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Strategy Settings

Standart_Parameters
"---------...
InpMagicNumber
12422
InpLots
0.01
InpBalanceForTradin...
1000
InpStopOut
1000
InpVolatilityPeriod...
30
InpVolatilityTF
1440
InpVolatilityCoef
4
InpMMBlock
"---------...
InpCalculateFromSta...
true
InpMultiplier
2
InpMinProfit
0.9
InpRiskTolerance
1
InpAntiFlat
"---------...
InpAntiFlatPeriod
120
+47.11%

0.11%
3.3%
Drawdown: 81.49%

Balance: $1,471.10
Highest: (Dec 29) $1,471.10
Profit: $471.09
Deposits: $1,000.00

Test Started: Jan 07, 2016
Test Ended: Dec 29, 2016
Timeframe: 1 Hour

Model Type: Every Tick
Added: Mar 12, 2017 at 22:19
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Trades: 44
Profitability:
Pips: -998.1
Average Win: 260.13 pips / $120.98
Average Loss: -517.61 pips / -$182.28
Lots: 1.38
Commissions: 0
Longs Won: (9/21) 42%
Shorts Won: (19/23) 82%
Best Trade ($): (Oct 06) 1,801.81
Worst Trade ($): (Oct 06) -1,505.67
Best Trade (Pips): (Oct 06) 588.4
Worst Trade (Pips): (Oct 06) -1,072.5
Avg. Trade Length: 15d
Profit Factor: 1.16
Standard Deviation: $373.57
Sharpe Ratio -0.17
Z-Score (Probability): 4.01 (99.99%)
Expectancy -22.7 Pips / $10.71
AHPR: -13.92%
GHPR: 0.88%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 63.72% 72.98% 79.01% 83.58% 87.31% 90.49% 93.26% 95.73% 97.96%
Consecutive Losing Trades 8 7 6 6 5 4 3 2 2 1
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (44)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.19.2016 15:22 12.29.2016 23:40 GBPCHF Sell 0.02 - 1.2 1.26606 1.23894 271.2 52.80 10d 3.72%
12.05.2016 07:00 12.29.2016 23:40 GBPCHF Buy 0.01 1.2 - 1.28815 1.23882 -493.3 -48.91 24d -3.33%
11.11.2016 07:00 12.01.2016 14:59 GBPCHF Buy 0.02 1.3 - 1.23912 1.28221 430.9 86.31 20d 6.25%
10.11.2016 07:00 12.01.2016 14:59 GBPCHF Sell 0.01 - 1.3 1.20969 1.28233 -726.4 -75.23 51d -5.17%
06.28.2016 12:00 10.06.2016 23:07 GBPCHF Buy 0.01 - 1.2 1.30666 1.21114 -955.2 -94.15 100d -7.70%
07.05.2016 12:57 10.06.2016 23:07 GBPCHF Sell 0.02 1.2 - 1.2701 1.21126 588.4 107.15 93d 9.49%
07.14.2016 11:00 10.06.2016 23:07 GBPCHF Buy 0.04 - 1.2 1.31839 1.21114 -1,072.5 -424.12 84d -34.32%
08.12.2016 16:08 10.06.2016 23:07 GBPCHF Sell 0.08 1.2 - 1.25789 1.21126 466.3 348.30 55d 42.91%
09.02.2016 13:01 10.06.2016 23:07 GBPCHF Buy 0.16 - 1.2 1.3059 1.21114 -947.6 -1,505.67 34d -129.80%
09.21.2016 10:19 10.06.2016 23:07 GBPCHF Sell 0.32 1.2 - 1.26866 1.21126 574.0 1,801.81 15d -521.24%
06.23.2016 23:17 06.23.2016 23:17 GBPCHF Sell 0.04 1.4 - 1.41477 1.37684 379.3 151.35 0s 14.13%
06.23.2016 21:07 06.23.2016 23:17 GBPCHF Sell 0.01 1.4 - 1.43541 1.37684 585.7 58.43 2h 10m 5.07%
06.23.2016 21:52 06.23.2016 23:17 GBPCHF Buy 0.02 - 1.4 1.44679 1.37672 -700.7 -139.81 1h 25m -11.54%
06.10.2016 17:51 06.23.2016 10:40 GBPCHF Buy 0.01 1.4 - 1.37474 1.42694 522.0 52.22 12d 4.57%
06.13.2016 09:10 06.23.2016 10:40 GBPCHF Sell 0.02 - 1.4 1.36349 1.42706 -635.7 -128.12 10d -10.73%
06.20.2016 08:25 06.23.2016 10:40 GBPCHF Buy 0.04 1.4 - 1.40528 1.42694 216.6 86.65 3d 8.13%
06.08.2016 08:19 06.09.2016 07:42 GBPCHF Sell 0.04 1.4 - 1.3999 1.388 119.0 46.86 23h 23m 4.28%
06.06.2016 03:00 06.09.2016 07:42 GBPCHF Sell 0.01 1.4 - 1.40674 1.388 187.4 18.43 3d 1.62%
06.07.2016 04:10 06.09.2016 07:42 GBPCHF Buy 0.02 - 1.4 1.41716 1.38788 -292.8 -58.36 2d -5.06%
06.01.2016 13:05 06.05.2016 21:04 GBPCHF Buy 0.01 - 1.4 1.42342 1.40843 -149.9 -14.92 4d -1.32%

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