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Strategy Settings
| +5151.91% |
| 0.09% | |
| 2.67% | |
| Drawdown: | 34.67% |
| Balance: | $52,519.17 |
| Highest: | (Feb 05) $61,527.57 |
| Profit: | $51,519.13 |
| Deposits: | $1,000.00 |
| Test Started: | May 03, 2001 |
| Test Ended: | Aug 30, 2013 |
| Timeframe: | 1 Day |
| Model Type: | Every Tick |
| Added: | Nov 13, 2013 at 05:20 |
| Trades: | 876 |
| Profitability: |
|
| Pips: | 27,915.0 |
| Average Win: | 221.61 pips / $586.12 |
| Average Loss: | -56.81 pips / -$187.62 |
| Lots: | 2,785.02 |
| Commissions: | 0 |
| Longs Won: | (243/753) 32% |
| Shorts Won: | (36/123) 29% |
| Best Trade ($): | (May 03) 3,460.40 |
| Worst Trade ($): | (Feb 07) -630.99 |
| Best Trade (Pips): | (Mar 17) 1,019.0 |
| Worst Trade (Pips): | (Jun 26) -57.0 |
| Avg. Trade Length: | 6d |
| Profit Factor: | 1.46 |
| Standard Deviation: | $543.29 |
| Sharpe Ratio | 0.18 |
| Z-Score (Probability): | -8.01 (99.99%) |
| Expectancy | 31.9 Pips / $58.81 |
| AHPR: | 0.49% |
| GHPR: | 0.45% |
| 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% | 0.06% | 0.96% | 11.15% |
| Consecutive Losing Trades | 280 | 252 | 224 | 196 | 168 | 140 | 112 | 84 | 56 | 28 |
Trading Activity (876)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 08.30.2013 00:00 | 08.30.2013 14:53 | EURUSD | Buy | 9.64 | 1.3 | 1.8 | 1.3245 | 1.3188 | -57.0 | -549.48 | 14h 53m | -1.04% |
| 08.18.2013 22:00 | 08.29.2013 06:47 | EURUSD | Buy | 9.83 | 1.3 | 1.8 | 1.3336 | 1.3279 | -57.0 | -547.53 | 10d | -1.02% |
| 08.29.2013 00:00 | 08.29.2013 06:36 | EURUSD | Buy | 9.74 | 1.3 | 1.8 | 1.3343 | 1.3286 | -57.0 | -555.18 | 6h 36m | -1.02% |
| 08.27.2013 00:00 | 08.28.2013 13:38 | EURUSD | Buy | 9.89 | 1.3 | 1.8 | 1.3371 | 1.3314 | -57.0 | -562.74 | 1d | -1.03% |
| 08.22.2013 00:00 | 08.22.2013 10:16 | EURUSD | Buy | 9.93 | 1.3 | 1.8 | 1.3355 | 1.3298 | -57.0 | -566.01 | 10h 16m | -1.02% |
| 08.02.2013 00:00 | 08.22.2013 09:54 | EURUSD | Buy | 9.97 | 1.3 | 1.8 | 1.3211 | 1.3306 | 95.0 | 967.09 | 20d | 1.78% |
| 08.06.2013 00:00 | 08.21.2013 15:27 | EURUSD | Buy | 9.85 | 1.3 | 1.8 | 1.3257 | 1.3351 | 94.0 | 940.67 | 15d | 1.76% |
| 08.14.2013 00:00 | 08.15.2013 14:06 | EURUSD | Buy | 9.63 | 1.3 | 1.8 | 1.3265 | 1.3208 | -57.0 | -546.02 | 1d | -1.01% |
| 08.05.2013 00:00 | 08.15.2013 13:51 | EURUSD | Buy | 10.08 | 1.3 | 1.8 | 1.3276 | 1.3219 | -57.0 | -562.46 | 10d | -1.03% |
| 08.13.2013 00:00 | 08.13.2013 14:06 | EURUSD | Buy | 9.87 | 1.3 | 1.8 | 1.3291 | 1.3234 | -57.0 | -562.59 | 14h 6m | -1.02% |
| 08.11.2013 22:00 | 08.12.2013 12:06 | EURUSD | Buy | 10.30 | 1.3 | 1.8 | 1.3336 | 1.3279 | -57.0 | -586.07 | 14h 6m | -1.04% |
| 08.12.2013 00:00 | 08.12.2013 12:06 | EURUSD | Buy | 10.19 | 1.3 | 1.8 | 1.3338 | 1.3281 | -57.0 | -580.83 | 12h 6m | -1.04% |
| 07.25.2013 00:00 | 08.12.2013 12:03 | EURUSD | Buy | 9.75 | 1.3 | 1.8 | 1.3189 | 1.3283 | 94.0 | 932.10 | 18d | 1.69% |
| 07.30.2013 00:00 | 08.01.2013 12:33 | EURUSD | Buy | 10.02 | 1.3 | 1.8 | 1.3263 | 1.3206 | -57.0 | -567.13 | 2d | -1.02% |
| 07.18.2013 00:00 | 08.01.2013 07:26 | EURUSD | Buy | 9.72 | 1.3 | 1.8 | 1.3116 | 1.3235 | 119.0 | 1,170.29 | 14d | 2.19% |
| 07.19.2013 00:00 | 08.01.2013 07:26 | EURUSD | Buy | 9.59 | 1.3 | 1.8 | 1.311 | 1.3235 | 125.0 | 1,211.22 | 13d | 2.22% |
| 07.11.2013 00:00 | 07.16.2013 19:44 | EURUSD | Sell | 9.82 | 1.3 | 0.8 | 1.3116 | 1.3173 | -57.0 | -570.64 | 5d | -1.06% |
| 06.23.2013 22:00 | 06.26.2013 08:59 | EURUSD | Buy | 9.93 | 1.3 | 1.8 | 1.3102 | 1.3045 | -57.0 | -563.03 | 2d | -1.03% |
| 06.21.2013 00:00 | 06.21.2013 12:17 | EURUSD | Buy | 10.03 | 1.3 | 1.8 | 1.3228 | 1.3171 | -57.0 | -571.71 | 12h 17m | -1.04% |
| 06.20.2013 00:00 | 06.20.2013 07:49 | EURUSD | Buy | 10.09 | 1.3 | 1.8 | 1.328 | 1.3223 | -57.0 | -575.13 | 7h 49m | -1.03% |
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