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Strategy Settings

TF
7
AppliedPrice
5
MovingPeriod
3
MovingMethod
0
Shift
0
TF2
7
MovingPeriod2
32
AppliedPrice2
4
Shift2
39
HighZone2
52.8
TF3
7
Period3
35
Shift3
12
Custom
1
+56.06%

0.01%
0.18%
Drawdown: 3.86%

Balance: $1,560,631.40
Highest: (Jan 30) $1,571,323.60
Profit: $560,631.36
Deposits: $1,000,000.00

Test Started: Jun 24, 1997
Test Ended: Apr 06, 2017
Timeframe: 1 Day

Model Type: Open Prices
Added: Apr 20 2017 at 06:14
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 5114
Ticks Modelled: 10109
Views: 6
Broker: AvaTrade
Trades: 542
Profitability:
Pips : 597682.0
Average Win: 1893.08 pips / $1848.45
Average Loss: -2616.04 pips / -$2796.07
Lots: 542.00
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (447/542) 82%
Best Trade ($): (Oct 28) 8958.44
Worst Trade ($): (Aug 06) -16857.87
Best Trade (Pips): (Oct 28) 8998.0
Worst Trade (Pips): (Aug 06) -16474.0
Avg. Trade Length: 17d
Profit Factor: 3.11
Standard Deviation: $2667.42
Sharpe Ratio 0.0000
Z-Score (Probability): -1.52 (-87.71%)
Expectancy 1102.7 Pips / $1034.38
AHPR: 0.08%
GHPR: 0.08%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
S&P500 0 0.0 0.00 542 597682.0 560631.40 542 597682.0 560631.40 447 (82%) 95 (18%)
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 558 502 446 391 335 279 223 167 112 56
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (542)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.31.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2274.02000 2357.50000 -8348.0 -8772.23 65d -0.56%
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%
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%
03.22.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2343.00000 2357.50000 -1450.0 -1547.97 15d -0.10%
01.27.2017 00:00 01.30.2017 00:00 S&P500 Sell 1.00 - - 2299.02000 2286.02000 1300.0 1280.95 3d 0.08%
01.20.2017 00:00 01.23.2017 00:00 S&P500 Sell 1.00 - - 2269.96000 2267.79000 217.0 198.10 3d 0.01%
11.01.2016 00:00 11.02.2016 00:00 S&P500 Sell 1.00 - - 2128.68000 2109.44000 1924.0 1918.14 1d 0.12%
10.31.2016 00:00 11.01.2016 00:00 S&P500 Sell 1.00 - - 2129.78000 2128.69000 109.0 103.09 1d 0.01%
10.28.2016 00:00 10.31.2016 00:00 S&P500 Sell 1.00 - - 2132.23000 2129.79000 244.0 226.25 3d 0.01%
10.17.2016 00:00 10.28.2016 00:00 S&P500 Sell 1.00 - - 2132.95000 2132.24000 71.0 5.53 11d 0.00%
10.26.2016 00:00 10.28.2016 00:00 S&P500 Sell 1.00 - - 2136.97000 2132.24000 473.0 461.12 2d 0.03%
09.12.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2120.86000 2137.68000 -1682.0 -1861.56 30d -0.12%
09.19.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2143.99000 2137.68000 631.0 493.06 23d 0.03%
09.20.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2145.94000 2137.68000 826.0 694.02 22d 0.04%
09.14.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2127.86000 2137.68000 -982.0 -1149.67 28d -0.07%
09.21.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2144.58000 2137.68000 690.0 563.98 21d 0.04%
09.27.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2146.04000 2137.68000 836.0 746.00 15d 0.05%
09.30.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2156.51000 2137.68000 1883.0 1811.02 12d 0.12%
08.03.2016 00:00 09.12.2016 00:00 S&P500 Sell 1.00 - - 2156.81000 2120.87000 3594.0 3352.32 40d 0.22%
06.28.2016 00:00 09.12.2016 00:00 S&P500 Sell 1.00 - - 2006.67000 2120.87000 -11420.0 -11875.83 76d -0.76%

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