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Strategy Settings

TF
7
AppliedPrice
6
MovingPeriod
1
MovingMethod
0
Shift
1
TF2
7
MovingPeriod2
0
AppliedPrice2
0
Shift2
79
LowZone2
0.6
TF3
7
Period3
70
Shift3
40
Custom
1
+25.36%

0%
0.1%
Drawdown: 2.72%

Balance: $1,253,609.22
Highest: (Mar 29) $1,253,609.22
Profit: $253,609.28
Deposits: $1,000,000.00

Test Started: Jun 11, 1999
Test Ended: Mar 29, 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: 4598
Ticks Modelled: 6096
Views: 2
Broker: AvaTrade
Trades: 913
Profitability:
Pips : 27446.0
Average Win: 46.55 pips / $450.92
Average Loss: -61.73 pips / -$686.33
Lots: 913.00
Commissions: 0
Longs Won: (774/913) 84%
Shorts Won: (0/0) 0%
Best Trade ($): (Oct 08) 3915.36
Worst Trade ($): (Aug 30) -5141.46
Best Trade (Pips): (Oct 08) 396.0
Worst Trade (Pips): (Aug 30) -504.0
Avg. Trade Length: 8d
Profit Factor: 3.66
Standard Deviation: $694.34
Sharpe Ratio 0.0000
Z-Score (Probability): -4.26 (99.99%)
Expectancy 30.1 Pips / $277.78
AHPR: 0.02%
GHPR: 0.02%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
#XLB 913 27446.0 253609.22 0 0.0 0.00 913 27446.0 253609.22 774 (85%) 139 (15%)
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 1828 1645 1463 1280 1097 914 731 548 366 183
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (913)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.28.2017 23:59 03.29.2017 23:59 #XLB Buy 1.00 - - 52.38000 52.41000 3.0 25.63 1d 0.00%
03.23.2017 23:59 03.28.2017 23:59 #XLB Buy 1.00 - - 52.13000 52.37000 24.0 218.39 5d 0.02%
03.24.2017 23:59 03.28.2017 23:59 #XLB Buy 1.00 - - 51.67000 52.37000 70.0 682.69 4d 0.05%
03.21.2017 23:59 03.22.2017 23:59 #XLB Buy 1.00 - - 51.76000 51.90000 14.0 135.68 1d 0.01%
03.16.2017 23:59 03.17.2017 23:59 #XLB Buy 1.00 - - 52.29000 52.34000 5.0 45.64 1d 0.00%
03.14.2017 23:59 03.15.2017 23:59 #XLB Buy 1.00 - - 51.82000 52.64000 82.0 815.61 1d 0.07%
02.22.2017 23:59 03.01.2017 23:59 #XLB Buy 1.00 - - 52.62000 53.27000 65.0 619.40 7d 0.05%
01.26.2017 23:59 02.13.2017 23:59 #XLB Buy 1.00 - - 53.01000 52.53000 -48.0 -558.18 18d -0.04%
02.09.2017 23:59 02.13.2017 23:59 #XLB Buy 1.00 - - 51.64000 52.53000 89.0 872.53 4d 0.07%
02.02.2017 23:59 02.13.2017 23:59 #XLB Buy 1.00 - - 52.00000 52.53000 53.0 482.30 11d 0.04%
01.25.2017 23:59 01.26.2017 23:59 #XLB Buy 1.00 - - 52.87000 53.00000 13.0 125.58 1d 0.01%
01.24.2017 23:59 01.25.2017 23:59 #XLB Buy 1.00 - - 52.52000 52.86000 34.0 335.60 1d 0.03%
01.23.2017 23:59 01.24.2017 23:59 #XLB Buy 1.00 - - 51.20000 52.51000 131.0 1305.62 1d 0.10%
01.12.2017 23:59 01.20.2017 23:59 #XLB Buy 1.00 - - 50.96000 51.09000 13.0 96.16 8d 0.01%
01.19.2017 23:59 01.20.2017 23:59 #XLB Buy 1.00 - - 50.65000 51.09000 44.0 435.74 1d 0.03%
12.06.2016 23:59 12.07.2016 23:59 #XLB Buy 1.00 - - 50.44000 51.15000 71.0 705.74 1d 0.06%
12.05.2016 23:59 12.06.2016 23:59 #XLB Buy 1.00 - - 50.38000 50.43000 5.0 45.80 1d 0.00%
11.28.2016 23:59 11.29.2016 23:59 #XLB Buy 1.00 - - 49.37000 49.41000 4.0 35.88 1d 0.00%
11.16.2016 23:59 11.17.2016 23:59 #XLB Buy 1.00 - - 48.38000 48.39000 1.0 5.97 1d 0.00%
10.20.2016 23:59 10.24.2016 23:59 #XLB Buy 1.00 - - 47.09000 47.17000 8.0 64.29 4d 0.01%

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