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Strategy Settings
| +42.44% |
| 0.1% | |
| 2.95% | |
| Drawdown: | 3.57% |
| Balance: | $35,611.06 |
| Highest: | (Jun 14) $36,748.68 |
| Profit: | $10,611.06 |
| Deposits: | $25,000.00 |
| Test Started: | Jul 11, 2012 |
| Test Ended: | Jul 11, 2013 |
| Timeframe: | - |
| Model Type: | Every Tick |
| Added: | Jul 13, 2013 at 16:00 |
| Trades: | 116 |
| Profitability: |
|
| Pips: | 66,895.8 |
| Average Win: | 2,974.85 pips / $393.83 |
| Average Loss: | -1,740.18 pips / -$200.63 |
| Lots: | 51.70 |
| Commissions: | 0 |
| Longs Won: | (26/50) 52% |
| Shorts Won: | (31/66) 46% |
| Best Trade ($): | (Dec 20) 1,316.60 |
| Worst Trade ($): | (Feb 25) -329.01 |
| Best Trade (Pips): | (Jun 04) 32,040.0 |
| Worst Trade (Pips): | (Jun 14) -16,850.0 |
| Avg. Trade Length: | 6d |
| Profit Factor: | 1.90 |
| Standard Deviation: | $393.23 |
| Sharpe Ratio | 0.22 |
| Z-Score (Probability): | 0.10 (7.96%) |
| Expectancy | 576.7 Pips / $91.47 |
| AHPR: | 0.31% |
| GHPR: | 0.31% |
| 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% | 1.21% |
| Consecutive Losing Trades | 177 | 160 | 142 | 124 | 106 | 89 | 71 | 53 | 35 | 18 |
Trading Activity (116)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.09.2013 00:00 | 07.11.2013 16:39 | AUDCAD | Buy | 0.23 | - | - | 0.88009 | 0.86763 | -124.6 | -300.54 | 2d | -0.84% |
| 07.10.2013 00:00 | 07.10.2013 22:42 | AUDCAD | Buy | 0.21 | - | - | 92.749 | 91.433 | -13,160.0 | -280.63 | 22h 42m | -0.78% |
| 07.01.2013 00:00 | 07.08.2013 00:00 | AUDCAD | Sell | 0.37 | - | - | 1.17971 | 1.1743 | 54.1 | 148.01 | 7d | 0.41% |
| 06.20.2013 00:00 | 06.24.2013 00:00 | AUDCAD | Sell | 0.17 | - | - | 89.344 | 90.469 | -11,250.0 | -197.48 | 4d | -0.54% |
| 06.20.2013 00:00 | 06.24.2013 00:00 | AUDCAD | Sell | 0.18 | - | - | 0.86112 | 0.86401 | -28.9 | -60.08 | 4d | -0.17% |
| 06.20.2013 00:00 | 06.20.2013 17:20 | AUDCAD | Sell | 0.31 | - | - | 1.17661 | 1.18849 | -118.8 | -289.93 | 17h 20m | -0.79% |
| 06.12.2013 00:00 | 06.14.2013 00:00 | AUDCAD | Sell | 0.09 | - | - | 90.637 | 92.322 | -16,850.0 | -156.97 | 2d | -0.43% |
| 06.05.2013 00:00 | 06.14.2013 00:00 | AUDCAD | Sell | 0.22 | - | - | 0.91369 | 0.89049 | 232.0 | 514.98 | 9d | 1.42% |
| 06.07.2013 00:00 | 06.13.2013 00:00 | AUDCAD | Sell | 0.23 | - | - | 0.98197 | 0.96749 | 144.8 | 309.56 | 6d | 0.86% |
| 06.06.2013 00:00 | 06.11.2013 00:00 | AUDCAD | Sell | 0.16 | - | - | 94.507 | 93.675 | 8,320.0 | 128.19 | 5d | 0.36% |
| 06.03.2013 00:00 | 06.05.2013 15:37 | AUDCAD | Buy | 0.29 | - | - | 1.20676 | 1.19404 | -127.2 | -291.46 | 2d | -0.81% |
| 05.17.2013 00:00 | 06.04.2013 00:00 | AUDCAD | Sell | 0.32 | - | - | 100.379 | 97.175 | 32,040.0 | 983.54 | 18d | 2.80% |
| 05.30.2013 00:00 | 06.04.2013 00:00 | AUDCAD | Sell | 0.24 | - | - | 0.92663 | 0.92569 | 9.4 | 14.82 | 5d | 0.04% |
| 05.31.2013 00:00 | 06.03.2013 11:51 | AUDCAD | Sell | 0.64 | - | - | 0.99465 | 0.99942 | -47.7 | -303.91 | 3d | -0.86% |
| 05.27.2013 00:00 | 05.30.2013 21:58 | AUDCAD | Sell | 0.46 | - | - | 1.19038 | 1.19862 | -82.4 | -303.53 | 3d | -0.85% |
| 05.24.2013 00:00 | 05.29.2013 00:00 | AUDCAD | Sell | 0.52 | - | - | 0.94349 | 0.93865 | 48.4 | 246.45 | 5d | 0.70% |
| 05.27.2013 00:00 | 05.28.2013 14:12 | AUDCAD | Sell | 0.42 | - | - | 0.9954 | 1.00245 | -70.5 | -291.54 | 1d | -0.82% |
| 05.17.2013 00:00 | 05.22.2013 00:00 | AUDCAD | Sell | 0.36 | - | - | 0.94701 | 0.9512 | -41.9 | -172.93 | 5d | -0.48% |
| 05.07.2013 00:00 | 05.20.2013 00:00 | AUDCAD | Sell | 0.34 | - | - | 1.0324 | 1.00277 | 296.3 | 938.46 | 13d | 2.68% |
| 05.14.2013 00:00 | 05.15.2013 00:00 | AUDCAD | Sell | 0.57 | - | - | 0.95263 | 0.9563 | -36.7 | -232.02 | 1d | -0.66% |
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