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Strategy Settings

TF
0
MovingPeriod
2
AppliedPrice
1
Shift
12
MARSI_Period
26
MARSI_Method
2
MARSI_Shift
89
MARSI_Zone
56.9
Direction
1
+117.83%

0.01%
0.38%
Drawdown: 3.65%

Balance: $217,830.81
Highest: (Jun 06) $217,830.81
Profit: $117,830.80
Deposits: $100,000.00

Test Started: May 17, 2000
Test Ended: Jun 06, 2017
Timeframe: 1 Day

Model Type: n/a
Added: Sep 14 2017 at 15:27
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 4666
Ticks Modelled: 9232
Views: 3
Broker: AvaTrade
Trades: 206
Profitability:
Pips : 1131270.0
Average Win: 6645.16 pips / $696.93
Average Loss: -4156.36 pips / -$472.89
Lots: 20.60
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (184/206) 89%
Best Trade ($): (May 27) 13049.58
Worst Trade ($): (Jul 11) -1281.43
Best Trade (Pips): (May 27) 122960.0
Worst Trade (Pips): (Jul 11) -11840.0
Avg. Trade Length: 8d
Profit Factor: 12.33
Standard Deviation: $1532.29
Sharpe Ratio 0.3800
Z-Score (Probability): 0.44 (34.00%)
Expectancy 5491.6 Pips / $571.99
AHPR: 0.38%
GHPR: 0.38%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
CAC40 0 0.0 0.00 206 1131270.0 117830.81 206 1131270.0 117830.81 184 (89%) 22 (11%)
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 461 415 368 322 276 230 184 138 92 46
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (206)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.01.2017 00:00 06.06.2017 00:00 CAC40 Sell 0.10 - - 5290.80000 5281.20000 960.0 94.08 5d 0.04%
05.25.2017 00:00 05.26.2017 00:00 CAC40 Sell 0.10 - - 5361.00000 5329.90000 3110.0 328.67 1d 0.15%
05.17.2017 00:00 05.18.2017 00:00 CAC40 Sell 0.10 - - 5375.80000 5310.90000 6490.0 687.58 1d 0.32%
03.14.2017 00:00 03.15.2017 00:00 CAC40 Sell 0.10 - - 5006.10000 4981.10000 2500.0 264.00 1d 0.12%
02.01.2017 00:00 02.02.2017 00:00 CAC40 Sell 0.10 - - 4786.90000 4786.10000 80.0 7.08 1d 0.00%
01.26.2017 00:00 01.30.2017 00:00 CAC40 Sell 0.10 - - 4891.90000 4824.50000 6740.0 709.99 4d 0.33%
12.20.2016 00:00 01.30.2017 00:00 CAC40 Sell 0.10 - - 4822.30000 4824.50000 -220.0 -82.15 41d -0.04%
04.07.2016 00:00 04.08.2016 00:00 CAC40 Sell 0.10 - - 4288.70000 4260.10000 2860.0 302.43 1d 0.14%
04.04.2016 00:00 04.05.2016 00:00 CAC40 Sell 0.10 - - 4311.20000 4284.10000 2710.0 286.51 1d 0.13%
09.23.2015 00:00 09.25.2015 00:00 CAC40 Sell 0.10 - - 4427.80000 4421.20000 660.0 67.47 2d 0.03%
09.16.2015 00:00 09.21.2015 00:00 CAC40 Sell 0.10 - - 4610.20000 4527.30000 8290.0 873.54 5d 0.41%
08.28.2015 00:00 08.31.2015 00:00 CAC40 Sell 0.10 - - 4664.00000 4637.40000 2660.0 278.36 3d 0.13%
08.07.2015 00:00 08.10.2015 00:00 CAC40 Sell 0.10 - - 5187.90000 5180.80000 710.0 70.81 3d 0.03%
07.21.2015 00:00 07.27.2015 00:00 CAC40 Sell 0.10 - - 5152.10000 5031.00000 12110.0 1276.96 6d 0.60%
07.13.2015 00:00 07.27.2015 00:00 CAC40 Sell 0.10 - - 4988.60000 5031.00000 -4240.0 -471.23 14d -0.22%
07.01.2015 00:00 07.03.2015 00:00 CAC40 Sell 0.10 - - 4836.20000 4833.10000 310.0 30.05 2d 0.01%
06.16.2015 00:00 06.18.2015 00:00 CAC40 Sell 0.10 - - 4783.20000 4780.70000 250.0 23.71 2d 0.01%
05.06.2015 00:00 05.07.2015 00:00 CAC40 Sell 0.10 - - 4969.00000 4938.70000 3030.0 320.29 1d 0.15%
05.04.2015 00:00 05.06.2015 00:00 CAC40 Sell 0.10 - - 5041.20000 4970.00000 7120.0 753.09 2d 0.36%
02.16.2015 00:00 02.17.2015 00:00 CAC40 Sell 0.10 - - 4756.30000 4721.40000 3490.0 369.20 1d 0.17%

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