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Strategy Settings
TF 7 AppliedPrice 5 MovingPeriod 3
MovingMethod 0 Shift 0 TF2 7
MovingPeriod2 0 AppliedPrice2 6 Shift2 31
LowZone2 49.2 TF3 7 Period3 51
Shift3 51 Custom 1
Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +33.81%
  • Daily: 0%
  • Monthly: 0.13%
  • Drawdown: 1.42%
  • Balance: $1338.1K
  • Highest: (Jan 26) $1349.7K
  • Profit: $338058.60
  • Deposits: $1000000.00
  • Test Started:Jun 01, 1999
  • Test Ended:Mar 31, 2017
  • Timeframe:1 Day
  • Model Type:Open Prices
  • Added:May 03 2017 at 10:30
More
  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 659
Profitability:
Pips: 35767.0
Average Win: 72.04 pips / $701.17
Average Loss: -74.31 pips / -$849.00
Lots: 659
Commissions: 0
Longs Won: (579/659) 87%
Shorts Won: (0/0) 0%
Best Trade($): (Apr 09) 4689.57
Worst Trade($): (Mar 31) -5500.64
Best Trade (Pips): (Apr 09) 487.0
Worst Trade (Pips): (Mar 31) -512.0
Avg. Trade Length: 6d
Profit Factor: 5.98
Standard Deviation: $893.36
Sharpe Ratio: 0.0000
Z-Score (Probability): -2.39 (-108.00%)
Expectancy: 54.3 Pips / $512.99
AHPR: 0.04%
GHPR: 0.04%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
#XLE 659 35767.0 338058.66 0 0.0 0.00 659 35767.0 338058.66 579 (88%) 80 (12%)
Trading Activity (659)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.30.2017 23:59 03.31.2017 23:59 #XLE Buy 1.00 - - 70.15000 69.90000 -25.0 -255.82 1d -0.02%
02.10.2017 23:59 03.31.2017 23:59 #XLE Buy 1.00 - - 73.29000 69.90000 -339.0 -3679.62 49d -0.27%
03.07.2017 23:59 03.31.2017 23:59 #XLE Buy 1.00 - - 71.52000 69.90000 -162.0 -1759.07 24d -0.13%
03.16.2017 23:59 03.31.2017 23:59 #XLE Buy 1.00 - - 70.28000 69.90000 -38.0 -466.56 15d -0.03%
01.26.2017 23:59 03.31.2017 23:59 #XLE Buy 1.00 - - 75.02000 69.90000 -512.0 -5500.64 64d -0.41%
01.25.2017 23:59 01.26.2017 23:59 #XLE Buy 1.00 - - 74.96000 75.01000 5.0 43.75 1d 0.00%
12.01.2016 23:59 12.02.2016 23:59 #XLE Buy 1.00 - - 74.62000 74.83000 21.0 203.76 1d 0.02%
11.08.2016 23:59 11.09.2016 23:59 #XLE Buy 1.00 - - 69.33000 70.45000 112.0 1114.13 1d 0.08%
10.27.2016 23:59 11.09.2016 23:59 #XLE Buy 1.00 - - 69.57000 70.45000 88.0 805.41 13d 0.06%
10.20.2016 23:59 11.09.2016 23:59 #XLE Buy 1.00 - - 70.66000 70.45000 -21.0 -325.36 20d -0.02%
10.11.2016 23:59 11.09.2016 23:59 #XLE Buy 1.00 - - 70.91000 70.45000 -46.0 -627.87 29d -0.05%
10.03.2016 23:59 10.05.2016 23:59 #XLE Buy 1.00 - - 70.57000 70.91000 34.0 328.27 2d 0.02%
09.29.2016 23:59 09.30.2016 23:59 #XLE Buy 1.00 - - 69.67000 70.61000 94.0 934.12 1d 0.07%
09.06.2016 23:59 09.07.2016 23:59 #XLE Buy 1.00 - - 70.13000 70.52000 39.0 384.12 1d 0.03%
08.19.2016 23:59 09.06.2016 23:59 #XLE Buy 1.00 - - 70.42000 70.12000 -30.0 -404.44 18d -0.03%
08.30.2016 23:59 09.06.2016 23:59 #XLE Buy 1.00 - - 69.62000 70.12000 50.0 459.47 7d 0.03%
08.17.2016 23:59 08.18.2016 23:59 #XLE Buy 1.00 - - 69.58000 71.00000 142.0 1414.08 1d 0.11%
08.04.2016 23:59 08.05.2016 23:59 #XLE Buy 1.00 - - 66.93000 67.53000 60.0 594.37 1d 0.04%
07.27.2016 23:59 07.29.2016 23:59 #XLE Buy 1.00 - - 66.70000 67.38000 68.0 668.83 2d 0.05%
07.11.2016 23:59 07.12.2016 23:59 #XLE Buy 1.00 - - 67.85000 69.52000 167.0 1664.21 1d 0.12%

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Imports (17h 29min)
British Pound Hit By Trade War Crosswind...(1h 15min 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.