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Strategy Settings
TF 7 AppliedPrice 5 MovingPeriod 1
MovingMethod 2 Shift 1 TF2 7
MovingPeriod2 0 AppliedPrice2 6 Shift2 19
LowZone2 37.2 TF3 7 Period3 42
Shift3 7 Custom 1
Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +44.26%
  • Daily: 0.01%
  • Monthly: 0.18%
  • Drawdown: 3.14%
  • Balance: $1442.6K
  • Highest: (Feb 16) $1445.6K
  • Profit: $442610.50
  • Deposits: $1000000.00
  • Test Started:Nov 30, 2000
  • Test Ended:Mar 31, 2017
  • Timeframe:1 Day
  • Model Type:Open Prices
  • Added:May 03 2017 at 10:28
More
  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 857
Profitability:
Pips: 48789.0
Average Win: 86.20 pips / $828.56
Average Loss: -116.12 pips / -$1328.42
Lots: 857
Commissions: 0
Longs Won: (733/857) 85%
Shorts Won: (0/0) 0%
Best Trade($): (Jul 22) 6479.46
Worst Trade($): (May 27) -12747.48
Best Trade (Pips): (Jul 22) 652.0
Worst Trade (Pips): (May 27) -1231.0
Avg. Trade Length: 8d
Profit Factor: 3.69
Standard Deviation: $1304.45
Sharpe Ratio: 0.0000
Z-Score (Probability): -4.37 (99.99%)
Expectancy: 56.9 Pips / $516.46
AHPR: 0.04%
GHPR: 0.04%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
#IYR 857 48789.0 442610.59 0 0.0 0.00 857 48789.0 442610.59 733 (86%) 124 (14%)
Trading Activity (857)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.30.2017 23:59 03.31.2017 23:59 #IYR Buy 1.00 - - 78.13000 78.49000 36.0 353.46 1d 0.02%
02.27.2017 23:59 03.31.2017 23:59 #IYR Buy 1.00 - - 80.74000 78.49000 -225.0 -2458.23 32d -0.17%
02.28.2017 23:59 03.31.2017 23:59 #IYR Buy 1.00 - - 80.42000 78.49000 -193.0 -2131.53 31d -0.15%
03.24.2017 23:59 03.31.2017 23:59 #IYR Buy 1.00 - - 77.75000 78.49000 74.0 694.69 7d 0.05%
03.29.2017 23:59 03.31.2017 23:59 #IYR Buy 1.00 - - 77.90000 78.49000 59.0 576.95 2d 0.04%
02.14.2017 23:59 02.16.2017 23:59 #IYR Buy 1.00 - - 78.36000 78.65000 29.0 276.92 2d 0.02%
02.03.2017 23:59 02.08.2017 23:59 #IYR Buy 1.00 - - 77.51000 77.69000 18.0 147.79 5d 0.01%
02.01.2017 23:59 02.02.2017 23:59 #IYR Buy 1.00 - - 76.14000 76.98000 84.0 833.59 1d 0.06%
01.18.2017 23:59 01.23.2017 23:59 #IYR Buy 1.00 - - 77.76000 78.02000 26.0 227.63 5d 0.02%
01.13.2017 23:59 01.17.2017 23:59 #IYR Buy 1.00 - - 77.11000 77.62000 51.0 484.13 4d 0.03%
01.03.2017 23:59 01.04.2017 23:59 #IYR Buy 1.00 - - 77.26000 78.31000 105.0 1043.47 1d 0.07%
12.20.2016 23:59 01.04.2017 23:59 #IYR Buy 1.00 - - 77.80000 78.31000 51.0 414.43 15d 0.03%
12.13.2016 23:59 12.20.2016 23:59 #IYR Buy 1.00 - - 77.81000 77.79000 -2.0 -64.97 7d 0.00%
12.19.2016 23:59 12.20.2016 23:59 #IYR Buy 1.00 - - 77.66000 77.79000 13.0 123.52 1d 0.01%
12.09.2016 23:59 12.12.2016 23:59 #IYR Buy 1.00 - - 77.33000 77.80000 47.0 450.55 3d 0.03%
12.08.2016 23:59 12.12.2016 23:59 #IYR Buy 1.00 - - 77.39000 77.80000 41.0 384.11 4d 0.03%
12.07.2016 23:59 12.08.2016 23:59 #IYR Buy 1.00 - - 77.00000 77.38000 38.0 373.55 1d 0.03%
10.24.2016 23:59 11.29.2016 23:59 #IYR Buy 1.00 - - 78.21000 75.80000 -241.0 -2634.55 36d -0.18%
11.23.2016 23:59 11.29.2016 23:59 #IYR Buy 1.00 - - 74.55000 75.80000 125.0 1212.40 6d 0.08%
11.25.2016 23:59 11.29.2016 23:59 #IYR Buy 1.00 - - 74.93000 75.80000 87.0 844.89 4d 0.06%

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Imports (17h 2min)
British Pound Hit By Trade War Crosswind...(1h 42min ago)
EURUSD 1.11451 GBPUSD 1.22928
USDJPY 105.396 USDCAD 1.32864

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HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors. Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance. You could lose some or all of your initial investment; do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions. Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice. Past performance is not indicative of future results.