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Strategy Settings
+925.24% |
0.08% | |
2.38% | |
Drawdown: | 79.32% |
Balance: | $101,460.75 |
Highest: | (Mar 26) $101,460.75 |
Profit: | $91,607.78 |
Deposits: | $9,853.00 |
Test Started: | Feb 08, 2010 |
Test Ended: | Mar 26, 2018 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Mar 27, 2018 at 10:00 |
Trades: | 160 |
Profitability: |
|
Pips: | 3,760.2 |
Average Win: | 41.11 pips / $922.86 |
Average Loss: | -44.28 pips / -$775.61 |
Lots: | 391.65 |
Commissions: | 0 |
Longs Won: | (63/76) 82% |
Shorts Won: | (64/84) 76% |
Best Trade ($): | (Jul 13) 6,079.59 |
Worst Trade ($): | (Jul 13) -2,314.68 |
Best Trade (Pips): | (Jan 05) 158.7 |
Worst Trade (Pips): | (Jul 13) -147.0 |
Avg. Trade Length: | 3d |
Profit Factor: | 4.58 |
Standard Deviation: | $1,170.97 |
Sharpe Ratio | 0.41 |
Z-Score (Probability): | 1.97 (95.11%) |
Expectancy | 23.5 Pips / $572.55 |
AHPR: | 1.53% |
GHPR: | 1.47% |
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 | 131 | 118 | 105 | 92 | 78 | 65 | 52 | 39 | 26 | 13 |
Trading Activity (160)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.26.2018 00:46 | 03.26.2018 04:46 | NZDCAD | Buy | 2.00 | - | 0.9 | 0.9329 | 0.93524 | 23.4 | 363.86 | 4h 0m | 0.36% |
03.19.2018 00:00 | 03.19.2018 14:17 | NZDCAD | Sell | 2.00 | - | 0.9 | 0.94474 | 0.9426 | 21.4 | 332.71 | 14h 17m | 0.33% |
02.19.2018 00:01 | 02.23.2018 05:18 | NZDCAD | Sell | 2.00 | - | 0.9 | 0.92614 | 0.92854 | -24.0 | -421.38 | 4d | -0.42% |
02.22.2018 17:00 | 02.23.2018 05:18 | NZDCAD | Sell | 3.38 | - | 0.9 | 0.93476 | 0.92854 | 62.2 | 1,620.75 | 12h 18m | 1.63% |
01.15.2018 00:01 | 01.17.2018 17:00 | NZDCAD | Sell | 2.00 | - | 0.9 | 0.90126 | 0.90393 | -26.7 | -431.22 | 2d | -0.44% |
01.17.2018 16:59 | 01.17.2018 17:00 | NZDCAD | Sell | 3.38 | - | 0.9 | 0.91042 | 0.90393 | 64.9 | 1,705.35 | 1m | 1.74% |
10.23.2017 00:01 | 10.23.2017 08:51 | NZDCAD | Buy | 2.00 | - | 0.9 | 0.87715 | 0.88031 | 31.6 | 491.39 | 8h 50m | 0.50% |
10.09.2017 00:02 | 10.09.2017 12:58 | NZDCAD | Buy | 2.00 | - | 0.9 | 0.88526 | 0.88787 | 26.1 | 405.87 | 12h 56m | 0.42% |
09.04.2017 00:12 | 09.04.2017 11:14 | NZDCAD | Buy | 2.00 | - | 0.9 | 0.8874 | 0.88971 | 23.1 | 359.21 | 11h 2m | 0.37% |
08.28.2017 00:04 | 08.28.2017 20:02 | NZDCAD | Buy | 2.00 | - | 0.9 | 0.90331 | 0.90634 | 30.3 | 471.18 | 19h 58m | 0.49% |
07.03.2017 00:03 | 07.13.2017 14:15 | NZDCAD | Buy | 2.00 | - | 0.9 | 0.94969 | 0.93499 | -147.0 | -2,314.68 | 10d | -2.50% |
07.11.2017 17:45 | 07.13.2017 14:15 | NZDCAD | Buy | 4.39 | - | 0.9 | 0.93073 | 0.93499 | 42.6 | 1,433.04 | 1d | 1.61% |
07.06.2017 13:03 | 07.13.2017 14:15 | NZDCAD | Buy | 3.38 | - | 0.9 | 0.94021 | 0.93499 | -52.2 | -1,400.19 | 7d | -1.55% |
07.12.2017 20:37 | 07.13.2017 14:15 | NZDCAD | Buy | 5.71 | - | 0.9 | 0.92125 | 0.93499 | 137.4 | 6,079.59 | 17h 38m | 6.72% |
06.19.2017 00:03 | 06.19.2017 02:32 | NZDCAD | Buy | 2.00 | - | 1.0 | 0.95682 | 0.95934 | 25.2 | 391.88 | 2h 29m | 0.42% |
05.30.2017 16:05 | 06.12.2017 23:59 | NZDCAD | Sell | 3.38 | - | 1.0 | 0.95411 | 0.9577 | -35.9 | -1,119.98 | 13d | -1.28% |
05.29.2017 00:02 | 06.12.2017 23:59 | NZDCAD | Sell | 2.00 | - | 1.0 | 0.94683 | 0.9577 | -108.7 | -1,802.68 | 14d | -2.02% |
06.02.2017 15:37 | 06.12.2017 23:59 | NZDCAD | Sell | 4.39 | - | 1.0 | 0.96139 | 0.9577 | 36.9 | 1,118.17 | 10d | 1.29% |
06.06.2017 17:09 | 06.12.2017 23:59 | NZDCAD | Sell | 5.71 | - | 1.0 | 0.96867 | 0.9577 | 109.7 | 4,731.95 | 6d | 5.40% |
05.01.2017 00:02 | 05.01.2017 11:14 | NZDCAD | Buy | 2.00 | - | 0.9 | 0.93635 | 0.93864 | 22.9 | 356.12 | 11h 12m | 0.40% |
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