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Strategy Settings
TF 7 AppliedPrice 3 MovingPeriod 3
MovingMethod 3 Shift 0 TF2 7
MovingPeriod2 0 AppliedPrice2 2 Shift2 61
LowZone2 31.9 TF3 7 Period3 36
Shift3 49 TF4 7 AppliedPrice4 5
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Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +120.89%
  • Daily: 0.01%
  • Monthly: 0.33%
  • Drawdown: 4.15%
  • Balance: $2208.9K
  • Highest: (Mar 16) $2220.5K
  • Profit: $1208898.82
  • Deposits: $1000000.00
  • Test Started:Jun 24, 1997
  • Test Ended:Apr 06, 2017
  • Timeframe:1 Day
  • Model Type:Open Prices
  • Added:Apr 20 2017 at 06:14
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 1365
Profitability:
Pips: 1266143.0
Average Win: 1468.72 pips / $1441.89
Average Loss: -2398.61 pips / -$2533.40
Lots: 1,365
Commissions: 0
Longs Won: (727/823) 88%
Shorts Won: (447/542) 82%
Best Trade($): (Aug 20) 10662.63
Worst Trade($): (Aug 06) -16857.87
Best Trade (Pips): (Aug 20) 10727.0
Worst Trade (Pips): (Aug 06) -16474.0
Avg. Trade Length: 11d
Profit Factor: 3.50
Standard Deviation: $2296.88
Sharpe Ratio: 0.0000
Z-Score (Probability): -3.95 (99.99%)
Expectancy: 927.6 Pips / $885.64
AHPR: 0.06%
GHPR: 0.06%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
S&P500 823 668461.0 648267.32 542 597682.0 560631.40 1365 1266143.0 1208898.72 1174 (86%) 191 (14%)
Trading Activity (1365)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.05.2017 00:00 04.06.2017 23:59 S&P500 Buy 1.00 - - 2366.60000 2357.49000 -911.0 -917.54 1d -0.04%
03.22.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2343.00000 2357.50000 -1450.0 -1547.97 15d -0.07%
04.06.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2353.79000 2357.50000 -371.0 -371.00 23h 59m -0.02%
04.06.2017 23:59 04.06.2017 23:59 S&P500 Sell 1.00 - - 2357.49000 2357.50000 -1.0 -1.00 0s 0.00%
01.31.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2274.02000 2357.50000 -8348.0 -8772.23 65d -0.40%
03.10.2017 00:00 03.16.2017 00:00 S&P500 Buy 1.00 - - 2372.53000 2387.71000 1518.0 1478.44 6d 0.07%
02.27.2017 00:00 03.01.2017 00:00 S&P500 Buy 1.00 - - 2365.24000 2380.13000 1489.0 1475.82 2d 0.07%
02.23.2017 00:00 03.01.2017 00:00 S&P500 Buy 1.00 - - 2367.51000 2380.13000 1262.0 1222.56 6d 0.06%
02.22.2017 00:00 02.23.2017 00:00 S&P500 Buy 1.00 - - 2361.12000 2367.50000 638.0 631.42 1d 0.03%
02.21.2017 00:00 02.22.2017 00:00 S&P500 Buy 1.00 - - 2354.92000 2361.11000 619.0 612.44 1d 0.03%
02.16.2017 00:00 02.21.2017 00:00 S&P500 Buy 1.00 - - 2349.65000 2354.91000 526.0 493.33 5d 0.02%
02.15.2017 00:00 02.16.2017 00:00 S&P500 Buy 1.00 - - 2335.59000 2349.64000 1405.0 1398.47 1d 0.06%
02.14.2017 00:00 02.15.2017 00:00 S&P500 Buy 1.00 - - 2326.13000 2335.58000 945.0 938.51 1d 0.04%
02.13.2017 00:00 02.14.2017 00:00 S&P500 Buy 1.00 - - 2321.73000 2326.12000 439.0 432.54 1d 0.02%
02.10.2017 00:00 02.13.2017 00:00 S&P500 Buy 1.00 - - 2312.28000 2321.72000 944.0 924.65 3d 0.04%
02.09.2017 00:00 02.10.2017 00:00 S&P500 Buy 1.00 - - 2296.71000 2312.27000 1556.0 1549.58 1d 0.07%
02.03.2017 00:00 02.06.2017 00:00 S&P500 Buy 1.00 - - 2288.55000 2294.28000 573.0 553.88 3d 0.03%
02.01.2017 00:00 02.03.2017 00:00 S&P500 Buy 1.00 - - 2285.60000 2288.54000 294.0 281.32 2d 0.01%
01.27.2017 00:00 01.30.2017 00:00 S&P500 Sell 1.00 - - 2299.02000 2286.02000 1300.0 1280.95 3d 0.06%
01.26.2017 00:00 01.27.2017 00:00 S&P500 Buy 1.00 - - 2298.64000 2299.02000 38.0 31.61 1d 0.00%

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Imports (17h 21min)
British Pound Hit By Trade War Crosswind...(1h 23min ago)
EURUSD 1.11451 GBPUSD 1.22928
USDJPY 105.396 USDCAD 1.32864

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HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors. Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance. You could lose some or all of your initial investment; do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions. Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice. Past performance is not indicative of future results.