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Strategy Settings
+7930.77% |
0.6% | |
19.78% | |
Drawdown: | 11.50% |
Balance: | $4,015,385.24 |
Highest: | (Dec 29) $4,041,049.89 |
Profit: | $3,965,384.88 |
Deposits: | $50,000.00 |
Test Started: | Jan 04, 2010 |
Test Ended: | Jan 03, 2012 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Jan 05, 2012 at 07:37 |
Trades: | 902 |
Profitability: |
|
Pips: | 8,841.8 |
Average Win: | 20.02 pips / $9,159.51 |
Average Loss: | -35.51 pips / -$16,722.99 |
Lots: | 42,134.60 |
Commissions: | 0 |
Longs Won: | (403/496) 81% |
Shorts Won: | (333/406) 82% |
Best Trade ($): | (Sep 22) 436,026.34 |
Worst Trade ($): | (Nov 27) -41,250.00 |
Best Trade (Pips): | (Sep 22) 937.5 |
Worst Trade (Pips): | (Nov 27) -82.5 |
Avg. Trade Length: | 10h 34m |
Profit Factor: | 2.43 |
Standard Deviation: | $27,670.85 |
Sharpe Ratio | 0.12 |
Z-Score (Probability): | -1.82 (-94.92%) |
Expectancy | 9.8 Pips / $4,396.21 |
AHPR: | 0.58% |
GHPR: | 0.49% |
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 | 240 | 216 | 192 | 168 | 144 | 120 | 96 | 72 | 48 | 24 |
Trading Activity (902)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.03.2012 15:21 | 01.03.2012 23:59 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30635 | 1.30753 | 11.8 | 5,900.00 | 8h 38m | 0.15% |
01.03.2012 10:01 | 01.03.2012 10:58 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30235 | 1.30235 | 0.0 | 0.00 | 57m | 0.00% |
01.03.2012 02:06 | 01.03.2012 07:14 | EURUSD | Buy | 50.00 | 1.3 | - | 1.29835 | 1.29835 | 0.0 | 0.00 | 5h 8m | 0.00% |
01.02.2012 15:33 | 01.03.2012 02:06 | EURUSD | Sell | 50.00 | - | - | 1.2921 | 1.29835 | -62.5 | -31,564.65 | 10h 33m | -0.78% |
12.30.2011 14:51 | 12.30.2011 14:51 | EURUSD | Buy | 50.00 | 1.3 | - | 1.29835 | 1.29835 | 0.0 | 0.00 | 0s | 0.00% |
12.29.2011 15:02 | 12.29.2011 20:43 | EURUSD | Buy | 50.00 | 1.3 | - | 1.29235 | 1.29235 | 0.0 | 0.00 | 5h 41m | 0.00% |
12.28.2011 14:25 | 12.29.2011 15:02 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3021 | 1.29235 | 97.5 | 47,806.05 | 1d | 1.20% |
12.23.2011 06:38 | 12.23.2011 06:38 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30835 | 1.30835 | 0.0 | 0.00 | 0s | 0.00% |
12.22.2011 10:36 | 12.22.2011 13:50 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3041 | 1.3041 | 0.0 | 0.00 | 3h 14m | 0.00% |
12.22.2011 08:05 | 12.22.2011 08:05 | EURUSD | Buy | 50.00 | 1.3 | - | 1.31035 | 1.31035 | 0.0 | 0.00 | 0s | 0.00% |
12.21.2011 10:53 | 12.22.2011 08:05 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3121 | 1.31035 | 17.5 | 7,806.05 | 21h 12m | 0.20% |
12.21.2011 08:13 | 12.21.2011 10:22 | EURUSD | Buy | 50.00 | 1.3 | - | 1.31435 | 1.31435 | 0.0 | 0.00 | 2h 9m | 0.00% |
12.20.2011 13:44 | 12.20.2011 13:48 | EURUSD | Buy | 50.00 | 1.3 | - | 1.31035 | 1.31035 | 0.0 | 0.00 | 4m | 0.00% |
12.20.2011 09:52 | 12.20.2011 10:00 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30635 | 1.30635 | 0.0 | 0.00 | 8m | 0.00% |
12.16.2011 14:46 | 12.16.2011 17:47 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3021 | 1.3021 | 0.0 | 0.00 | 3h 1m | 0.00% |
12.16.2011 12:31 | 12.16.2011 12:55 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30635 | 1.30635 | 0.0 | 0.00 | 24m | 0.00% |
12.15.2011 12:52 | 12.15.2011 13:42 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30235 | 1.30235 | 0.0 | 0.00 | 50m | 0.00% |
12.15.2011 09:45 | 12.15.2011 12:52 | EURUSD | Sell | 50.00 | - | - | 1.2961 | 1.30235 | -62.5 | -31,250.00 | 3h 7m | -0.78% |
12.13.2011 15:28 | 12.15.2011 07:46 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3161 | 1.30235 | 137.5 | 67,491.40 | 1d | 1.71% |
12.15.2011 07:46 | 12.15.2011 07:46 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30235 | 1.30235 | 0.0 | 0.00 | 0s | 0.00% |
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