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Strategy Settings

Lots
0.04
MaximumRisk
0.02
DecreaseFactor
3
MovingPeriod
200
MovingShift
50
+217.8%

0.05%
1.58%
Drawdown: 46.40%

Balance: $3,178.00
Highest: (May 08) $3,650.00
Profit: $2,178.00
Deposits: $1,000.00

Test Started: Jan 04, 2010
Test Ended: Jan 20, 2016
Timeframe: 30 Minutes

Model Type: Every Tick
Added: Jan 21, 2016 at 12:51
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Trades: 881
Profitability:
Pips: 2,178.0
Average Win: 117.35 pips / $117.35
Average Loss: -17.59 pips / -$17.59
Lots: 88.10
Commissions: 0
Longs Won: (62/433) 14%
Shorts Won: (69/448) 15%
Best Trade ($): (Sep 19) 729.00
Worst Trade ($): (Feb 06) -136.00
Best Trade (Pips): (Sep 19) 729.0
Worst Trade (Pips): (Feb 06) -136.0
Avg. Trade Length: 1d
Profit Factor: 1.17
Standard Deviation: $75.97
Sharpe Ratio 0.05
Z-Score (Probability): -1.67 (-91.54%)
Expectancy 2.5 Pips / $2.47
AHPR: 0.20%
GHPR: 0.13%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 0.21% 1.32% 3.94% 8.53% 15.53% 25.35% 38.35% 54.91% 75.35%
Consecutive Losing Trades 181 163 145 126 108 90 72 54 36 18
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (881)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.20.2016 22:30 01.20.2016 23:30 EURUSD Sell 0.10 - - 1.088 1.0895 -15.0 -15.00 1h 0m -0.47%
01.19.2016 12:00 01.19.2016 16:30 EURUSD Sell 0.10 - - 1.0872 1.0879 -7.0 -7.00 4h 30m -0.22%
01.19.2016 09:00 01.19.2016 10:30 EURUSD Sell 0.10 - - 1.0872 1.0878 -6.0 -6.00 1h 30m -0.19%
01.15.2016 10:00 01.15.2016 10:30 EURUSD Sell 0.10 - - 1.0868 1.0896 -28.0 -28.00 30m -0.87%
01.15.2016 03:30 01.15.2016 04:00 EURUSD Buy 0.10 - - 1.0876 1.0873 -3.0 -3.00 30m -0.09%
01.14.2016 10:30 01.14.2016 18:00 EURUSD Buy 0.10 - - 1.088 1.084 -40.0 -40.00 7h 30m -1.22%
01.13.2016 19:00 01.14.2016 09:00 EURUSD Buy 0.10 - - 1.0862 1.0868 6.0 6.00 14h 0m 0.18%
01.13.2016 17:30 01.13.2016 18:00 EURUSD Buy 0.10 - - 1.0865 1.0844 -21.0 -21.00 30m -0.64%
01.12.2016 21:00 01.13.2016 02:30 EURUSD Buy 0.10 - - 1.0853 1.0833 -20.0 -20.00 5h 30m -0.60%
01.12.2016 18:30 01.12.2016 20:30 EURUSD Buy 0.10 - - 1.0838 1.0832 -6.0 -6.00 2h 0m -0.18%
01.07.2016 18:30 01.12.2016 18:00 EURUSD Buy 0.10 - - 1.0855 1.0824 -31.0 -31.00 4d -0.93%
01.07.2016 17:30 01.07.2016 18:00 EURUSD Buy 0.10 - - 1.0862 1.0828 -34.0 -34.00 30m -1.01%
01.07.2016 13:30 01.07.2016 17:00 EURUSD Buy 0.10 - - 1.0863 1.0845 -18.0 -18.00 3h 30m -0.53%
01.07.2016 11:30 01.07.2016 12:00 EURUSD Buy 0.10 - - 1.0867 1.0847 -20.0 -20.00 30m -0.58%
12.30.2015 11:30 12.30.2015 12:00 EURUSD Buy 0.10 - - 1.0941 1.093 -11.0 -11.00 30m -0.32%
12.30.2015 03:01 12.30.2015 06:30 EURUSD Sell 0.10 - - 1.0927 1.0934 -7.0 -7.00 3h 29m -0.20%
12.30.2015 01:00 12.30.2015 02:30 EURUSD Sell 0.10 - - 1.0924 1.0931 -7.0 -7.00 1h 30m -0.20%
12.30.2015 00:04 12.30.2015 00:30 EURUSD Sell 0.10 - - 1.0921 1.093 -9.0 -9.00 26m -0.26%
12.29.2015 18:00 12.29.2015 20:00 EURUSD Sell 0.10 - - 1.0906 1.0933 -27.0 -27.00 2h 0m -0.78%
12.23.2015 18:30 12.23.2015 20:00 EURUSD Sell 0.10 - - 1.0877 1.0882 -5.0 -5.00 1h 30m -0.14%

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