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Strategy Settings

_s1
"----- In...
pRSI_1
26
pLongConsty_2
7.56
pRSI_3
14
pRSI_4
59
pRSI_5
17
pCCI_6
27
pCCI_7
34
pRSI_8
34
pRSI_9
72
pRSI_10
36
pCCI_11
5
pLongConsty_12
2.68
pCCI_13
5
pRSI_14
61
+3.5%

0.01%
0.39%
Drawdown: 6.20%

Balance: $10,349.84
Highest: (Jul 03) $10,516.80
Profit: $350.04
Deposits: $10,000.00

Test Started: Feb 07, 2012
Test Ended: Oct 30, 2012
Timeframe: 1 Day

Model Type: Every Tick
Added: Jan 16 2016 at 10:46
Comments:
No comments entered.
Model Quality: 99.9
Bars in test: 261
Ticks Modelled: 14297806
Views: 4
Broker: -
Trades: 121
Profitability:
Pips: 384.3
Average Win: 40.36 pips / $39.95
Average Loss: -37.21 pips / -$37.36
Lots: 12.10
Commissions: 0
Longs Won: (34/60) 56%
Shorts Won: (29/61) 47%
Best Trade ($): (Jul 01) 166.93
Worst Trade ($): (May 22) -154.16
Best Trade (Pips): (Jul 01) 169.7
Worst Trade (Pips): (May 22) -157.9
Avg. Trade Length: 2d
Profit Factor: 1.16
Standard Deviation: $50.42
Sharpe Ratio 0.0000
Z-Score (Probability): -1.63 (-90.58%)
Expectancy 3.2 Pips / $2.89
AHPR: 0.03%
GHPR: 0.03%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
USDCAD 60 211.9 158.58 61 172.4 191.26 121 384.3 349.84 63 (52%) 58 (48%)
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% 0.02% 0.53% 8.45%
Consecutive Losing Trades 277 249 222 194 166 139 111 83 55 28
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (121)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.26.2012 00:00 10.30.2012 08:39 USDCAD Sell 0.10 - - 0.99487 1.00030 -54.3 -54.01 4d -0.52%
10.23.2012 00:00 10.26.2012 00:00 USDCAD Buy 0.10 - - 0.99252 0.99487 23.5 22.13 3d 0.21%
10.19.2012 00:00 10.23.2012 00:00 USDCAD Sell 0.10 - - 0.98477 0.99252 -77.5 -77.81 4d -0.74%
10.18.2012 00:00 10.19.2012 00:00 USDCAD Buy 0.10 - - 0.97876 0.98477 60.1 60.73 1d 0.58%
10.17.2012 00:00 10.18.2012 00:00 USDCAD Sell 0.10 - - 0.98584 0.97876 70.8 72.74 1d 0.70%
10.16.2012 00:00 10.17.2012 00:00 USDCAD Buy 0.10 - - 0.98138 0.98584 44.6 44.94 1d 0.44%
10.15.2012 00:00 10.16.2012 00:00 USDCAD Sell 0.10 - - 0.98056 0.98138 -8.2 -8.23 1d -0.08%
10.14.2012 21:00 10.15.2012 00:00 USDCAD Buy 0.10 - - 0.97888 0.98056 16.8 16.83 3h 0m 0.16%
10.12.2012 00:00 10.14.2012 21:00 USDCAD Sell 0.10 - - 0.97850 0.97888 -3.8 -3.88 2d -0.04%
10.11.2012 00:00 10.12.2012 00:00 USDCAD Buy 0.10 - - 0.98238 0.97850 -38.8 -39.95 1d -0.39%
10.10.2012 00:00 10.11.2012 00:00 USDCAD Sell 0.10 - - 0.97937 0.98238 -30.1 -30.24 1d -0.29%
10.08.2012 00:00 10.10.2012 00:00 USDCAD Buy 0.10 - - 0.97770 0.97937 16.7 16.45 2d 0.16%
10.07.2012 21:00 10.08.2012 00:00 USDCAD Sell 0.10 - - 0.97720 0.97770 -5.0 -4.98 3h 0m -0.05%
10.05.2012 00:00 10.07.2012 21:00 USDCAD Buy 0.10 - - 0.98138 0.97720 -41.8 -42.78 2d -0.41%
10.03.2012 00:00 10.05.2012 00:00 USDCAD Sell 0.10 - - 0.98418 0.98138 28.0 29.07 2d 0.28%
10.02.2012 00:00 10.03.2012 00:00 USDCAD Buy 0.10 - - 0.98224 0.98418 19.4 19.41 1d 0.19%
10.01.2012 00:00 10.02.2012 00:00 USDCAD Sell 0.10 - - 0.98431 0.98224 20.7 21.20 1d 0.21%
09.28.2012 00:00 10.01.2012 00:00 USDCAD Buy 0.10 - - 0.98114 0.98431 31.7 31.91 3d 0.31%
09.24.2012 00:00 09.28.2012 00:00 USDCAD Sell 0.10 - - 0.97768 0.98114 -34.6 -34.46 4d -0.33%
09.18.2012 00:00 09.24.2012 00:00 USDCAD Buy 0.10 - - 0.97497 0.97768 27.1 25.93 6d 0.25%

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