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Strategy Settings

TF
0
MovingPeriod
8
AppliedPrice
1
Shift
13
MARSI_Period
84
MARSI_Method
0
MARSI_Shift
45
MARSI_Zone
0
Direction
1
+33.13%

0%
0.14%
Drawdown: 2.50%

Balance: $133,127.81
Highest: (Apr 13) $133,791.10
Profit: $33,127.76
Deposits: $100,000.00

Test Started: Nov 13, 2000
Test Ended: Jun 09, 2017
Timeframe: 1 Day

Model Type: n/a
Added: Sep 14 2017 at 15:33
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 4460
Ticks Modelled: 8819
Views: 4
Broker: AvaTrade
Trades: 290
Profitability:
Pips: 350,080.0
Average Win: 1,818.15 pips / $177.83
Average Loss: -2,400.48 pips / -$261.26
Lots: 29.00
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (248/290) 85%
Best Trade ($): (Sep 30) 951.59
Worst Trade ($): (Jan 28) -990.37
Best Trade (Pips): (Sep 30) 9,519.0
Worst Trade (Pips): (Jan 28) -9,360.0
Avg. Trade Length: 16d
Profit Factor: 4.02
Standard Deviation: $239.93
Sharpe Ratio 0.00
Z-Score (Probability): -0.32 (-25.11%)
Expectancy 1,207.2 Pips / $114.23
AHPR: 0.10%
GHPR: 0.10%
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 510 459 408 357 306 255 204 153 102 51
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (290)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.22.2017 00:00 06.09.2017 23:59 S&P500 Sell 0.10 - - 2,387.21 2,431.68 -4,447.0 -456.81 18d -0.34%
05.30.2017 00:00 06.09.2017 23:59 S&P500 Sell 0.10 - - 2,411.67 2,431.68 -2,001.0 -206.85 10d -0.16%
06.06.2017 00:00 06.09.2017 23:59 S&P500 Sell 0.10 - - 2,431.92 2,431.68 24.0 0.37 3d 0.00%
03.28.2017 00:00 04.13.2017 00:00 S&P500 Sell 0.10 - - 2,339.79 2,342.08 -229.0 -33.38 16d -0.02%
03.31.2017 00:00 04.13.2017 00:00 S&P500 Sell 0.10 - - 2,364.82 2,342.08 2,274.0 218.89 13d 0.16%
02.22.2017 00:00 03.27.2017 00:00 S&P500 Sell 0.10 - - 2,361.11 2,329.21 3,190.0 297.31 33d 0.22%
02.17.2017 00:00 03.27.2017 00:00 S&P500 Sell 0.10 - - 2,343.01 2,329.21 1,380.0 113.04 38d 0.08%
02.09.2017 00:00 03.27.2017 00:00 S&P500 Sell 0.10 - - 2,296.7 2,329.21 -3,251.0 -355.24 46d -0.27%
01.19.2017 00:00 01.20.2017 00:00 S&P500 Sell 0.10 - - 2,271.9 2,270.06 184.0 17.77 1d 0.01%
12.21.2016 00:00 12.22.2016 00:00 S&P500 Sell 0.10 - - 2,270.54 2,263.03 751.0 74.47 1d 0.06%
10.17.2016 00:00 10.31.2016 00:00 S&P500 Sell 0.10 - - 2,132.95 2,130.7 225.0 14.18 14d 0.01%
09.15.2016 00:00 10.12.2016 00:00 S&P500 Sell 0.10 - - 2,125.36 2,137.77 -1,241.0 -140.28 27d -0.11%
09.29.2016 00:00 10.12.2016 00:00 S&P500 Sell 0.10 - - 2,168.9 2,137.77 3,113.0 303.50 13d 0.23%
09.13.2016 00:00 09.14.2016 00:00 S&P500 Sell 0.10 - - 2,150.47 2,127.96 2,251.0 224.51 1d 0.17%
07.25.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2,173.71 2,120.96 5,275.0 497.90 49d 0.38%
08.22.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2,181.58 2,120.96 6,062.0 593.54 21d 0.45%
09.08.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2,182.76 2,120.96 6,180.0 615.63 4d 0.46%
06.30.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2,073.17 2,120.96 -4,779.0 -522.35 74d -0.40%
07.15.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2,165.13 2,120.96 4,417.0 406.08 59d 0.31%
05.23.2016 00:00 06.14.2016 00:00 S&P500 Sell 0.10 - - 2,052.23 2,076.75 -2,452.0 -258.01 22d -0.20%

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