Strategy Settings
| +44.09% |
| 0.01% | |
| 0.25% | |
| Drawdown: | 4.50% |
| Balance: | $1,440,929.07 |
| Highest: | (Mar 20) $1,441,878.72 |
| Profit: | $440,928.99 |
| Deposits: | $1,000,000.00 |
| Test Started: | Mar 08, 2005 |
| Test Ended: | Mar 31, 2017 |
| Timeframe: | 1 Day |
| Model Type: | Open Prices |
| Added: | May 03, 2017 at 10:28 |
| Trades: | 623 |
| Profitability: | |
| Pips: | 46,426.0 |
| Average Win: | 115.21 pips / $1,127.79 |
| Average Loss: | -128.52 pips / -$1,388.39 |
| Lots: | 623.00 |
| Commissions: | 0 |
| Longs Won: | (519/623) 83% |
| Shorts Won: | (0/0) 0% |
| Best Trade ($): | (Oct 17) 15,495.21 |
| Worst Trade ($): | (Dec 06) -11,377.34 |
| Best Trade (Pips): | (Oct 17) 1,553.0 |
| Worst Trade (Pips): | (Dec 06) -1,085.0 |
| Avg. Trade Length: | 10d |
| Profit Factor: | 4.05 |
| Standard Deviation: | $1,941.88 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -5.16 (99.99%) |
| Expectancy | 74.5 Pips / $707.75 |
| AHPR: | 0.06% |
| GHPR: | 0.06% |
| 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 | 1037 | 934 | 830 | 726 | 622 | 519 | 415 | 311 | 207 | 104 |
Trading Activity (623)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.31.2017 23:59 | 03.31.2017 23:59 | #FXI | Buy | 1.00 | - | - | 38.5 | 38.49 | -1.0 | -10.00 | 0s | 0.00% |
| 03.29.2017 23:59 | 03.31.2017 23:59 | #FXI | Buy | 1.00 | - | - | 39.1 | 38.49 | -61.0 | -616.44 | 2d | -0.04% |
| 03.30.2017 23:59 | 03.31.2017 23:59 | #FXI | Buy | 1.00 | - | - | 38.81 | 38.49 | -32.0 | -323.21 | 1d | -0.02% |
| 03.16.2017 23:59 | 03.20.2017 23:59 | #FXI | Buy | 1.00 | - | - | 39.35 | 39.6 | 25.0 | 236.84 | 4d | 0.02% |
| 03.13.2017 23:59 | 03.15.2017 23:59 | #FXI | Buy | 1.00 | - | - | 38.27 | 38.79 | 52.0 | 513.59 | 2d | 0.04% |
| 03.02.2017 23:59 | 03.03.2017 23:59 | #FXI | Buy | 1.00 | - | - | 37.78 | 37.87 | 9.0 | 86.84 | 1d | 0.01% |
| 02.27.2017 23:59 | 03.01.2017 23:59 | #FXI | Buy | 1.00 | - | - | 38.31 | 38.6 | 29.0 | 283.60 | 2d | 0.02% |
| 02.28.2017 23:59 | 03.01.2017 23:59 | #FXI | Buy | 1.00 | - | - | 38.21 | 38.6 | 39.0 | 386.78 | 1d | 0.03% |
| 02.10.2017 23:59 | 02.13.2017 23:59 | #FXI | Buy | 1.00 | - | - | 38.02 | 38.25 | 23.0 | 220.44 | 3d | 0.02% |
| 02.09.2017 23:59 | 02.10.2017 23:59 | #FXI | Buy | 1.00 | - | - | 37.82 | 38.01 | 19.0 | 186.83 | 1d | 0.01% |
| 01.26.2017 23:59 | 02.08.2017 23:59 | #FXI | Buy | 1.00 | - | - | 36.86 | 37.31 | 45.0 | 410.17 | 13d | 0.03% |
| 02.01.2017 23:59 | 02.08.2017 23:59 | #FXI | Buy | 1.00 | - | - | 36.68 | 37.31 | 63.0 | 608.52 | 7d | 0.04% |
| 01.25.2017 23:59 | 01.26.2017 23:59 | #FXI | Buy | 1.00 | - | - | 36.79 | 36.85 | 6.0 | 56.93 | 1d | 0.00% |
| 12.06.2016 23:59 | 12.07.2016 23:59 | #FXI | Buy | 1.00 | - | - | 37.27 | 37.69 | 42.0 | 416.86 | 1d | 0.03% |
| 11.30.2016 23:59 | 12.07.2016 23:59 | #FXI | Buy | 1.00 | - | - | 37.6 | 37.69 | 9.0 | 68.20 | 7d | 0.00% |
| 11.25.2016 23:59 | 11.28.2016 23:59 | #FXI | Buy | 1.00 | - | - | 37.1 | 37.23 | 13.0 | 120.69 | 3d | 0.01% |
| 09.22.2016 23:59 | 10.10.2016 23:59 | #FXI | Buy | 1.00 | - | - | 38.97 | 39.04 | 7.0 | 12.66 | 18d | 0.00% |
| 09.16.2016 23:59 | 09.21.2016 23:59 | #FXI | Buy | 1.00 | - | - | 37.74 | 38.82 | 108.0 | 1,064.15 | 5d | 0.07% |
| 09.09.2016 23:59 | 09.21.2016 23:59 | #FXI | Buy | 1.00 | - | - | 38.24 | 38.82 | 58.0 | 542.07 | 12d | 0.04% |
| 09.13.2016 23:59 | 09.21.2016 23:59 | #FXI | Buy | 1.00 | - | - | 37.27 | 38.82 | 155.0 | 1,524.74 | 8d | 0.11% |
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