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Strategy Settings

Settings01
"
BBPeriod
90
MaxCandle
580
OzymandiasFilter
false
Amplitude
18
DemFilter
true
DemPer
26
DemB
0.8
Settings02
"
Exits01
"
Exits02
"-Ñòîõàñòè...
StochExit
true
KPer
16
DPer
13
SPer
6
+6.45%

0.02%
0.61%
Drawdown: 5.00%

Balance: $10,644.84
Highest: (Oct 12) $11,174.00
Profit: $644.85
Deposits: $10,000.00

Test Started: Jan 20, 2012
Test Ended: Nov 23, 2012
Timeframe: 4 Hours

Model Type: Every Tick
Added: Jan 15, 2016 at 20:28
Loading, please wait...
Trades: 34
Profitability:
Pips: 643.4
Average Win: 61.61 pips / $63.52
Average Loss: -119.81 pips / -$125.84
Lots: 3.53
Commissions: 0
Longs Won: (14/17) 82%
Shorts Won: (12/17) 70%
Best Trade ($): (Feb 16) 164.93
Worst Trade ($): (Nov 05) -294.71
Best Trade (Pips): (Feb 16) 164.8
Worst Trade (Pips): (Nov 05) -266.1
Avg. Trade Length: 4d
Profit Factor: 1.64
Standard Deviation: $106.08
Sharpe Ratio 0.19
Z-Score (Probability): -1.34 (-82.22%)
Expectancy 18.9 Pips / $18.97
AHPR: 0.19%
GHPR: 0.18%
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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% 0.03% 2.32%
Consecutive Losing Trades 85 76 68 59 51 42 34 25 17 8
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (34)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.14.2012 20:00 11.23.2012 16:59 EURUSD Sell 0.11 1.3 - 1.27455 1.29591 -213.6 -234.45 8d -2.16%
10.22.2012 20:00 11.05.2012 08:00 EURUSD Buy 0.11 1.3 - 1.30577 1.27916 -266.1 -294.71 13d -2.64%
10.12.2012 00:00 10.12.2012 12:00 EURUSD Buy 0.11 1.3 - 1.29325 1.29732 40.7 44.77 12h 0m 0.40%
10.01.2012 12:00 10.11.2012 00:00 EURUSD Sell 0.11 1.3 - 1.28822 1.28602 22.0 24.75 9d 0.22%
09.27.2012 08:00 10.01.2012 00:00 EURUSD Sell 0.11 1.3 - 1.28854 1.28088 76.6 84.35 3d 0.77%
09.26.2012 04:00 09.27.2012 02:01 EURUSD Sell 0.11 1.3 - 1.28993 1.28899 9.4 10.48 22h 1m 0.10%
09.24.2012 16:00 09.24.2012 19:12 EURUSD Buy 0.11 1.3 - 1.29092 1.29271 17.9 19.69 3h 12m 0.18%
09.20.2012 16:00 09.24.2012 01:03 EURUSD Buy 0.11 1.3 - 1.29485 1.29651 16.6 17.97 3d 0.16%
09.05.2012 04:00 09.05.2012 11:50 EURUSD Buy 0.11 1.3 - 1.25369 1.2555 18.1 19.91 7h 50m 0.18%
08.31.2012 08:00 09.04.2012 12:13 EURUSD Buy 0.11 1.3 - 1.2513 1.25808 67.8 74.29 4d 0.68%
08.13.2012 20:00 08.22.2012 04:00 EURUSD Buy 0.11 1.2 - 1.23379 1.24601 122.2 133.13 8d 1.24%
08.01.2012 04:00 08.03.2012 16:00 EURUSD Buy 0.11 1.2 - 1.22966 1.23891 92.5 101.18 2d 0.95%
07.30.2012 08:00 07.31.2012 16:00 EURUSD Buy 0.11 1.2 - 1.22849 1.23135 28.6 31.32 1d 0.30%
07.17.2012 12:00 07.23.2012 16:52 EURUSD Sell 0.10 1.2 - 1.22838 1.21395 144.3 144.55 6d 1.38%
07.05.2012 04:00 07.05.2012 12:00 EURUSD Sell 0.10 1.3 - 1.25264 1.24342 92.2 92.20 8h 0m 0.89%
07.02.2012 08:00 07.02.2012 12:00 EURUSD Buy 0.10 1.2 - 1.26367 1.26068 -29.9 -29.90 4h 0m -0.29%
06.29.2012 12:00 07.02.2012 06:15 EURUSD Buy 0.10 1.3 - 1.25892 1.26144 25.2 25.07 2d 0.24%
06.26.2012 04:00 06.28.2012 03:21 EURUSD Sell 0.10 1.3 - 1.25072 1.25019 5.3 5.47 1d 0.05%
06.05.2012 16:00 06.25.2012 20:00 EURUSD Sell 0.10 1.3 - 1.24364 1.2504 -67.6 -66.76 20d -0.64%
06.05.2012 04:00 06.05.2012 06:29 EURUSD Sell 0.10 1.3 - 1.25225 1.25093 13.2 13.20 2h 29m 0.13%

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