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Strategy Settings
+6.13M% |
0.28% | |
8.66% | |
Drawdown: | 67.10% |
Balance: | $122,581,381.01 |
Highest: | (Dec 10) $122,581,381.01 |
Profit: | $122,579,380.90 |
Deposits: | $2,000.00 |
Test Started: | Jan 14, 2002 |
Test Ended: | Dec 10, 2012 |
Timeframe: | 1 Minute |
Model Type: | n/a |
Added: | Dec 10, 2012 at 20:06 |
Trades: | 2,446 |
Profitability: |
|
Pips: | 11,119.6 |
Average Win: | 97.60 pips / $317,244.56 |
Average Loss: | -63.14 pips / -$144,196.69 |
Lots: | 682,748.11 |
Commissions: | 0 |
Longs Won: | (512/1,187) 43% |
Shorts Won: | (518/1,259) 41% |
Best Trade ($): | (Mar 06) 13,184,918.87 |
Worst Trade ($): | (Dec 07) -4,140,334.38 |
Best Trade (Pips): | (Apr 18) 220.0 |
Worst Trade (Pips): | (Feb 14) -110.0 |
Avg. Trade Length: | 2d |
Profit Factor: | 1.60 |
Standard Deviation: | $813,711.20 |
Sharpe Ratio | 0.08 |
Z-Score (Probability): | -11.87 (99.99%) |
Expectancy | 4.5 Pips / $50,114.22 |
AHPR: | 0.72% |
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% | 0.14% | 1.61% | 14.24% |
Consecutive Losing Trades | 850 | 765 | 680 | 595 | 510 | 425 | 340 | 255 | 170 | 85 |
Trading Activity (2446)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.17.2012 13:41 | 12.10.2012 22:00 | AUDUSD | Buy | 1111.36 | 1.0 | 1.1 | 1.034 | 1.04843 | 144.3 | 1,987,778.50 | 54d | 1.65% |
12.06.2012 02:34 | 12.10.2012 22:00 | AUDUSD | Buy | 8187.11 | 1.0 | 1.1 | 1.048 | 1.04843 | 4.3 | 456,840.74 | 4d | 0.37% |
11.23.2012 17:15 | 12.06.2012 17:49 | AUDUSD | Buy | 8187.11 | 1.0 | 1.1 | 1.043 | 1.0514 | 84.0 | 7,558,339.95 | 13d | 6.71% |
11.22.2012 03:46 | 12.06.2012 17:48 | AUDUSD | Buy | 5847.93 | 1.0 | 1.1 | 1.0395 | 1.0512 | 117.0 | 7,366,052.63 | 14d | 7.00% |
11.22.2012 03:46 | 12.06.2012 14:06 | AUDUSD | Buy | 8187.11 | 1.0 | 1.0 | 1.0395 | 1.0494 | 99.0 | 8,838,803.96 | 14d | 9.17% |
12.06.2012 02:27 | 12.06.2012 02:34 | AUDUSD | Sell | 4678.35 | 1.0 | 1.0 | 1.044 | 1.048 | -40.0 | -1,871,340.00 | 7m | -1.90% |
12.04.2012 15:03 | 12.06.2012 02:27 | AUDUSD | Buy | 2339.17 | 1.0 | 1.1 | 1.048 | 1.044 | -40.0 | -875,785.25 | 1d | -0.88% |
11.29.2012 15:38 | 12.04.2012 15:03 | AUDUSD | Sell | 1169.59 | 1.0 | 1.0 | 1.044 | 1.048 | -40.0 | -502,221.95 | 4d | -0.50% |
11.15.2012 00:40 | 11.23.2012 17:15 | AUDUSD | Sell | 4678.35 | 1.0 | 1.0 | 1.036 | 1.043 | -70.0 | -3,641,627.64 | 8d | -3.53% |
11.21.2012 06:02 | 11.22.2012 03:46 | AUDUSD | Sell | 4678.35 | 1.0 | 1.0 | 1.035 | 1.0395 | -45.0 | -2,242,800.99 | 21h 44m | -2.07% |
11.21.2012 17:13 | 11.22.2012 03:46 | AUDUSD | Sell | 4678.35 | 1.0 | 1.0 | 1.034 | 1.0395 | -55.0 | -2,710,635.99 | 10h 33m | -2.56% |
11.19.2012 12:49 | 11.21.2012 17:13 | AUDUSD | Buy | 3508.76 | 1.0 | 1.0 | 1.0395 | 1.034 | -55.0 | -1,884,905.87 | 2d | -1.71% |
11.19.2012 12:49 | 11.21.2012 06:02 | AUDUSD | Buy | 3508.76 | 1.0 | 1.1 | 1.0395 | 1.035 | -45.0 | -1,534,029.87 | 1d | -1.37% |
11.15.2012 12:04 | 11.19.2012 12:49 | AUDUSD | Sell | 2301.67 | 1.0 | 1.0 | 1.034 | 1.0395 | -55.0 | -1,311,031.23 | 4d | -1.16% |
11.15.2012 02:19 | 11.19.2012 12:49 | AUDUSD | Sell | 2301.67 | 1.0 | 1.0 | 1.035 | 1.0395 | -45.0 | -1,080,864.23 | 4d | -0.95% |
11.06.2012 05:31 | 11.15.2012 12:04 | AUDUSD | Buy | 1150.84 | 1.0 | 1.0 | 1.0395 | 1.034 | -55.0 | -551,942.86 | 9d | -0.48% |
11.14.2012 17:31 | 11.15.2012 02:19 | AUDUSD | Sell | 8187.11 | 1.0 | 1.0 | 1.04 | 1.0352 | 48.0 | 3,689,111.77 | 8h 48m | 3.33% |
11.06.2012 05:31 | 11.15.2012 02:19 | AUDUSD | Buy | 1150.84 | 1.0 | 1.1 | 1.0395 | 1.035 | -45.0 | -436,858.86 | 8d | -0.39% |
11.12.2012 11:46 | 11.15.2012 00:40 | AUDUSD | Buy | 2339.17 | 1.0 | 1.1 | 1.043 | 1.036 | -70.0 | -1,562,565.56 | 2d | -1.38% |
11.13.2012 20:18 | 11.14.2012 17:31 | AUDUSD | Buy | 4678.35 | 1.0 | 1.0 | 1.044 | 1.04 | -40.0 | -1,841,398.56 | 21h 13m | -1.60% |
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