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Strategy Settings

SignalsFileName
"signals.c...
StopLoss
0
TrailingStopPoints
0
BreakEvenPoints
0
ValueWhenBreakEvenM...
0
TakeProfit
0
Expiration
0
ReverseSignals
false
PermitMultipleSigna...
true
SendOrdersAsLimit
false
DeletePendingOrders...
false
PipsForLimitOrders
20
TimeExpireForLimitO...
60
UsePriceDataForOrde...
true
PriceDataRangeForOp...
5
+1.79M%

0.3%
9.35%
Drawdown: 76.82%

Balance: $17,895,030.09
Highest: (Dec 21) $17,972,706.09
Profit: $17,894,030.09
Deposits: $1,000.00

Test Started: Jan 01, 2008
Test Ended: Dec 30, 2016
Timeframe: 1 Hour

Model Type: Every Tick
Added: Mar 09, 2017 at 08:40
Loading, please wait...
Trades: 8,414
Profitability:
Pips: 41,482.2
Average Win: 30.11 pips / $14,654.77
Average Loss: -29.82 pips / -$15,164.52
Lots: 444,211.02
Commissions: 0
Longs Won: (2,352/4,023) 58%
Shorts Won: (2,527/4,391) 57%
Best Trade ($): (Mar 18) 269,976.00
Worst Trade ($): (Jun 28) -90,480.00
Best Trade (Pips): (Oct 23) 627.0
Worst Trade (Pips): (Oct 05) -152.5
Avg. Trade Length: 12h 1m
Profit Factor: 1.33
Standard Deviation: $25,190.02
Sharpe Ratio 0.06
Z-Score (Probability): -0.79 (-57.05%)
Expectancy 4.9 Pips / $2,126.70
AHPR: 0.15%
GHPR: 0.12%
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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% <0.01% <0.01%
Consecutive Losing Trades 1181 1063 945 826 708 590 472 354 236 118
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (8414)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2016 00:00 12.30.2016 21:59 EURUSD Sell 60.00 - - 1.05657 1.05219 43.8 26,280.00 21h 59m 0.15%
12.30.2016 12:00 12.30.2016 21:59 EURUSD Sell 60.00 - - 1.05594 1.05219 37.5 22,500.00 9h 59m 0.13%
12.30.2016 20:45 12.30.2016 21:58 EURUSD Sell 60.00 - - 1.05358 1.05302 5.6 3,360.00 1h 13m 0.02%
12.30.2016 20:00 12.30.2016 20:40 EURUSD Sell 60.00 - - 1.05347 1.05354 -0.7 -420.00 40m 0.00%
12.30.2016 00:00 12.30.2016 19:02 EURUSD Buy 60.00 - - 1.05669 1.05247 -42.2 -25,320.00 19h 2m -0.14%
12.30.2016 00:00 12.30.2016 13:00 EURUSD Sell 60.00 - - 1.05657 1.05385 27.2 16,320.00 13h 0m 0.09%
12.30.2016 02:10 12.30.2016 05:35 EURUSD Buy 60.00 - - 1.054 1.05329 -7.1 -4,260.00 3h 25m -0.02%
12.29.2016 17:50 12.29.2016 19:52 EURUSD Buy 60.00 - - 1.04699 1.04806 10.7 6,420.00 2h 2m 0.04%
12.29.2016 11:25 12.29.2016 14:03 EURUSD Buy 60.00 - - 1.04652 1.04568 -8.4 -5,040.00 2h 38m -0.03%
12.29.2016 08:00 12.29.2016 09:22 EURUSD Buy 60.00 - - 1.04518 1.04528 1.0 600.00 1h 22m 0.00%
12.23.2016 17:00 12.29.2016 08:36 EURUSD Buy 60.00 - - 1.04485 1.04458 -2.7 -3,564.00 5d -0.02%
12.29.2016 06:35 12.29.2016 07:01 EURUSD Buy 60.00 - - 1.04543 1.04589 4.6 2,760.00 26m 0.02%
12.28.2016 02:00 12.29.2016 00:39 EURUSD Sell 60.00 - - 1.04692 1.04316 37.6 22,243.20 22h 39m 0.12%
12.28.2016 13:00 12.29.2016 00:16 EURUSD Sell 60.00 - - 1.03973 1.04273 -30.0 -18,316.80 11h 16m -0.10%
12.28.2016 08:00 12.28.2016 19:00 EURUSD Sell 60.00 - - 1.04666 1.03982 68.4 41,040.00 11h 0m 0.23%
12.28.2016 15:25 12.28.2016 17:57 EURUSD Sell 60.00 - - 1.04017 1.03865 15.2 9,120.00 2h 32m 0.05%
12.28.2016 07:00 12.28.2016 10:25 EURUSD Buy 60.00 - - 1.04717 1.04391 -32.6 -19,560.00 3h 25m -0.11%
12.28.2016 02:00 12.28.2016 06:00 EURUSD Sell 60.00 - - 1.04692 1.04785 -9.3 -5,580.00 4h 0m -0.03%
12.28.2016 02:55 12.28.2016 04:55 EURUSD Buy 60.00 - - 1.04661 1.04686 2.5 1,500.00 2h 0m 0.01%
12.27.2016 07:00 12.27.2016 12:23 EURUSD Buy 60.00 - - 1.0448 1.04444 -3.6 -2,160.00 5h 23m -0.01%

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