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Strategy Settings

risk
0.00017
Candles_buy
100
Xod_buy
100
stop_loss_eq
0.1
Second_mult_buy
1.8
GridStep_buy
16
TakeProfit_buy
48
Mult_buy
1.5
Grid_Level1_buy
8
GridStep_AddPips_Le...
8
Grid_Level2_buy
9
GridStep_AddPips_Le...
10
pos_num_limit_buy
15
Candles_sell
80
Xod_sell
150
+13791.44%

0.17%
5.08%
Drawdown: 59.53%

Balance: $13,891,436.83
Highest: (Feb 17) $14,925,432.20
Profit: $13,791,436.87
Deposits: $100,000.00

Test Started: Jan 02, 2009
Test Ended: Mar 09, 2017
Timeframe: 1 Hour

Model Type: n/a
Added: Mar 09, 2017 at 15:50
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Trades: 2,242
Profitability:
Pips: 25,676.0
Average Win: 52.61 pips / $10,841.83
Average Loss: -79.79 pips / -$4,245.60
Lots: 35,258.57
Commissions: 0
Longs Won: (830/1,188) 69%
Shorts Won: (715/1,054) 67%
Best Trade ($): (Jan 15) 990,583.95
Worst Trade ($): (Mar 09) -421,456.02
Best Trade (Pips): (Aug 10) 274.8
Worst Trade (Pips): (Aug 10) -591.6
Avg. Trade Length: 2d
Profit Factor: 5.66
Standard Deviation: $41,090.00
Sharpe Ratio 0.13
Z-Score (Probability): -25.50 (99.99%)
Expectancy 11.5 Pips / $6,151.40
AHPR: 0.23%
GHPR: 0.22%
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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 3268 2941 2614 2288 1961 1634 1307 980 654 327
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2242)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.08.2017 12:00 03.09.2017 17:45 USDCAD Sell 648.96 - - 1.34303 1.35158 -85.5 -421,456.02 1d -2.94%
03.03.2017 12:00 03.09.2017 17:45 USDCAD Sell 324.48 - - 1.34121 1.35158 -103.7 -257,614.47 6d -1.77%
03.01.2017 12:00 03.09.2017 17:45 USDCAD Sell 20.28 - - 1.33263 1.35158 -189.5 -29,240.97 8d -0.20%
03.02.2017 20:00 03.09.2017 17:45 USDCAD Sell 162.24 - - 1.33925 1.35158 -123.3 -152,866.69 6d -1.04%
03.02.2017 12:00 03.09.2017 17:45 USDCAD Sell 81.12 - - 1.33718 1.35158 -144.0 -88,857.21 7d -0.60%
03.01.2017 18:00 03.09.2017 17:45 USDCAD Sell 40.56 - - 1.33519 1.35158 -163.9 -50,799.57 7d -0.34%
02.28.2017 22:00 03.09.2017 17:45 USDCAD Sell 10.14 - - 1.32919 1.35158 -223.9 -17,234.55 8d -0.12%
03.01.2017 01:00 03.09.2017 17:45 USDCAD Sell 10.14 - - 1.33089 1.35158 -206.9 -15,925.89 8d -0.11%
02.16.2017 11:00 02.17.2017 18:00 USDCAD Buy 10.14 - - 1.30402 1.31109 70.7 5,389.49 1d 0.04%
02.14.2017 21:00 02.17.2017 18:00 USDCAD Buy 10.14 - - 1.30647 1.31109 46.2 3,464.72 2d 0.02%
02.14.2017 14:00 02.14.2017 18:00 USDCAD Buy 22.77 - - 1.30294 1.30997 70.3 12,060.21 4h 0m 0.08%
02.14.2017 07:00 02.14.2017 18:00 USDCAD Buy 15.18 - - 1.30547 1.30997 45.0 5,108.36 11h 0m 0.03%
02.13.2017 21:00 02.14.2017 18:00 USDCAD Buy 10.12 - - 1.3072 1.30997 27.7 2,061.62 21h 0m 0.01%
02.13.2017 14:00 02.14.2017 18:00 USDCAD Buy 10.12 - - 1.30896 1.30997 10.1 701.95 1d 0.00%
02.07.2017 12:00 02.09.2017 11:00 USDCAD Sell 10.12 - - 1.31962 1.31407 55.5 4,070.59 1d 0.03%
02.07.2017 11:00 02.09.2017 11:00 USDCAD Sell 10.12 - - 1.31766 1.31407 35.9 2,561.14 2d 0.02%
02.03.2017 18:00 02.06.2017 16:00 USDCAD Buy 10.11 - - 1.30028 1.30769 74.1 5,650.58 2d 0.04%
02.03.2017 16:00 02.06.2017 16:00 USDCAD Buy 10.11 - - 1.30238 1.30769 53.1 4,027.03 3d 0.03%
02.02.2017 10:00 02.03.2017 15:00 USDCAD Buy 10.11 - - 1.30131 1.30506 37.5 2,826.81 1d 0.02%
02.02.2017 11:00 02.03.2017 15:00 USDCAD Buy 10.11 - - 1.2986 1.30506 64.6 4,926.18 1d 0.03%

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