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Strategy Settings
+0.75% |
0% | |
0.01% | |
Drawdown: | 1.74% |
Balance: | $1,007,536.18 |
Highest: | (Feb 27) $1,007,666.03 |
Profit: | $7,536.14 |
Deposits: | $1,000,000.00 |
Test Started: | Jan 04, 2010 |
Test Ended: | Mar 16, 2017 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Mar 17, 2017 at 15:39 |
Trades: | 203 |
Profitability: |
|
Pips: | 77,910.9 |
Average Win: | 3,662.79 pips / $103.81 |
Average Loss: | -10,807.56 pips / -$190.47 |
Lots: | 3.28 |
Commissions: | 0 |
Longs Won: | (87/114) 76% |
Shorts Won: | (70/89) 78% |
Best Trade ($): | (Sep 23) 5,233.71 |
Worst Trade ($): | (Sep 23) -1,009.44 |
Best Trade (Pips): | (Sep 23) 20,158.7 |
Worst Trade (Pips): | (Sep 23) -60,072.2 |
Avg. Trade Length: | 53d |
Profit Factor: | 1.86 |
Standard Deviation: | $434.40 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -1.14 (-74.65%) |
Expectancy | 383.8 Pips / $37.12 |
AHPR: | 0.00% |
GHPR: | 0.00% |
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 | 5291 | 4762 | 4233 | 3704 | 3175 | 2646 | 2116 | 1587 | 1058 | 529 |
Trading Activity (203)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.15.2016 13:16 | 03.16.2017 22:59 | XAUUSD | Sell | 0.01 | - | 1,171.4 | 1,129.74 | 1,226.458 | -9,671.8 | -97.48 | 91d | -0.01% |
02.27.2017 18:21 | 03.16.2017 22:59 | XAUUSD | Buy | 0.01 | - | 1,288.6 | 1,263.559 | 1,226.058 | -3,750.1 | -38.29 | 17d | 0.00% |
02.06.2017 15:19 | 03.16.2017 22:59 | XAUUSD | Sell | 0.02 | - | 1,171.4 | 1,229.747 | 1,226.458 | 328.9 | 5.92 | 38d | 0.00% |
02.08.2017 10:49 | 02.27.2017 18:21 | XAUUSD | Buy | 0.01 | - | 1,263.1 | 1,238.07 | 1,263.07 | 2,500.0 | 24.21 | 19d | 0.00% |
11.09.2016 07:04 | 02.08.2017 10:49 | XAUUSD | Buy | 0.01 | - | 1,237.8 | 1,333.32 | 1,237.849 | -9,547.1 | -99.26 | 91d | -0.01% |
11.11.2016 17:11 | 02.08.2017 10:49 | XAUUSD | Buy | 0.02 | - | 1,237.8 | 1,232.742 | 1,237.849 | 510.7 | 2.95 | 88d | 0.00% |
12.15.2016 12:29 | 02.08.2017 10:49 | XAUUSD | Buy | 0.02 | - | 1,237.8 | 1,132.72 | 1,237.849 | 10,512.9 | 205.84 | 54d | 0.02% |
12.12.2016 02:34 | 12.15.2016 13:16 | XAUUSD | Sell | 0.01 | - | 1,130.1 | 1,155.14 | 1,130.14 | 2,500.0 | 24.96 | 3d | 0.00% |
11.24.2016 10:11 | 12.12.2016 02:34 | XAUUSD | Sell | 0.01 | - | 1,155.7 | 1,180.713 | 1,155.713 | 2,500.0 | 24.87 | 17d | 0.00% |
11.18.2016 03:39 | 11.24.2016 10:11 | XAUUSD | Sell | 0.01 | - | 1,181.4 | 1,206.429 | 1,181.429 | 2,500.0 | 24.95 | 6d | 0.00% |
11.11.2016 17:11 | 11.18.2016 03:39 | XAUUSD | Sell | 0.01 | - | 1,206.9 | 1,231.871 | 1,206.871 | 2,500.0 | 24.94 | 6d | 0.00% |
11.17.2015 18:45 | 11.11.2016 17:11 | XAUUSD | Sell | 0.01 | - | 1,232.0 | 1,068.984 | 1,231.966 | -16,298.2 | -165.98 | 359d | -0.02% |
07.06.2016 04:05 | 11.11.2016 17:11 | XAUUSD | Sell | 0.03 | - | 1,232.0 | 1,370.1 | 1,231.966 | 13,813.4 | 411.16 | 128d | 0.04% |
02.05.2016 22:37 | 11.11.2016 17:11 | XAUUSD | Sell | 0.02 | - | 1,232.0 | 1,169.001 | 1,231.966 | -6,296.5 | -130.58 | 279d | -0.01% |
03.04.2016 10:54 | 11.11.2016 17:11 | XAUUSD | Sell | 0.02 | - | 1,232.0 | 1,269.22 | 1,231.966 | 3,725.4 | 70.33 | 252d | 0.01% |
10.04.2016 18:41 | 11.09.2016 07:04 | XAUUSD | Buy | 0.02 | - | 1,333.0 | 1,274.24 | 1,332.952 | 5,871.2 | 114.42 | 35d | 0.01% |
07.06.2016 13:31 | 11.09.2016 07:04 | XAUUSD | Buy | 0.01 | - | 1,333.0 | 1,375.377 | 1,332.952 | -4,242.5 | -47.68 | 125d | 0.00% |
06.24.2016 06:48 | 07.06.2016 13:31 | XAUUSD | Buy | 0.01 | - | 1,375.0 | 1,349.965 | 1,374.965 | 2,500.0 | 24.58 | 12d | 0.00% |
06.24.2016 06:39 | 06.24.2016 06:48 | XAUUSD | Buy | 0.01 | - | 1,349.5 | 1,324.509 | 1,349.509 | 2,500.0 | 25.00 | 9m | 0.00% |
05.02.2016 12:31 | 06.24.2016 06:39 | XAUUSD | Buy | 0.01 | - | 1,324.1 | 1,299.086 | 1,324.086 | 2,500.0 | 22.71 | 52d | 0.00% |
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