Strategy Settings
magic
160217
Name
"BB2_illus...
CommonSettings
"---------...
user_slippage
2
sl
100
ts
0
MoneyManagementSett...
"---------...
init_money
100000
step_money
0
min_lots
1
step_min_lots
0
lot_multiplier
1.2
step_lot_multiplier...
0
account_risk
100
order_limit
10
max_lots
2
IndicatorSettings
"---------...
bb_period
260
bb_deviation
2
ema_period
2600
sma_close_period
360
| +408.83% |
| 0.06% | |
| 1.79% | |
| Drawdown: | 21.22% |
| Balance: | $508,834.00 |
| Highest: | (Apr 26) $524,080.00 |
| Profit: | $408,834.00 |
| Deposits: | $100,000.00 |
| Test Started: | Feb 05, 2010 |
| Test Ended: | Aug 15, 2017 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Sep 05, 2017 at 14:43 |
Loading, please wait...
| Trades: | 694 |
| Profitability: | |
| Pips: | 179,750.0 |
| Average Win: | 882.64 pips / $2,206.59 |
| Average Loss: | -891.15 pips / -$2,393.98 |
| Lots: | 927.00 |
| Commissions: | 0 |
| Longs Won: | (339/479) 70% |
| Shorts Won: | (111/215) 51% |
| Best Trade ($): | (Oct 19) 13,124.00 |
| Worst Trade ($): | (May 06) -4,316.00 |
| Best Trade (Pips): | (Jul 28) 4,760.0 |
| Worst Trade (Pips): | (Apr 09) -1,000.0 |
| Avg. Trade Length: | 2d |
| Profit Factor: | 1.70 |
| Standard Deviation: | $2,749.69 |
| Sharpe Ratio | 0.24 |
| Z-Score (Probability): | -17.66 (99.99%) |
| Expectancy | 259.0 Pips / $589.10 |
| AHPR: | 0.24% |
| GHPR: | 0.23% |
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 | 213 | 191 | 170 | 149 | 128 | 106 | 85 | 64 | 43 | 21 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (694)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 08.11.2017 10:15 | 08.15.2017 11:18 | S50IF_ | Buy | 1.00 | 984.6 | - | 994.6 | 995.9 | 130.0 | 102.00 | 4d | 0.02% |
| 08.10.2017 11:45 | 08.15.2017 11:18 | S50IF_ | Buy | 1.00 | 984.8 | - | 994.8 | 995.9 | 110.0 | 62.00 | 4d | 0.01% |
| 08.10.2017 11:50 | 08.15.2017 11:18 | S50IF_ | Buy | 1.00 | 985.0 | - | 995 | 995.9 | 90.0 | 22.00 | 4d | 0.00% |
| 07.12.2017 15:50 | 07.18.2017 11:22 | S50IF_ | Sell | 1.00 | 1,000.5 | - | 990.5 | 990.9 | -40.0 | -238.00 | 5d | -0.05% |
| 07.12.2017 16:05 | 07.18.2017 11:22 | S50IF_ | Sell | 1.00 | 1,000.0 | - | 990 | 990.9 | -90.0 | -338.00 | 5d | -0.07% |
| 07.12.2017 16:40 | 07.18.2017 11:22 | S50IF_ | Sell | 1.00 | 1,000.3 | - | 990.3 | 990.9 | -60.0 | -278.00 | 5d | -0.05% |
| 05.22.2017 09:55 | 05.31.2017 15:19 | S50IF_ | Sell | 1.00 | 996.6 | - | 986.6 | 992.4 | -580.0 | -1,318.00 | 9d | -0.25% |
| 05.22.2017 14:20 | 05.31.2017 15:19 | S50IF_ | Sell | 2.00 | 997.1 | - | 987.1 | 992.4 | -530.0 | -2,436.00 | 9d | -0.48% |
| 05.22.2017 11:30 | 05.31.2017 15:19 | S50IF_ | Sell | 1.00 | 997.5 | - | 987.5 | 992.4 | -490.0 | -1,138.00 | 9d | -0.22% |
| 05.22.2017 12:20 | 05.31.2017 15:19 | S50IF_ | Sell | 2.00 | 997.9 | - | 987.9 | 992.4 | -450.0 | -2,116.00 | 9d | -0.41% |
| 05.22.2017 11:50 | 05.31.2017 15:19 | S50IF_ | Sell | 1.00 | 997.7 | - | 987.7 | 992.4 | -470.0 | -1,098.00 | 9d | -0.21% |
| 05.22.2017 12:10 | 05.31.2017 15:19 | S50IF_ | Sell | 2.00 | 997.8 | - | 987.8 | 992.4 | -460.0 | -2,156.00 | 9d | -0.42% |
| 05.11.2017 11:45 | 05.12.2017 14:54 | S50IF_ | Buy | 1.00 | 984.3 | - | 994.3 | 984.3 | -1,000.0 | -2,158.00 | 1d | -0.41% |
| 05.11.2017 12:00 | 05.12.2017 14:52 | S50IF_ | Buy | 1.00 | 984.9 | - | 994.9 | 984.9 | -1,000.0 | -2,158.00 | 1d | -0.41% |
| 04.19.2017 14:20 | 04.26.2017 09:45 | S50IF_ | Buy | 2.00 | 983.4 | - | 993.4 | 993.7 | 30.0 | -196.00 | 6d | -0.04% |
| 04.24.2017 16:25 | 04.26.2017 09:45 | S50IF_ | Buy | 2.00 | 981.5 | - | 991.5 | 993.7 | 220.0 | 564.00 | 1d | 0.11% |
| 04.24.2017 16:40 | 04.26.2017 09:45 | S50IF_ | Buy | 2.00 | 981.8 | - | 991.8 | 993.7 | 190.0 | 444.00 | 1d | 0.08% |
| 04.19.2017 11:00 | 04.26.2017 09:45 | S50IF_ | Buy | 1.00 | 983.7 | - | 993.7 | 993.7 | 0.0 | -158.00 | 6d | -0.03% |
| 04.19.2017 14:45 | 04.26.2017 09:45 | S50IF_ | Buy | 2.00 | 982.0 | - | 992 | 993.7 | 170.0 | 364.00 | 6d | 0.07% |
| 04.24.2017 16:10 | 04.26.2017 09:45 | S50IF_ | Buy | 2.00 | 981.4 | - | 991.4 | 993.7 | 230.0 | 604.00 | 1d | 0.12% |
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