Strategy Settings
+147.12% |
0.04% | |
1.28% | |
Drawdown: | 37.25% |
Balance: | $24,710.08 |
Highest: | (Nov 10) $24,710.08 |
Profit: | $14,711.58 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2012 |
Test Ended: | Nov 10, 2017 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Nov 13, 2017 at 13:28 |
Trades: | 10,769 |
Profitability: |
|
Pips: | 18,273.9 |
Average Win: | 17.15 pips / $5.71 |
Average Loss: | -27.39 pips / -$6.80 |
Lots: | 276.97 |
Commissions: | 0 |
Longs Won: | (3,564/5,515) 64% |
Shorts Won: | (3,469/5,254) 66% |
Best Trade ($): | (Sep 24) 730.00 |
Worst Trade ($): | (Sep 24) -161.35 |
Best Trade (Pips): | (Dec 26) 164.5 |
Worst Trade (Pips): | (May 20) -407.3 |
Avg. Trade Length: | 16h 25m |
Profit Factor: | 1.58 |
Standard Deviation: | $20.86 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -27.72 (99.99%) |
Expectancy | 1.7 Pips / $1.37 |
AHPR: | 0.01% |
GHPR: | 0.01% |
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 | 3636 | 3273 | 2909 | 2545 | 2182 | 1818 | 1455 | 1091 | 727 | 364 |
Trading Activity (10769)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.10.2017 18:16 | 11.10.2017 23:54 | AUDUSD | Buy | 0.02 | - | - | 0.76568 | 0.7659 | 2.2 | 0.44 | 5h 38m | 0.00% |
11.10.2017 02:35 | 11.10.2017 17:18 | AUDUSD | Buy | 0.02 | - | - | 0.76706 | 0.7678 | 7.4 | 1.48 | 14h 43m | 0.01% |
11.10.2017 15:47 | 11.10.2017 17:18 | AUDUSD | Buy | 0.02 | - | - | 0.76605 | 0.7678 | 17.5 | 3.50 | 1h 31m | 0.01% |
11.09.2017 19:51 | 11.10.2017 02:32 | AUDUSD | Sell | 0.02 | - | - | 0.76776 | 0.76699 | 7.7 | 1.44 | 6h 41m | 0.01% |
11.10.2017 02:13 | 11.10.2017 02:32 | AUDUSD | Sell | 0.02 | - | - | 0.76878 | 0.76699 | 17.9 | 3.58 | 19m | 0.01% |
11.09.2017 15:47 | 11.09.2017 19:41 | AUDUSD | Buy | 0.08 | - | - | 0.76646 | 0.76725 | 7.9 | 6.32 | 3h 54m | 0.03% |
11.09.2017 07:25 | 11.09.2017 19:41 | AUDUSD | Buy | 0.02 | - | - | 0.76786 | 0.76725 | -6.1 | -1.22 | 12h 16m | 0.00% |
11.08.2017 00:54 | 11.09.2017 02:33 | AUDUSD | Sell | 0.02 | - | - | 0.76525 | 0.76677 | -15.2 | -3.34 | 1d | -0.01% |
11.08.2017 09:22 | 11.09.2017 02:33 | AUDUSD | Sell | 0.05 | - | - | 0.76626 | 0.76677 | -5.1 | -3.30 | 17h 11m | -0.01% |
11.08.2017 12:05 | 11.09.2017 02:33 | AUDUSD | Sell | 0.06 | - | - | 0.76727 | 0.76677 | 5.0 | 2.10 | 14h 28m | 0.01% |
11.08.2017 16:19 | 11.09.2017 02:33 | AUDUSD | Sell | 0.07 | - | - | 0.76828 | 0.76677 | 15.1 | 9.52 | 10h 14m | 0.04% |
11.07.2017 09:46 | 11.08.2017 00:53 | AUDUSD | Buy | 0.03 | - | - | 0.76645 | 0.76526 | -11.9 | -3.55 | 15h 7m | -0.01% |
11.07.2017 11:41 | 11.08.2017 00:53 | AUDUSD | Buy | 0.04 | - | - | 0.76544 | 0.76526 | -1.8 | -0.69 | 13h 12m | 0.00% |
11.07.2017 17:19 | 11.08.2017 00:53 | AUDUSD | Buy | 0.05 | - | - | 0.76314 | 0.76526 | 21.2 | 10.63 | 7h 34m | 0.04% |
11.07.2017 08:50 | 11.08.2017 00:53 | AUDUSD | Buy | 0.02 | - | - | 0.76766 | 0.76526 | -24.0 | -4.79 | 16h 3m | -0.02% |
11.07.2017 17:05 | 11.08.2017 00:53 | AUDUSD | Buy | 0.04 | - | - | 0.76443 | 0.76526 | 8.3 | 3.35 | 7h 48m | 0.01% |
11.06.2017 14:06 | 11.07.2017 08:50 | AUDUSD | Sell | 0.02 | - | - | 0.76657 | 0.76766 | -10.9 | -2.28 | 18h 44m | -0.01% |
11.06.2017 18:41 | 11.07.2017 08:50 | AUDUSD | Sell | 0.02 | - | - | 0.76758 | 0.76766 | -0.8 | -0.26 | 14h 9m | 0.00% |
11.06.2017 21:44 | 11.07.2017 08:50 | AUDUSD | Sell | 0.02 | - | - | 0.76859 | 0.76766 | 9.3 | 1.76 | 11h 6m | 0.01% |
11.07.2017 05:42 | 11.07.2017 08:50 | AUDUSD | Sell | 0.03 | - | - | 0.7696 | 0.76766 | 19.4 | 5.82 | 3h 8m | 0.02% |
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