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Strategy Settings

mn
2015
comm
"Swaan Sca...
q
"---------...
K
5
D
3
S
3
OS
20
OB
80
o
"---------...
ema
0
had
false
fulltime
false
manual
false
mm
1000
a
"---------...
+4747.46%

1.5%
56.49%
Drawdown: 67.91%

Balance: $48,474.62
Highest: (Sep 23) $48,474.62
Profit: $47,474.55
Deposits: $1,000.00

Test Started: Jan 06, 2015
Test Ended: Sep 23, 2015
Timeframe: 1 Minute

Model Type: Control Points
Added: Oct 01, 2015 at 20:09
Loading, please wait...
Trades: 870
Profitability:
Pips: 9,576.6
Average Win: 22.99 pips / $79.46
Average Loss: -37.98 pips / -$47.20
Lots: 303.54
Commissions: 0
Longs Won: (267/339) 78%
Shorts Won: (432/531) 81%
Best Trade ($): (Sep 01) 2,372.19
Worst Trade ($): (Mar 19) -294.99
Best Trade (Pips): (Aug 11) 85.9
Worst Trade (Pips): (Feb 02) -199.3
Avg. Trade Length: 7h 46m
Profit Factor: 6.88
Standard Deviation: $187.04
Sharpe Ratio 0.33
Z-Score (Probability): -23.68 (99.99%)
Expectancy 11.0 Pips / $54.57
AHPR: 0.46%
GHPR: 0.45%
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% <0.01% <0.01%
Consecutive Losing Trades 1027 924 821 719 616 513 411 308 205 103
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (870)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.23.2015 04:46 09.23.2015 10:00 USDCAD Sell 1.41 - - 1.32834 1.32709 12.5 132.81 5h 14m 0.28%
09.23.2015 04:57 09.23.2015 10:00 USDCAD Sell 1.41 - - 1.32913 1.32709 20.4 216.74 5h 3m 0.45%
09.23.2015 04:49 09.23.2015 10:00 USDCAD Sell 1.41 - - 1.32876 1.32709 16.7 177.43 5h 11m 0.37%
09.23.2015 08:16 09.23.2015 10:00 USDCAD Sell 1.41 - - 1.32939 1.32709 23.0 244.37 1h 44m 0.51%
09.22.2015 09:04 09.22.2015 11:26 USDCAD Buy 1.38 - - 1.32328 1.32477 14.9 155.21 2h 22m 0.33%
09.22.2015 06:38 09.22.2015 11:26 USDCAD Buy 1.38 - - 1.32354 1.32477 12.3 128.13 4h 48m 0.27%
09.22.2015 09:55 09.22.2015 11:26 USDCAD Buy 1.38 - - 1.32297 1.32477 18.0 187.50 1h 31m 0.40%
09.22.2015 10:20 09.22.2015 11:26 USDCAD Buy 1.38 - - 1.32228 1.32477 24.9 259.38 1h 6m 0.55%
09.22.2015 10:06 09.22.2015 11:26 USDCAD Buy 1.38 - - 1.32258 1.32477 21.9 228.13 1h 20m 0.48%
09.21.2015 00:05 09.21.2015 06:50 USDCAD Sell 1.38 - - 1.3229 1.32106 18.4 192.21 6h 45m 0.41%
09.17.2015 10:17 09.17.2015 17:04 USDCAD Sell 1.38 - - 1.31939 1.31823 11.6 121.44 6h 47m 0.26%
09.17.2015 10:05 09.17.2015 17:04 USDCAD Sell 1.38 - - 1.31833 1.31823 1.0 10.47 6h 59m 0.02%
09.17.2015 12:15 09.17.2015 17:04 USDCAD Sell 1.38 - - 1.32029 1.31823 20.6 215.65 4h 49m 0.47%
09.17.2015 10:07 09.17.2015 17:04 USDCAD Sell 1.38 - - 1.31878 1.31823 5.5 57.58 6h 57m 0.12%
09.16.2015 09:31 09.16.2015 13:00 USDCAD Buy 1.31 - - 1.32295 1.32462 16.7 165.16 3h 29m 0.37%
09.16.2015 07:25 09.16.2015 13:00 USDCAD Buy 1.31 - - 1.32324 1.32462 13.8 136.48 5h 35m 0.30%
09.16.2015 10:12 09.16.2015 13:00 USDCAD Buy 1.31 - - 1.32221 1.32462 24.1 238.34 2h 48m 0.53%
09.16.2015 04:30 09.16.2015 13:00 USDCAD Buy 1.31 - - 1.32363 1.32462 9.9 97.91 8h 30m 0.22%
09.16.2015 10:37 09.16.2015 13:00 USDCAD Buy 1.31 - - 1.32185 1.32462 27.7 273.94 2h 23m 0.60%
09.16.2015 10:39 09.16.2015 13:00 USDCAD Buy 1.31 - - 1.32147 1.32462 31.5 311.52 2h 21m 0.68%

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