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Strategy Settings
+81.64% |
0.13% | |
4.06% | |
Drawdown: | 13.01% |
Balance: | $18,163.91 |
Highest: | (Dec 15) $18,619.98 |
Profit: | $8,163.89 |
Deposits: | $10,000.00 |
Test Started: | Jan 05, 2011 |
Test Ended: | Mar 30, 2012 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Aug 08, 2012 at 05:59 |
Trades: | 284 |
Profitability: |
|
Pips: | 1,411.0 |
Average Win: | 9.95 pips / $63.75 |
Average Loss: | -26.34 pips / -$191.14 |
Lots: | 197.74 |
Commissions: | 0 |
Longs Won: | (120/141) 85% |
Shorts Won: | (125/143) 87% |
Best Trade ($): | (Dec 13) 225.17 |
Worst Trade ($): | (Aug 08) -941.46 |
Best Trade (Pips): | (Jan 07) 26.0 |
Worst Trade (Pips): | (Jun 02) -120.0 |
Avg. Trade Length: | 1h 51m |
Profit Factor: | 2.10 |
Standard Deviation: | $132.45 |
Sharpe Ratio | 0.22 |
Z-Score (Probability): | 0.81 (58.20%) |
Expectancy | 5.0 Pips / $28.75 |
AHPR: | 0.22% |
GHPR: | 0.21% |
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 | 95 | 86 | 76 | 67 | 57 | 48 | 38 | 29 | 19 | 10 |
Trading Activity (284)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.30.2012 17:45 | 03.30.2012 18:43 | EURUSD | Buy | 0.91 | 1.3 | 1.3 | 1.33244 | 1.33254 | 1.0 | 2.73 | 58m | 0.02% |
03.30.2012 11:30 | 03.30.2012 12:04 | EURUSD | Buy | 0.91 | 1.3 | 1.3 | 1.33356 | 1.33366 | 1.0 | 2.73 | 34m | 0.02% |
01.13.2012 00:54 | 01.13.2012 03:45 | EURUSD | Buy | 0.91 | 1.3 | 1.3 | 1.28154 | 1.28209 | 5.5 | 43.68 | 2h 51m | 0.24% |
01.09.2012 08:30 | 01.09.2012 16:00 | EURUSD | Sell | 0.93 | 1.3 | 1.3 | 1.27062 | 1.2739 | -32.8 | -311.55 | 7h 30m | -1.69% |
01.06.2012 10:30 | 01.06.2012 10:48 | EURUSD | Sell | 0.92 | 1.3 | 1.3 | 1.27925 | 1.27781 | 14.4 | 126.04 | 18m | 0.69% |
01.04.2012 21:00 | 01.04.2012 21:48 | EURUSD | Sell | 0.92 | 1.3 | 1.3 | 1.29531 | 1.29521 | 1.0 | 2.76 | 48m | 0.02% |
01.04.2012 00:30 | 01.04.2012 09:45 | EURUSD | Buy | 0.92 | 1.3 | 1.3 | 1.30473 | 1.30401 | -7.2 | -72.68 | 9h 15m | -0.40% |
01.03.2012 16:15 | 01.03.2012 16:35 | EURUSD | Buy | 0.92 | 1.3 | 1.3 | 1.30137 | 1.30147 | 1.0 | 2.76 | 20m | 0.02% |
12.29.2011 17:30 | 12.29.2011 23:00 | EURUSD | Sell | 0.94 | 1.3 | 1.3 | 1.29114 | 1.29357 | -24.3 | -235.00 | 5h 30m | -1.26% |
12.29.2011 05:47 | 12.29.2011 11:15 | EURUSD | Sell | 0.93 | 1.3 | 1.3 | 1.29275 | 1.29159 | 11.6 | 101.37 | 5h 28m | 0.55% |
12.20.2011 19:30 | 12.21.2011 02:30 | EURUSD | Buy | 0.94 | 1.3 | 1.3 | 1.30956 | 1.30838 | -11.8 | -118.91 | 7h 0m | -0.64% |
12.15.2011 06:30 | 12.15.2011 08:43 | EURUSD | Sell | 0.93 | 1.3 | 1.3 | 1.29944 | 1.29802 | 14.2 | 125.55 | 2h 13m | 0.68% |
12.15.2011 02:45 | 12.15.2011 05:00 | EURUSD | Sell | 0.93 | 1.3 | 1.3 | 1.29887 | 1.29822 | 6.5 | 53.94 | 2h 15m | 0.29% |
12.14.2011 20:15 | 12.14.2011 20:26 | EURUSD | Sell | 0.92 | 1.3 | 1.3 | 1.3001 | 1.2987 | 14.0 | 122.36 | 11m | 0.67% |
12.14.2011 13:00 | 12.14.2011 13:29 | EURUSD | Sell | 0.91 | 1.3 | 1.3 | 1.30489 | 1.30328 | 16.1 | 140.14 | 29m | 0.77% |
12.14.2011 09:15 | 12.14.2011 09:50 | EURUSD | Sell | 0.91 | 1.3 | 1.3 | 1.30434 | 1.30277 | 15.7 | 136.50 | 35m | 0.76% |
12.14.2011 02:15 | 12.14.2011 02:45 | EURUSD | Sell | 0.90 | 1.3 | 1.3 | 1.30385 | 1.30272 | 11.3 | 95.40 | 30m | 0.53% |
12.13.2011 11:30 | 12.13.2011 11:55 | EURUSD | Sell | 0.89 | 1.3 | 1.3 | 1.32038 | 1.31778 | 26.0 | 225.17 | 25m | 1.27% |
12.13.2011 05:45 | 12.13.2011 10:30 | EURUSD | Sell | 0.88 | 1.3 | 1.3 | 1.31888 | 1.31741 | 14.7 | 123.20 | 4h 45m | 0.70% |
12.08.2011 22:15 | 12.09.2011 00:00 | EURUSD | Sell | 0.88 | 1.3 | 1.3 | 1.33407 | 1.33397 | 1.0 | 3.26 | 1h 45m | 0.02% |
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