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Strategy Settings
| +61.38% |
| 0.04% | |
| 1.23% | |
| Drawdown: | 17.29% |
| Balance: | $16,137.71 |
| Highest: | (Jul 29) $16,137.71 |
| Profit: | $6,137.72 |
| Deposits: | $10,000.00 |
| Test Started: | May 11, 2011 |
| Test Ended: | Jul 29, 2014 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Oct 07, 2014 at 06:44 |
| Trades: | 47 |
| Profitability: |
|
| Pips: | 742.4 |
| Average Win: | 38.21 pips / $403.28 |
| Average Loss: | -49.57 pips / -$664.75 |
| Lots: | 55.58 |
| Commissions: | 0 |
| Longs Won: | (19/25) 76% |
| Shorts Won: | (16/22) 72% |
| Best Trade ($): | (Jun 03) 1,117.46 |
| Worst Trade ($): | (Jul 09) -964.32 |
| Best Trade (Pips): | (Oct 19) 146.6 |
| Worst Trade (Pips): | (Sep 03) -82.9 |
| Avg. Trade Length: | 21h 13m |
| Profit Factor: | 1.77 |
| Standard Deviation: | $567.67 |
| Sharpe Ratio | 0.27 |
| Z-Score (Probability): | -0.54 (-41.08%) |
| Expectancy | 15.8 Pips / $130.59 |
| AHPR: | 1.11% |
| GHPR: | 1.02% |
| 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% | 0.14% | 1.02% | 5.69% | 25.83% |
| Consecutive Losing Trades | 24 | 22 | 19 | 17 | 15 | 12 | 10 | 7 | 5 | 2 |
Trading Activity (47)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.29.2014 03:46 | 07.29.2014 06:00 | AUDUSD | Sell | 1.97 | 0.9 | - | 0.94075 | 0.93958 | 11.7 | 223.82 | 2h 14m | 1.41% |
| 07.24.2014 00:00 | 07.24.2014 17:00 | AUDUSD | Sell | 1.89 | 0.9 | - | 0.94531 | 0.94121 | 41.0 | 768.47 | 17h 0m | 5.07% |
| 07.18.2014 16:13 | 07.22.2014 03:00 | AUDUSD | Sell | 1.15 | 0.9 | - | 0.93721 | 0.93646 | 7.5 | 65.79 | 3d | 0.44% |
| 07.17.2014 18:00 | 07.17.2014 23:00 | AUDUSD | Sell | 1.52 | 0.9 | - | 0.93726 | 0.93558 | 16.8 | 250.23 | 5h 0m | 1.69% |
| 07.08.2014 00:21 | 07.09.2014 21:19 | AUDUSD | Sell | 1.99 | 0.9 | - | 0.93687 | 0.94161 | -47.4 | -964.32 | 1d | -6.11% |
| 06.30.2014 17:15 | 07.01.2014 08:00 | AUDUSD | Buy | 1.59 | 0.9 | - | 0.94042 | 0.94474 | 43.2 | 688.24 | 14h 45m | 4.56% |
| 05.28.2014 09:33 | 05.28.2014 10:00 | AUDUSD | Sell | 1.69 | 0.9 | - | 0.92577 | 0.92417 | 16.0 | 264.77 | 27m | 1.78% |
| 05.27.2014 17:45 | 05.27.2014 18:00 | AUDUSD | Sell | 1.12 | 0.9 | - | 0.92367 | 0.92471 | -10.4 | -120.20 | 15m | -0.80% |
| 05.14.2014 17:53 | 05.14.2014 18:00 | AUDUSD | Sell | 1.33 | 0.9 | - | 0.93824 | 0.93717 | 10.7 | 137.82 | 7m | 0.93% |
| 04.23.2014 01:15 | 04.23.2014 05:00 | AUDUSD | Sell | 1.51 | 0.9 | - | 0.93627 | 0.9306 | 56.7 | 851.08 | 3h 45m | 6.09% |
| 03.25.2014 00:15 | 03.26.2014 07:30 | AUDUSD | Sell | 1.46 | 0.9 | - | 0.91283 | 0.91892 | -60.9 | -904.47 | 1d | -6.08% |
| 03.24.2014 02:00 | 03.24.2014 05:00 | AUDUSD | Sell | 1.94 | 0.9 | - | 0.90966 | 0.90606 | 36.0 | 692.05 | 3h 0m | 4.88% |
| 10.10.2013 04:15 | 10.10.2013 06:00 | AUDUSD | Sell | 1.35 | 0.9 | - | 0.94291 | 0.93984 | 30.7 | 409.87 | 1h 45m | 2.98% |
| 09.13.2013 11:00 | 09.16.2013 02:00 | AUDUSD | Buy | 1.10 | 0.9 | - | 0.92532 | 0.93365 | 83.3 | 917.30 | 2d | 7.13% |
| 09.12.2013 17:30 | 09.12.2013 18:00 | AUDUSD | Buy | 0.87 | 0.9 | - | 0.92767 | 0.92735 | -3.2 | -30.75 | 30m | -0.24% |
| 09.04.2013 00:45 | 09.04.2013 09:17 | AUDUSD | Sell | 1.44 | 0.9 | - | 0.9055 | 0.9112 | -57.0 | -825.49 | 8h 32m | -6.02% |
| 09.03.2013 05:15 | 09.03.2013 17:12 | AUDUSD | Sell | 1.05 | 0.9 | - | 0.89822 | 0.90651 | -82.9 | -873.85 | 11h 57m | -5.99% |
| 08.26.2013 19:30 | 08.27.2013 04:00 | AUDUSD | Sell | 1.09 | 0.9 | - | 0.90327 | 0.89788 | 53.9 | 576.11 | 8h 30m | 4.11% |
| 07.30.2013 00:00 | 07.30.2013 06:03 | AUDUSD | Buy | 1.52 | 0.9 | - | 0.92066 | 0.91478 | -58.8 | -898.80 | 6h 3m | -6.03% |
| 07.25.2013 03:30 | 07.25.2013 15:00 | AUDUSD | Buy | 1.35 | 0.9 | - | 0.91523 | 0.91832 | 30.9 | 412.70 | 11h 30m | 2.85% |
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