Strategy Settings
Global_Risk
0
IndiDiff
0.4
FilterMASlow
960
FilterMAFast
290
Strategy1
"*** Trend...
St1_Enabled
false
St1_Lot
0.01
St1_Risk
0
St1_RiskAmount
60
St1_ADX
20
St1_FastMA
10
St1_SlowMA
39
St1_ADXLevel
17
St1_StartTrail
36
St1_FiboMinSpace
12
St1_SL1FiboShift
7
St1_SL2FiboShift
6
St1_TP1FiboShift
7
St1_TP2FiboShift
8
St1_TSFiboShift
1
St1_TSFiboShiftMP
2
St1_POFiboShift
1
St1_SL1FiboDiv
7
St1_SL2FiboDiv
1.2
St1_TP1FiboDiv
1.2
St1_TP2FiboDiv
6
St1_TSFiboDiv
4.8
St1_TS2FiboDiv
4.8
St1_POFiboDiv
1.2
St1_SkipBars
15777805
St1_SkipMonths
0
St1_Comment
"RCroUC1"
St1_Magic
1811201411...
Strategy2
"*** Trend...
St2_Enabled
true
St2_Lot
0.01
St2_Risk
0
St2_RiskAmount
60
St2_ADX
19
St2_FastMA
15
St2_SlowMA
40
St2_ADXLevel
21
St2_StartTrail
23
St2_FiboMinSpace
15
St2_SL1FiboShift
6
St2_SL2FiboShift
5
St2_TP1FiboShift
5
St2_TP2FiboShift
2
St2_TSFiboShift
2
St2_TSFiboShiftMP
2
St2_POFiboShift
5
St2_SL1FiboDiv
7
St2_SL2FiboDiv
9.9
St2_TP1FiboDiv
5.4
St2_TP2FiboDiv
5.3
St2_TSFiboDiv
3.2
St2_TS2FiboDiv
6.4
St2_POFiboDiv
3.8
St2_SkipBars
9472
St2_SkipMonths
0
St2_Comment
"RCroUC2"
St2_Magic
1811201421...
Strategy3
"*** No In...
St3_Enabled
true
St3_Lot
0.01
St3_Risk
0
St3_RiskAmount
60
St3_SignalFrom
0.00104
St3_SignalTo
0.00122
St3_StartTrail
24
St3_FiboMinSpace
24
St3_SL1FiboShift
7
St3_SL2FiboShift
4
St3_TP1FiboShift
6
St3_TP2FiboShift
6
St3_TSFiboShift
2
St3_TSFiboShiftMP
2
St3_POFiboShift
3
St3_SL1FiboDiv
1.6
St3_SL2FiboDiv
2.8
St3_TP1FiboDiv
2.8
St3_TP2FiboDiv
1.9
St3_TSFiboDiv
6.7
St3_TS2FiboDiv
1.9
St3_POFiboDiv
2.5
St3_SkipBars
12288
St3_SkipMonths
3957
St3_Comment
"RCroUC3"
St3_Magic
1811201431...
Strategy4
"*** No In...
St4_Enabled
true
St4_Lot
0.01
St4_Risk
0
St4_RiskAmount
70
St4_SignalFrom
0.00102
St4_SignalTo
0.00112
St4_StartTrail
32
St4_FiboMinSpace
22
St4_SL1FiboShift
7
St4_SL2FiboShift
4
St4_TP1FiboShift
4
St4_TP2FiboShift
8
St4_TSFiboShift
2
St4_TSFiboShiftMP
2
St4_POFiboShift
2
St4_SL1FiboDiv
6.8
St4_SL2FiboDiv
4.2
St4_TP1FiboDiv
6.3
St4_TP2FiboDiv
2
St4_TSFiboDiv
1.7
St4_TS2FiboDiv
5
St4_POFiboDiv
5.6
St4_SkipBars
3421516
St4_SkipMonths
80
St4_Comment
"RCroUC4"
St4_Magic
1811201441...
Strategy5
"*** Break...
