Strategy Settings
| +3805.27% |
| 0.51% | |
| 16.62% | |
| Drawdown: | 90.59% |
| Balance: | $39,052.83 |
| Highest: | (Dec 14) $39,673.76 |
| Profit: | $38,052.69 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 05, 2015 |
| Test Ended: | Dec 20, 2016 |
| Timeframe: | 5 Minutes |
| Model Type: | Open Prices |
| Added: | Dec 21, 2016 at 18:45 |
| Trades: | 601 |
| Profitability: |
|
| Pips: | 4,880.0 |
| Average Win: | 17.80 pips / $131.33 |
| Average Loss: | -100.91 pips / -$702.90 |
| Lots: | 476.93 |
| Commissions: | 0 |
| Longs Won: | (282/306) 92% |
| Shorts Won: | (270/295) 91% |
| Best Trade ($): | (Dec 15) 2,042.99 |
| Worst Trade ($): | (Aug 29) -3,122.74 |
| Best Trade (Pips): | (Feb 08) 100.7 |
| Worst Trade (Pips): | (Apr 16) -478.8 |
| Avg. Trade Length: | 1d |
| Profit Factor: | 2.10 |
| Standard Deviation: | $475.65 |
| Sharpe Ratio | 0.18 |
| Z-Score (Probability): | -3.97 (99.99%) |
| Expectancy | 8.1 Pips / $63.32 |
| AHPR: | 0.68% |
| GHPR: | 0.61% |
| 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% | 0.04% | 0.79% | 10.14% |
| Consecutive Losing Trades | 56 | 50 | 44 | 39 | 33 | 28 | 22 | 17 | 11 | 6 |
Trading Activity (601)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.20.2016 18:40 | 12.20.2016 23:59 | EURUSD | Buy | 2.04 | - | 1.0 | 1.03929 | 1.03905 | -2.4 | -48.96 | 5h 19m | -0.13% |
| 12.16.2016 20:40 | 12.19.2016 15:00 | EURUSD | Sell | 2.04 | 1.0 | 1.0 | 1.04352 | 1.04302 | 5.0 | 104.36 | 2d | 0.27% |
| 12.19.2016 01:35 | 12.19.2016 08:05 | EURUSD | Buy | 2.04 | 1.0 | 1.1 | 1.04654 | 1.04704 | 5.0 | 102.00 | 6h 30m | 0.26% |
| 12.15.2016 17:20 | 12.15.2016 18:40 | EURUSD | Sell | 2.04 | 1.0 | 1.0 | 1.04001 | 1.03951 | 5.0 | 102.00 | 1h 20m | 0.26% |
| 12.14.2016 22:55 | 12.15.2016 12:25 | EURUSD | Sell | 2.04 | 1.1 | 1.0 | 1.05353 | 1.04355 | 99.8 | 2,042.99 | 13h 30m | 5.56% |
| 12.14.2016 08:30 | 12.14.2016 21:40 | EURUSD | Buy | 2.04 | 1.1 | 1.1 | 1.06557 | 1.05124 | -143.3 | -2,923.32 | 13h 10m | -7.37% |
| 12.13.2016 19:25 | 12.14.2016 21:35 | EURUSD | Sell | 2.04 | 1.1 | 1.1 | 1.06255 | 1.05257 | 99.8 | 2,038.28 | 1d | 5.42% |
| 12.14.2016 19:40 | 12.14.2016 21:10 | EURUSD | Sell | 2.04 | 1.1 | 1.1 | 1.06415 | 1.05417 | 99.8 | 2,035.92 | 1h 30m | 5.72% |
| 12.12.2016 18:55 | 12.13.2016 17:20 | EURUSD | Buy | 2.04 | 1.1 | 1.1 | 1.06516 | 1.06566 | 5.0 | 93.72 | 22h 25m | 0.26% |
| 12.13.2016 09:25 | 12.13.2016 13:15 | EURUSD | Sell | 2.04 | 1.1 | 1.1 | 1.06216 | 1.06166 | 5.0 | 102.00 | 3h 50m | 0.29% |
| 12.09.2016 17:20 | 12.12.2016 01:55 | EURUSD | Sell | 2.04 | 1.1 | 1.0 | 1.05399 | 1.05349 | 5.0 | 104.36 | 2d | 0.30% |
| 12.08.2016 17:05 | 12.09.2016 03:35 | EURUSD | Sell | 2.04 | 1.1 | 1.1 | 1.0606 | 1.0601 | 5.0 | 104.36 | 10h 30m | 0.30% |
| 12.05.2016 20:05 | 12.08.2016 11:40 | EURUSD | Buy | 2.04 | 1.1 | 1.1 | 1.07849 | 1.07899 | 5.0 | 60.59 | 2d | 0.17% |
| 12.07.2016 17:00 | 12.08.2016 05:35 | EURUSD | Buy | 2.04 | 1.1 | 1.1 | 1.07669 | 1.07719 | 5.0 | 77.15 | 12h 35m | 0.22% |
| 12.06.2016 00:50 | 12.06.2016 08:30 | EURUSD | Sell | 2.04 | 1.1 | 1.1 | 1.07549 | 1.07499 | 5.0 | 102.00 | 7h 40m | 0.29% |
| 12.02.2016 22:30 | 12.05.2016 19:10 | EURUSD | Buy | 2.04 | 1.1 | 1.1 | 1.06721 | 1.07721 | 100.0 | 2,031.72 | 2d | 6.17% |
| 12.05.2016 00:00 | 12.05.2016 00:05 | EURUSD | Sell | 2.04 | 1.1 | 1.1 | 1.06421 | 1.05421 | 100.0 | 2,040.00 | 5m | 6.61% |
| 12.01.2016 21:35 | 12.02.2016 09:50 | EURUSD | Buy | 2.04 | 1.1 | 1.1 | 1.06508 | 1.06558 | 5.0 | 93.72 | 12h 15m | 0.30% |
| 11.30.2016 21:20 | 12.01.2016 09:25 | EURUSD | Buy | 2.04 | 1.1 | 1.1 | 1.05994 | 1.06044 | 5.0 | 77.15 | 12h 5m | 0.25% |
| 11.29.2016 21:00 | 11.30.2016 01:35 | EURUSD | Buy | 2.04 | 1.1 | 1.1 | 1.06473 | 1.06523 | 5.0 | 93.72 | 4h 35m | 0.31% |
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