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Strategy Settings
| +79.89% |
| 0.03% | |
| 0.84% | |
| Drawdown: | 13.16% |
| Balance: | $17,988.11 |
| Highest: | (Nov 11) $18,249.74 |
| Profit: | $7,989.22 |
| Deposits: | $10,000.00 |
| Test Started: | Feb 09, 2010 |
| Test Ended: | Nov 19, 2015 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Jan 03, 2016 at 18:34 |
| Trades: | 5,199 |
| Profitability: |
|
| Pips: | 22,061.9 |
| Average Win: | 40.12 pips / $6.39 |
| Average Loss: | -47.81 pips / -$5.51 |
| Lots: | 103.86 |
| Commissions: | 0 |
| Longs Won: | (1,565/2,600) 60% |
| Shorts Won: | (1,513/2,599) 58% |
| Best Trade ($): | (Nov 01) 206.19 |
| Worst Trade ($): | (Nov 01) -46.82 |
| Best Trade (Pips): | (Nov 01) 340.1 |
| Worst Trade (Pips): | (Nov 01) -348.5 |
| Avg. Trade Length: | 2d |
| Profit Factor: | 1.68 |
| Standard Deviation: | $11.29 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -24.58 (99.99%) |
| Expectancy | 4.2 Pips / $1.54 |
| AHPR: | 0.01% |
| GHPR: | 0.01% |
| 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 | 3268 | 2941 | 2614 | 2288 | 1961 | 1634 | 1307 | 980 | 654 | 327 |
Trading Activity (5199)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.19.2015 20:30 | 11.19.2015 23:59 | AUDCAD | Sell | 0.08 | - | - | 0.95633 | 0.95634 | -0.1 | -0.06 | 3h 29m | 0.00% |
| 11.11.2015 17:00 | 11.19.2015 23:59 | AUDCAD | Buy | 0.01 | - | - | 0.93622 | 0.95594 | 197.2 | 14.52 | 8d | 0.08% |
| 11.19.2015 04:15 | 11.19.2015 23:59 | AUDCAD | Sell | 0.05 | - | - | 0.95079 | 0.95634 | -55.5 | -20.04 | 19h 44m | -0.11% |
| 11.19.2015 15:55 | 11.19.2015 23:59 | AUDCAD | Sell | 0.07 | - | - | 0.95601 | 0.95634 | -3.3 | -1.66 | 8h 4m | -0.01% |
| 11.12.2015 00:35 | 11.19.2015 23:59 | AUDCAD | Sell | 0.02 | - | - | 0.94476 | 0.95634 | -115.8 | -17.47 | 7d | -0.10% |
| 11.11.2015 23:00 | 11.19.2015 23:59 | AUDCAD | Sell | 0.02 | - | - | 0.93734 | 0.95634 | -190.0 | -28.51 | 8d | -0.16% |
| 11.12.2015 12:10 | 11.19.2015 23:59 | AUDCAD | Sell | 0.03 | - | - | 0.94804 | 0.95634 | -83.0 | -19.09 | 7d | -0.11% |
| 11.11.2015 10:00 | 11.19.2015 23:59 | AUDCAD | Sell | 0.01 | - | - | 0.93653 | 0.95634 | -198.1 | -14.84 | 8d | -0.08% |
| 11.11.2015 08:30 | 11.19.2015 23:59 | AUDCAD | Sell | 0.01 | - | - | 0.93636 | 0.95634 | -199.8 | -14.96 | 8d | -0.08% |
| 11.11.2015 22:55 | 11.19.2015 23:59 | AUDCAD | Sell | 0.02 | - | - | 0.93683 | 0.95634 | -195.1 | -29.25 | 8d | -0.16% |
| 11.19.2015 09:35 | 11.19.2015 23:59 | AUDCAD | Sell | 0.05 | - | - | 0.95139 | 0.95634 | -49.5 | -17.88 | 14h 24m | -0.10% |
| 11.13.2015 16:00 | 11.19.2015 23:59 | AUDCAD | Sell | 0.04 | - | - | 0.94944 | 0.95634 | -69.0 | -21.20 | 6d | -0.12% |
| 11.13.2015 04:55 | 11.19.2015 23:59 | AUDCAD | Sell | 0.03 | - | - | 0.94829 | 0.95634 | -80.5 | -18.39 | 6d | -0.10% |
| 11.11.2015 09:30 | 11.19.2015 23:59 | AUDCAD | Buy | 0.01 | - | - | 0.93648 | 0.95594 | 194.6 | 14.33 | 8d | 0.08% |
| 11.11.2015 22:15 | 11.19.2015 23:59 | AUDCAD | Sell | 0.02 | - | - | 0.93677 | 0.95634 | -195.7 | -29.33 | 8d | -0.16% |
| 11.19.2015 14:15 | 11.19.2015 23:59 | AUDCAD | Sell | 0.06 | - | - | 0.95174 | 0.95634 | -46.0 | -19.94 | 9h 44m | -0.11% |
| 11.11.2015 13:20 | 11.19.2015 23:59 | AUDCAD | Sell | 0.01 | - | - | 0.93661 | 0.95634 | -197.3 | -14.78 | 8d | -0.08% |
| 11.13.2015 11:30 | 11.19.2015 23:59 | AUDCAD | Sell | 0.04 | - | - | 0.94879 | 0.95634 | -75.5 | -23.08 | 6d | -0.13% |
| 11.06.2015 15:35 | 11.11.2015 01:12 | AUDCAD | Buy | 0.01 | - | - | 0.93726 | 0.93565 | -16.1 | -1.09 | 4d | -0.01% |
| 11.06.2015 21:00 | 11.11.2015 01:12 | AUDCAD | Sell | 0.01 | - | - | 0.93707 | 0.93605 | 10.2 | 0.58 | 4d | 0.00% |
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