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Strategy Settings

Settings01
"
BBPeriod
180
MaxCandle
520
OzymandiasFilter
false
Amplitude
18
DemFilter
true
DemPer
12
DemB
0.8
Settings02
"
Exits01
"
Exits02
"-Ñòîõàñòè...
StochExit
true
KPer
9
DPer
11
SPer
6
+0.55%

0%
0.01%
Drawdown: 13.37%

Balance: $10,055.14
Highest: (Feb 28) $10,557.14
Profit: $55.04
Deposits: $10,000.00

Test Started: Feb 17, 2012
Test Ended: Dec 02, 2015
Timeframe: 4 Hours

Model Type: Every Tick
Added: Jan 15, 2016 at 19:50
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Trades: 112
Profitability:
Pips: 99.3
Average Win: 49.49 pips / $70.04
Average Loss: -41.24 pips / -$59.78
Lots: 11.24
Commissions: 0
Longs Won: (23/47) 48%
Shorts Won: (29/65) 44%
Best Trade ($): (Jul 17) 268.33
Worst Trade ($): (Apr 01) -419.31
Best Trade (Pips): (Jul 17) 187.9
Worst Trade (Pips): (Apr 01) -264.8
Avg. Trade Length: 6d
Profit Factor: 1.02
Standard Deviation: $96.98
Sharpe Ratio 0.01
Z-Score (Probability): -1.38 (-83.54%)
Expectancy 0.9 Pips / $0.49
AHPR: 0.01%
GHPR: 0.00%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 8.95% 18.5% 28.3% 38.27% 48.35% 58.54% 68.8% 79.14% 89.54%
Consecutive Losing Trades 168 151 135 118 101 84 67 50 34 17
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (112)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.02.2015 00:00 12.02.2015 12:41 EURGBP Sell 0.10 0.7 - 0.70477 0.70537 -6.0 -8.55 12h 41m -0.08%
11.27.2015 20:00 12.01.2015 20:00 EURGBP Sell 0.10 0.7 - 0.70408 0.70508 -10.0 -14.20 4d -0.14%
11.24.2015 16:00 11.25.2015 11:09 EURGBP Sell 0.10 0.7 - 0.70608 0.70288 32.0 45.67 19h 9m 0.46%
10.16.2015 12:00 10.23.2015 12:00 EURGBP Buy 0.10 0.7 - 0.73517 0.71977 -154.0 -221.15 7d -2.16%
10.15.2015 16:00 10.15.2015 20:00 EURGBP Buy 0.10 0.7 - 0.73795 0.73454 -34.1 -48.62 4h 0m -0.47%
10.15.2015 12:00 10.15.2015 12:17 EURGBP Buy 0.10 0.7 - 0.73894 0.73921 2.7 3.85 17m 0.04%
10.07.2015 12:00 10.14.2015 04:00 EURGBP Buy 0.10 0.7 - 0.7364 0.7449 85.0 119.66 6d 1.18%
09.17.2015 16:00 09.30.2015 08:00 EURGBP Buy 0.10 0.7 - 0.72951 0.74138 118.7 166.82 12d 1.67%
09.16.2015 16:00 09.16.2015 20:00 EURGBP Buy 0.10 0.7 - 0.72949 0.72839 -11.0 -15.68 4h 0m -0.16%
09.10.2015 12:00 09.10.2015 12:38 EURGBP Buy 0.10 0.7 - 0.72766 0.72758 -0.8 -1.14 38m -0.01%
09.09.2015 16:00 09.10.2015 08:21 EURGBP Buy 0.10 0.7 - 0.72689 0.72758 6.9 9.18 16h 21m 0.09%
09.09.2015 08:00 09.09.2015 09:44 EURGBP Buy 0.10 0.7 - 0.72684 0.72758 7.4 10.56 1h 44m 0.11%
09.08.2015 16:00 09.08.2015 19:35 EURGBP Buy 0.10 0.7 - 0.72716 0.72758 4.2 5.99 3h 35m 0.06%
08.18.2015 20:00 08.20.2015 12:00 EURGBP Sell 0.10 0.7 - 0.70424 0.71381 -95.7 -136.36 1d -1.34%
08.09.2015 21:00 08.18.2015 08:46 EURGBP Buy 0.10 0.7 - 0.70749 0.70637 -11.2 -17.96 8d -0.18%
07.23.2015 20:00 08.06.2015 15:11 EURGBP Sell 0.10 0.7 - 0.70828 0.70475 35.3 50.77 13d 0.50%
07.08.2015 12:00 07.17.2015 12:00 EURGBP Sell 0.10 0.7 - 0.71689 0.6981 187.9 268.33 9d 2.73%
07.02.2015 16:00 07.03.2015 16:00 EURGBP Sell 0.10 0.7 - 0.71025 0.71272 -24.7 -35.20 1d -0.36%
05.29.2015 20:00 06.29.2015 08:00 EURGBP Sell 0.10 0.7 - 0.71844 0.7054 130.4 186.85 30d 1.93%
05.28.2015 12:00 05.28.2015 20:00 EURGBP Sell 0.10 0.8 - 0.71249 0.71502 -25.3 -36.08 8h 0m -0.37%

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