Strategy Settings
| +611.0% |
| 0.23% | |
| 7.02% | |
| Drawdown: | 29.73% |
| Balance: | $711.01 |
| Highest: | (May 18) $734.48 |
| Profit: | $611.00 |
| Deposits: | $100.00 |
| Test Started: | Jan 02, 2015 |
| Test Ended: | May 18, 2017 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | May 21, 2017 at 11:13 |
| Trades: | 480 |
| Profitability: | |
| Pips: | 3,540.8 |
| Average Win: | 28.87 pips / $3.66 |
| Average Loss: | -73.26 pips / -$7.70 |
| Lots: | 5.39 |
| Commissions: | 0 |
| Longs Won: | (162/208) 77% |
| Shorts Won: | (217/272) 79% |
| Best Trade ($): | (Dec 30) 42.87 |
| Worst Trade ($): | (Dec 30) -65.60 |
| Best Trade (Pips): | (Dec 30) 403.8 |
| Worst Trade (Pips): | (Dec 30) -613.7 |
| Avg. Trade Length: | 3d |
| Profit Factor: | 1.79 |
| Standard Deviation: | $7.83 |
| Sharpe Ratio | 0.19 |
| Z-Score (Probability): | -2.34 (-106.59%) |
| Expectancy | 7.4 Pips / $1.27 |
| AHPR: | 0.43% |
| GHPR: | 0.41% |
| 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% | 0.15% | 4.57% |
| Consecutive Losing Trades | 92 | 83 | 74 | 65 | 55 | 46 | 37 | 28 | 18 | 9 |
Trading Activity (480)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.09.2017 11:30 | 05.18.2017 23:59 | EURUSD | Sell | 0.01 | - | - | 1.09131 | 1.11043 | -191.2 | -18.94 | 9d | -2.66% |
| 05.12.2017 21:00 | 05.18.2017 23:59 | EURUSD | Buy | 0.01 | - | - | 1.09246 | 1.11023 | 177.7 | 17.29 | 6d | 2.49% |
| 05.03.2017 04:20 | 05.18.2017 23:59 | EURUSD | Buy | 0.01 | - | - | 1.09371 | 1.11023 | 165.2 | 15.16 | 15d | 2.11% |
| 05.03.2017 23:50 | 05.18.2017 23:59 | EURUSD | Sell | 0.01 | - | - | 1.08834 | 1.11043 | -220.9 | -21.82 | 15d | -2.97% |
| 05.02.2017 21:35 | 05.03.2017 02:50 | EURUSD | Buy | 0.01 | - | - | 1.09238 | 1.09348 | 11.0 | 1.02 | 5h 15m | 0.14% |
| 05.02.2017 03:35 | 05.02.2017 08:50 | EURUSD | Buy | 0.01 | - | - | 1.09117 | 1.09218 | 10.1 | 1.01 | 5h 15m | 0.14% |
| 05.01.2017 02:40 | 05.01.2017 17:25 | EURUSD | Buy | 0.01 | - | - | 1.09119 | 1.09229 | 11.0 | 1.10 | 14h 45m | 0.15% |
| 04.27.2017 03:25 | 04.27.2017 15:45 | EURUSD | Buy | 0.01 | - | - | 1.09156 | 1.09258 | 10.2 | 1.02 | 12h 20m | 0.14% |
| 04.25.2017 17:00 | 04.25.2017 17:20 | EURUSD | Buy | 0.01 | - | - | 1.09004 | 1.09187 | 18.3 | 1.83 | 20m | 0.26% |
| 04.25.2017 09:55 | 04.25.2017 12:30 | EURUSD | Buy | 0.01 | - | - | 1.08852 | 1.0897 | 11.8 | 1.18 | 2h 35m | 0.17% |
| 04.20.2017 18:10 | 04.24.2017 00:02 | EURUSD | Buy | 0.01 | - | - | 1.07682 | 1.09047 | 136.5 | 13.49 | 3d | 1.93% |
| 04.20.2017 10:45 | 04.20.2017 11:20 | EURUSD | Buy | 0.01 | - | - | 1.07464 | 1.07582 | 11.8 | 1.18 | 35m | 0.17% |
| 04.19.2017 01:10 | 04.20.2017 10:20 | EURUSD | Buy | 0.01 | - | - | 1.07329 | 1.07447 | 11.8 | 0.94 | 1d | 0.13% |
| 04.18.2017 21:15 | 04.18.2017 22:15 | EURUSD | Buy | 0.01 | - | - | 1.07247 | 1.07348 | 10.1 | 1.01 | 1h 0m | 0.15% |
| 04.18.2017 17:20 | 04.18.2017 20:00 | EURUSD | Buy | 0.01 | - | - | 1.06966 | 1.07074 | 10.8 | 1.08 | 2h 40m | 0.16% |
| 04.11.2017 09:35 | 04.18.2017 15:55 | EURUSD | Sell | 0.01 | - | - | 1.05849 | 1.07008 | -115.9 | -11.48 | 7d | -1.66% |
| 04.17.2017 10:15 | 04.18.2017 15:55 | EURUSD | Buy | 0.01 | - | - | 1.06457 | 1.06988 | 53.1 | 5.23 | 1d | 0.77% |
| 04.13.2017 20:00 | 04.18.2017 15:55 | EURUSD | Sell | 0.01 | - | - | 1.06214 | 1.07008 | -79.4 | -7.89 | 4d | -1.15% |
| 04.13.2017 04:35 | 04.18.2017 15:55 | EURUSD | Buy | 0.01 | - | - | 1.06674 | 1.06988 | 31.4 | 2.90 | 5d | 0.43% |
| 04.17.2017 14:05 | 04.18.2017 15:55 | EURUSD | Buy | 0.02 | - | - | 1.0636 | 1.06988 | 62.8 | 12.40 | 1d | 1.82% |
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