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Strategy Settings

mn
2015
comm
"Swaan Sca...
q
"---------...
K
5
D
3
S
3
OS
20
OB
80
o
"---------...
ema
0
had
false
fulltime
true
manual
false
mm
2000
a
"---------...
+2094.26%

1.05%
36.9%
Drawdown: 46.31%

Balance: $43,885.51
Highest: (Oct 28) $43,885.51
Profit: $41,885.29
Deposits: $2,000.00

Test Started: Jan 06, 2015
Test Ended: Oct 28, 2015
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Nov 03, 2015 at 04:01
Loading, please wait...
Trades: 663
Profitability:
Pips: 7,465.7
Average Win: 33.69 pips / $104.94
Average Loss: -35.47 pips / -$23.84
Lots: 200.19
Commissions: 0
Longs Won: (173/253) 68%
Shorts Won: (275/410) 67%
Best Trade ($): (Oct 15) 2,748.05
Worst Trade ($): (Oct 06) -643.16
Best Trade (Pips): (Jan 16) 169.9
Worst Trade (Pips): (Feb 02) -214.6
Avg. Trade Length: 18h 6m
Profit Factor: 9.17
Standard Deviation: $265.62
Sharpe Ratio 0.34
Z-Score (Probability): -19.43 (99.99%)
Expectancy 11.3 Pips / $63.18
AHPR: 0.48%
GHPR: 0.47%
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 1842 1657 1473 1289 1105 921 737 552 368 184
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (663)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.27.2015 16:25 10.28.2015 08:10 USDCAD Sell 1.26 - - 1.32459 1.32616 -15.7 -148.10 15h 45m -0.35%
10.28.2015 02:35 10.28.2015 08:10 USDCAD Sell 6.93 - - 1.32784 1.32616 16.8 877.90 5h 35m 2.04%
10.27.2015 15:50 10.28.2015 08:10 USDCAD Sell 1.26 - - 1.32309 1.32616 -30.7 -290.61 16h 20m -0.69%
10.28.2015 01:25 10.28.2015 08:10 USDCAD Sell 6.93 - - 1.32721 1.32616 10.5 548.69 6h 45m 1.29%
10.27.2015 11:05 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.31866 1.32616 -75.0 -118.58 21h 5m -0.28%
10.27.2015 15:00 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.32025 1.32616 -59.1 -93.41 17h 10m -0.22%
10.27.2015 15:05 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.32139 1.32616 -47.7 -75.35 17h 5m -0.18%
10.27.2015 15:10 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.32223 1.32616 -39.3 -62.05 17h 0m -0.15%
10.27.2015 19:20 10.28.2015 08:10 USDCAD Sell 6.93 - - 1.32681 1.32616 6.5 345.55 12h 50m 0.83%
10.27.2015 10:05 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.31788 1.32616 -82.8 -130.94 22h 5m -0.30%
10.27.2015 16:20 10.28.2015 08:10 USDCAD Sell 1.26 - - 1.32432 1.32616 -18.4 -173.75 15h 50m -0.41%
10.27.2015 10:00 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.3174 1.32616 -87.6 -138.54 22h 10m -0.32%
10.27.2015 11:20 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.31916 1.32616 -70.0 -110.67 20h 50m -0.26%
10.27.2015 10:10 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.31806 1.32616 -81.0 -128.09 22h 0m -0.30%
10.27.2015 11:00 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.3183 1.32616 -78.6 -124.28 21h 10m -0.29%
10.27.2015 21:00 10.28.2015 08:10 USDCAD Sell 6.93 - - 1.32698 1.32616 8.2 434.39 11h 10m 1.03%
10.22.2015 00:45 10.22.2015 11:35 USDCAD Sell 0.21 - - 1.31426 1.31142 28.4 45.48 10h 50m 0.11%
10.21.2015 17:30 10.22.2015 11:35 USDCAD Sell 0.21 - - 1.30867 1.31142 -27.5 -43.50 18h 5m -0.10%
10.21.2015 17:35 10.22.2015 11:35 USDCAD Sell 0.21 - - 1.31138 1.31142 -0.4 -0.10 18h 0m 0.00%
10.21.2015 23:00 10.22.2015 11:35 USDCAD Sell 0.21 - - 1.31372 1.31142 23.0 37.37 12h 35m 0.09%

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