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Strategy Settings

TF
7
AppliedPrice
6
MovingPeriod
2
MovingMethod
3
Shift
1
TF2
7
MovingPeriod2
95
AppliedPrice2
1
Shift2
1
LowZone2
50
TF3
7
Period3
2
Shift3
0
Custom
1
+63.97%

0.01%
0.21%
Drawdown: 2.13%

Balance: $1,639,705.54
Highest: (Mar 31) $1,639,715.54
Profit: $639,705.53
Deposits: $1,000,000.00

Test Started: Jun 05, 1997
Test Ended: Mar 31, 2017
Timeframe: 1 Day

Model Type: Open Prices
Added: May 03 2017 at 10:29
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 5096
Ticks Modelled: 10092
Views: 9
Broker: AvaTrade
Trades: 718
Profitability:
Pips : 65022.0
Average Win: 123.36 pips / $1222.64
Average Loss: -105.30 pips / -$1089.47
Lots: 718.00
Commissions: 0
Longs Won: (615/718) 85%
Shorts Won: (0/0) 0%
Best Trade ($): (Oct 28) 20766.19
Worst Trade ($): (Jun 09) -6782.41
Best Trade (Pips): (Oct 28) 2077.0
Worst Trade (Pips): (Jun 09) -667.0
Avg. Trade Length: 10d
Profit Factor: 6.70
Standard Deviation: $1537.58
Sharpe Ratio 0.0000
Z-Score (Probability): -0.45 (-34.73%)
Expectancy 90.6 Pips / $890.95
AHPR: 0.07%
GHPR: 0.07%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
#VXX 718 65022.0 639705.54 0 0.0 0.00 718 65022.0 639705.54 615 (86%) 103 (14%)
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 1506 1355 1205 1054 904 753 602 452 301 151
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (718)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.31.2017 00:00 03.31.2017 23:59 #VXX Buy 1.00 - - 11.62000 12.37000 75.0 750.00 23h 59m 0.05%
03.31.2017 23:59 03.31.2017 23:59 #VXX Buy 1.00 - - 12.38000 12.37000 -1.0 -10.00 0s 0.00%
03.22.2017 00:00 03.27.2017 00:00 #VXX Buy 1.00 - - 12.96000 14.78000 182.0 1814.18 5d 0.11%
03.24.2017 00:00 03.27.2017 00:00 #VXX Buy 1.00 - - 12.87000 14.78000 191.0 1906.31 3d 0.12%
01.20.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 12.59000 12.95000 36.0 300.69 61d 0.02%
03.02.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 12.44000 12.95000 51.0 490.41 20d 0.03%
02.09.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 11.45000 12.95000 150.0 1459.89 41d 0.09%
02.16.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 12.03000 12.95000 92.0 886.47 34d 0.05%
01.03.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 14.08000 12.95000 -113.0 -1206.26 78d -0.07%
01.19.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 12.59000 12.95000 36.0 299.64 62d 0.02%
03.09.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 11.76000 12.95000 119.0 1177.18 13d 0.07%
03.01.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 12.32000 12.95000 63.0 609.37 21d 0.04%
03.10.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 11.98000 12.95000 97.0 958.18 12d 0.06%
02.28.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 12.20000 12.95000 75.0 728.35 22d 0.04%
01.31.2017 00:00 03.22.2017 00:00 #VXX Buy 1.00 - - 12.30000 12.95000 65.0 601.21 50d 0.04%
12.29.2016 00:00 12.30.2016 00:00 #VXX Buy 1.00 - - 13.16000 13.20000 4.0 38.90 1d 0.00%
12.09.2016 00:00 12.29.2016 00:00 #VXX Buy 1.00 - - 12.60000 13.15000 55.0 529.55 20d 0.03%
12.15.2016 00:00 12.29.2016 00:00 #VXX Buy 1.00 - - 13.08000 13.15000 7.0 55.81 14d 0.00%
12.13.2016 00:00 12.29.2016 00:00 #VXX Buy 1.00 - - 12.47000 13.15000 68.0 663.65 16d 0.04%
12.23.2016 00:00 12.29.2016 00:00 #VXX Buy 1.00 - - 11.39000 13.15000 176.0 1753.83 6d 0.11%

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