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Strategy Settings

TF
0
MovingPeriod
13
AppliedPrice
4
Shift
8
MARSI_Period
5
MARSI_Method
3
MARSI_Shift
1
MARSI_Zone
56.1
Direction
1
+17.45%

0%
0.08%
Drawdown: 1.33%

Balance: $117,447.50
Highest: (May 30) $117,447.50
Profit: $17,447.51
Deposits: $100,000.00

Test Started: Jun 19, 2000
Test Ended: May 30, 2017
Timeframe: 1 Day

Model Type: n/a
Added: Sep 14, 2017 at 15:27
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Trades: 289
Profitability:
Pips: 1,709,010.0
Average Win: 8,575.92 pips / $89.53
Average Loss: -8,911.14 pips / -$101.98
Lots: 28.90
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (245/289) 84%
Best Trade ($): (Jun 24) 747.96
Worst Trade ($): (Jul 11) -413.58
Best Trade (Pips): (Jun 24) 70,520.0
Worst Trade (Pips): (Jul 11) -36,640.0
Avg. Trade Length: 13d
Profit Factor: 4.89
Standard Deviation: $113.65
Sharpe Ratio 0.00
Z-Score (Probability): -1.86 (-95.77%)
Expectancy 5,913.5 Pips / $60.37
AHPR: 0.06%
GHPR: 0.06%
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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 1152 1037 922 806 691 576 461 346 230 115
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (289)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.29.2017 00:00 05.30.2017 00:00 DAX30 Sell 0.10 - - 12,588.8 12,584.8 400.0 3.88 1d 0.00%
05.23.2017 00:00 05.29.2017 00:00 DAX30 Sell 0.10 - - 12,597.5 12,589.8 770.0 5.95 6d 0.01%
05.11.2017 00:00 05.12.2017 00:00 DAX30 Sell 0.10 - - 12,767.1 12,729.8 3,730.0 39.23 1d 0.03%
04.25.2017 00:00 04.27.2017 00:00 DAX30 Sell 0.10 - - 12,457.8 12,441 1,680.0 17.11 2d 0.01%
03.30.2017 00:00 04.19.2017 00:00 DAX30 Sell 0.10 - - 12,220.6 12,015 20,560.0 211.12 20d 0.18%
03.23.2017 00:00 04.19.2017 00:00 DAX30 Sell 0.10 - - 11,914.2 12,015 -10,080.0 -116.73 27d -0.10%
03.16.2017 00:00 03.22.2017 00:00 DAX30 Sell 0.10 - - 12,140.3 11,871.8 26,850.0 282.98 6d 0.24%
03.08.2017 00:00 03.22.2017 00:00 DAX30 Sell 0.10 - - 11,922.9 11,871.8 5,110.0 49.30 14d 0.04%
02.09.2017 00:00 03.22.2017 00:00 DAX30 Sell 0.10 - - 11,584.4 11,871.8 -28,740.0 -319.59 41d -0.27%
01.24.2017 00:00 02.07.2017 00:00 DAX30 Sell 0.10 - - 11,554.8 11,499.5 5,530.0 53.89 14d 0.05%
02.01.2017 00:00 02.07.2017 00:00 DAX30 Sell 0.10 - - 11,646.4 11,499.5 14,690.0 153.94 6d 0.13%
01.16.2017 00:00 01.17.2017 00:00 DAX30 Sell 0.10 - - 11,537.5 11,522.5 1,500.0 15.59 1d 0.01%
01.10.2017 00:00 01.13.2017 00:00 DAX30 Sell 0.10 - - 11,583.2 11,577.8 540.0 4.70 3d 0.00%
11.28.2016 00:00 11.29.2016 00:00 DAX30 Sell 0.10 - - 10,655.9 10,563.2 9,270.0 98.13 1d 0.08%
11.07.2016 00:00 11.09.2016 00:00 DAX30 Sell 0.10 - - 10,410.6 10,182.9 22,770.0 241.18 2d 0.21%
09.20.2016 00:00 09.30.2016 00:00 DAX30 Sell 0.10 - - 10,374.7 10,241.7 13,300.0 138.13 10d 0.12%
09.13.2016 00:00 09.14.2016 00:00 DAX30 Sell 0.10 - - 10,483.1 10,411.3 7,180.0 75.93 1d 0.07%
09.06.2016 00:00 09.09.2016 00:00 DAX30 Sell 0.10 - - 10,704.9 10,642.8 6,210.0 64.99 3d 0.06%
08.26.2016 00:00 08.29.2016 00:00 DAX30 Sell 0.10 - - 10,512.2 10,504.9 730.0 6.82 3d 0.01%
08.12.2016 00:00 08.16.2016 00:00 DAX30 Sell 0.10 - - 10,718.3 10,667.7 5,060.0 52.47 4d 0.05%

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