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Strategy Settings

RSIperiod
93
RSIaprice
3
MAperiod
42
MAmethod
0
MARSIlimit
53
Direction
0
ATRPeriod
80
ATRmulti
1.6
Size
0.1
Magico
999
MaxDDpercallowed
10
MaxStagnazAllowed
999
MinProfitPerc1Y
0.5
MinTrades1Y
50
RatioMinTXT
2
+23.6%

0%
0.12%
Drawdown: 2.66%

Balance: $123,598.23
Highest: (Apr 16) $124,454.23
Profit: $23,598.27
Deposits: $100,000.00

Test Started: May 16, 2003
Test Ended: May 31, 2018
Timeframe: 1 Hour

Model Type: Open Prices
Added: Sep 05 2018 at 13:56
Comments:
15 year backtest on eurusd h1 tf, openbar price
Model Quality: 0.0
Bars In Test: 94233
Ticks Modelled: 188364
Views: 4
Broker: AvaTrade
Trades: 2318
Profitability:
Pips: 28604.2
Average Win: 80.69 pips / $77.53
Average Loss: -42.70 pips / -$44.06
Lots: 231.80
Commissions: 0
Longs Won: (1034/2318) 44%
Shorts Won: (0/0) 0%
Best Trade($): (Mar 20) 793.69
Worst Trade($): (Oct 02) -289.14
Best Trade (Pips): (Mar 20) 802.6
Worst Trade (Pips): (Oct 02) -288.0
Avg. Trade Length: 1d
Profit Factor: 1.42
Standard Deviation: $88.27
Sharpe Ratio 0.0000
Z-Score (Probability): -18.37 (99.99%)
Expectancy: 12.3 Pips / $10.18
AHPR: 0.01%
GHPR: 0.01%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 2318 28604.2 23598.23 0 0.0 0.00 2318 28604.2 23598.23 1034 (45%) 1284 (55%)
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 2809 2528 2247 1966 1685 1404 1124 843 562 281
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2318)

Open
Date
Close
date
Symbol Action Lots SL TP Open
Price
Close
Price
Pips Profit Duration Change
05.30.2018 07:00 05.31.2018 13:00 EURUSD Buy 0.10 1.16768 - 1.15822 1.16768 94.6 91.66 1d 0.07%
05.27.2018 22:00 05.28.2018 11:00 EURUSD Buy 0.10 1.16401 - 1.16898 1.16401 -49.7 -50.68 13h 0m -0.04%
05.25.2018 10:00 05.25.2018 12:00 EURUSD Buy 0.10 1.16809 - 1.17160 1.16809 -35.1 -35.10 2h 0m -0.03%
05.24.2018 08:00 05.25.2018 12:00 EURUSD Buy 0.10 1.16809 - 1.17243 1.16809 -43.4 -44.39 1d -0.04%
05.21.2018 13:00 05.22.2018 07:00 EURUSD Buy 0.10 1.17604 - 1.17712 1.17604 -10.8 -11.79 18h 0m -0.01%
05.21.2018 16:00 05.22.2018 07:00 EURUSD Buy 0.10 1.17604 - 1.17699 1.17604 -9.5 -10.49 15h 0m -0.01%
05.17.2018 12:00 05.18.2018 10:00 EURUSD Buy 0.10 1.17787 - 1.17922 1.17787 -13.5 -14.49 22h 0m -0.01%
05.16.2018 23:00 05.17.2018 07:00 EURUSD Buy 0.10 1.18062 - 1.18177 1.18062 -11.5 -14.48 8h 0m -0.01%
05.09.2018 10:00 05.10.2018 15:00 EURUSD Buy 0.10 1.18886 - 1.18569 1.18886 31.7 28.71 1d 0.02%
05.07.2018 23:00 05.08.2018 09:00 EURUSD Buy 0.10 1.18918 - 1.19239 1.18918 -32.1 -33.10 10h 0m -0.03%
05.07.2018 17:00 05.08.2018 09:00 EURUSD Buy 0.10 1.18918 - 1.19347 1.18918 -42.9 -43.90 16h 0m -0.04%
05.04.2018 18:00 05.08.2018 09:00 EURUSD Buy 0.10 1.18918 - 1.19611 1.18918 -69.3 -71.31 3d -0.06%
05.08.2018 07:00 05.08.2018 09:00 EURUSD Buy 0.10 1.18918 - 1.19197 1.18918 -27.9 -27.90 2h 0m -0.02%
05.07.2018 19:00 05.08.2018 09:00 EURUSD Buy 0.10 1.18918 - 1.19264 1.18918 -34.6 -35.60 14h 0m -0.03%
05.03.2018 02:00 05.04.2018 14:00 EURUSD Buy 0.10 1.19395 - 1.19797 1.19395 -40.2 -41.21 1d -0.03%
05.02.2018 13:00 05.02.2018 14:00 EURUSD Buy 0.10 1.19867 - 1.20134 1.19867 -26.7 -26.70 1h 0m -0.02%
05.02.2018 08:00 05.02.2018 14:00 EURUSD Buy 0.10 1.19867 - 1.20182 1.19867 -31.5 -31.50 6h 0m -0.03%
04.30.2018 21:00 05.01.2018 15:00 EURUSD Buy 0.10 1.19836 - 1.20788 1.19836 -95.2 -96.22 18h 0m -0.08%
04.30.2018 23:00 05.01.2018 15:00 EURUSD Buy 0.10 1.19836 - 1.20824 1.19836 -98.8 -99.82 16h 0m -0.08%
04.30.2018 18:00 05.01.2018 15:00 EURUSD Buy 0.10 1.19836 - 1.20879 1.19836 -104.3 -105.32 21h 0m -0.08%

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