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Strategy Settings

TF
7
AppliedPrice
4
MovingPeriod
1
MovingMethod
1
Shift
1
TF2
7
MovingPeriod2
0
AppliedPrice2
3
Shift2
0
LowZone2
14.4
TF3
7
Period3
40
Shift3
0
Custom
1
+24.83%

0%
0.1%
Drawdown: 3.14%

Balance: $1,248,321.18
Highest: (Mar 01) $1,251,060.50
Profit: $248,321.14
Deposits: $1,000,000.00

Test Started: Jun 01, 1999
Test Ended: Mar 31, 2017
Timeframe: 1 Day

Model Type: Open Prices
Added: May 03 2017 at 10:30
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 4598
Ticks Modelled: 6096
Views: 4
Broker: AvaTrade
Trades: 987
Profitability:
Pips : 27594.0
Average Win: 46.66 pips / $448.78
Average Loss: -63.20 pips / -$709.72
Lots: 987.00
Commissions: 0
Longs Won: (819/987) 82%
Shorts Won: (0/0) 0%
Best Trade ($): (Mar 16) 8049.13
Worst Trade ($): (Sep 08) -5279.68
Best Trade (Pips): (Mar 16) 806.0
Worst Trade (Pips): (Sep 08) -504.0
Avg. Trade Length: 15d
Profit Factor: 3.08
Standard Deviation: $900.89
Sharpe Ratio 0.0000
Z-Score (Probability): -7.14 (99.99%)
Expectancy 28.0 Pips / $251.59
AHPR: 0.02%
GHPR: 0.02%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
#XLF 987 27594.0 248321.18 0 0.0 0.00 987 27594.0 248321.18 819 (83%) 168 (17%)
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 1757 1582 1406 1230 1054 879 703 527 351 176
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (987)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.29.2017 23:59 03.31.2017 23:59 #XLF Buy 1.00 - - 23.63000 23.73000 10.0 96.03 2d 0.01%
03.01.2017 23:59 03.31.2017 23:59 #XLF Buy 1.00 - - 25.25000 23.73000 -152.0 -1580.74 30d -0.13%
03.02.2017 23:59 03.31.2017 23:59 #XLF Buy 1.00 - - 24.86000 23.73000 -113.0 -1188.67 29d -0.10%
03.31.2017 23:59 03.31.2017 23:59 #XLF Buy 1.00 - - 23.74000 23.73000 -1.0 -10.00 0s 0.00%
03.28.2017 23:59 03.31.2017 23:59 #XLF Buy 1.00 - - 23.78000 23.73000 -5.0 -55.94 3d 0.00%
02.23.2017 23:59 03.01.2017 23:59 #XLF Buy 1.00 - - 24.62000 25.24000 62.0 607.68 6d 0.05%
02.27.2017 23:59 03.01.2017 23:59 #XLF Buy 1.00 - - 24.56000 25.24000 68.0 675.85 2d 0.05%
02.28.2017 23:59 03.01.2017 23:59 #XLF Buy 1.00 - - 24.55000 25.24000 69.0 687.90 1d 0.06%
02.21.2017 23:59 02.22.2017 23:59 #XLF Buy 1.00 - - 24.60000 24.61000 1.0 7.95 1d 0.00%
02.15.2017 23:59 02.21.2017 23:59 #XLF Buy 1.00 - - 24.53000 24.59000 6.0 47.73 6d 0.00%
02.14.2017 23:59 02.15.2017 23:59 #XLF Buy 1.00 - - 24.34000 24.52000 18.0 177.96 1d 0.01%
12.09.2016 23:59 02.13.2017 23:59 #XLF Buy 1.00 - - 23.76000 24.05000 29.0 160.99 66d 0.01%
01.25.2017 23:59 02.13.2017 23:59 #XLF Buy 1.00 - - 23.69000 24.05000 36.0 322.60 19d 0.03%
01.26.2017 23:59 02.13.2017 23:59 #XLF Buy 1.00 - - 23.75000 24.05000 30.0 264.58 18d 0.02%
12.08.2016 23:59 12.09.2016 23:59 #XLF Buy 1.00 - - 23.71000 23.75000 4.0 38.02 1d 0.00%
11.21.2016 23:59 11.23.2016 23:59 #XLF Buy 1.00 - - 22.25000 22.38000 13.0 126.28 2d 0.01%
11.18.2016 23:59 11.21.2016 23:59 #XLF Buy 1.00 - - 22.17000 22.24000 7.0 64.44 3d 0.01%
11.15.2016 23:59 11.21.2016 23:59 #XLF Buy 1.00 - - 22.19000 22.24000 5.0 38.92 6d 0.00%
11.14.2016 23:59 11.21.2016 23:59 #XLF Buy 1.00 - - 22.21000 22.24000 3.0 17.08 7d 0.00%
11.11.2016 23:59 11.14.2016 23:59 #XLF Buy 1.00 - - 21.68000 22.20000 52.0 514.45 3d 0.04%

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