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Strategy Settings

MovingPeriod
88
AppliedPrice
1
Shift
92
MARSI_Period
98
MARSI_Method
0
MARSI_Shift
4
MARSI_Zone
51
Direction
1
MaxDD
4000
MinTrades
200
MinTradesYear
2005
MinProfit
1500
+29.99%

0.01%
0.15%
Drawdown: 2.38%

Balance: $129,991.60
Highest: (Jun 01) $129,991.60
Profit: $29,991.60
Deposits: $100,000.00

Test Started: Jun 09, 2003
Test Ended: Jun 01, 2017
Timeframe: 15 Minutes

Model Type: Open Prices
Added: Jan 30, 2018 at 15:58
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Trades: 4,589
Profitability:
Pips: 29,991.6
Average Win: 15.06 pips / $15.06
Average Loss: -36.90 pips / -$36.90
Lots: 458.90
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (3,836/4,589) 83%
Best Trade ($): (Dec 18) 219.90
Worst Trade ($): (Dec 18) -595.10
Best Trade (Pips): (Dec 18) 219.9
Worst Trade (Pips): (Dec 18) -595.1
Avg. Trade Length: 17h 12m
Profit Factor: 2.08
Standard Deviation: $35.03
Sharpe Ratio 0.00
Z-Score (Probability): -16.81 (99.99%)
Expectancy 6.5 Pips / $6.54
AHPR: 0.01%
GHPR: 0.01%
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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 3521 3169 2817 2465 2113 1761 1408 1056 704 352
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (4589)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.01.2017 07:45 06.01.2017 08:30 EURUSD Sell 0.10 - - 1.12324 1.12313 1.1 1.10 45m 0.00%
05.26.2017 09:15 05.26.2017 09:30 EURUSD Sell 0.10 - - 1.12206 1.12173 3.3 3.30 15m 0.00%
05.26.2017 08:45 05.26.2017 09:15 EURUSD Sell 0.10 - - 1.12234 1.12226 0.8 0.80 30m 0.00%
05.24.2017 07:00 05.24.2017 08:00 EURUSD Sell 0.10 - - 1.11779 1.11776 0.3 0.30 1h 0m 0.00%
05.24.2017 04:45 05.24.2017 05:45 EURUSD Sell 0.10 - - 1.11786 1.11767 1.9 1.90 1h 0m 0.00%
05.24.2017 04:15 05.24.2017 04:45 EURUSD Sell 0.10 - - 1.11816 1.11806 1.0 1.00 30m 0.00%
05.23.2017 21:15 05.23.2017 23:30 EURUSD Sell 0.10 - - 1.11826 1.11835 -0.9 -0.90 2h 15m 0.00%
05.23.2017 23:00 05.23.2017 23:30 EURUSD Sell 0.10 - - 1.11873 1.11835 3.8 3.80 30m 0.00%
05.23.2017 21:00 05.23.2017 23:30 EURUSD Sell 0.10 - - 1.11822 1.11835 -1.3 -1.30 2h 30m 0.00%
05.23.2017 18:00 05.23.2017 18:30 EURUSD Sell 0.10 - - 1.11964 1.11927 3.7 3.70 30m 0.00%
05.23.2017 18:15 05.23.2017 18:30 EURUSD Sell 0.10 - - 1.11962 1.11927 3.5 3.50 15m 0.00%
05.23.2017 15:30 05.23.2017 15:45 EURUSD Sell 0.10 - - 1.12364 1.12253 11.1 11.10 15m 0.01%
05.23.2017 14:30 05.23.2017 15:45 EURUSD Sell 0.10 - - 1.12212 1.12253 -4.1 -4.10 1h 15m 0.00%
05.23.2017 00:00 05.23.2017 06:15 EURUSD Sell 0.10 - - 1.12371 1.12315 5.6 5.60 6h 15m 0.00%
05.19.2017 00:30 05.19.2017 02:45 EURUSD Sell 0.10 - - 1.11081 1.11016 6.5 6.50 2h 15m 0.01%
05.18.2017 22:00 05.19.2017 02:45 EURUSD Sell 0.10 - - 1.11009 1.11016 -0.7 -0.70 4h 45m 0.00%
05.18.2017 19:45 05.18.2017 20:30 EURUSD Sell 0.10 - - 1.11097 1.11085 1.2 1.20 45m 0.00%
05.18.2017 03:30 05.18.2017 04:30 EURUSD Sell 0.10 - - 1.1158 1.1154 4.0 4.00 1h 0m 0.00%
05.18.2017 00:30 05.18.2017 02:00 EURUSD Sell 0.10 - - 1.116 1.11567 3.3 3.30 1h 30m 0.00%
05.17.2017 23:30 05.18.2017 00:00 EURUSD Sell 0.10 - - 1.11571 1.11563 0.8 0.80 30m 0.00%

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