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Strategy Settings

Lot
0
Risk
1
SLFactor
0.25
RRRatio
1.5
PriceAcceleration
7
FastVol
4
SlowVol
130
UseBreakEven
true
ss
"*****Filt...
MAPeriod
21
PFMin
1.5
MaxDD
5
Min_Exp_Payoff
100
ss1
"*********...
TimeFilter
true
+365.85%

0.04%
1.33%
Drawdown: 15.31%

Balance: $4,658.49
Highest: (Aug 08) $4,658.49
Profit: $3,658.54
Deposits: $1,000.00

Test Started: Jan 04, 2008
Test Ended: Aug 08, 2017
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Aug 30, 2017 at 14:26
Loading, please wait...
Trades: 677
Profitability:
Pips: 5,562.0
Average Win: 43.91 pips / $28.32
Average Loss: -33.79 pips / -$21.56
Lots: 56.44
Commissions: 0
Longs Won: (169/329) 51%
Shorts Won: (197/348) 56%
Best Trade ($): (Aug 08) 66.60
Worst Trade ($): (Jul 13) -44.39
Best Trade (Pips): (Dec 19) 187.0
Worst Trade (Pips): (Mar 19) -113.0
Avg. Trade Length: 8h 29m
Profit Factor: 1.55
Standard Deviation: $28.21
Sharpe Ratio 0.23
Z-Score (Probability): -10.28 (99.99%)
Expectancy 8.2 Pips / $5.40
AHPR: 0.23%
GHPR: 0.23%
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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 216 194 173 151 130 108 86 65 43 22
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (677)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.08.2017 19:30 08.08.2017 20:57 EURUSD Sell 0.25 1.2 1.2 1.1749 1.1723 26.0 65.00 1h 27m 1.42%
08.08.2017 19:25 08.08.2017 19:57 EURUSD Sell 0.30 1.2 1.2 1.176 1.1738 22.0 66.00 32m 1.46%
08.08.2017 19:20 08.08.2017 19:29 EURUSD Sell 0.37 1.2 1.2 1.177 1.1752 18.0 66.60 9m 1.49%
08.04.2017 19:05 08.04.2017 19:24 EURUSD Sell 0.14 1.2 1.2 1.1776 1.1731 45.0 63.00 19m 1.43%
07.20.2017 19:45 07.24.2017 11:49 EURUSD Buy 0.10 1.2 1.2 1.1635 1.1649 14.0 13.80 3d 0.31%
07.20.2017 19:40 07.21.2017 12:45 EURUSD Buy 0.11 1.2 1.2 1.1625 1.1639 14.0 15.29 17h 5m 0.35%
07.20.2017 19:35 07.21.2017 11:50 EURUSD Buy 0.11 1.2 1.2 1.1619 1.1676 57.0 62.59 16h 15m 1.45%
07.20.2017 19:30 07.20.2017 19:45 EURUSD Buy 0.13 1.2 1.2 1.1605 1.1653 48.0 62.40 15m 1.47%
07.20.2017 17:50 07.20.2017 19:03 EURUSD Buy 0.23 1.2 1.2 1.1549 1.1576 27.0 62.10 1h 13m 1.49%
07.20.2017 18:00 07.20.2017 18:12 EURUSD Buy 0.18 1.2 1.2 1.1564 1.1541 -23.0 -41.40 12m -0.98%
07.20.2017 17:55 07.20.2017 18:12 EURUSD Buy 0.19 1.2 1.2 1.1567 1.1545 -22.0 -41.80 17m -0.98%
07.20.2017 17:40 07.20.2017 17:47 EURUSD Buy 0.36 1.2 1.2 1.1521 1.1509 -12.0 -43.20 7m -1.00%
07.20.2017 17:45 07.20.2017 17:45 EURUSD Buy 0.32 1.2 1.2 1.1529 1.1516 -13.0 -41.60 0s -0.96%
07.14.2017 17:50 07.14.2017 18:33 EURUSD Buy 0.29 1.1 1.1 1.1459 1.1444 -15.0 -43.50 43m -0.99%
07.12.2017 18:15 07.13.2017 06:01 EURUSD Sell 0.23 1.1 1.1 1.1419 1.1438 -19.0 -44.39 11h 46m -1.00%
06.28.2017 17:20 06.28.2017 17:21 EURUSD Sell 0.18 1.1 1.1 1.1291 1.1315 -24.0 -43.20 1m -0.96%
06.27.2017 21:00 06.28.2017 12:35 EURUSD Buy 0.11 1.1 1.1 1.1328 1.1384 56.0 61.49 15h 35m 1.45%
06.27.2017 21:05 06.28.2017 12:35 EURUSD Buy 0.11 1.1 1.1 1.1327 1.1383 56.0 61.49 15h 30m 1.43%
06.27.2017 21:10 06.28.2017 12:35 EURUSD Buy 0.11 1.1 1.1 1.1324 1.1381 57.0 62.59 15h 25m 1.44%
06.27.2017 21:15 06.28.2017 12:35 EURUSD Buy 0.11 1.1 1.1 1.1323 1.138 57.0 62.59 15h 20m 1.42%

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