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Strategy Settings

per
10
filter
2
robotName
"SP Patter...
DynamicSizing
true
StopLossInPips
1000
LotsIfNoMM
0.05
trail
0
trailactivation
0
breakeven
0
exitafter
1
+705.64%

0.06%
1.73%
Drawdown: 37.40%

Balance: $8,056.39
Highest: (Nov 17) $8,056.39
Profit: $7,056.37
Deposits: $1,000.00

Test Started: Nov 30, 2005
Test Ended: Nov 17, 2015
Timeframe: 1 Day

Model Type: Open Prices
Added: Dec 03 2015 at 09:56
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 3360
Ticks Modelled: 6619
Views: 34
Broker: AvaTrade
Trades: 136
Profitability:
Pips: 49,250.0
Average Win: 1,371.53 pips / $190.03
Average Loss: -773.44 pips / -$103.53
Lots: 17.14
Commissions: 0
Longs Won: (72/136) 52%
Shorts Won: (0/0) 0%
Best Trade ($): (Aug 27) 1,435.14
Worst Trade ($): (Sep 01) -241.30
Best Trade (Pips): (Aug 27) 8,975.0
Worst Trade (Pips): (Jan 03) -1,000.0
Avg. Trade Length: 22h 39m
Profit Factor: 2.07
Standard Deviation: $244.78
Sharpe Ratio 0.24
Z-Score (Probability): -0.22 (-17.42%)
Expectancy 362.1 Pips / $51.89
AHPR: 1.80%
GHPR: 1.55%
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% 0.09% 0.74% 4.66% 23.51%
Consecutive Losing Trades 78 70 62 54 47 39 31 23 16 8
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (136)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.16.2015 00:00 11.17.2015 00:00 S&P500 Buy 0.33 1,995.5 - 2,005.5 2,047 4,150.0 1,367.62 1d 20.45%
11.02.2015 00:00 11.03.2015 00:00 S&P500 Buy 0.30 2,059.0 - 2,069 2,094.5 2,550.0 763.25 1d 12.88%
09.30.2015 00:00 10.01.2015 00:00 S&P500 Buy 0.26 1,866.2 - 1,876.25 1,904 2,775.0 720.12 1d 13.83%
09.02.2015 00:00 09.03.2015 00:00 S&P500 Buy 0.22 1,909.2 - 1,919.25 1,952.25 3,300.0 724.81 1d 16.18%
08.31.2015 00:00 09.01.2015 00:00 S&P500 Buy 0.24 1,957.8 - 1,967.75 1,957.75 -1,000.0 -241.30 1d -5.11%
08.26.2015 00:00 08.27.2015 00:00 S&P500 Buy 0.16 1,842.0 - 1,852 1,941.75 8,975.0 1,435.14 1d 43.66%
08.24.2015 00:00 08.25.2015 00:00 S&P500 Buy 0.17 1,949.2 - 1,959.25 1,949.25 -1,000.0 -170.89 1d -4.94%
08.05.2015 00:00 08.06.2015 00:00 S&P500 Buy 0.17 2,073.8 - 2,083.75 2,092.5 875.0 147.76 1d 4.46%
07.27.2015 00:00 07.28.2015 00:00 S&P500 Buy 0.17 2,067.5 - 2,077.5 2,067.5 -1,000.0 -170.98 1d -4.91%
01.26.2015 00:00 01.27.2015 00:00 S&P500 Buy 0.15 2,016.8 - 2,026.75 2,053.5 2,675.0 400.39 1d 13.00%
01.14.2015 00:00 01.15.2015 00:00 S&P500 Buy 0.16 2,007.0 - 2,017 2,007 -1,000.0 -160.89 1d -4.96%
01.12.2015 00:00 01.13.2015 00:00 S&P500 Buy 0.17 2,024.0 - 2,034 2,024 -1,000.0 -170.96 1d -5.01%
12.17.2014 00:00 12.18.2014 00:00 S&P500 Buy 0.14 1,959.2 - 1,969.25 2,006.5 3,725.0 520.72 1d 18.01%
12.10.2014 00:00 12.11.2014 00:00 S&P500 Buy 0.15 2,048.5 - 2,058.5 2,048.5 -1,000.0 -150.84 1d -4.96%
12.01.2014 00:00 12.02.2014 00:00 S&P500 Buy 0.16 2,048.8 - 2,058.75 2,048.75 -1,000.0 -160.91 1d -5.02%
10.13.2014 00:00 10.14.2014 00:00 S&P500 Buy 0.17 1,876.5 - 1,886.5 1,876.5 -1,000.0 -170.88 1d -5.06%
10.08.2014 00:00 10.09.2014 00:00 S&P500 Buy 0.18 1,919.0 - 1,929 1,919 -1,000.0 -180.98 1d -5.09%
09.24.2014 00:00 09.25.2014 00:00 S&P500 Buy 0.16 1,963.2 - 1,973.25 1,990.75 1,750.0 279.12 1d 8.52%
09.15.2014 00:00 09.16.2014 00:00 S&P500 Buy 0.16 1,959.8 - 1,969.75 1,976.25 650.0 103.12 1d 3.25%
09.10.2014 00:00 09.11.2014 00:00 S&P500 Buy 0.15 1,978.2 - 1,988.25 1,994 575.0 85.42 1d 2.77%

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