St5_Enabled
true
St5_Lot
0.01
St5_Risk
0
St5_RiskAmount
90
St5_StartHour
9
St5_EndHour
11
St5_MaxHour
17
St5_RangeMinPip
13
St5_RangeMaxPip
29
St5_OpenSlipMulti
0.66
St5_StartTrail
38
St5_FiboMinSpace
21
St5_SL1FiboShift
6
St5_SL2FiboShift
7
St5_TP1FiboShift
7
St5_TP2FiboShift
7
St5_TSFiboShift
1
St5_TSFiboShiftMP
1
St5_POFiboShift
2
St5_SL1FiboDiv
2.9
St5_SL2FiboDiv
2.4
St5_TP1FiboDiv
5.2
St5_TP2FiboDiv
3.8
St5_TSFiboDiv
2.4
St5_TS2FiboDiv
6.2
St5_POFiboDiv
6.9
St5_SkipMonths
1
St5_Comment
"RCroUC5"
St5_Magic
1811201451...
Strategy6
"*** Break...
St6_Lot
0.01
St6_Risk
0
St6_RiskAmount
100
St6_StartHour
9
St6_EndHour
11
St6_MaxHour
20
St6_RangeMinPip
22
St6_RangeMaxPip
35
St6_OpenSlipMulti
0.62
St6_StartTrail
32
St6_FiboMinSpace
23
St6_SL1FiboShift
7
St6_SL2FiboShift
7
St6_TP1FiboShift
3
St6_TP2FiboShift
3
St6_TSFiboShift
1
St6_TSFiboShiftMP
2
St6_POFiboShift
0
St6_SL1FiboDiv
3.7
St6_SL2FiboDiv
1.6
St6_TP1FiboDiv
6.5
St6_TP2FiboDiv
6.5
St6_TSFiboDiv
6.7
St6_TS2FiboDiv
6.4
St6_POFiboDiv
2.6
St6_SkipMonths
2560
St6_Comment
"RCroUC6"
St6_Magic
1811201461...
| +258737.36% |
| 0.35% | |
| 11.07% | |
| Drawdown: | 16.38% |
| Balance: | $2,588,373.67 |
| Highest: | (Jun 03) $2,588,373.67 |
| Profit: | $2,587,373.62 |
| Deposits: | $1,000.00 |
| Test Started: | Apr 10, 2009 |
| Test Ended: | Jun 03, 2015 |
| Timeframe: | 15 Minutes |
| Model Type: | Open Prices |
| Added: | Jun 16, 2015 at 12:45 |
Loading, please wait...
| Trades: | 1,407 |
| Profitability: | |
| Pips: | 25,967.8 |
| Average Win: | 43.07 pips / $4,777.58 |
| Average Loss: | -34.75 pips / -$4,513.84 |
| Lots: | 20,734.97 |
| Commissions: | 0 |
| Longs Won: | (366/508) 72% |
| Shorts Won: | (596/899) 66% |
| Best Trade ($): | (Apr 16) 186,290.64 |
| Worst Trade ($): | (May 21) -66,104.44 |
| Best Trade (Pips): | (Apr 16) 385.9 |
| Worst Trade (Pips): | (Aug 04) -203.7 |
| Avg. Trade Length: | 1d |
| Profit Factor: | 2.29 |
| Standard Deviation: | $11,509.75 |
| Sharpe Ratio | 0.34 |
| Z-Score (Probability): | -4.93 (99.99%) |
| Expectancy | 18.5 Pips / $1,838.93 |
| AHPR: | 0.58% |
| GHPR: | 0.56% |
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 | 573 | 516 | 459 | 401 | 344 | 287 | 229 | 172 | 115 | 57 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (1407)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.29.2015 21:30 | 06.03.2015 02:59 | USDCAD | Sell | 104.07 | 1.2 | 1.2 | 1.24346 | 1.24178 | 16.8 | 14,079.60 | 4d | 0.55% |
