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Strategy Settings

Standart_Parameters
"---------...
InpMagicNumber
12422
InpLots
0.01
InpBalanceForTradin...
1000
InpStopOut
1000
InpVolatilityPeriod...
15
InpVolatilityTF
1440
InpVolatilityCoef
3
InpMMBlock
"---------...
InpCalculateFromSta...
true
InpMultiplier
2
InpMinProfit
1.3
InpRiskTolerance
1
InpAntiFlat
"---------...
InpAntiFlatPeriod
24
+39.67%

0.11%
3.4%
Drawdown: 10.65%

Balance: $1,396.62
Highest: (Nov 02) $1,403.45
Profit: $396.65
Deposits: $1,000.00

Test Started: Jan 08, 2016
Test Ended: Nov 03, 2016
Timeframe: 1 Hour

Model Type: Every Tick
Added: Mar 12, 2017 at 22:21
Loading, please wait...
Trades: 87
Profitability:
Pips: 4,692.3
Average Win: 167.97 pips / $21.56
Average Loss: -304.48 pips / -$48.87
Lots: 1.79
Commissions: 0
Longs Won: (28/41) 68%
Shorts Won: (38/46) 82%
Best Trade ($): (Sep 06) 146.17
Worst Trade ($): (Sep 06) -169.84
Best Trade (Pips): (Mar 10) 1,107.7
Worst Trade (Pips): (Feb 09) -422.4
Avg. Trade Length: 5d
Profit Factor: 1.39
Standard Deviation: $41.13
Sharpe Ratio 0.13
Z-Score (Probability): 3.15 (99.83%)
Expectancy 53.9 Pips / $4.56
AHPR: 0.44%
GHPR: 0.38%
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% 0.11% 0.58% 2.26% 7.1% 19.11% 45.77%
Consecutive Losing Trades 29 26 23 20 17 14 11 9 6 3
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (87)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.02.2016 01:55 11.03.2016 10:59 EURAUD Buy 0.02 1.4 - 1.43903 1.44467 56.4 7.14 1d 0.51%
10.20.2016 13:18 11.02.2016 01:55 EURAUD Sell 0.02 1.5 - 1.43002 1.4504 -203.8 -30.22 12d -2.15%
10.27.2016 14:42 11.02.2016 01:55 EURAUD Buy 0.04 - 1.5 1.43903 1.45031 112.8 16.25 5d 1.18%
10.20.2016 13:00 11.02.2016 01:55 EURAUD Buy 0.01 - 1.5 1.43458 1.45031 157.3 10.79 12d 0.77%
09.20.2016 20:37 10.27.2016 14:22 EURAUD Sell 0.01 1.4 - 1.48981 1.43727 525.4 40.65 36d 3.01%
10.18.2016 10:00 10.19.2016 15:00 EURAUD Sell 0.01 - 1.4 1.43482 1.42602 88.0 6.67 1d 0.50%
09.23.2016 18:00 10.14.2016 02:53 EURAUD Buy 0.01 1.5 - 1.47569 1.45206 -236.3 -19.88 20d -1.49%
09.27.2016 01:43 10.14.2016 02:53 EURAUD Sell 0.02 - 1.5 1.47083 1.45215 186.8 29.12 17d 2.21%
09.23.2016 16:00 09.23.2016 17:44 EURAUD Buy 0.01 - 1.5 1.47268 1.47495 22.7 1.72 1h 44m 0.13%
09.23.2016 15:00 09.23.2016 15:52 EURAUD Buy 0.01 - 1.5 1.47068 1.47225 15.7 1.19 52m 0.09%
09.12.2016 08:00 09.20.2016 20:37 EURAUD Buy 0.01 1.5 - 1.49807 1.47585 -222.2 -17.54 8d -1.32%
09.13.2016 15:11 09.20.2016 20:37 EURAUD Buy 0.04 1.5 - 1.50188 1.47585 -260.3 -81.31 7d -6.06%
09.16.2016 15:46 09.20.2016 20:37 EURAUD Sell 0.08 - 1.5 1.48981 1.47594 138.7 73.61 4d 5.84%
09.12.2016 11:55 09.20.2016 20:37 EURAUD Sell 0.02 - 1.5 1.49414 1.47594 182.0 27.87 8d 2.12%
09.11.2016 21:00 09.12.2016 07:53 EURAUD Buy 0.01 - 1.5 1.48951 1.49713 76.2 5.65 10h 53m 0.43%
09.09.2016 03:00 09.09.2016 07:54 EURAUD Buy 0.01 - 1.5 1.47539 1.48036 49.7 3.75 4h 54m 0.28%
09.06.2016 07:06 09.06.2016 14:16 EURAUD Sell 0.01 1.5 - 1.47227 1.46585 64.2 4.89 7h 10m 0.37%
09.04.2016 22:08 09.06.2016 07:06 EURAUD Sell 0.16 - 1.4 1.47227 1.45942 128.5 146.17 1d 12.49%
08.26.2016 12:45 09.06.2016 07:06 EURAUD Sell 0.04 - 1.4 1.4759 1.45942 164.8 50.62 10d 3.93%
08.23.2016 16:58 09.06.2016 07:06 EURAUD Buy 0.02 1.4 - 1.4834 1.45933 -240.7 -39.06 13d -2.94%

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