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Strategy Settings

inp_wizz_indicator
"---------...
inp_ema_period
544
inp_count_candl_1
1000
inp_pp_1
20
inp_count_candl_2
20
inp_pp_2
0
inp_pp_3
2
inp_count_candl_4
20
inp_pp_4
10
inp_pp_5
20
inp_abc_on
0
inp_size_candl_min
70
inp_size_candl_max
90
inp_alternative
0
inp_size_body
60
+16341.19%

0.96%
33.27%
Drawdown: 76.25%

Balance: $164,412.00
Highest: (Jun 04) $176,411.03
Profit: $163,411.94
Deposits: $1,000.00

Test Started: Jan 02, 2019
Test Ended: Jun 18, 2020
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Aug 19 2020 at 14:49
Comments:
5 min scalping strategy on the EURUSD by Mislav Nikolic, available from September 2020 at Elite CurrenSea. Back-tested from Jan 2019 to Jul 2020.
Model Quality: 99.9
Bars In Test: 115573
Ticks Modelled: 42884348
Views: 210
Broker: Dukascopy
Trades: 735
Profitability:
Pips: 4780.2
Average Win: 19.89 pips / $693.04
Average Loss: -35.08 pips / -$1239.76
Lots: 2,218.02
Commissions: 0
Longs Won: (240/342) 70%
Shorts Won: (316/393) 80%
Best Trade($): (Jun 12) 10262.70
Worst Trade($): (Jun 08) -8867.92
Best Trade (Pips): (Aug 06) 137.0
Worst Trade (Pips): (Mar 11) -48.8
Avg. Trade Length: 17h 23m
Profit Factor: 1.74
Standard Deviation: $1773.25
Sharpe Ratio 0.2100
Z-Score (Probability): -12.26 (99.99%)
Expectancy: 6.5 Pips / $222.33
AHPR: 0.77%
GHPR: 0.70%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 342 2078.1 91601.73 393 2702.1 71810.27 735 4780.2 163412.00 556 (76%) 179 (24%)
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% 0.03% 0.57% 8.75%
Consecutive Losing Trades 133 119 106 93 80 66 53 40 27 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (735)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.18.2020 04:31 06.18.2020 19:57 EURUSD Sell 18.75 1.12345 1.11964 1.12355 1.11964 39.1 7331.25 15h 26m 4.67%
06.18.2020 04:30 06.18.2020 17:24 EURUSD Sell 20.51 1.12361 1.12093 1.12371 1.12093 27.8 5701.78 12h 54m 3.77%
06.18.2020 02:23 06.18.2020 17:24 EURUSD Sell 20.97 1.12379 1.12093 1.12389 1.12093 29.6 6207.12 15h 1m 4.28%
06.17.2020 05:30 06.18.2020 04:41 EURUSD Sell 19.42 1.12575 1.12258 1.12585 1.12257 32.8 6367.27 23h 11m 4.59%
06.17.2020 05:32 06.17.2020 10:39 EURUSD Sell 20.62 1.12930 1.12067 1.12566 1.12930 -36.4 -7505.68 5h 7m -5.13%
06.16.2020 17:42 06.17.2020 08:04 EURUSD Sell 21.78 1.12794 1.11613 1.12424 1.12795 -37.1 -8081.31 14h 22m -5.23%
06.15.2020 14:04 06.15.2020 16:56 EURUSD Sell 19.04 1.12835 1.11890 1.12408 1.12839 -43.1 -8206.24 2h 52m -5.05%
06.12.2020 14:03 06.12.2020 20:19 EURUSD Sell 16.29 1.12920 1.12301 1.12930 1.12300 63.0 10262.70 6h 16m 7.18%
06.12.2020 17:25 06.12.2020 20:19 EURUSD Sell 15.37 1.12900 1.12301 1.12910 1.12300 61.0 9375.70 2h 54m 6.12%
06.12.2020 15:34 06.12.2020 17:58 EURUSD Sell 17.11 1.12966 1.12394 1.12976 1.12392 58.4 9992.24 2h 24m 7.51%
06.11.2020 08:04 06.11.2020 11:34 EURUSD Sell 18.76 1.13828 1.12860 1.13455 1.13828 -37.3 -6997.48 3h 30m -5.00%
06.11.2020 03:44 06.11.2020 07:15 EURUSD Buy 20.41 1.13470 1.14374 1.13833 1.13470 -36.3 -7408.83 3h 31m -5.03%
06.10.2020 20:39 06.10.2020 21:01 EURUSD Buy 22.17 1.13268 1.13874 1.13638 1.13264 -37.4 -8291.58 22m -5.05%
06.10.2020 20:39 06.10.2020 21:01 EURUSD Buy 22.41 1.13270 1.13874 1.13638 1.13264 -37.4 -8381.34 22m -5.38%
06.08.2020 13:36 06.09.2020 13:54 EURUSD Sell 19.39 1.12769 1.12528 1.12779 1.12771 0.8 154.29 1d 0.09%
06.09.2020 09:34 06.09.2020 11:18 EURUSD Sell 22.02 1.12812 1.12418 1.12822 1.12418 40.4 8896.08 1h 44m 5.74%
06.09.2020 04:20 06.09.2020 09:55 EURUSD Sell 21.98 1.12864 1.12707 1.12874 1.12707 16.7 3670.66 5h 35m 2.43%
06.09.2020 03:09 06.09.2020 09:42 EURUSD Buy 19.46 1.12750 1.13373 1.13144 1.12750 -39.4 -7667.24 6h 33m -4.82%
06.08.2020 02:18 06.08.2020 13:37 EURUSD Buy 24.43 1.12736 1.13816 1.13086 1.12736 -35.0 -8550.50 11h 19m -5.10%
06.05.2020 20:32 06.08.2020 02:56 EURUSD Sell 23.90 1.13190 1.11526 1.12821 1.13192 -37.1 -8867.92 2d -5.03%

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