Strategy Settings
+4683.85% |
0.13% | |
3.94% | |
Drawdown: | 16.18% |
Balance: | $9,567.53 |
Highest: | (Mar 27) $9,567.53 |
Profit: | $9,367.70 |
Deposits: | $200.00 |
Test Started: | Jan 09, 2012 |
Test Ended: | Mar 27, 2020 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | May 11 2020 at 19:33 |
Comments:
No comments entered. |
Model Quality: | 99.9 |
Bars in test: | 205157 |
Ticks Modelled: | 213182787 |
Views: | 27 |
Broker: | ICE-FX |
Trades: | 677 |
Profitability: | |
Pips: | 4,003.9 |
Average Win: | 13.15 pips / $30.11 |
Average Loss: | -14.22 pips / -$31.43 |
Lots: | 214.67 |
Commissions: | 0 |
Longs Won: | (286/390) 73% |
Shorts Won: | (212/287) 73% |
Best Trade ($): | (Mar 27) 351.99 |
Worst Trade ($): | (Feb 28) -406.82 |
Best Trade (Pips): | (Apr 18) 120.0 |
Worst Trade (Pips): | (Jun 18) -45.0 |
Avg. Trade Length: | 9h 1m |
Profit Factor: | 2.66 |
Standard Deviation: | $58.18 |
Sharpe Ratio | 0.34 |
Z-Score (Probability): | -0.28 (-22.06%) |
Expectancy | 5.9 Pips / $13.84 |
AHPR: | 0.59% |
GHPR: | 0.57% |
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 | 304 | 274 | 244 | 213 | 183 | 152 | 122 | 91 | 61 | 30 |
Trading Activity (677)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.27.2020 22:00 | 03.27.2020 22:40 | EURCAD | Buy | 1.44 | 1.5 | 1.6 | 1.55011 | 1.55357 | 34.6 | 351.99 | 40m | 3.82% |
03.26.2020 23:46 | 03.27.2020 01:27 | EURCAD | Buy | 1.41 | 1.5 | 1.6 | 1.54768 | 1.54992 | 22.4 | 210.20 | 1h 41m | 2.33% |
03.26.2020 22:12 | 03.26.2020 22:41 | EURCAD | Buy | 1.37 | 1.5 | 1.6 | 1.54779 | 1.55032 | 25.3 | 244.86 | 29m | 2.80% |
03.23.2020 23:42 | 03.24.2020 02:30 | EURCAD | Buy | 1.36 | 1.6 | 1.6 | 1.55699 | 1.55812 | 11.3 | 96.09 | 2h 48m | 1.11% |
03.20.2020 23:09 | 03.20.2020 23:25 | EURCAD | Sell | 1.32 | 1.5 | 1.5 | 1.53854 | 1.53624 | 23.0 | 214.44 | 16m | 2.54% |
03.20.2020 22:54 | 03.20.2020 23:03 | EURCAD | Sell | 1.29 | 1.5 | 1.5 | 1.53827 | 1.53606 | 22.1 | 201.36 | 9m | 2.44% |
03.19.2020 23:58 | 03.20.2020 00:12 | EURCAD | Sell | 1.26 | 1.6 | 1.5 | 1.55147 | 1.5489 | 25.7 | 228.81 | 14m | 2.85% |
03.19.2020 23:28 | 03.19.2020 23:54 | EURCAD | Sell | 1.23 | 1.6 | 1.5 | 1.5508 | 1.54854 | 22.6 | 196.34 | 26m | 2.51% |
03.19.2020 23:01 | 03.19.2020 23:12 | EURCAD | Sell | 1.20 | 1.6 | 1.5 | 1.55082 | 1.54861 | 22.1 | 187.32 | 11m | 2.45% |
03.19.2020 22:09 | 03.19.2020 22:30 | EURCAD | Sell | 1.17 | 1.6 | 1.5 | 1.55177 | 1.54956 | 22.1 | 182.63 | 21m | 2.45% |
03.17.2020 22:25 | 03.17.2020 23:36 | EURCAD | Sell | 1.14 | 1.6 | 1.6 | 1.56594 | 1.56372 | 22.2 | 178.75 | 1h 11m | 2.46% |
03.09.2020 00:05 | 03.09.2020 00:55 | EURCAD | Sell | 1.20 | 1.5 | 1.5 | 1.53658 | 1.54108 | -45.0 | -381.40 | 50m | -4.98% |
03.02.2020 22:34 | 03.02.2020 22:51 | EURCAD | Buy | 1.26 | 1.5 | 1.5 | 1.48841 | 1.48391 | -45.0 | -400.52 | 17m | -4.97% |
03.02.2020 00:06 | 03.02.2020 02:12 | EURCAD | Sell | 1.21 | 1.5 | 1.5 | 1.48347 | 1.4799 | 35.7 | 305.08 | 2h 6m | 3.94% |
02.28.2020 00:03 | 02.28.2020 05:44 | EURCAD | Sell | 1.28 | 1.5 | 1.5 | 1.47349 | 1.47799 | -45.0 | -406.82 | 5h 41m | -4.99% |
02.24.2020 22:00 | 02.24.2020 23:57 | EURCAD | Buy | 1.25 | 1.4 | 1.5 | 1.44098 | 1.44271 | 17.3 | 152.76 | 1h 57m | 1.91% |
01.30.2020 22:30 | 01.31.2020 01:15 | EURCAD | Buy | 1.25 | 1.5 | 1.5 | 1.45692 | 1.45735 | 4.3 | 26.51 | 2h 45m | 0.33% |
01.28.2020 00:00 | 01.28.2020 01:47 | EURCAD | Sell | 1.24 | 1.5 | 1.4 | 1.45386 | 1.45338 | 4.8 | 42.04 | 1h 47m | 0.53% |
01.27.2020 00:00 | 01.27.2020 05:58 | EURCAD | Sell | 1.25 | 1.5 | 1.4 | 1.45081 | 1.45118 | -3.7 | -32.67 | 5h 58m | -0.41% |
01.21.2020 23:45 | 01.22.2020 02:00 | EURCAD | Buy | 1.24 | 1.4 | 1.5 | 1.44871 | 1.4492 | 4.9 | 31.55 | 2h 15m | 0.40% |
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