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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
"---------...
+2501.07%

1.19%
42.5%
Drawdown: 54.52%

Balance: $26,010.76
Highest: (Oct 08) $26,139.54
Profit: $25,010.65
Deposits: $1,000.00

Test Started: Jan 06, 2015
Test Ended: Oct 09, 2015
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Oct 13, 2015 at 15:08
Loading, please wait...
Trades: 802
Profitability:
Pips: 11,592.0
Average Win: 37.27 pips / $54.52
Average Loss: -36.80 pips / -$21.25
Lots: 107.20
Commissions: 0
Longs Won: (351/493) 71%
Shorts Won: (204/309) 66%
Best Trade ($): (Oct 08) 895.62
Worst Trade ($): (Oct 08) -234.58
Best Trade (Pips): (Jun 11) 199.4
Worst Trade (Pips): (Mar 09) -159.8
Avg. Trade Length: 1d
Profit Factor: 5.77
Standard Deviation: $111.31
Sharpe Ratio 0.41
Z-Score (Probability): -20.67 (99.99%)
Expectancy 14.5 Pips / $31.19
AHPR: 0.41%
GHPR: 0.41%
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 1224 1102 979 857 734 612 490 367 245 122
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (802)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.08.2015 20:20 10.09.2015 23:59 NZDUSD Sell 0.26 - - 0.66465 0.66953 -48.8 -128.78 1d -0.49%
10.07.2015 15:15 10.08.2015 05:10 NZDUSD Sell 1.98 - - 0.66384 0.66028 35.6 661.52 13h 55m 2.87%
10.07.2015 04:35 10.08.2015 05:10 NZDUSD Sell 0.22 - - 0.65542 0.66028 -48.6 -111.74 1d -0.51%
10.07.2015 05:45 10.08.2015 05:10 NZDUSD Sell 0.65 - - 0.65689 0.66028 -33.9 -234.58 23h 25m -1.08%
10.07.2015 00:25 10.08.2015 05:10 NZDUSD Sell 0.22 - - 0.65411 0.66028 -61.7 -140.56 1d -0.62%
10.07.2015 08:35 10.08.2015 05:10 NZDUSD Sell 1.98 - - 0.65937 0.66028 -9.1 -223.54 20h 35m -1.06%
10.07.2015 11:10 10.08.2015 05:10 NZDUSD Sell 1.98 - - 0.66253 0.66028 22.5 402.14 18h 0m 1.91%
10.07.2015 00:30 10.08.2015 05:10 NZDUSD Sell 0.22 - - 0.65431 0.66028 -59.7 -136.16 1d -0.60%
10.07.2015 04:15 10.08.2015 05:10 NZDUSD Sell 0.22 - - 0.65453 0.66028 -57.5 -131.32 1d -0.59%
10.07.2015 15:10 10.08.2015 05:10 NZDUSD Sell 1.98 - - 0.66342 0.66028 31.4 578.36 14h 0m 2.58%
10.07.2015 08:55 10.08.2015 05:10 NZDUSD Sell 1.98 - - 0.66022 0.66028 -0.6 -55.24 20h 15m -0.26%
10.07.2015 15:05 10.08.2015 05:10 NZDUSD Sell 1.98 - - 0.66315 0.66028 28.7 524.90 14h 5m 2.39%
10.07.2015 06:40 10.08.2015 05:10 NZDUSD Sell 0.65 - - 0.65785 0.66028 -24.3 -172.19 22h 30m -0.80%
10.07.2015 04:25 10.08.2015 05:10 NZDUSD Sell 0.22 - - 0.655 0.66028 -52.8 -120.98 1d -0.55%
10.07.2015 04:20 10.08.2015 05:10 NZDUSD Sell 0.22 - - 0.65489 0.66028 -53.9 -123.40 1d -0.56%
10.07.2015 15:00 10.08.2015 05:10 NZDUSD Sell 1.98 - - 0.66295 0.66028 26.7 485.30 14h 10m 2.26%
10.07.2015 06:45 10.08.2015 05:10 NZDUSD Sell 0.65 - - 0.65873 0.66028 -15.5 -114.99 22h 25m -0.54%
10.07.2015 04:40 10.08.2015 05:10 NZDUSD Sell 0.22 - - 0.65615 0.66028 -41.3 -95.68 1d -0.44%
10.07.2015 00:35 10.08.2015 05:10 NZDUSD Sell 0.22 - - 0.65441 0.66028 -58.7 -133.96 1d -0.60%
10.07.2015 10:30 10.08.2015 05:10 NZDUSD Sell 1.98 - - 0.66139 0.66028 11.1 176.42 18h 40m 0.85%

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