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Strategy Settings

UseRiskPercent
true
RiskPercent
10
MagicNumber
23645
+38.32M%

0.93%
31.9%
Drawdown: 23.56%

Balance: $38,316,134.76
Highest: (Mar 15) $38,316,134.76
Profit: $38,316,034.76
Deposits: $100.00

Test Started: May 22, 2013
Test Ended: Mar 15, 2017
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Apr 04, 2017 at 09:53
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Trades: 1,229
Profitability:
Pips: 3,925.3
Average Win: 8.98 pips / $87,953.26
Average Loss: -2.51 pips / -$24,774.56
Lots: 1,142,089.19
Commissions: 0
Longs Won: (328/660) 49%
Shorts Won: (282/569) 49%
Best Trade ($): (Dec 03) 1,495,000.00
Worst Trade ($): (Dec 03) -337,500.00
Best Trade (Pips): (Dec 03) 60.0
Worst Trade (Pips): (Nov 08) -30.0
Avg. Trade Length: 2s
Profit Factor: 3.50
Standard Deviation: $143,191.68
Sharpe Ratio 0.30
Z-Score (Probability): -0.23 (-18.20%)
Expectancy 3.2 Pips / $31,176.59
AHPR: 1.12%
GHPR: 1.05%
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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 1546 1391 1236 1082 927 773 618 464 309 155
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1229)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.15.2017 18:00 03.15.2017 18:00 EURUSD Buy 2500.00 1.1 1.1 1.06385 1.06663 27.8 690,000.00 0s 1.83%
03.10.2017 15:39 03.10.2017 15:40 EURUSD Buy 2500.00 1.1 1.1 1.06482 1.06583 10.1 247,500.00 1m 0.66%
03.09.2017 13:35 03.09.2017 13:35 EURUSD Buy 2500.00 1.1 1.1 1.05643 1.05684 4.1 97,500.00 0s 0.26%
03.08.2017 13:15 03.08.2017 13:15 EURUSD Sell 2500.00 1.1 1.0 1.05407 1.05423 -1.6 -45,000.00 0s -0.12%
03.03.2017 18:00 03.03.2017 18:00 EURUSD Sell 2500.00 1.1 1.0 1.05455 1.05474 -1.9 -52,500.00 0s -0.14%
02.22.2017 15:38 02.22.2017 15:38 EURUSD Buy 2500.00 1.1 1.1 1.05145 1.05291 14.6 360,000.00 0s 0.97%
02.15.2017 13:30 02.15.2017 13:30 EURUSD Sell 2500.00 1.1 1.0 1.05378 1.05386 -0.8 -25,000.00 0s -0.07%
02.03.2017 13:30 02.03.2017 13:30 EURUSD Sell 2500.00 1.1 1.1 1.07193 1.0715 4.3 102,500.00 0s 0.28%
02.03.2017 13:30 02.03.2017 13:30 EURUSD Buy 2500.00 1.1 1.1 1.0731 1.07555 24.5 607,500.00 0s 1.67%
02.01.2017 19:00 02.01.2017 19:00 EURUSD Buy 2500.00 1.1 1.1 1.07511 1.07596 8.5 207,500.00 0s 0.57%
02.01.2017 13:15 02.01.2017 13:15 EURUSD Sell 2500.00 1.1 1.1 1.07721 1.07734 -1.3 -37,500.00 0s -0.10%
01.27.2017 13:30 01.27.2017 13:30 EURUSD Buy 2500.00 1.1 1.1 1.07006 1.07019 1.3 27,500.00 0s 0.08%
01.15.2017 22:03 01.15.2017 22:03 EURUSD Buy 2500.00 1.1 1.1 1.06244 1.06208 -3.6 -95,000.00 0s -0.26%
01.15.2017 22:03 01.15.2017 22:03 EURUSD Buy 2500.00 1.1 1.1 1.0624 1.06205 -3.5 -92,500.00 0s -0.26%
01.13.2017 13:30 01.13.2017 13:30 EURUSD Buy 2500.00 1.1 1.1 1.06734 1.06704 -3.0 -80,000.00 0s -0.22%
01.13.2017 13:30 01.13.2017 13:30 EURUSD Sell 2500.00 1.1 1.1 1.06572 1.06565 0.7 12,500.00 0s 0.03%
01.06.2017 13:30 01.06.2017 13:30 EURUSD Sell 2500.00 1.1 1.0 1.05599 1.05526 7.3 177,500.00 0s 0.49%
01.06.2017 13:30 01.06.2017 13:30 EURUSD Buy 2500.00 1.1 1.1 1.06037 1.06191 15.4 380,000.00 0s 1.05%
01.06.2017 13:30 01.06.2017 13:30 EURUSD Sell 2500.00 1.1 1.1 1.0606 1.0611 -5.0 -130,000.00 0s -0.36%
01.06.2017 13:30 01.06.2017 13:30 EURUSD Sell 2500.00 1.1 1.1 1.05831 1.0586 -2.9 -77,500.00 0s -0.21%

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