| 06.02.2015 17:30 | 06.03.2015 02:59 | USDCAD | Sell | 63.51 | 1.2 | 1.2 | 1.24549 | 1.24178 | 37.1 | 18,974.54 | 9h 29m | 0.74% |
| 06.02.2015 17:00 | 06.03.2015 02:59 | USDCAD | Sell | 63.51 | 1.2 | 1.2 | 1.24472 | 1.24178 | 29.4 | 15,036.43 | 9h 59m | 0.59% |
| 06.01.2015 17:15 | 06.02.2015 16:30 | USDCAD | Sell | 104.07 | 1.3 | 1.2 | 1.25199 | 1.24421 | 77.8 | 64,950.35 | 23h 15m | 2.62% |
| 05.29.2015 19:00 | 06.01.2015 00:00 | USDCAD | Buy | 104.07 | 1.2 | 1.3 | 1.24651 | 1.2439 | -26.1 | -22,300.01 | 2d | -0.89% |
| 05.28.2015 20:00 | 05.29.2015 17:00 | USDCAD | Buy | 104.93 | 1.2 | 1.3 | 1.24633 | 1.24779 | 14.6 | 11,809.88 | 21h 0m | 0.48% |
| 05.27.2015 09:00 | 05.29.2015 15:45 | USDCAD | Sell | 103.36 | 1.2 | 1.2 | 1.24137 | 1.24705 | -56.8 | -46,969.04 | 2d | -1.87% |
| 05.28.2015 12:45 | 05.29.2015 15:45 | USDCAD | Sell | 103.36 | 1.2 | 1.2 | 1.2486 | 1.24684 | 17.6 | 14,553.79 | 1d | 0.59% |
| 05.27.2015 13:00 | 05.28.2015 17:30 | USDCAD | Buy | 68.91 | 1.3 | 1.3 | 1.24467 | 1.25053 | 58.6 | 31,374.99 | 1d | 1.26% |
| 05.27.2015 21:00 | 05.28.2015 13:00 | USDCAD | Buy | 103.36 | 1.2 | 1.3 | 1.24771 | 1.24862 | 9.1 | 6,151.51 | 16h 0m | 0.25% |
| 05.26.2015 10:30 | 05.26.2015 11:15 | USDCAD | Sell | 104.86 | 1.2 | 1.2 | 1.23431 | 1.23457 | -2.6 | -2,207.90 | 45m | -0.09% |
| 05.26.2015 07:45 | 05.26.2015 11:15 | USDCAD | Sell | 104.86 | 1.2 | 1.2 | 1.2306 | 1.23457 | -39.7 | -33,712.95 | 3h 30m | -1.34% |
| 05.21.2015 18:15 | 05.22.2015 23:45 | USDCAD | Buy | 67.79 | 1.2 | 1.2 | 1.22131 | 1.22849 | 71.8 | 39,319.65 | 1d | 1.59% |
| 05.21.2015 16:00 | 05.22.2015 23:45 | USDCAD | Buy | 67.79 | 1.2 | 1.2 | 1.22373 | 1.22828 | 45.5 | 24,806.43 | 1d | 1.01% |
| 05.21.2015 20:15 | 05.22.2015 14:00 | USDCAD | Sell | 102.57 | 1.2 | 1.2 | 1.21983 | 1.22093 | -11.0 | -9,242.35 | 17h 45m | -0.38% |
| 05.21.2015 12:00 | 05.21.2015 18:30 | USDCAD | Buy | 101.72 | 1.2 | 1.2 | 1.21755 | 1.22061 | 30.6 | 25,507.94 | 6h 30m | 1.05% |
| 05.20.2015 19:00 | 05.21.2015 18:15 | USDCAD | Buy | 103.21 | 1.2 | 1.2 | 1.22132 | 1.221 | -3.2 | -4,083.65 | 23h 15m | -0.17% |
| 05.20.2015 15:00 | 05.21.2015 14:45 | USDCAD | Sell | 61.93 | 1.2 | 1.2 | 1.22099 | 1.22132 | -3.3 | -1,673.13 | 23h 45m | -0.07% |
| 05.20.2015 15:30 | 05.21.2015 14:45 | USDCAD | Sell | 61.93 | 1.2 | 1.2 | 1.22145 | 1.22132 | 1.3 | 659.11 | 23h 15m | 0.03% |
| 05.19.2015 07:45 | 05.21.2015 00:00 | USDCAD | Sell | 103.21 | 1.2 | 1.2 | 1.2131 | 1.22092 | -78.2 | -66,104.44 | 1d | -2.64% |
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