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Strategy Settings
| +26.49% |
| 0.07% | |
| 2.02% | |
| Drawdown: | 30.97% |
| Balance: | $12,649.00 |
| Highest: | (Sep 16) $17,308.00 |
| Profit: | $2,649.00 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 07, 2005 |
| Test Ended: | Dec 26, 2005 |
| Timeframe: | 4 Hours |
| Model Type: | n/a |
| Added: | Nov 09, 2014 at 11:31 |
| Trades: | 49 |
| Profitability: |
|
| Pips: | 264.9 |
| Average Win: | 69.75 pips / $697.50 |
| Average Loss: | -25.79 pips / -$257.91 |
| Lots: | 49.00 |
| Commissions: | 0 |
| Longs Won: | (7/25) 28% |
| Shorts Won: | (9/24) 37% |
| Best Trade ($): | (May 16) 3,010.00 |
| Worst Trade ($): | (Nov 10) -722.00 |
| Best Trade (Pips): | (May 16) 301.0 |
| Worst Trade (Pips): | (Nov 10) -72.2 |
| Avg. Trade Length: | 1d |
| Profit Factor: | 1.31 |
| Standard Deviation: | $727.35 |
| Sharpe Ratio | 0.10 |
| Z-Score (Probability): | -0.35 (-27.37%) |
| Expectancy | 5.4 Pips / $54.06 |
| AHPR: | 0.68% |
| GHPR: | 0.48% |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | 0.31% | 1.76% | 4.87% | 10.03% | 17.55% | 27.74% | 40.85% | 57.11% | 76.76% |
| Consecutive Losing Trades | 49 | 44 | 39 | 34 | 29 | 25 | 20 | 15 | 10 | 5 |
Trading Activity (49)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.26.2005 03:52 | 12.26.2005 08:00 | EURUSD | Sell | 1.00 | 1.2 | - | 1.1829 | 1.18486 | -19.6 | -196.00 | 4h 8m | -1.53% |
| 12.23.2005 11:59 | 12.23.2005 16:00 | EURUSD | Sell | 1.00 | 1.2 | - | 1.1855 | 1.18672 | -12.2 | -122.00 | 4h 1m | -0.94% |
| 12.22.2005 15:04 | 12.22.2005 20:00 | EURUSD | Buy | 1.00 | 1.2 | - | 1.1877 | 1.18766 | -0.4 | -4.00 | 4h 56m | -0.03% |
| 12.21.2005 08:02 | 12.21.2005 14:33 | EURUSD | Buy | 1.00 | 1.2 | - | 1.18954 | 1.18368 | -58.6 | -586.00 | 6h 31m | -4.32% |
| 12.20.2005 04:34 | 12.20.2005 12:39 | EURUSD | Sell | 1.00 | 1.2 | - | 1.19731 | 1.19747 | -1.6 | -16.00 | 8h 5m | -0.12% |
| 12.05.2005 11:10 | 12.07.2005 09:56 | EURUSD | Buy | 1.00 | 1.2 | - | 1.17287 | 1.17297 | 1.0 | 10.00 | 1d | 0.07% |
| 11.25.2005 02:06 | 11.25.2005 08:31 | EURUSD | Sell | 1.00 | 1.2 | - | 1.17624 | 1.17628 | -0.4 | -4.00 | 6h 25m | -0.03% |
| 11.18.2005 08:15 | 11.18.2005 14:29 | EURUSD | Sell | 1.00 | 1.2 | - | 1.16997 | 1.17625 | -62.8 | -628.00 | 6h 14m | -4.42% |
| 11.17.2005 08:06 | 11.17.2005 09:17 | EURUSD | Sell | 1.00 | 1.2 | - | 1.16444 | 1.16989 | -54.5 | -545.00 | 1h 11m | -3.70% |
| 11.10.2005 13:30 | 11.10.2005 19:48 | EURUSD | Buy | 1.00 | 1.2 | - | 1.17889 | 1.17167 | -72.2 | -722.00 | 6h 18m | -4.67% |
| 11.02.2005 05:11 | 11.02.2005 12:00 | EURUSD | Buy | 1.00 | 1.2 | - | 1.20466 | 1.19926 | -54.0 | -540.00 | 6h 49m | -3.37% |
| 10.10.2005 07:53 | 10.10.2005 12:00 | EURUSD | Buy | 1.00 | 1.2 | - | 1.21515 | 1.20964 | -55.1 | -551.00 | 4h 7m | -3.33% |
| 10.07.2005 12:29 | 10.07.2005 20:00 | EURUSD | Sell | 1.00 | 1.2 | - | 1.21232 | 1.21251 | -1.9 | -19.00 | 7h 31m | -0.11% |
| 10.05.2005 04:21 | 10.05.2005 12:00 | EURUSD | Buy | 1.00 | 1.2 | - | 1.19476 | 1.19475 | -0.1 | -1.00 | 7h 39m | -0.01% |
| 09.30.2005 07:26 | 09.30.2005 10:47 | EURUSD | Sell | 1.00 | 1.2 | - | 1.20042 | 1.2062 | -57.8 | -578.00 | 3h 21m | -3.37% |
| 09.20.2005 02:04 | 09.20.2005 08:00 | EURUSD | Buy | 1.00 | 1.2 | - | 1.21679 | 1.21522 | -15.7 | -157.00 | 5h 56m | -0.91% |
| 09.12.2005 00:46 | 09.16.2005 04:32 | EURUSD | Sell | 1.00 | 1.2 | - | 1.23859 | 1.22849 | 101.0 | 1,010.00 | 4d | 6.20% |
| 09.01.2005 08:21 | 09.06.2005 07:26 | EURUSD | Buy | 1.00 | 1.2 | - | 1.23569 | 1.24579 | 101.0 | 1,010.00 | 4d | 6.61% |
| 08.26.2005 07:22 | 08.26.2005 12:00 | EURUSD | Buy | 1.00 | 1.2 | - | 1.2326 | 1.23082 | -17.8 | -178.00 | 4h 38m | -1.15% |
| 08.18.2005 09:19 | 08.23.2005 07:48 | EURUSD | Sell | 1.00 | 1.2 | - | 1.22522 | 1.22512 | 1.0 | 10.00 | 4d | 0.06% |
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