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Strategy Settings

Standart_Parameters
"---------...
InpMagicNumber
12422
InpLots
0.01
InpBalanceForTradin...
1000
InpStopOut
1000
InpVolatilityPeriod...
30
InpVolatilityTF
1440
InpVolatilityCoef
2
InpMMBlock
"---------...
InpCalculateFromSta...
true
InpMultiplier
2
InpMinProfit
0.5
InpRiskTolerance
1
InpAntiFlat
"---------...
InpAntiFlatPeriod
24
+28.75%

0.07%
2.12%
Drawdown: 59.01%

Balance: $1,287.56
Highest: (Dec 30) $1,287.56
Profit: $287.51
Deposits: $1,000.00

Test Started: Jan 04, 2016
Test Ended: Dec 30, 2016
Timeframe: 1 Hour

Model Type: Every Tick
Added: Mar 12, 2017 at 22:04
Loading, please wait...
Trades: 154
Profitability:
Pips: 2,136.9
Average Win: 89.03 pips / $16.93
Average Loss: -174.01 pips / -$35.78
Lots: 3.60
Commissions: 0
Longs Won: (48/71) 67%
Shorts Won: (62/83) 74%
Best Trade ($): (Aug 18) 428.64
Worst Trade ($): (Aug 18) -435.61
Best Trade (Pips): (Feb 04) 194.5
Worst Trade (Pips): (Aug 18) -346.6
Avg. Trade Length: 3d
Profit Factor: 1.18
Standard Deviation: $56.03
Sharpe Ratio 0.06
Z-Score (Probability): 4.89 (99.99%)
Expectancy 13.9 Pips / $1.87
AHPR: 0.32%
GHPR: 0.16%
Loading, please wait...
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 3.16% 8.95% 16.43% 25.3% 35.36% 46.48% 58.57% 71.56% 85.38%
Consecutive Losing Trades 36 32 29 25 22 18 14 11 7 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (154)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2016 14:11 12.30.2016 21:59 USDCAD Sell 0.01 1.3 - 1.34974 1.34319 65.5 4.85 7h 48m 0.38%
12.29.2016 15:57 12.30.2016 14:11 USDCAD Sell 0.04 - 1.3 1.34974 1.34469 50.5 11.17 22h 14m 0.88%
12.29.2016 08:00 12.30.2016 14:11 USDCAD Sell 0.01 - 1.3 1.35254 1.34469 78.5 5.81 1d 0.45%
12.29.2016 13:23 12.30.2016 14:11 USDCAD Buy 0.02 1.3 - 1.35508 1.34462 -104.6 -15.57 1d -1.21%
12.22.2016 12:54 12.26.2016 10:05 USDCAD Buy 0.01 1.3 - 1.34238 1.34692 45.4 3.36 3d 0.26%
12.19.2016 20:00 12.22.2016 12:54 USDCAD Buy 0.01 - 1.4 1.34151 1.3479 63.9 4.73 2d 0.37%
12.20.2016 16:51 12.22.2016 12:54 USDCAD Sell 0.02 1.4 - 1.33732 1.34797 -106.5 -16.07 1d -1.25%
12.21.2016 22:39 12.22.2016 12:54 USDCAD Buy 0.04 - 1.4 1.34238 1.3479 55.2 12.27 14h 15m 0.97%
12.14.2016 21:00 12.15.2016 15:03 USDCAD Sell 0.01 1.3 - 1.32739 1.33981 -124.2 -9.37 18h 3m -0.74%
12.15.2016 00:08 12.15.2016 15:03 USDCAD Buy 0.02 - 1.3 1.33038 1.33974 93.6 13.97 14h 55m 1.11%
12.11.2016 23:20 12.12.2016 16:32 USDCAD Sell 0.01 1.3 - 1.31753 1.3148 27.3 2.05 17h 12m 0.16%
12.08.2016 03:00 12.11.2016 23:20 USDCAD Sell 0.01 - 1.3 1.32118 1.31206 91.2 6.92 3d 0.55%
12.08.2016 13:43 12.11.2016 23:20 USDCAD Buy 0.02 1.3 - 1.32414 1.31199 -121.5 -18.53 3d -1.45%
12.09.2016 11:01 12.11.2016 23:20 USDCAD Sell 0.04 - 1.3 1.31753 1.31206 54.7 12.51 2d 0.99%
12.07.2016 16:00 12.08.2016 00:10 USDCAD Sell 0.01 - 1.3 1.32408 1.32147 26.1 1.88 8h 10m 0.15%
12.02.2016 16:00 12.04.2016 23:00 USDCAD Buy 0.01 - 1.3 1.33022 1.33402 38.0 2.85 2d 0.23%
12.01.2016 16:00 12.02.2016 01:31 USDCAD Sell 0.01 - 1.3 1.33304 1.32901 40.3 3.00 9h 31m 0.24%
11.30.2016 09:00 11.30.2016 11:04 USDCAD Sell 0.01 - 1.3 1.34222 1.34043 17.9 1.33 2h 4m 0.11%
11.18.2016 00:19 11.21.2016 07:28 USDCAD Sell 0.01 - 1.3 1.35434 1.34498 93.6 6.93 3d 0.55%
11.14.2016 08:50 11.14.2016 13:22 USDCAD Buy 0.01 1.4 - 1.34881 1.35308 42.7 3.16 4h 32m 0.25%

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