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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
+44.26%

0.01%
0.18%
Drawdown: 3.14%

Balance: $1,442,610.59
Highest: (Feb 16) $1,445,575.25
Profit: $442,610.50
Deposits: $1,000,000.00

Test Started: Nov 30, 2000
Test Ended: Mar 31, 2017
Timeframe: 1 Day

Model Type: Open Prices
Added: May 03 2017 at 10:28
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 4223
Ticks Modelled: 5601
Views: 2
Broker: AvaTrade
Trades: 857
Profitability:
Pips : 48789.0
Average Win: 86.20 pips / $828.56
Average Loss: -116.12 pips / -$1328.42
Lots: 857.00
Commissions: 0
Longs Won: (733/857) 85%
Shorts Won: (0/0) 0%
Best Trade ($): (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 / $516.46
AHPR: 0.04%
GHPR: 0.04%
Longs Shorts Total
Currency Trades Pips Profit($) 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%)
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 1086 977 869 760 651 543 434 326 217 109
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

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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