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Strategy Settings

T_0
"General S...
Comment
"Momentum ...
MaxSpread
5
Slippage
5
MagicNumber
222111
GMT
0
AutoRisk
1
FixLot
0
BalanceSettings
0
Balance
0
T_1
"Main Sett...
FiboTakeProfit
2
MaxSL
120
orders_in_group
1
S_1
"INFORMATI...
+136.4%

0.03%
0.92%
Drawdown: 12.60%

Balance: $23,639.69
Highest: (Dec 04) $24,922.41
Profit: $13,639.71
Deposits: $10,000.00

Test Started: Jun 04, 2012
Test Ended: Feb 26, 2020
Timeframe: 1 Day

Model Type: Open Prices
Added: Apr 11, 2020 at 18:28
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Trades: 68
Profitability:
Pips: 138,620.0
Average Win: 4,394.91 pips / $435.91
Average Loss: -6,287.33 pips / -$630.92
Lots: 6.80
Commissions: 0
Longs Won: (53/68) 77%
Shorts Won: (0/0) 0%
Best Trade ($): (Dec 04) 1,420.93
Worst Trade ($): (Dec 24) -1,416.95
Best Trade (Pips): (Dec 04) 14,270.0
Worst Trade (Pips): (Dec 24) -14,140.0
Avg. Trade Length: 7d
Profit Factor: 2.44
Standard Deviation: $533.01
Sharpe Ratio 0.46
Z-Score (Probability): 0.04 (3.19%)
Expectancy 2,038.5 Pips / $200.58
AHPR: 1.31%
GHPR: 1.27%
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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% 0.06% 3.09%
Consecutive Losing Trades 37 34 30 26 22 19 15 11 7 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (68)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
02.26.2020 00:00 02.26.2020 23:59 SPX500 Buy 0.10 3,003.0 3,283.0 3,142.5 3,115.3 -2,720.0 -272.70 23h 59m -1.14%
02.25.2020 00:00 02.26.2020 00:00 SPX500 Buy 0.10 3,131.7 3,315.6 3,223.2 3,131.7 -9,150.0 -916.18 1d -3.69%
02.03.2020 00:00 02.05.2020 00:00 SPX500 Buy 0.10 3,145.0 3,302.8 3,223.4 3,302.8 7,940.0 792.30 2d 3.30%
10.03.2019 00:00 10.09.2019 00:00 SPX500 Buy 0.10 2,921.7 - 2,884.9 2,921.7 3,680.0 364.62 6d 1.54%
10.02.2019 00:00 10.03.2019 00:00 SPX500 Buy 0.10 2,877.4 3,010.1 2,943.3 2,877.4 -6,590.0 -660.14 1d -2.71%
08.06.2019 00:00 08.08.2019 00:00 SPX500 Buy 0.10 2,848.2 - 2,817.9 2,848.2 3,030.0 301.42 2d 1.25%
08.05.2019 00:00 08.06.2019 00:00 SPX500 Buy 0.10 2,871.2 2,986.7 2,928.5 2,871.2 -5,730.0 -574.13 1d -2.33%
05.29.2019 00:00 06.11.2019 00:00 SPX500 Buy 0.10 2,879.3 - 2,804.4 2,879.3 7,490.0 742.71 13d 3.11%
05.14.2019 00:00 05.20.2019 00:00 SPX500 Buy 0.10 2,861.3 - 2,807.7 2,861.3 5,360.0 532.68 6d 2.28%
12.24.2018 00:00 01.03.2019 00:00 SPX500 Buy 0.10 2,481.3 - 2,402 2,481.3 7,930.0 788.54 10d 3.50%
12.18.2018 00:00 12.24.2018 00:00 SPX500 Buy 0.10 2,412.6 2,696.4 2,554 2,412.6 -14,140.0 -1,416.95 6d -5.91%
12.10.2018 00:00 12.18.2018 00:00 SPX500 Buy 0.10 2,531.6 2,724.7 2,627.7 2,531.6 -9,610.0 -964.89 8d -3.87%
11.21.2018 00:00 12.04.2018 00:00 SPX500 Buy 0.10 2,781.0 - 2,638.3 2,781 14,270.0 1,420.93 13d 6.05%
10.25.2018 00:00 11.09.2018 00:00 SPX500 Buy 0.10 2,798.0 - 2,673.4 2,798 12,460.0 1,239.08 15d 5.57%
10.11.2018 00:00 10.25.2018 00:00 SPX500 Buy 0.10 2,689.1 2,855.0 2,772 2,689.1 -8,290.0 -835.60 14d -3.62%
06.28.2018 00:00 07.12.2018 00:00 SPX500 Buy 0.10 2,775.0 - 2,703.6 2,775 7,140.0 707.43 14d 3.16%
03.28.2018 00:00 04.20.2018 00:00 SPX500 Buy 0.10 2,701.4 - 2,612.5 2,701.4 8,890.0 879.00 23d 4.09%
03.26.2018 00:00 03.28.2018 00:00 SPX500 Buy 0.10 2,637.1 - 2,617.5 2,637.1 1,960.0 194.49 2d 0.91%
02.12.2018 00:00 02.20.2018 00:00 SPX500 Buy 0.10 2,721.8 - 2,638 2,721.8 8,380.0 833.98 8d 4.07%
02.06.2018 00:00 02.09.2018 00:00 SPX500 Buy 0.10 2,632.6 - 2,598.8 2,632.6 3,380.0 336.08 3d 1.67%

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