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
InpAntiFlatEtalonAn...
45
InpAntiFlatRange
1
InpAntiFlatMinAngle...
30
InpZeroPosition
"---------...
InpZeroPositionMinP...
50
InpZeroPositionSLDi...
0
Block_Absorption
"---------...
Use_Absorption
true
Absorption_TF
60
Absorption_InpMinHe...
150
Absorption_InpATR
28
Block_Divergence
"---------...
Use_Divergence
true
Divergence_TF
60
Divergence_InpAngle...
15
Divergence_InpPerio...
40
Divergence_InpMACD_...
18
Divergence_InpFiboC...
1.64
Block_Volume_dojy
"---------...
Use_Volume_dojy
false
Volume_dojy_TF
60
Volume_dojy_Coef
3
Volume_dojy_InpDisp...
1
Volume_dojy_InpAver...
10
Volume_dojy_TakePro...
450
Block_Envelopes
"---------...
Use_Envelopes
true
Envelopes_TF
60
Envelopes_MA_Period...
35
Envelopes_OpenDevia...
0.5
Block_RegressionExp...
"---------...
Use_RegressionExper...
true
RegressionExpert_TF...
60
xxx1
"---------...
RegressionExpert_In...
20
RegressionExpert_In...
0.5
RegressionExpert_In...
2
RegressionExpert_In...
20
xxx2
"---------...
RegressionExpert_In...
false
RegressionExpert_In...
false
RegressionExpert_In...
true
NB_BLock
"---------...
NB_Notification_ID
"Vasya Pup...
NB_First_Alert_From...
3
NB_FA_Notification_...
9
NB_Second_Alert_Not...
4
| +27.18% |
| 0.07% | |
| 2.02% | |
| Drawdown: | 12.45% |
| Balance: | $1,271.84 |
| Highest: | (Dec 30) $1,271.84 |
| Profit: | $271.82 |
| 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 22:07 |
Loading, please wait...
| Trades: | 196 |
| Profitability: | |
| Pips: | 1,188.9 |
| Average Win: | 61.38 pips / $13.56 |
| Average Loss: | -95.74 pips / -$21.01 |
| Lots: | 4.18 |
| Commissions: | 0 |
| Longs Won: | (61/92) 66% |
| Shorts Won: | (66/104) 63% |
| Best Trade ($): | (May 18) 139.13 |
| Worst Trade ($): | (May 18) -157.70 |
| Best Trade (Pips): | (Jun 03) 230.2 |
| Worst Trade (Pips): | (Feb 17) -237.6 |
| Avg. Trade Length: | 3d |
| Profit Factor: | 1.19 |
| Standard Deviation: | $28.40 |
| Sharpe Ratio | 0.06 |
| Z-Score (Probability): | 7.08 (99.99%) |
| Expectancy | 6.1 Pips / $1.39 |
| AHPR: | 0.16% |
| GHPR: | 0.12% |
Loading, please wait...
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | 0.09% | 0.54% | 1.88% | 4.96% | 10.92% | 21.31% | 38.01% | 63.34% |
| Consecutive Losing Trades | 61 | 54 | 48 | 42 | 36 | 30 | 24 | 18 | 12 | 6 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (196)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.30.2016 09:00 | 12.30.2016 21:59 | USDCHF | Sell | 0.01 | - | 1.0 | 1.01994 | 1.01778 | 21.6 | 2.12 | 12h 59m | 0.17% |
| 12.30.2016 00:00 | 12.30.2016 02:52 | USDCHF | Sell | 0.01 | 1.0 | - | 1.02775 | 1.0206 | 71.5 | 7.01 | 2h 52m | 0.56% |
| 12.30.2016 00:00 | 12.30.2016 00:00 | USDCHF | Sell | 0.02 | - | 1.0 | 1.02775 | 1.01713 | 106.2 | 10.44 | 0s | 0.83% |
| 12.15.2016 00:07 | 12.30.2016 00:00 | USDCHF | Buy | 0.01 | 1.0 | - | 1.01935 | 1.01935 | 0.0 | 0.49 | 14d | 0.04% |
| 12.15.2016 12:00 | 12.30.2016 00:00 | USDCHF | Buy | 0.01 | 1.0 | - | 1.03126 | 1.01711 | -141.5 | -13.50 | 14d | -1.07% |
| 12.15.2016 01:00 | 12.15.2016 11:36 | USDCHF | Buy | 0.01 | - | 1.0 | 1.02435 | 1.03135 | 70.0 | 6.79 | 10h 36m | 0.54% |
| 12.12.2016 14:00 | 12.15.2016 00:07 | USDCHF | Buy | 0.01 | - | 1.0 | 1.01615 | 1.02371 | 75.6 | 7.52 | 2d | 0.60% |
| 12.12.2016 17:50 | 12.15.2016 00:07 | USDCHF | Sell | 0.02 | 1.0 | - | 1.01287 | 1.02373 | -108.6 | -21.88 | 2d | -1.73% |
| 12.14.2016 20:05 | 12.15.2016 00:07 | USDCHF | Buy | 0.04 | - | 1.0 | 1.01935 | 1.02371 | 43.6 | 13.02 | 4h 2m | 1.05% |
| 12.08.2016 13:00 | 12.08.2016 13:54 | USDCHF | Buy | 0.01 | - | 1.0 | 1.01012 | 1.01562 | 55.0 | 5.42 | 54m | 0.43% |
| 12.07.2016 14:00 | 12.08.2016 12:46 | USDCHF | Buy | 0.01 | - | 1.0 | 1.01019 | 1.00456 | -56.3 | -5.52 | 22h 46m | -0.44% |
| 12.08.2016 00:00 | 12.08.2016 12:46 | USDCHF | Sell | 0.02 | 1.0 | - | 1.00739 | 1.00458 | 28.1 | 5.59 | 12h 46m | 0.45% |
| 11.03.2016 12:29 | 11.16.2016 15:00 | USDCHF | Buy | 0.02 | - | 1.0 | 0.97436 | 0.9856 | 112.4 | 23.01 | 13d | 1.87% |
| 11.01.2016 11:52 | 11.16.2016 15:00 | USDCHF | Sell | 0.01 | 1.0 | - | 0.98558 | 0.97844 | 71.4 | 6.13 | 15d | 0.49% |
| 11.02.2016 08:00 | 11.16.2016 15:00 | USDCHF | Sell | 0.01 | 1.0 | - | 0.97155 | 0.98562 | -140.7 | -14.94 | 14d | -1.20% |
| 10.28.2016 17:28 | 11.16.2016 15:00 | USDCHF | Sell | 0.01 | 1.0 | - | 0.99108 | 0.9777 | 133.8 | 12.22 | 18d | 1.00% |
| 11.01.2016 17:00 | 11.02.2016 07:25 | USDCHF | Sell | 0.01 | - | 1.0 | 0.97634 | 0.9724 | 39.4 | 3.98 | 14h 25m | 0.33% |
| 11.01.2016 13:00 | 11.01.2016 16:14 | USDCHF | Sell | 0.01 | - | 1.0 | 0.982 | 0.97806 | 39.4 | 4.03 | 3h 14m | 0.33% |
| 10.30.2016 22:00 | 11.01.2016 11:52 | USDCHF | Sell | 0.01 | - | 1.0 | 0.98743 | 0.98269 | 47.4 | 4.69 | 1d | 0.38% |
| 10.31.2016 13:39 | 11.01.2016 11:52 | USDCHF | Buy | 0.02 | 1.0 | - | 0.98955 | 0.98267 | -68.8 | -13.95 | 22h 13m | -1.14% |
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