2017 23:42 04.05.2017 01:27 EURUSD Buy 0.75 1.1 - 1.06751 1.06815 6.4 47.02 1h 45m 0.18%
04.03.2017 17:58 04.03.2017 18:03 EURUSD Sell 0.75 1.1 - 1.06538 1.06474 6.4 48.00 5m 0.18%
04.03.2017 10:48 04.03.2017 17:05 EURUSD Sell 0.75 1.1 - 1.06592 1.06698 -10.6 -79.50 6h 17m -0.30%
03.31.2017 16:17 03.31.2017 17:04 EURUSD Buy 0.75 1.1 - 1.06942 1.06823 -11.9 -89.25 47m -0.33%
03.28.2017 18:57 03.30.2017 09:02 EURUSD Sell 0.74 1.1 - 1.085 1.07591 90.9 673.90 1d 2.58%
03.24.2017 10:32 03.24.2017 10:47 EURUSD Buy 0.74 1.1 - 1.07957 1.08022 6.5 48.10 15m 0.18%
03.23.2017 10:53 03.23.2017 12:00 EURUSD Sell 0.74 1.1 - 1.07803 1.07738 6.5 48.10 1h 7m 0.18%
03.17.2017 13:08 03.20.2017 02:26 EURUSD Sell 0.74 1.1 - 1.07352 1.07519 -16.7 -123.27 2d -0.47%
03.15.2017 17:22 03.15.2017 19:03 EURUSD Buy 0.75 1.1 - 1.06336 1.064 6.4 48.00 1h 41m 0.18%

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