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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
true
manual
false
mm
1800
a
"---------...
+2457.36%

1.21%
43.55%
Drawdown: 62.47%

Balance: $51,147.51
Highest: (Sep 30) $61,644.25
Profit: $49,147.24
Deposits: $2,000.00

Test Started: Jan 06, 2015
Test Ended: Oct 02, 2015
Timeframe: 5 Minutes

Model Type: Control Points
Added: Oct 04, 2015 at 16:09
Loading, please wait...
Trades: 643
Profitability:
Pips: 8,676.1
Average Win: 52.37 pips / $183.39
Average Loss: -48.43 pips / -$93.91
Lots: 252.48
Commissions: 0
Longs Won: (139/238) 58%
Shorts Won: (256/405) 63%
Best Trade ($): (Sep 30) 1,831.56
Worst Trade ($): (Oct 02) -2,258.69
Best Trade (Pips): (Feb 04) 177.8
Worst Trade (Pips): (Jul 21) -205.1
Avg. Trade Length: 1d
Profit Factor: 3.11
Standard Deviation: $301.90
Sharpe Ratio 0.51
Z-Score (Probability): -18.09 (99.99%)
Expectancy 13.5 Pips / $76.43
AHPR: 0.51%
GHPR: 0.51%
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 545 490 436 381 327 272 218 163 109 54
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (643)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.01.2015 04:55 10.02.2015 23:59 USDCAD Buy 0.34 - - 1.32972 1.31519 -145.3 -377.36 1d -0.62%
10.01.2015 10:00 10.02.2015 23:59 USDCAD Buy 0.34 - - 1.32825 1.31519 -130.6 -339.35 1d -0.57%
10.01.2015 16:20 10.02.2015 23:59 USDCAD Buy 3.40 - - 1.32386 1.31519 -86.7 -2,258.69 1d -3.94%
10.01.2015 05:10 10.02.2015 23:59 USDCAD Buy 0.34 - - 1.32856 1.31519 -133.7 -347.37 1d -0.58%
10.01.2015 16:15 10.02.2015 23:59 USDCAD Buy 0.68 - - 1.32435 1.31519 -91.6 -477.07 1d -0.82%
10.01.2015 11:50 10.02.2015 23:59 USDCAD Buy 0.34 - - 1.32799 1.31519 -128.0 -332.63 1d -0.56%
10.01.2015 17:00 10.02.2015 23:59 USDCAD Buy 3.40 - - 1.32204 1.31519 -68.5 -1,788.19 1d -3.38%
10.01.2015 04:35 10.02.2015 23:59 USDCAD Buy 0.34 - - 1.33 1.31519 -148.1 -384.59 1d -0.63%
10.01.2015 00:00 10.02.2015 23:59 USDCAD Buy 0.34 - - 1.33138 1.31519 -161.9 -420.27 1d -0.69%
10.01.2015 16:25 10.02.2015 23:59 USDCAD Buy 3.40 - - 1.32362 1.31519 -84.3 -2,196.64 1d -3.98%
10.01.2015 12:35 10.02.2015 23:59 USDCAD Buy 0.68 - - 1.32591 1.31519 -107.2 -557.73 1d -0.95%
10.01.2015 12:20 10.02.2015 23:59 USDCAD Buy 0.68 - - 1.32627 1.31519 -110.8 -576.35 1d -0.98%
09.29.2015 02:35 09.30.2015 20:25 USDCAD Sell 0.62 - - 1.33973 1.33735 23.8 110.87 1d 0.19%
09.29.2015 04:25 09.30.2015 20:25 USDCAD Sell 3.10 - - 1.34088 1.33735 35.3 820.89 1d 1.43%
09.29.2015 19:45 09.30.2015 20:25 USDCAD Sell 3.10 - - 1.34386 1.33735 65.1 1,511.67 1d 2.59%
09.28.2015 22:00 09.30.2015 20:25 USDCAD Sell 0.31 - - 1.3383 1.33735 9.5 22.55 1d 0.04%
09.29.2015 20:00 09.30.2015 20:25 USDCAD Sell 3.10 - - 1.34524 1.33735 78.9 1,831.56 1d 3.06%
09.30.2015 16:40 09.30.2015 20:25 USDCAD Buy 3.10 - - 1.33831 1.3371 -12.1 -280.53 3h 45m -0.46%
09.28.2015 13:40 09.30.2015 20:25 USDCAD Sell 0.31 - - 1.33546 1.33735 -18.9 -43.28 2d -0.08%
09.30.2015 16:50 09.30.2015 20:25 USDCAD Buy 3.10 - - 1.33779 1.3371 -6.9 -159.97 3h 35m -0.26%

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