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Strategy Settings

EAComment
"RMI EA"
LicenceKey
"cubbybgoo...
Indicator_Parameter...
"_________...
Indicators_
"---------...
RMIPeriod
14
MomPeriod
5
BuyLevel
35
SellLevel
65
BarShift
1
Trade_Parameters
"_________...
UseHedge
false
Hedge
"EURGBP"
HedgePercent
0
StopLoss
0
TakeProfit
0
+430.03%

0.06%
1.68%
Drawdown: 38.45%

Balance: $53,002.73
Highest: (Mar 13) $62,407.79
Profit: $43,002.73
Deposits: $10,000.00

Test Started: Jan 06, 2010
Test Ended: Mar 27, 2018
Timeframe: 30 Minutes

Model Type: Every Tick
Added: Mar 28, 2018 at 11:53
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Trades: 1,818
Profitability:
Pips: 5,479.7
Average Win: 5.48 pips / $44.15
Average Loss: -115.87 pips / -$962.96
Lots: 1,630.44
Commissions: 0
Longs Won: (869/887) 97%
Shorts Won: (912/931) 97%
Best Trade ($): (Jan 17) 4,711.54
Worst Trade ($): (Mar 27) -5,724.84
Best Trade (Pips): (Jan 17) 301.9
Worst Trade (Pips): (Mar 27) -412.7
Avg. Trade Length: 8h 31m
Profit Factor: 2.21
Standard Deviation: $280.63
Sharpe Ratio 0.10
Z-Score (Probability): -2.96 (-134.82%)
Expectancy 3.0 Pips / $23.65
AHPR: 0.10%
GHPR: 0.09%
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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% 0.08% 3.53%
Consecutive Losing Trades 55 50 44 39 33 28 22 17 11 6
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1818)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.13.2018 15:00 03.27.2018 05:46 GBPCAD Sell 1.79 - - 1.78538 1.82665 -412.7 -5,724.84 13d -9.17%
03.13.2018 19:40 03.27.2018 05:46 GBPCAD Sell 2.09 - - 1.80538 1.82665 -212.7 -3,445.00 13d -6.08%
03.16.2018 13:19 03.27.2018 05:46 GBPCAD Sell 2.39 - - 1.82538 1.82665 -12.7 -235.22 10d -0.44%
03.13.2018 01:00 03.13.2018 01:44 GBPCAD Sell 1.79 - - 1.78536 1.78504 3.2 44.40 44m 0.07%
03.12.2018 17:30 03.12.2018 17:38 GBPCAD Sell 1.79 - - 1.78185 1.78154 3.1 43.01 8m 0.07%
03.12.2018 02:30 03.12.2018 11:11 GBPCAD Buy 1.79 - - 1.7756 1.77591 3.1 43.01 8h 41m 0.07%
03.08.2018 21:00 03.08.2018 21:10 GBPCAD Buy 1.79 - - 1.78837 1.78868 3.1 43.02 10m 0.07%
03.07.2018 04:30 03.07.2018 05:05 GBPCAD Sell 1.79 - - 1.79865 1.79835 3.0 41.62 35m 0.07%
03.07.2018 02:30 03.07.2018 02:30 GBPCAD Buy 1.78 - - 1.7886 1.78894 3.4 46.91 0s 0.08%
03.05.2018 03:00 03.05.2018 03:30 GBPCAD Sell 1.78 - - 1.77746 1.77715 3.1 42.77 30m 0.07%
03.02.2018 20:00 03.02.2018 20:57 GBPCAD Sell 1.78 - - 1.77433 1.77402 3.1 42.77 57m 0.07%
03.02.2018 10:30 03.02.2018 11:05 GBPCAD Sell 1.78 - - 1.76874 1.76843 3.1 42.76 35m 0.07%
03.01.2018 18:30 03.01.2018 18:34 GBPCAD Sell 1.78 - - 1.76869 1.76839 3.0 41.38 4m 0.07%
02.28.2018 00:30 02.28.2018 00:47 GBPCAD Sell 1.78 - - 1.77486 1.77456 3.0 41.41 17m 0.07%
02.27.2018 23:00 02.27.2018 23:04 GBPCAD Sell 1.78 - - 1.77432 1.77401 3.1 42.79 4m 0.07%
02.24.2018 00:00 02.26.2018 06:42 GBPCAD Buy 1.78 - - 1.76892 1.76923 3.1 42.79 2d 0.07%
02.23.2018 13:30 02.23.2018 13:59 GBPCAD Sell 1.78 - - 1.77643 1.77612 3.1 42.80 29m 0.07%
02.22.2018 23:00 02.23.2018 00:25 GBPCAD Sell 1.77 - - 1.77422 1.7739 3.2 43.93 1h 25m 0.07%
02.20.2018 14:30 02.20.2018 14:31 GBPCAD Sell 1.77 - - 1.76318 1.76287 3.1 42.56 1m 0.07%
02.20.2018 12:30 02.20.2018 12:41 GBPCAD Buy 1.77 - - 1.75712 1.75743 3.1 42.57 11m 0.07%

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