Strategy Settings
| +266.37% |
| 0.37% | |
| 11.63% | |
| Drawdown: | 30.45% |
| Balance: | $10,998.98 |
| Highest: | (Nov 07) $10,999.57 |
| Profit: | $7,998.98 |
| Deposits: | $3,000.00 |
| Test Started: | Jan 07, 2011 |
| Test Ended: | Dec 27, 2011 |
| Timeframe: | 1 Hour |
| Model Type: | n/a |
| Added: | Feb 07, 2012 at 08:15 |
| Trades: | 22 |
| Profitability: | |
| Pips: | 565.0 |
| Average Win: | 41.00 pips / $651.65 |
| Average Loss: | -26.40 pips / -$615.83 |
| Lots: | 70.81 |
| Commissions: | 0 |
| Longs Won: | (12/15) 80% |
| Shorts Won: | (5/7) 71% |
| Best Trade ($): | (Sep 22) 6,880.31 |
| Worst Trade ($): | (Nov 03) -1,768.19 |
| Best Trade (Pips): | (Sep 22) 605.0 |
| Worst Trade (Pips): | (Jan 07) -33.0 |
| Avg. Trade Length: | 1h 11m |
| Profit Factor: | 3.60 |
| Standard Deviation: | $1,654.14 |
| Sharpe Ratio | 0.21 |
| Z-Score (Probability): | 1.13 (74.15%) |
| Expectancy | 25.7 Pips / $363.59 |
| AHPR: | 14.90% |
| GHPR: | 6.08% |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | 0.2% | 1.3% | 3.89% | 8.44% | 15.42% | 25.21% | 38.21% | 54.78% | 75.26% |
| Consecutive Losing Trades | 18 | 16 | 14 | 13 | 11 | 9 | 7 | 5 | 4 | 2 |
Trading Activity (22)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.27.2011 07:47 | 12.27.2011 07:47 | USDCHF | Buy | 5.49 | 0.9 | - | 0.9381 | 0.9381 | 0.0 | 0.00 | 0s | 0.00% |
| 12.04.2011 22:04 | 12.05.2011 05:04 | USDCHF | Buy | 5.49 | 0.9 | - | 0.9227 | 0.9227 | 0.0 | -0.59 | 7h 0m | -0.01% |
| 12.01.2011 17:07 | 12.01.2011 17:08 | USDCHF | Sell | 5.49 | 0.9 | - | 0.9165 | 0.9165 | 0.0 | 0.00 | 1m | 0.00% |
| 11.30.2011 13:00 | 11.30.2011 13:00 | USDCHF | Sell | 4.28 | 0.9 | - | 0.9197 | 0.9197 | 0.0 | 0.00 | 0s | 0.00% |
| 11.08.2011 10:50 | 11.08.2011 10:50 | USDCHF | Buy | 5.49 | 0.9 | - | 0.8968 | 0.8968 | 0.0 | 0.00 | 0s | 0.00% |
| 11.07.2011 00:46 | 11.07.2011 08:03 | USDCHF | Buy | 4.05 | 0.9 | - | 0.8894 | 0.8958 | 64.0 | 2,893.50 | 7h 17m | 35.70% |
| 11.06.2011 19:02 | 11.06.2011 21:37 | USDCHF | Buy | 3.83 | 0.9 | - | 0.8869 | 0.8879 | 10.0 | 431.35 | 2h 35m | 5.62% |
| 11.03.2011 12:45 | 11.03.2011 12:46 | USDCHF | Buy | 4.72 | 0.9 | - | 0.8842 | 0.8809 | -33.0 | -1,768.19 | 1m | -18.73% |
| 10.26.2011 16:00 | 10.26.2011 17:47 | USDCHF | Buy | 4.28 | 0.9 | - | 0.8807 | 0.8825 | 18.0 | 872.97 | 1h 47m | 10.19% |
| 10.17.2011 04:00 | 10.17.2011 04:18 | USDCHF | Buy | 4.28 | 0.9 | - | 0.894 | 0.894 | 0.0 | 0.00 | 18m | 0.00% |
| 10.10.2011 00:43 | 10.10.2011 00:57 | USDCHF | Sell | 4.28 | 0.9 | - | 0.9248 | 0.9248 | 0.0 | 0.00 | 14m | 0.00% |
| 10.06.2011 12:46 | 10.06.2011 12:46 | USDCHF | Buy | 4.08 | 0.9 | - | 0.9254 | 0.9254 | 0.0 | 0.00 | 0s | 0.00% |
| 10.02.2011 22:01 | 10.03.2011 04:12 | USDCHF | Sell | 1.03 | 0.9 | - | 0.9082 | 0.9115 | -33.0 | -373.78 | 6h 11m | -4.18% |
| 10.02.2011 22:00 | 10.02.2011 22:09 | USDCHF | Buy | 4.47 | 0.9 | - | 0.9101 | 0.9101 | 0.0 | 0.00 | 9m | 0.00% |
| 09.22.2011 15:09 | 09.22.2011 15:31 | USDCHF | Buy | 1.03 | 0.9 | - | 0.8452 | 0.9057 | 605.0 | 6,880.31 | 22m | 333.44% |
| 03.16.2011 21:22 | 03.16.2011 21:23 | USDCHF | Sell | 0.77 | 0.9 | - | 0.8932 | 0.8932 | 0.0 | 0.00 | 1m | 0.00% |
| 03.16.2011 21:21 | 03.16.2011 21:22 | USDCHF | Buy | 1.03 | 0.9 | - | 0.896 | 0.896 | 0.0 | 0.00 | 1m | 0.00% |
| 03.16.2011 21:20 | 03.16.2011 21:21 | USDCHF | Sell | 1.24 | 0.9 | - | 0.8963 | 0.8963 | 0.0 | 0.00 | 1m | 0.00% |
| 02.16.2011 10:51 | 02.16.2011 10:52 | USDCHF | Buy | 1.24 | 1.0 | - | 0.9703 | 0.967 | -33.0 | -423.16 | 1m | -17.02% |
| 02.16.2011 10:50 | 02.16.2011 10:50 | USDCHF | Buy | 1.24 | 1.0 | - | 0.9681 | 0.9681 | 0.0 | 0.00 | 0s | 0.00% |
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