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Strategy Settings

COPYRIGHT
"Nhat Vinh...
CONTACT_UPDATES
"nhatvinhb...
VERSION_V4
"Optimize ...
THE_PAIR_TRADED
"EURCHF - ...
TIME_TRADING
"Time Trad...
TIME_FROM
21
TIME_TO
6
CLOSE_ALL_ORDER_TIM...
"Close Ord...
HOUR_CLOSE_ORDER
8
SET_SIZE
"Fac Size ...
FAC_SIZE
1
FIX_LOTSIZE
"Trading L...
LOT_SIZE_FIX
false
LOT_SIZE
1
SL_TP_AUTOMATIC
"Automatic...
+400341.22%

2.1%
86.58%
Drawdown: 84.40%

Balance: $800,882.45
Highest: (Oct 19) $906,973.61
Profit: $800,682.44
Deposits: $200.00

Test Started: Jan 02, 2018
Test Ended: Feb 05, 2019
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Feb 25, 2019 at 01:32
Loading, please wait...
Trades: 1,333
Profitability:
Pips: 2,133.4
Average Win: 4.18 pips / $3,257.35
Average Loss: -4.64 pips / -$5,823.07
Lots: 134,914.00
Commissions: 0
Longs Won: (479/667) 71%
Shorts Won: (464/666) 69%
Best Trade ($): (Aug 13) 79,653.12
Worst Trade ($): (Feb 01) -136,984.59
Best Trade (Pips): (Aug 13) 54.1
Worst Trade (Pips): (Feb 01) -100.8
Avg. Trade Length: 4h 38m
Profit Factor: 1.35
Standard Deviation: $8,995.93
Sharpe Ratio 0.17
Z-Score (Probability): -1.74 (-93.16%)
Expectancy 1.6 Pips / $600.66
AHPR: 0.73%
GHPR: 0.62%
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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% 0.03% 0.24% 1.48% 7.15% 28.78%
Consecutive Losing Trades 138 124 110 96 83 69 55 41 28 14
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1333)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
02.05.2019 22:00 02.05.2019 23:58 EURCHF Buy 150.00 - - 1.1414 1.14037 -10.3 -16,501.24 1h 58m -2.02%
02.05.2019 21:02 02.05.2019 21:59 EURCHF Sell 150.00 - - 1.14159 1.14141 1.8 1,650.05 57m 0.20%
02.05.2019 05:34 02.05.2019 06:03 EURCHF Buy 150.00 - - 1.1415 1.14168 1.8 1,650.22 29m 0.20%
02.05.2019 02:21 02.05.2019 05:34 EURCHF Sell 150.00 - - 1.14145 1.1415 -0.5 -1,800.02 3h 13m -0.22%
02.05.2019 02:01 02.05.2019 02:21 EURCHF Buy 150.00 - - 1.14112 1.14144 3.2 3,750.39 20m 0.46%
02.05.2019 01:45 02.05.2019 02:01 EURCHF Sell 150.00 - - 1.14132 1.14113 1.9 1,800.05 16m 0.22%
02.05.2019 00:33 02.05.2019 00:34 EURCHF Buy 150.00 - - 1.14038 1.14103 6.5 8,700.78 1m 1.09%
02.05.2019 00:31 02.05.2019 00:33 EURCHF Sell 150.00 - - 1.14123 1.14067 5.6 7,350.17 2m 0.93%
02.04.2019 22:49 02.05.2019 00:25 EURCHF Buy 150.00 - - 1.14116 1.14121 0.5 -154.44 1h 36m -0.02%
02.04.2019 21:05 02.04.2019 22:48 EURCHF Sell 150.00 - - 1.14113 1.14117 -0.4 -1,650.01 1h 43m -0.21%
02.04.2019 03:16 02.04.2019 06:22 EURCHF Sell 150.00 - - 1.14062 1.14067 -0.5 -1,800.01 3h 6m -0.23%
02.04.2019 02:05 02.04.2019 03:12 EURCHF Buy 150.00 - - 1.14034 1.14062 2.8 3,150.29 1h 7m 0.40%
02.04.2019 01:01 02.04.2019 02:05 EURCHF Sell 150.00 - - 1.14061 1.14035 2.6 2,850.04 1h 4m 0.36%
02.04.2019 00:58 02.04.2019 01:00 EURCHF Sell 150.00 - - 1.14059 1.14009 5.0 6,450.07 2m 0.82%
02.04.2019 00:54 02.04.2019 00:57 EURCHF Sell 150.00 - - 1.14056 1.14006 5.0 6,450.08 3m 0.83%
02.04.2019 00:43 02.04.2019 00:51 EURCHF Sell 150.00 - - 1.1405 1.14 5.0 6,450.08 8m 0.83%
02.04.2019 00:42 02.04.2019 00:43 EURCHF Sell 150.00 - - 1.1405 1.14 5.0 6,450.08 1m 0.84%
02.01.2019 23:36 02.04.2019 00:42 EURCHF Buy 150.00 - - 1.14025 1.1405 2.5 2,845.76 2d 0.37%
02.01.2019 21:33 02.01.2019 23:36 EURCHF Sell 150.00 - - 1.1402 1.14025 -0.5 -1,800.01 2h 3m -0.24%
02.01.2019 21:02 02.01.2019 21:33 EURCHF Buy 150.00 - - 1.13984 1.14019 3.5 4,200.36 31m 0.55%

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