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Strategy Settings

TF
7
AppliedPrice
1
MovingPeriod
2
MovingMethod
3
Shift
0
TF2
7
MovingPeriod2
0
AppliedPrice2
5
Shift2
66
LowZone2
48.6
TF3
7
Period3
53
Shift3
72
Custom
1
+60.64%

0.01%
0.2%
Drawdown: 4.25%

Balance: $1,606,400.61
Highest: (Mar 30) $1,606,400.61
Profit: $606,400.60
Deposits: $1,000,000.00

Test Started: Jul 23, 1997
Test Ended: Mar 30, 2017
Timeframe: 1 Day

Model Type: Open Prices
Added: May 03 2017 at 10:29
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 5096
Ticks Modelled: 8081
Views: 6
Broker: AvaTrade
Trades: 1157
Profitability:
Pips : 625690.0
Average Win: 875.58 pips / $865.02
Average Loss: -1288.44 pips / -$1338.48
Lots: 1,157.00
Commissions: 0
Longs Won: (978/1157) 84%
Shorts Won: (0/0) 0%
Best Trade ($): (Nov 09) 5393.65
Worst Trade ($): (Oct 12) -14309.28
Best Trade (Pips): (Nov 09) 5420.0
Worst Trade (Pips): (Oct 12) -14150.0
Avg. Trade Length: 9d
Profit Factor: 3.53
Standard Deviation: $1329.53
Sharpe Ratio 0.0000
Z-Score (Probability): -7.22 (99.99%)
Expectancy 540.8 Pips / $524.11
AHPR: 0.04%
GHPR: 0.04%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
RUSSEL 1157 625690.0 606400.61 0 0.0 0.00 1157 625690.0 606400.61 978 (85%) 179 (15%)
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% <0.01% <0.01% <0.01%
Consecutive Losing Trades 1200 1080 960 840 720 600 480 360 240 120
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1157)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.29.2017 23:59 03.30.2017 23:59 RUSSEL Buy 1.00 - - 1371.70000 1382.30000 1060.0 1056.16 1d 0.07%
03.28.2017 23:59 03.29.2017 23:59 RUSSEL Buy 1.00 - - 1367.40000 1371.60000 420.0 416.19 1d 0.03%
03.24.2017 23:59 03.27.2017 23:59 RUSSEL Buy 1.00 - - 1354.70000 1357.30000 260.0 248.69 3d 0.02%
03.16.2017 23:59 03.17.2017 23:59 RUSSEL Buy 1.00 - - 1386.10000 1391.50000 540.0 536.13 1d 0.03%
03.14.2017 23:59 03.15.2017 23:59 RUSSEL Buy 1.00 - - 1362.50000 1382.80000 2030.0 2026.16 1d 0.13%
03.13.2017 23:59 03.15.2017 23:59 RUSSEL Buy 1.00 - - 1370.40000 1382.80000 1240.0 1232.37 2d 0.08%
03.02.2017 23:59 03.15.2017 23:59 RUSSEL Buy 1.00 - - 1395.80000 1382.80000 -1300.0 -1349.64 13d -0.08%
02.27.2017 23:59 03.01.2017 23:59 RUSSEL Buy 1.00 - - 1408.10000 1413.60000 550.0 542.22 2d 0.03%
02.28.2017 23:59 03.01.2017 23:59 RUSSEL Buy 1.00 - - 1386.80000 1413.60000 2680.0 2676.07 1d 0.17%
01.05.2017 23:59 01.25.2017 23:59 RUSSEL Buy 1.00 - - 1372.00000 1382.40000 1040.0 964.51 20d 0.06%
01.04.2017 23:59 01.25.2017 23:59 RUSSEL Buy 1.00 - - 1388.00000 1382.40000 -560.0 -639.30 21d -0.04%
12.21.2016 23:59 01.04.2017 23:59 RUSSEL Buy 1.00 - - 1375.30000 1387.90000 1260.0 1206.73 14d 0.08%
12.27.2016 23:59 01.04.2017 23:59 RUSSEL Buy 1.00 - - 1377.80000 1387.90000 1010.0 979.64 8d 0.06%
12.20.2016 23:59 01.04.2017 23:59 RUSSEL Buy 1.00 - - 1384.10000 1387.90000 380.0 322.91 15d 0.02%
12.12.2016 23:59 12.20.2016 23:59 RUSSEL Buy 1.00 - - 1373.20000 1384.00000 1080.0 1049.56 8d 0.07%
12.09.2016 23:59 12.20.2016 23:59 RUSSEL Buy 1.00 - - 1388.20000 1384.00000 -420.0 -461.89 11d -0.03%
12.16.2016 23:59 12.20.2016 23:59 RUSSEL Buy 1.00 - - 1364.50000 1384.00000 1950.0 1934.72 4d 0.12%
12.08.2016 23:59 12.09.2016 23:59 RUSSEL Buy 1.00 - - 1386.50000 1388.10000 160.0 156.14 1d 0.01%
11.18.2016 23:59 11.21.2016 23:59 RUSSEL Buy 1.00 - - 1315.70000 1322.20000 650.0 638.98 3d 0.04%
11.17.2016 23:59 11.18.2016 23:59 RUSSEL Buy 1.00 - - 1309.60000 1315.60000 600.0 596.35 1d 0.04%

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