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Strategy Settings

Lot
0
Risk
1.5
SLFactor
0.25
RRRatio
1.5
PriceAcceleration
7
FastVol
4
SlowVol
140
UseBreakEven
false
ss
"*****Filt...
MAPeriod
21
PFMin
1.5
MaxDD
5
Min_Exp_Payoff
100
ss1
"*********...
TimeFilter
false
+7376.75%

0.07%
2.05%
Drawdown: 17.35%

Balance: $74,767.55
Highest: (Aug 16) $75,926.99
Profit: $73,767.49
Deposits: $1,000.00

Test Started: Feb 28, 2000
Test Ended: Aug 17, 2017
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Aug 30, 2017 at 14:03
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Trades: 804
Profitability:
Pips: 11,238.0
Average Win: 52.97 pips / $344.45
Average Loss: -35.59 pips / -$229.47
Lots: 698.66
Commissions: 0
Longs Won: (228/432) 52%
Shorts Won: (222/372) 59%
Best Trade ($): (Aug 16) 1,641.40
Worst Trade ($): (Aug 17) -1,159.44
Best Trade (Pips): (Mar 19) 170.0
Worst Trade (Pips): (Mar 19) -113.0
Avg. Trade Length: 12h 24m
Profit Factor: 1.91
Standard Deviation: $425.06
Sharpe Ratio 0.32
Z-Score (Probability): -10.37 (99.99%)
Expectancy 14.0 Pips / $91.75
AHPR: 0.55%
GHPR: 0.54%
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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% <0.01% <0.01%
Consecutive Losing Trades 326 293 261 228 196 163 130 98 65 33
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (804)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.16.2017 23:20 08.17.2017 13:02 EURUSD Buy 4.79 1.2 1.2 1.1772 1.1748 -24.0 -1,159.44 13h 42m -1.53%
08.16.2017 22:20 08.16.2017 23:10 EURUSD Buy 5.66 1.2 1.2 1.1734 1.1763 29.0 1,641.40 50m 2.21%
08.16.2017 22:15 08.16.2017 23:00 EURUSD Buy 5.66 1.2 1.2 1.1726 1.1755 29.0 1,641.40 45m 2.26%
08.08.2017 19:30 08.08.2017 20:57 EURUSD Sell 5.96 1.2 1.2 1.1749 1.1723 26.0 1,549.60 1h 27m 2.18%
08.08.2017 19:25 08.08.2017 19:57 EURUSD Sell 7.03 1.2 1.2 1.176 1.1738 22.0 1,546.60 32m 2.22%
08.08.2017 19:20 08.08.2017 19:29 EURUSD Sell 8.50 1.2 1.2 1.177 1.1752 18.0 1,530.00 9m 2.25%
08.04.2017 19:05 08.04.2017 19:24 EURUSD Sell 3.35 1.2 1.2 1.1776 1.1731 45.0 1,507.50 19m 2.27%
07.27.2017 00:10 07.27.2017 15:13 EURUSD Buy 3.19 1.2 1.2 1.1741 1.1709 -32.0 -1,020.80 15h 3m -1.51%
07.26.2017 23:10 07.27.2017 00:09 EURUSD Buy 4.13 1.2 1.2 1.1705 1.1739 34.0 1,395.71 59m 2.11%
07.26.2017 23:15 07.27.2017 00:01 EURUSD Buy 3.95 1.2 1.2 1.1696 1.1731 35.0 1,374.38 46m 2.17%
07.26.2017 23:20 07.27.2017 00:01 EURUSD Buy 3.88 1.2 1.2 1.1693 1.1729 36.0 1,388.83 41m 2.15%
07.26.2017 23:05 07.27.2017 00:00 EURUSD Buy 5.16 1.2 1.2 1.1686 1.1713 27.0 1,382.60 55m 2.23%
07.20.2017 19:45 07.25.2017 17:16 EURUSD Buy 2.13 1.2 1.2 1.1635 1.1696 61.0 1,294.92 4d 2.13%
07.20.2017 19:40 07.21.2017 22:21 EURUSD Buy 2.29 1.2 1.2 1.1625 1.1682 57.0 1,303.73 1d 2.20%
07.20.2017 19:35 07.21.2017 11:50 EURUSD Buy 2.29 1.2 1.2 1.1619 1.1676 57.0 1,303.73 16h 15m 2.24%
07.20.2017 17:50 07.20.2017 19:03 EURUSD Buy 4.81 1.2 1.2 1.1549 1.1576 27.0 1,298.70 1h 13m 2.29%
07.20.2017 18:00 07.20.2017 18:12 EURUSD Buy 3.86 1.2 1.2 1.1564 1.1541 -23.0 -887.80 12m -1.54%
07.20.2017 17:55 07.20.2017 18:12 EURUSD Buy 4.03 1.2 1.2 1.1567 1.1545 -22.0 -886.60 17m -1.51%
07.14.2017 17:50 07.14.2017 18:33 EURUSD Buy 5.84 1.1 1.1 1.1459 1.1444 -15.0 -876.00 43m -1.47%
07.11.2017 22:45 07.12.2017 13:02 EURUSD Buy 4.02 1.1 1.2 1.1469 1.1446 -23.0 -927.35 14h 17m -1.54%

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