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Strategy Settings

Lot
0
Risk
0.5
SLFactor
0.25
RRRatio
6
PriceAcceleration
7
FastVol
4
SlowVol
132
UseBreakEven
false
ss
"*****Filt...
MAPeriod
21
PFMin
1.5
MaxDD
5
Min_Exp_Payoff
100
ss1
"*********...
TimeFilter
false
+1967.64%

0.05%
1.43%
Drawdown: 18.67%

Balance: $20,676.82
Highest: (Aug 09) $21,099.19
Profit: $19,676.40
Deposits: $1,000.00

Test Started: Feb 22, 2000
Test Ended: Aug 17, 2017
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Aug 30, 2017 at 13:35
Loading, please wait...
Trades: 1,003
Profitability:
Pips: 24,952.0
Average Win: 204.00 pips / $157.29
Average Loss: -33.96 pips / -$25.60
Lots: 100.34
Commissions: 0
Longs Won: (131/528) 24%
Shorts Won: (117/475) 24%
Best Trade ($): (Aug 09) 611.42
Worst Trade ($): (Aug 10) -108.45
Best Trade (Pips): (Jan 06) 750.0
Worst Trade (Pips): (Mar 19) -113.0
Avg. Trade Length: 3d
Profit Factor: 2.02
Standard Deviation: $106.84
Sharpe Ratio 0.22
Z-Score (Probability): -15.52 (99.99%)
Expectancy 24.9 Pips / $19.62
AHPR: 0.31%
GHPR: 0.30%
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 808 727 646 565 485 404 323 242 162 81
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1003)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.16.2017 22:15 08.17.2017 14:55 EURUSD Buy 0.54 1.2 1.2 1.1726 1.1707 -19.0 -103.71 16h 40m -0.50%
08.16.2017 22:20 08.17.2017 14:50 EURUSD Buy 0.54 1.2 1.2 1.1734 1.1715 -19.0 -103.71 16h 30m -0.50%
08.16.2017 23:20 08.17.2017 13:02 EURUSD Buy 0.44 1.2 1.2 1.1772 1.1748 -24.0 -106.50 13h 42m -0.51%
08.08.2017 19:25 08.10.2017 23:51 EURUSD Sell 0.71 1.2 1.2 1.176 1.1775 -15.0 -108.45 2d -0.51%
08.08.2017 19:20 08.09.2017 18:17 EURUSD Sell 0.85 1.2 1.2 1.177 1.1698 72.0 611.42 22h 57m 2.98%
08.08.2017 19:30 08.08.2017 22:32 EURUSD Sell 0.58 1.2 1.2 1.1749 1.1767 -18.0 -104.40 3h 2m -0.51%
08.04.2017 19:05 08.07.2017 12:47 EURUSD Sell 0.34 1.2 1.2 1.1776 1.1806 -30.0 -102.23 2d -0.49%
07.20.2017 19:45 08.02.2017 22:06 EURUSD Buy 0.22 1.2 1.2 1.1635 1.188 245.0 537.34 13d 2.67%
07.20.2017 19:40 08.02.2017 13:29 EURUSD Buy 0.24 1.2 1.2 1.1625 1.1853 228.0 545.39 12d 2.78%
07.20.2017 19:35 08.02.2017 13:29 EURUSD Buy 0.24 1.2 1.2 1.1619 1.1847 228.0 545.39 12d 2.86%
07.20.2017 19:30 07.31.2017 20:01 EURUSD Buy 0.28 1.2 1.2 1.1605 1.1796 191.0 533.07 11d 2.88%
07.26.2017 23:05 07.27.2017 19:50 EURUSD Buy 0.52 1.2 1.2 1.1686 1.1668 -18.0 -94.67 20h 45m -0.51%
07.26.2017 23:20 07.27.2017 19:50 EURUSD Buy 0.39 1.2 1.2 1.1693 1.1669 -24.0 -94.40 20h 30m -0.51%
07.26.2017 23:15 07.27.2017 19:44 EURUSD Buy 0.40 1.2 1.2 1.1696 1.1673 -23.0 -92.82 20h 29m -0.49%
07.26.2017 23:10 07.27.2017 19:30 EURUSD Buy 0.42 1.2 1.2 1.1705 1.1683 -22.0 -93.26 20h 20m -0.49%
07.20.2017 17:50 07.21.2017 11:45 EURUSD Buy 0.50 1.2 1.2 1.1549 1.1659 110.0 549.66 17h 55m 2.99%
07.20.2017 18:00 07.20.2017 18:12 EURUSD Buy 0.40 1.2 1.2 1.1564 1.1541 -23.0 -92.00 12m -0.50%
07.20.2017 17:55 07.20.2017 18:12 EURUSD Buy 0.42 1.2 1.2 1.1567 1.1545 -22.0 -92.40 17m -0.50%
07.20.2017 17:40 07.20.2017 17:47 EURUSD Buy 0.78 1.2 1.2 1.1521 1.1509 -12.0 -93.60 7m -0.50%
07.20.2017 17:45 07.20.2017 17:45 EURUSD Buy 0.69 1.2 1.2 1.1529 1.1516 -13.0 -89.70 0s -0.48%

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