Strategy Settings
| +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 |
| Trades: | 987 |
| Profitability: | |
| Pips: | 27,594.0 |
| 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) 8,049.13 |
| Worst Trade ($): | (Sep 08) -5,279.68 |
| 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 | 0.00 |
| Z-Score (Probability): | -7.14 (99.99%) |
| Expectancy | 28.0 Pips / $251.59 |
| AHPR: | 0.02% |
| GHPR: | 0.02% |
| 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 |
Trading Activity (987)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.01.2017 23:59 | 03.31.2017 23:59 | #XLF | Buy | 1.00 | - | - | 25.25 | 23.73 | -152.0 | -1,580.74 | 30d | -0.13% |
| 03.28.2017 23:59 | 03.31.2017 23:59 | #XLF | Buy | 1.00 | - | - | 23.78 | 23.73 | -5.0 | -55.94 | 3d | 0.00% |
| 03.02.2017 23:59 | 03.31.2017 23:59 | #XLF | Buy | 1.00 | - | - | 24.86 | 23.73 | -113.0 | -1,188.67 | 29d | -0.10% |
| 03.29.2017 23:59 | 03.31.2017 23:59 | #XLF | Buy | 1.00 | - | - | 23.63 | 23.73 | 10.0 | 96.03 | 2d | 0.01% |
| 03.31.2017 23:59 | 03.31.2017 23:59 | #XLF | Buy | 1.00 | - | - | 23.74 | 23.73 | -1.0 | -10.00 | 0s | 0.00% |
| 02.28.2017 23:59 | 03.01.2017 23:59 | #XLF | Buy | 1.00 | - | - | 24.55 | 25.24 | 69.0 | 687.90 | 1d | 0.06% |
| 02.23.2017 23:59 | 03.01.2017 23:59 | #XLF | Buy | 1.00 | - | - | 24.62 | 25.24 | 62.0 | 607.68 | 6d | 0.05% |
| 02.27.2017 23:59 | 03.01.2017 23:59 | #XLF | Buy | 1.00 | - | - | 24.56 | 25.24 | 68.0 | 675.85 | 2d | 0.05% |
| 02.21.2017 23:59 | 02.22.2017 23:59 | #XLF | Buy | 1.00 | - | - | 24.6 | 24.61 | 1.0 | 7.95 | 1d | 0.00% |
| 02.15.2017 23:59 | 02.21.2017 23:59 | #XLF | Buy | 1.00 | - | - | 24.53 | 24.59 | 6.0 | 47.73 | 6d | 0.00% |
| 02.14.2017 23:59 | 02.15.2017 23:59 | #XLF | Buy | 1.00 | - | - | 24.34 | 24.52 | 18.0 | 177.96 | 1d | 0.01% |
| 01.26.2017 23:59 | 02.13.2017 23:59 | #XLF | Buy | 1.00 | - | - | 23.75 | 24.05 | 30.0 | 264.58 | 18d | 0.02% |
| 01.25.2017 23:59 | 02.13.2017 23:59 | #XLF | Buy | 1.00 | - | - | 23.69 | 24.05 | 36.0 | 322.60 | 19d | 0.03% |
| 12.09.2016 23:59 | 02.13.2017 23:59 | #XLF | Buy | 1.00 | - | - | 23.76 | 24.05 | 29.0 | 160.99 | 66d | 0.01% |
| 12.08.2016 23:59 | 12.09.2016 23:59 | #XLF | Buy | 1.00 | - | - | 23.71 | 23.75 | 4.0 | 38.02 | 1d | 0.00% |
| 11.21.2016 23:59 | 11.23.2016 23:59 | #XLF | Buy | 1.00 | - | - | 22.25 | 22.38 | 13.0 | 126.28 | 2d | 0.01% |
| 11.18.2016 23:59 | 11.21.2016 23:59 | #XLF | Buy | 1.00 | - | - | 22.17 | 22.24 | 7.0 | 64.44 | 3d | 0.01% |
| 11.15.2016 23:59 | 11.21.2016 23:59 | #XLF | Buy | 1.00 | - | - | 22.19 | 22.24 | 5.0 | 38.92 | 6d | 0.00% |
| 11.14.2016 23:59 | 11.21.2016 23:59 | #XLF | Buy | 1.00 | - | - | 22.21 | 22.24 | 3.0 | 17.08 | 7d | 0.00% |
| 11.11.2016 23:59 | 11.14.2016 23:59 | #XLF | Buy | 1.00 | - | - | 21.68 | 22.2 | 52.0 | 514.45 | 3d | 0.04% |
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