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Strategy Settings

Spacer1
"
S1Enabled
true
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"---------...
UseMMS1
true
riskS1
0.8
lotsizeS1
0.01
MaxPositions
8
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"---------...
FastPeriod
10
SlowPeriod
180
VolatilityFactor
2.5
MA1Period
15
MA2Period
2
MA3Period
5
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"---------...
+510230.36%

0.15%
4.5%
Drawdown: 27.95%

Balance: $5,103,301.24
Highest: (Apr 03) $5,185,832.59
Profit: $5,102,303.57
Deposits: $1,000.00

Test Started: May 06, 2003
Test Ended: Apr 12, 2019
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Apr 17, 2019 at 18:03
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Trades: 11,055
Profitability:
Pips: 287,797.7
Average Win: 34.89 pips / $1,045.89
Average Loss: -17.21 pips / -$2,390.28
Lots: 151,564.55
Commissions: 0
Longs Won: (4,719/5,714) 82%
Shorts Won: (4,456/5,341) 83%
Best Trade ($): (Nov 15) 111,378.60
Worst Trade ($): (Mar 08) -45,753.00
Best Trade (Pips): (Mar 02) 135.0
Worst Trade (Pips): (May 21) -45.0
Avg. Trade Length: 2h 56m
Profit Factor: 2.14
Standard Deviation: $5,639.96
Sharpe Ratio 0.00
Z-Score (Probability): -34.71 (99.99%)
Expectancy 26.0 Pips / $461.54
AHPR: 0.08%
GHPR: 0.08%
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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 2137 1923 1709 1496 1282 1068 855 641 427 214
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (11055)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.12.2019 05:45 04.12.2019 06:15 EURUSD Buy 59.04 1.1 1.1 1.12851 1.1289 3.9 1,857.99 30m 0.04%
04.12.2019 05:30 04.12.2019 05:45 EURUSD Buy 65.60 1.1 1.1 1.12851 1.12915 6.4 370.44 15m 0.01%
04.12.2019 05:00 04.12.2019 05:30 EURUSD Buy 72.90 1.1 1.1 1.12851 1.12913 6.2 397.63 30m 0.01%
04.12.2019 04:00 04.12.2019 05:00 EURUSD Buy 81.00 1.1 1.1 1.12851 1.12899 4.8 327.81 1h 0m 0.01%
04.12.2019 03:15 04.12.2019 04:00 EURUSD Buy 90.00 1.1 1.1 1.12851 1.12895 4.4 328.23 45m 0.01%
04.12.2019 01:51 04.12.2019 03:15 EURUSD Buy 100.00 1.1 1.1 1.12851 1.12893 4.2 344.70 1h 24m 0.01%
04.10.2019 14:30 04.10.2019 16:30 EURUSD Sell 100.00 1.1 1.1 1.12375 1.12589 -21.4 -22,153.00 2h 0m -0.43%
04.10.2019 15:00 04.10.2019 16:30 EURUSD Sell 90.00 1.1 1.1 1.12445 1.12589 -14.4 -13,637.70 1h 30m -0.27%
04.10.2019 15:00 04.10.2019 16:30 EURUSD Sell 100.00 1.1 1.1 1.12413 1.12589 -17.6 -18,353.00 1h 30m -0.36%
04.10.2019 14:45 04.10.2019 15:00 EURUSD Sell 100.00 1.1 1.1 1.12445 1.12416 2.9 214.70 15m 0.00%
04.08.2019 15:00 04.09.2019 00:00 EURUSD Buy 59.04 1.1 1.1 1.12522 1.12564 4.2 1,330.76 9h 0m 0.03%
04.08.2019 14:30 04.08.2019 15:00 EURUSD Buy 65.60 1.1 1.1 1.12522 1.12729 20.7 1,308.52 30m 0.03%
04.08.2019 14:15 04.08.2019 14:30 EURUSD Buy 72.90 1.1 1.1 1.12522 1.12693 17.1 1,193.33 15m 0.02%
04.08.2019 14:00 04.08.2019 14:15 EURUSD Buy 81.00 1.1 1.1 1.12522 1.12653 13.1 1,000.11 15m 0.02%
04.08.2019 13:45 04.08.2019 14:00 EURUSD Buy 90.00 1.1 1.1 1.12522 1.12612 9.0 742.23 15m 0.01%
04.08.2019 13:43 04.08.2019 13:45 EURUSD Buy 100.00 1.1 1.1 1.12522 1.12595 7.3 654.70 2m 0.01%
04.03.2019 10:45 04.04.2019 14:30 EURUSD Buy 90.00 1.1 1.1 1.12473 1.12089 -38.4 -38,458.80 1d -0.74%
04.03.2019 10:18 04.03.2019 10:45 EURUSD Buy 100.00 1.1 1.1 1.12473 1.1251 3.7 294.70 27m 0.01%
04.01.2019 18:15 04.01.2019 19:15 EURUSD Sell 59.04 1.1 1.1 1.12123 1.12093 3.0 1,326.63 1h 0m 0.03%
04.01.2019 15:21 04.01.2019 19:15 EURUSD Sell 100.00 1.1 1.1 1.12123 1.12093 3.0 2,247.00 3h 54m 0.04%

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