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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
0.1
InpRiskTolerance
1
InpAntiFlat
"---------...
InpAntiFlatPeriod
120
+15.03%

0.04%
1.24%
Drawdown: 87.29%

Balance: $1,150.18
Highest: (Oct 20) $1,159.28
Profit: $150.25
Deposits: $1,000.00

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

Model Type: Every Tick
Added: Mar 12, 2017 at 22:11
Loading, please wait...
Trades: 75
Profitability:
Pips: -102.9
Average Win: 86.21 pips / $38.11
Average Loss: -187.48 pips / -$74.72
Lots: 2.07
Commissions: 0
Longs Won: (27/40) 67%
Shorts Won: (24/35) 68%
Best Trade ($): (Jun 24) 775.33
Worst Trade ($): (Jun 24) -749.46
Best Trade (Pips): (Feb 26) 250.7
Worst Trade (Pips): (Jun 24) -420.3
Avg. Trade Length: 11d
Profit Factor: 1.08
Standard Deviation: $138.35
Sharpe Ratio 0.09
Z-Score (Probability): 4.25 (99.99%)
Expectancy -1.4 Pips / $2.00
AHPR: 2.71%
GHPR: 0.19%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 59.48% 69.55% 76.21% 81.32% 85.52% 89.11% 92.27% 95.09% 97.65%
Consecutive Losing Trades 15 14 12 11 9 8 6 5 3 2
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (75)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.08.2016 13:00 12.08.2016 13:45 EURUSD Buy 0.01 - 1.1 1.07522 1.06652 -87.0 -8.70 45m -0.76%
12.08.2016 13:33 12.08.2016 13:45 EURUSD Sell 0.02 1.1 - 1.07138 1.06656 48.2 9.64 12m 0.85%
12.06.2016 06:00 12.08.2016 12:45 EURUSD Buy 0.01 - 1.1 1.07552 1.08304 75.2 7.29 2d 0.64%
11.24.2016 08:00 11.28.2016 09:36 EURUSD Sell 0.01 - 1.1 1.05365 1.06501 -113.6 -11.33 4d -0.99%
11.25.2016 07:06 11.28.2016 09:36 EURUSD Buy 0.02 1.1 - 1.05848 1.06497 64.9 12.87 3d 1.14%
11.14.2016 13:00 11.14.2016 14:46 EURUSD Sell 0.01 - 1.1 1.07634 1.0718 45.4 4.54 1h 46m 0.40%
11.02.2016 13:00 11.04.2016 20:00 EURUSD Buy 0.01 - 1.1 1.10854 1.1138 52.6 5.03 2d 0.44%
10.31.2016 12:27 11.02.2016 08:11 EURUSD Sell 0.02 - 1.1 1.09446 1.10938 -149.2 -29.77 1d -2.62%
11.01.2016 11:52 11.02.2016 08:11 EURUSD Buy 0.04 1.1 - 1.10278 1.10934 65.6 26.01 20h 19m 2.35%
10.30.2016 21:00 11.02.2016 08:11 EURUSD Buy 0.01 1.1 - 1.099 1.10934 103.4 10.17 2d 0.90%
10.26.2016 14:00 10.28.2016 17:34 EURUSD Buy 0.01 - 1.1 1.09302 1.09802 50.0 4.77 2d 0.43%
10.25.2016 18:19 10.26.2016 13:40 EURUSD Buy 0.02 1.1 - 1.0904 1.09356 31.6 6.21 19h 21m 0.56%
10.23.2016 21:00 10.26.2016 13:40 EURUSD Sell 0.01 - 1.1 1.08811 1.0936 -54.9 -5.44 2d -0.49%
09.18.2016 21:00 10.20.2016 13:18 EURUSD Sell 0.01 1.1 - 1.115 1.09473 202.7 20.86 31d 1.87%
09.21.2016 04:26 10.20.2016 13:18 EURUSD Sell 0.04 1.1 - 1.11268 1.09473 179.5 73.96 29d 6.81%
09.26.2016 11:55 10.20.2016 13:18 EURUSD Buy 0.08 - 1.1 1.12645 1.09469 -317.6 -265.85 24d -22.93%
09.20.2016 06:58 10.20.2016 13:18 EURUSD Buy 0.02 - 1.1 1.11968 1.09469 -249.9 -53.60 30d -4.71%
10.11.2016 10:33 10.20.2016 13:18 EURUSD Sell 0.16 1.1 - 1.10863 1.09473 139.0 225.46 9d 25.24%
09.11.2016 21:00 09.16.2016 13:14 EURUSD Sell 0.01 - 1.1 1.12343 1.11721 62.2 6.34 4d 0.57%
09.06.2016 18:00 09.08.2016 11:45 EURUSD Buy 0.01 - 1.1 1.12573 1.13119 54.6 5.23 1d 0.47%

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