CSV  Discuss (2)

Strategy Settings

t
"---------...
Start_Hour_Monday
0
End_Hour_Friday
23
PausaOpenPos_min
59
RSI_long
"---------...
RSI_Period_b
12
RSI_price_b
3
High_RSI_Level_b
65
Low_RSI_Level_b
42
RSI_short
"---------...
RSI_Period_s
12
RSI_price_s
3
High_RSI_Level_s
65
Low_RSI_Level_s
42
MA_filter
"---------...
+6111.34%

0.17%
5.3%
Drawdown: 66.23%

Balance: $621,133.67
Highest: (Jul 02) $638,647.64
Profit: $611,133.51
Deposits: $10,000.00

Test Started: Dec 22, 2017
Test Ended: Jul 16, 2024
Timeframe: 30 Minutes

Model Type: Every Tick
Added: Jul 19 at 08:30
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Trades: 1,704
Profitability:
Pips: 12,733.9
Average Win: 23.27 pips / $754.93
Average Loss: -39.03 pips / -$808.19
Lots: 6,287.36
Commissions: 0
Longs Won: (676/925) 73%
Shorts Won: (596/779) 76%
Best Trade ($): (Jul 12) 18,262.67
Worst Trade ($): (Jul 16) -8,687.30
Best Trade (Pips): (Jan 03) 144.4
Worst Trade (Pips): (Jan 06) -326.0
Avg. Trade Length: 2d
Profit Factor: 2.75
Standard Deviation: $1,668.10
Sharpe Ratio 0.25
Z-Score (Probability): -13.60 (99.99%)
Expectancy 7.5 Pips / $358.65
AHPR: 0.25%
GHPR: 0.24%
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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% <0.01% <0.01%
Consecutive Losing Trades 769 692 615 538 461 384 307 231 154 77
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1704)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.11.2024 15:30 07.16.2024 07:30 AUDCAD Sell 31.93 - 0.9 0.92263 0.92295 -3.2 -1,273.82 4d -0.21%
07.03.2024 19:38 07.16.2024 07:30 AUDCAD Sell 12.77 - 0.9 0.9151 0.92295 -78.5 -7,755.53 12d -1.21%
07.05.2024 21:18 07.16.2024 07:30 AUDCAD Sell 25.54 - 0.9 0.91986 0.92295 -30.9 -6,406.67 10d -1.03%
07.05.2024 15:24 07.16.2024 07:30 AUDCAD Sell 19.16 - 0.9 0.91709 0.92295 -58.6 -8,687.30 10d -1.38%
07.15.2024 10:45 07.16.2024 07:30 AUDCAD Sell 38.31 - 0.9 0.92542 0.92295 24.7 6,609.35 20h 45m 1.08%
07.01.2024 12:13 07.02.2024 17:44 AUDCAD Sell 12.73 - 0.9 0.91358 0.91159 19.9 1,749.38 1d 0.27%
06.27.2024 07:30 06.27.2024 15:30 AUDCAD Sell 12.70 - 0.9 0.91231 0.91034 19.7 1,753.34 8h 0m 0.28%
06.25.2024 15:30 06.26.2024 04:47 AUDCAD Buy 16.76 - 0.9 0.90779 0.91056 27.7 3,286.81 13h 17m 0.52%
06.24.2024 00:30 06.26.2024 04:47 AUDCAD Buy 11.17 - 0.9 0.90976 0.91058 8.2 592.60 2d 0.09%
06.19.2024 04:30 06.20.2024 19:26 AUDCAD Sell 12.59 - 0.9 0.91384 0.91189 19.5 1,693.32 1d 0.27%
06.17.2024 05:02 06.18.2024 08:39 AUDCAD Buy 16.61 - 0.9 0.90717 0.90995 27.8 3,269.54 1d 0.52%
06.17.2024 00:30 06.18.2024 08:39 AUDCAD Buy 11.07 - 0.9 0.90914 0.90993 7.9 568.06 1d 0.09%
06.12.2024 17:15 06.12.2024 21:50 AUDCAD Sell 12.42 - 0.9 0.9158 0.91521 5.9 461.33 4h 35m 0.07%
06.12.2024 20:59 06.12.2024 21:50 AUDCAD Sell 18.63 - 0.9 0.91814 0.91525 28.9 3,825.38 51m 0.62%
06.10.2024 00:30 06.10.2024 11:11 AUDCAD Buy 10.97 - 0.9 0.90617 0.90812 19.5 1,498.52 10h 41m 0.24%
06.07.2024 10:58 06.07.2024 15:30 AUDCAD Sell 12.36 - 0.9 0.91223 0.91023 20.0 1,733.52 4h 32m 0.28%
06.05.2024 05:55 06.06.2024 14:29 AUDCAD Sell 12.27 - 0.9 0.91025 0.90943 8.2 636.38 1d 0.10%
06.06.2024 04:06 06.06.2024 14:29 AUDCAD Sell 18.41 - 0.9 0.91223 0.90944 27.9 3,645.58 10h 23m 0.59%
06.04.2024 00:00 06.04.2024 12:10 AUDCAD Sell 12.24 - 0.9 0.91104 0.90904 20.0 1,716.68 12h 10m 0.28%
05.24.2024 06:30 05.28.2024 05:22 AUDCAD Buy 10.80 - 0.9 0.90603 0.908 19.7 1,481.24 3d 0.24%

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