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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
300
a
"---------...
+5628.35%

1.45%
53.82%
Drawdown: 67.62%

Balance: $17,187.36
Highest: (Oct 15) $17,187.36
Profit: $16,886.75
Deposits: $300.00

Test Started: Jan 06, 2015
Test Ended: Oct 15, 2015
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Oct 17, 2015 at 12:58
Loading, please wait...
Trades: 644
Profitability:
Pips: 9,229.0
Average Win: 35.36 pips / $48.18
Average Loss: -34.45 pips / -$24.71
Lots: 96.08
Commissions: 0
Longs Won: (172/250) 68%
Shorts Won: (278/394) 70%
Best Trade ($): (Oct 15) 908.10
Worst Trade ($): (Oct 02) -361.76
Best Trade (Pips): (Jan 16) 170.3
Worst Trade (Pips): (Feb 02) -214.2
Avg. Trade Length: 18h 1m
Profit Factor: 4.52
Standard Deviation: $97.40
Sharpe Ratio 0.37
Z-Score (Probability): -19.08 (99.99%)
Expectancy 14.3 Pips / $26.22
AHPR: 0.64%
GHPR: 0.63%
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 695 626 556 487 417 348 278 209 139 70
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (644)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.14.2015 22:25 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.2916 1.29435 27.5 89.99 17h 20m 0.65%
10.15.2015 10:40 10.15.2015 15:45 USDCAD Buy 1.80 - - 1.28782 1.29435 65.3 908.10 5h 5m 5.58%
10.15.2015 05:30 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29083 1.29435 35.2 122.38 10h 15m 0.86%
10.14.2015 22:10 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29276 1.29435 15.9 49.66 17h 35m 0.36%
10.15.2015 10:35 10.15.2015 15:45 USDCAD Buy 1.80 - - 1.28829 1.29435 60.6 842.74 5h 10m 5.46%
10.15.2015 05:20 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29096 1.29435 33.9 117.86 10h 25m 0.84%
10.15.2015 09:45 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.28943 1.29435 49.2 171.05 6h 0m 1.18%
10.15.2015 09:35 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29045 1.29435 39.0 135.59 6h 10m 0.95%
10.14.2015 21:25 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29475 1.29435 -4.0 -19.53 18h 20m -0.14%
10.14.2015 22:15 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29223 1.29435 21.2 68.08 17h 30m 0.50%
10.15.2015 04:25 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29139 1.29435 29.6 102.91 11h 20m 0.74%
10.14.2015 22:00 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29334 1.29435 10.1 29.49 17h 45m 0.22%
10.14.2015 21:55 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29386 1.29435 4.9 11.42 17h 50m 0.08%
10.14.2015 22:20 10.15.2015 15:45 USDCAD Buy 0.45 - - 1.29184 1.29435 25.1 81.64 17h 25m 0.59%
10.15.2015 10:25 10.15.2015 15:45 USDCAD Buy 1.80 - - 1.28847 1.29435 58.8 817.71 5h 20m 5.59%
10.13.2015 16:25 10.13.2015 17:10 USDCAD Sell 1.52 - - 1.30723 1.30243 48.0 560.18 45m 4.28%
10.12.2015 21:45 10.13.2015 17:10 USDCAD Sell 0.38 - - 1.30074 1.30243 -16.9 -50.18 19h 25m -0.44%
10.12.2015 21:25 10.13.2015 17:10 USDCAD Sell 0.38 - - 1.29991 1.30243 -25.2 -74.39 19h 45m -0.65%
10.13.2015 05:35 10.13.2015 17:10 USDCAD Sell 1.52 - - 1.30587 1.30243 34.4 401.46 11h 35m 3.42%
10.12.2015 21:30 10.13.2015 17:10 USDCAD Sell 0.38 - - 1.30025 1.30243 -21.8 -64.47 19h 40m -0.56%

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