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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: 597,682.0
Average Win: 1,893.08 pips / $1,848.45
Average Loss: -2,616.04 pips / -$2,796.07
Lots: 542.00
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (447/542) 82%
Best Trade ($): (Oct 28) 8,958.44
Worst Trade ($): (Aug 06) -16,857.87
Best Trade (Pips): (Oct 28) 8,998.0
Worst Trade (Pips): (Aug 06) -16,474.0
Avg. Trade Length: 17d
Profit Factor: 3.11
Standard Deviation: $2,667.42
Sharpe Ratio 0.00
Z-Score (Probability): -1.52 (-87.71%)
Expectancy 1,102.7 Pips / $1,034.38
AHPR: 0.08%
GHPR: 0.08%
Loading, please wait...
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 - - 2,274.02 2,357.5 -8,348.0 -8,772.23 65d -0.56%
04.06.2017 23:59 04.06.2017 23:59 S&P500 Sell 1.00 - - 2,357.49 2,357.5 -1.0 -1.00 0s 0.00%
04.06.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2,353.79 2,357.5 -371.0 -371.00 23h 59m -0.02%
03.22.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2,343 2,357.5 -1,450.0 -1,547.97 15d -0.10%
01.27.2017 00:00 01.30.2017 00:00 S&P500 Sell 1.00 - - 2,299.02 2,286.02 1,300.0 1,280.95 3d 0.08%
01.20.2017 00:00 01.23.2017 00:00 S&P500 Sell 1.00 - - 2,269.96 2,267.79 217.0 198.10 3d 0.01%
11.01.2016 00:00 11.02.2016 00:00 S&P500 Sell 1.00 - - 2,128.68 2,109.44 1,924.0 1,918.14 1d 0.12%
10.31.2016 00:00 11.01.2016 00:00 S&P500 Sell 1.00 - - 2,129.78 2,128.69 109.0 103.09 1d 0.01%
10.28.2016 00:00 10.31.2016 00:00 S&P500 Sell 1.00 - - 2,132.23 2,129.79 244.0 226.25 3d 0.01%
10.17.2016 00:00 10.28.2016 00:00 S&P500 Sell 1.00 - - 2,132.95 2,132.24 71.0 5.53 11d 0.00%
10.26.2016 00:00 10.28.2016 00:00 S&P500 Sell 1.00 - - 2,136.97 2,132.24 473.0 461.12 2d 0.03%
09.12.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2,120.86 2,137.68 -1,682.0 -1,861.56 30d -0.12%
09.19.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2,143.99 2,137.68 631.0 493.06 23d 0.03%
09.20.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2,145.94 2,137.68 826.0 694.02 22d 0.04%
09.14.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2,127.86 2,137.68 -982.0 -1,149.67 28d -0.07%
09.21.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2,144.58 2,137.68 690.0 563.98 21d 0.04%
09.27.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2,146.04 2,137.68 836.0 746.00 15d 0.05%
09.30.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2,156.51 2,137.68 1,883.0 1,811.02 12d 0.12%
08.03.2016 00:00 09.12.2016 00:00 S&P500 Sell 1.00 - - 2,156.81 2,120.87 3,594.0 3,352.32 40d 0.22%
06.28.2016 00:00 09.12.2016 00:00 S&P500 Sell 1.00 - - 2,006.67 2,120.87 -11,420.0 -11,875.83 76d -0.76%

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