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Strategy Settings

mn
2015
comm
"Swaan Sca...
q
"---------...
K
5
D
3
S
3
OS
20
OB
80
o
"---------...
ema
0
had
false
fulltime
true
manual
false
mm
1000
a
"---------...
+2414.46%

1.18%
42.16%
Drawdown: 55.23%

Balance: $25,144.61
Highest: (Oct 08) $25,202.61
Profit: $24,144.61
Deposits: $1,000.00

Test Started: Jan 06, 2015
Test Ended: Oct 08, 2015
Timeframe: 5 Minutes

Model Type: Control Points
Added: Oct 10, 2015 at 12:00
Loading, please wait...
Trades: 814
Profitability:
Pips: 10,933.3
Average Win: 36.73 pips / $51.67
Average Loss: -38.53 pips / -$19.43
Lots: 99.28
Commissions: 0
Longs Won: (355/492) 72%
Shorts Won: (207/322) 64%
Best Trade ($): (Sep 10) 953.19
Worst Trade ($): (Oct 08) -155.40
Best Trade (Pips): (Jun 11) 197.5
Worst Trade (Pips): (Mar 09) -161.7
Avg. Trade Length: 1d
Profit Factor: 5.93
Standard Deviation: $105.89
Sharpe Ratio 0.40
Z-Score (Probability): -20.64 (99.99%)
Expectancy 13.4 Pips / $29.66
AHPR: 0.40%
GHPR: 0.40%
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 1294 1164 1035 906 776 647 517 388 259 129
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (814)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.08.2015 20:20 10.08.2015 23:59 NZDUSD Sell 0.25 - - 0.66469 0.66701 -23.2 -58.00 3h 39m -0.23%
10.07.2015 08:35 10.08.2015 05:10 NZDUSD Sell 0.63 - - 0.65944 0.6605 -10.6 -80.01 20h 35m -0.39%
10.07.2015 15:20 10.08.2015 05:10 NZDUSD Sell 1.89 - - 0.664 0.6605 35.0 621.81 13h 50m 2.69%
10.07.2015 15:10 10.08.2015 05:10 NZDUSD Sell 1.89 - - 0.66349 0.6605 29.9 525.42 14h 0m 2.39%
10.07.2015 15:25 10.08.2015 05:10 NZDUSD Sell 1.89 - - 0.66417 0.6605 36.7 653.94 13h 45m 2.75%
10.06.2015 20:05 10.08.2015 05:10 NZDUSD Sell 0.21 - - 0.65424 0.6605 -62.6 -137.34 1d -0.64%
10.07.2015 08:55 10.08.2015 05:10 NZDUSD Sell 0.63 - - 0.6603 0.6605 -2.0 -25.83 20h 15m -0.13%
10.06.2015 20:00 10.08.2015 05:10 NZDUSD Sell 0.21 - - 0.65418 0.6605 -63.2 -138.60 1d -0.64%
10.07.2015 06:45 10.08.2015 05:10 NZDUSD Sell 0.63 - - 0.65879 0.6605 -17.1 -120.96 22h 25m -0.58%
10.07.2015 06:40 10.08.2015 05:10 NZDUSD Sell 0.21 - - 0.65791 0.6605 -25.9 -58.80 22h 30m -0.28%
10.07.2015 04:35 10.08.2015 05:10 NZDUSD Sell 0.21 - - 0.65547 0.6605 -50.3 -110.04 1d -0.52%
10.07.2015 04:40 10.08.2015 05:10 NZDUSD Sell 0.21 - - 0.6562 0.6605 -43.0 -94.71 1d -0.45%
10.07.2015 15:00 10.08.2015 05:10 NZDUSD Sell 1.89 - - 0.66301 0.6605 25.1 434.70 14h 10m 2.06%
10.06.2015 18:30 10.08.2015 05:10 NZDUSD Sell 0.21 - - 0.65338 0.6605 -71.2 -155.40 1d -0.71%
10.07.2015 05:45 10.08.2015 05:10 NZDUSD Sell 0.21 - - 0.65692 0.6605 -35.8 -79.59 23h 25m -0.38%
10.07.2015 05:40 10.08.2015 05:10 NZDUSD Sell 0.21 - - 0.65661 0.6605 -38.9 -86.10 23h 30m -0.41%
10.07.2015 15:15 10.08.2015 05:10 NZDUSD Sell 1.89 - - 0.66386 0.6605 33.6 595.35 13h 55m 2.64%
10.07.2015 10:30 10.08.2015 05:10 NZDUSD Sell 1.89 - - 0.66147 0.6605 9.7 143.64 18h 40m 0.70%
10.06.2015 22:50 10.08.2015 05:10 NZDUSD Sell 0.21 - - 0.65461 0.6605 -58.9 -129.57 1d -0.61%
10.07.2015 15:05 10.08.2015 05:10 NZDUSD Sell 1.89 - - 0.66321 0.6605 27.1 472.50 14h 5m 2.19%

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