Strategy Settings
| +44.26% |
| 0.01% | |
| 0.18% | |
| Drawdown: | 3.14% |
| Balance: | $1,442,610.59 |
| Highest: | (Feb 16) $1,445,575.25 |
| Profit: | $442,610.50 |
| Deposits: | $1,000,000.00 |
| Test Started: | Nov 30, 2000 |
| Test Ended: | Mar 31, 2017 |
| Timeframe: | 1 Day |
| Model Type: | Open Prices |
| Added: | May 03, 2017 at 10:28 |
| Trades: | 857 |
| Profitability: |
|
| Pips: | 48,789.0 |
| Average Win: | 86.20 pips / $828.56 |
| Average Loss: | -116.12 pips / -$1,328.42 |
| Lots: | 857.00 |
| Commissions: | 0 |
| Longs Won: | (733/857) 85% |
| Shorts Won: | (0/0) 0% |
| Best Trade ($): | (Jul 22) 6,479.46 |
| Worst Trade ($): | (May 27) -12,747.48 |
| Best Trade (Pips): | (Jul 22) 652.0 |
| Worst Trade (Pips): | (May 27) -1,231.0 |
| Avg. Trade Length: | 8d |
| Profit Factor: | 3.69 |
| Standard Deviation: | $1,304.45 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -4.37 (99.99%) |
| Expectancy | 56.9 Pips / $516.46 |
| AHPR: | 0.04% |
| GHPR: | 0.04% |
| 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 | 1086 | 977 | 869 | 760 | 651 | 543 | 434 | 326 | 217 | 109 |
Trading Activity (857)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 02.27.2017 23:59 | 03.31.2017 23:59 | #IYR | Buy | 1.00 | - | - | 80.74 | 78.49 | -225.0 | -2,458.23 | 32d | -0.17% |
| 03.29.2017 23:59 | 03.31.2017 23:59 | #IYR | Buy | 1.00 | - | - | 77.9 | 78.49 | 59.0 | 576.95 | 2d | 0.04% |
| 03.24.2017 23:59 | 03.31.2017 23:59 | #IYR | Buy | 1.00 | - | - | 77.75 | 78.49 | 74.0 | 694.69 | 7d | 0.05% |
| 03.30.2017 23:59 | 03.31.2017 23:59 | #IYR | Buy | 1.00 | - | - | 78.13 | 78.49 | 36.0 | 353.46 | 1d | 0.02% |
| 02.28.2017 23:59 | 03.31.2017 23:59 | #IYR | Buy | 1.00 | - | - | 80.42 | 78.49 | -193.0 | -2,131.53 | 31d | -0.15% |
| 02.14.2017 23:59 | 02.16.2017 23:59 | #IYR | Buy | 1.00 | - | - | 78.36 | 78.65 | 29.0 | 276.92 | 2d | 0.02% |
| 02.03.2017 23:59 | 02.08.2017 23:59 | #IYR | Buy | 1.00 | - | - | 77.51 | 77.69 | 18.0 | 147.79 | 5d | 0.01% |
| 02.01.2017 23:59 | 02.02.2017 23:59 | #IYR | Buy | 1.00 | - | - | 76.14 | 76.98 | 84.0 | 833.59 | 1d | 0.06% |
| 01.18.2017 23:59 | 01.23.2017 23:59 | #IYR | Buy | 1.00 | - | - | 77.76 | 78.02 | 26.0 | 227.63 | 5d | 0.02% |
| 01.13.2017 23:59 | 01.17.2017 23:59 | #IYR | Buy | 1.00 | - | - | 77.11 | 77.62 | 51.0 | 484.13 | 4d | 0.03% |
| 12.20.2016 23:59 | 01.04.2017 23:59 | #IYR | Buy | 1.00 | - | - | 77.8 | 78.31 | 51.0 | 414.43 | 15d | 0.03% |
| 01.03.2017 23:59 | 01.04.2017 23:59 | #IYR | Buy | 1.00 | - | - | 77.26 | 78.31 | 105.0 | 1,043.47 | 1d | 0.07% |
| 12.13.2016 23:59 | 12.20.2016 23:59 | #IYR | Buy | 1.00 | - | - | 77.81 | 77.79 | -2.0 | -64.97 | 7d | 0.00% |
| 12.19.2016 23:59 | 12.20.2016 23:59 | #IYR | Buy | 1.00 | - | - | 77.66 | 77.79 | 13.0 | 123.52 | 1d | 0.01% |
| 12.08.2016 23:59 | 12.12.2016 23:59 | #IYR | Buy | 1.00 | - | - | 77.39 | 77.8 | 41.0 | 384.11 | 4d | 0.03% |
| 12.09.2016 23:59 | 12.12.2016 23:59 | #IYR | Buy | 1.00 | - | - | 77.33 | 77.8 | 47.0 | 450.55 | 3d | 0.03% |
| 12.07.2016 23:59 | 12.08.2016 23:59 | #IYR | Buy | 1.00 | - | - | 77 | 77.38 | 38.0 | 373.55 | 1d | 0.03% |
| 11.25.2016 23:59 | 11.29.2016 23:59 | #IYR | Buy | 1.00 | - | - | 74.93 | 75.8 | 87.0 | 844.89 | 4d | 0.06% |
| 11.23.2016 23:59 | 11.29.2016 23:59 | #IYR | Buy | 1.00 | - | - | 74.55 | 75.8 | 125.0 | 1,212.40 | 6d | 0.08% |
| 11.01.2016 23:59 | 11.29.2016 23:59 | #IYR | Buy | 1.00 | - | - | 74.96 | 75.8 | 84.0 | 666.36 | 28d | 0.05% |
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