CSV  Discuss (1)

Strategy Settings

riskRate
2
riskRewardRatio
1.5
magicNumber
123456
emaPeriod
48
maxOrder
1
atrPeriod
14
atrfactor
2
traillingStop
2
expireMinute
150
lookbackPeriod
48
+278951.1%

1.82%
71.76%
Drawdown: 19.22%

Balance: $2,790,511.04
Highest: (Mar 17) $2,847,460.04
Profit: $2,789,511.04
Deposits: $1,000.00

Test Started: Jan 02, 2015
Test Ended: Mar 17, 2016
Timeframe: 30 Minutes

Model Type: Every Tick
Added: Mar 21, 2016 at 11:59
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Trades: 860
Profitability:
Pips: 1,438.7
Average Win: 4.29 pips / $9,383.66
Average Loss: -3.66 pips / -$9,275.12
Lots: 199,935.04
Commissions: 0
Longs Won: (256/379) 67%
Shorts Won: (321/481) 66%
Best Trade ($): (Oct 02) 423,311.64
Worst Trade ($): (Mar 17) -56,949.00
Best Trade (Pips): (Oct 02) 46.3
Worst Trade (Pips): (Mar 17) -8.2
Avg. Trade Length: 2m
Profit Factor: 2.06
Standard Deviation: $23,051.76
Sharpe Ratio 0.31
Z-Score (Probability): -0.64 (-47.78%)
Expectancy 1.7 Pips / $3,243.62
AHPR: 0.97%
GHPR: 0.93%
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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% 0.05% 2.81%
Consecutive Losing Trades 301 271 241 211 181 150 120 90 60 30
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (860)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.17.2016 18:21 03.17.2016 18:24 GBPUSD Buy 694.50 1.4 - 1.45029 1.44947 -8.2 -56,949.00 3m -2.00%
03.17.2016 16:00 03.17.2016 16:00 GBPUSD Buy 724.36 1.4 - 1.44822 1.44903 8.1 58,673.16 0s 2.10%
03.17.2016 15:04 03.17.2016 15:04 GBPUSD Buy 874.50 1.4 - 1.44263 1.44302 3.9 34,105.50 0s 1.24%
03.17.2016 03:01 03.17.2016 03:01 GBPUSD Buy 998.07 1.4 - 1.42743 1.42753 1.0 9,980.70 0s 0.36%
03.16.2016 22:02 03.16.2016 22:05 GBPUSD Buy 933.57 1.4 - 1.42741 1.42681 -6.0 -56,014.20 3m -2.00%
03.10.2016 18:02 03.10.2016 18:02 GBPUSD Buy 682.77 1.4 - 1.43143 1.43145 0.2 1,365.54 0s 0.05%
03.10.2016 17:59 03.10.2016 17:59 GBPUSD Buy 708.70 1.4 - 1.43063 1.43113 5.0 35,435.00 0s 1.28%
03.10.2016 17:05 03.10.2016 17:05 GBPUSD Buy 819.67 1.4 - 1.4252 1.42542 2.2 18,032.74 0s 0.66%
03.04.2016 18:35 03.04.2016 18:36 GBPUSD Buy 979.62 1.4 - 1.4237 1.42423 5.3 51,919.86 1m 1.93%
02.26.2016 18:01 02.26.2016 18:01 GBPUSD Sell 852.52 1.4 - 1.38579 1.38569 1.0 8,525.20 0s 0.32%
02.26.2016 17:52 02.26.2016 17:52 GBPUSD Sell 873.31 1.4 - 1.38799 1.38774 2.5 21,832.75 0s 0.82%
02.26.2016 17:00 02.26.2016 17:00 GBPUSD Sell 985.06 1.4 - 1.38983 1.38979 0.4 3,940.24 0s 0.15%
02.22.2016 14:31 02.22.2016 14:32 GBPUSD Sell 927.68 1.4 - 1.40996 1.40879 11.7 108,538.56 1m 4.25%
02.22.2016 14:01 02.22.2016 14:01 GBPUSD Sell 982.34 1.4 - 1.41069 1.41122 -5.3 -52,064.02 0s -2.00%
02.17.2016 16:29 02.17.2016 16:30 GBPUSD Sell 945.58 1.4 - 1.4243 1.42377 5.3 50,115.74 1m 1.96%
02.16.2016 17:00 02.16.2016 17:00 GBPUSD Sell 824.37 1.4 - 1.42926 1.42879 4.7 38,745.39 0s 1.54%
02.16.2016 16:31 02.16.2016 16:32 GBPUSD Sell 811.07 1.4 - 1.43257 1.43207 5.0 40,553.50 1m 1.64%
02.16.2016 16:26 02.16.2016 16:29 GBPUSD Sell 800.57 1.4 - 1.43337 1.43297 4.0 32,022.80 3m 1.31%
02.16.2016 15:40 02.16.2016 15:40 GBPUSD Sell 813.65 1.4 - 1.43406 1.43405 0.1 813.65 0s 0.03%
02.16.2016 15:01 02.16.2016 15:01 GBPUSD Sell 992.65 1.4 - 1.44038 1.44029 0.9 8,933.85 0s 0.37%

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