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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
Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +63.97%
  • Daily: 0.01%
  • Monthly: 0.21%
  • Drawdown: 2.13%
  • Balance: $1639.7K
  • Highest: (Mar 31) $1639.7K
  • Profit: $639705.53
  • Deposits: $1000000.00
  • Test Started:Jun 05, 1997
  • Test Ended:Mar 31, 2017
  • Timeframe:1 Day
  • Model Type:Open Prices
  • Added:May 03 2017 at 10:29
More
  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 718
Profitability:
Pips: 65022.0
Average Win: 123.36 pips / $1222.64
Average Loss: -105.30 pips / -$1089.47
Lots: 718
Commissions: 0
Longs Won: (615/718) 85%
Shorts Won: (0/0) 0%
Best Trade($): (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%
Currency Longs Shorts Total
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%)
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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Imports (17h 15min)
British Pound Hit By Trade War Crosswind...(1h 29min ago)
EURUSD 1.11451 GBPUSD 1.22928
USDJPY 105.396 USDCAD 1.32864

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HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors. Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance. You could lose some or all of your initial investment; do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions. Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice. Past performance is not indicative of future results.