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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
0.5
InpRiskTolerance
1
InpAntiFlat
"---------...
InpAntiFlatPeriod
24
+86.09%

0.18%
5.42%
Drawdown: 23.68%

Balance: $1,860.84
Highest: (Oct 14) $1,881.05
Profit: $860.86
Deposits: $1,000.00

Test Started: Jan 03, 2016
Test Ended: Dec 21, 2016
Timeframe: 1 Hour

Model Type: Every Tick
Added: Mar 12, 2017 at 22:10
Loading, please wait...
Trades: 119
Profitability:
Pips: 7,091.2
Average Win: 246.94 pips / $31.67
Average Loss: -355.63 pips / -$46.93
Lots: 2.15
Commissions: 0
Longs Won: (37/56) 66%
Shorts Won: (45/63) 71%
Best Trade ($): (Jun 23) 223.26
Worst Trade ($): (Jan 29) -216.98
Best Trade (Pips): (Oct 06) 1,627.1
Worst Trade (Pips): (Jan 29) -722.7
Avg. Trade Length: 5d
Profit Factor: 1.50
Standard Deviation: $55.13
Sharpe Ratio 0.13
Z-Score (Probability): 4.20 (99.99%)
Expectancy 59.6 Pips / $7.23
AHPR: 0.63%
GHPR: 0.52%
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% 0.03% 0.24% 1.16% 4.46% 14.28% 39.9%
Consecutive Losing Trades 40 36 32 28 24 20 16 12 8 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (119)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.19.2016 04:00 12.21.2016 23:59 GBPAUD Buy 0.01 1.7 - 1.71014 1.70711 -30.3 -2.48 2d -0.13%
12.19.2016 13:32 12.21.2016 23:59 GBPAUD Sell 0.02 - 1.7 1.703 1.70728 -42.8 -6.43 2d -0.34%
11.03.2016 10:05 12.19.2016 00:00 GBPAUD Buy 0.02 - 1.6 1.62135 1.64367 223.2 25.29 45d 1.37%
10.16.2016 21:02 12.19.2016 00:00 GBPAUD Sell 0.01 1.6 - 1.59466 1.64384 -491.8 -36.59 63d -1.95%
10.10.2016 13:00 10.14.2016 12:54 GBPAUD Sell 0.01 - 1.6 1.62919 1.59841 307.8 23.26 3d 1.25%
09.16.2016 15:48 10.06.2016 23:08 GBPAUD Sell 0.01 1.6 - 1.75967 1.59696 1,627.1 122.85 20d 7.36%
10.03.2016 08:00 10.06.2016 23:08 GBPAUD Sell 0.01 1.6 - 1.68571 1.59843 872.8 65.85 3d 3.67%
10.04.2016 08:00 10.06.2016 23:07 GBPAUD Sell 0.01 - 1.7 1.66801 1.65641 116.0 8.78 2d 0.53%
10.03.2016 09:00 10.04.2016 07:26 GBPAUD Sell 0.01 - 1.7 1.67881 1.66719 116.2 8.78 22h 26m 0.53%
09.27.2016 11:00 10.03.2016 08:00 GBPAUD Sell 0.01 - 1.7 1.68901 1.67549 135.2 10.25 5d 0.62%
10.03.2016 06:59 10.03.2016 08:00 GBPAUD Sell 0.04 - 1.7 1.68571 1.67549 102.2 23.13 1h 1m 1.42%
09.27.2016 15:48 10.03.2016 08:00 GBPAUD Buy 0.02 1.7 - 1.69845 1.67532 -231.3 -36.02 5d -2.16%
09.25.2016 21:01 09.27.2016 07:21 GBPAUD Sell 0.01 - 1.7 1.70176 1.68928 124.8 9.44 1d 0.57%
09.20.2016 14:00 09.23.2016 10:13 GBPAUD Sell 0.01 - 1.7 1.7151 1.70256 125.4 9.50 2d 0.58%
09.18.2016 21:04 09.20.2016 07:49 GBPAUD Sell 0.01 - 1.7 1.73702 1.72386 131.6 9.94 1d 0.61%
09.13.2016 14:00 09.16.2016 15:48 GBPAUD Sell 0.01 - 1.7 1.75767 1.74702 106.5 8.07 3d 0.50%
09.16.2016 02:48 09.16.2016 15:48 GBPAUD Sell 0.04 - 1.7 1.75967 1.74702 126.5 28.62 13h 0m 1.79%
09.14.2016 22:29 09.16.2016 15:48 GBPAUD Buy 0.02 1.7 - 1.77367 1.74685 -268.2 -41.21 1d -2.52%
09.11.2016 21:00 09.13.2016 07:08 GBPAUD Buy 0.01 - 1.8 1.75938 1.77052 111.4 8.22 1d 0.51%
09.09.2016 08:19 09.12.2016 21:14 GBPAUD Buy 0.01 1.8 - 1.73433 1.76189 275.6 20.60 3d 1.29%

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