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Strategy Settings
+257.44% |
1.51% | |
56.76% | |
Drawdown: | 39.29% |
Balance: | $10,730.91 |
Highest: | (Jan 25) $10,730.91 |
Profit: | $7,730.91 |
Deposits: | $3,000.00 |
Test Started: | Nov 01, 2011 |
Test Ended: | Jan 25, 2012 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Feb 07, 2012 at 07:38 |
Trades: | 300 |
Profitability: |
|
Pips: | 1,010.4 |
Average Win: | 22.63 pips / $158.64 |
Average Loss: | -46.99 pips / -$321.61 |
Lots: | 209.33 |
Commissions: | 0 |
Longs Won: | (97/138) 70% |
Shorts Won: | (120/162) 74% |
Best Trade ($): | (Jan 20) 1,840.32 |
Worst Trade ($): | (Jan 24) -740.00 |
Best Trade (Pips): | (Jan 20) 170.4 |
Worst Trade (Pips): | (Nov 01) -50.0 |
Avg. Trade Length: | 7h 23m |
Profit Factor: | 1.29 |
Standard Deviation: | $276.17 |
Sharpe Ratio | 0.11 |
Z-Score (Probability): | 4.69 (99.99%) |
Expectancy | 3.4 Pips / $25.77 |
AHPR: | 0.56% |
GHPR: | 0.43% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | <0.01% | 0.02% | 0.14% | 0.7% | 2.58% | 7.79% | 20.25% | 47.05% |
Consecutive Losing Trades | 33 | 30 | 27 | 23 | 20 | 17 | 13 | 10 | 7 | 3 |
Trading Activity (300)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.25.2012 20:55 | 01.25.2012 22:52 | EURUSD | Buy | 1.62 | 1.3 | 1.3 | 1.30931 | 1.31001 | 7.0 | 113.40 | 1h 57m | 1.07% |
01.25.2012 15:05 | 01.25.2012 17:52 | EURUSD | Buy | 1.40 | 1.3 | 1.3 | 1.29614 | 1.29644 | 3.0 | 42.00 | 2h 47m | 0.40% |
01.24.2012 22:49 | 01.25.2012 10:59 | EURUSD | Sell | 1.45 | 1.3 | 1.3 | 1.30292 | 1.29892 | 40.0 | 578.21 | 12h 10m | 5.78% |
01.24.2012 17:06 | 01.24.2012 18:53 | EURUSD | Buy | 1.31 | 1.3 | 1.3 | 1.29809 | 1.30209 | 40.0 | 524.00 | 1h 47m | 5.53% |
01.24.2012 10:49 | 01.24.2012 14:45 | EURUSD | Sell | 1.36 | 1.3 | 1.3 | 1.3003 | 1.2963 | 40.0 | 544.00 | 3h 56m | 6.09% |
01.24.2012 13:19 | 01.24.2012 14:41 | EURUSD | Buy | 1.48 | 1.3 | 1.3 | 1.30187 | 1.29687 | -50.0 | -740.00 | 1h 22m | -7.65% |
01.24.2012 09:32 | 01.24.2012 10:27 | EURUSD | Buy | 1.42 | 1.3 | 1.3 | 1.30281 | 1.30421 | 14.0 | 198.80 | 55m | 2.10% |
01.24.2012 08:42 | 01.24.2012 10:11 | EURUSD | Sell | 1.43 | 1.3 | 1.3 | 1.30056 | 1.30556 | -50.0 | -715.00 | 1h 29m | -7.02% |
01.24.2012 06:34 | 01.24.2012 08:07 | EURUSD | Buy | 1.44 | 1.3 | 1.3 | 1.30063 | 1.30093 | 3.0 | 43.20 | 1h 33m | 0.43% |
01.23.2012 22:58 | 01.24.2012 06:35 | EURUSD | Sell | 1.44 | 1.3 | 1.3 | 1.30138 | 1.30088 | 5.0 | 70.22 | 7h 37m | 0.70% |
01.23.2012 20:56 | 01.23.2012 22:56 | EURUSD | Buy | 1.41 | 1.3 | 1.3 | 1.30098 | 1.30168 | 7.0 | 98.70 | 2h 0m | 0.99% |
01.23.2012 18:06 | 01.23.2012 21:03 | EURUSD | Sell | 1.25 | 1.3 | 1.3 | 1.30292 | 1.30242 | 5.0 | 62.50 | 2h 57m | 0.63% |
01.23.2012 10:28 | 01.23.2012 11:51 | EURUSD | Buy | 1.44 | 1.3 | 1.3 | 1.29339 | 1.29739 | 40.0 | 576.00 | 1h 23m | 6.17% |
01.23.2012 03:15 | 01.23.2012 09:20 | EURUSD | Buy | 1.36 | 1.3 | 1.3 | 1.2899 | 1.2939 | 40.0 | 544.00 | 6h 5m | 6.19% |
01.20.2012 19:03 | 01.23.2012 00:00 | EURUSD | Sell | 1.27 | 1.3 | 1.3 | 1.29254 | 1.28854 | 40.0 | 506.43 | 2d | 6.11% |
01.20.2012 12:18 | 01.20.2012 18:00 | EURUSD | Sell | 1.38 | 1.3 | 1.3 | 1.28992 | 1.29492 | -50.0 | -690.00 | 5h 42m | -7.69% |
01.20.2012 13:41 | 01.20.2012 16:50 | EURUSD | Buy | 1.21 | 1.3 | 1.3 | 1.29233 | 1.29243 | 1.0 | 12.10 | 3h 9m | 0.14% |
01.20.2012 08:02 | 01.20.2012 09:43 | EURUSD | Sell | 1.18 | 1.3 | 1.3 | 1.29704 | 1.29304 | 40.0 | 472.00 | 1h 41m | 5.56% |
01.20.2012 05:28 | 01.20.2012 07:07 | EURUSD | Buy | 1.08 | 1.3 | 1.3 | 1.27976 | 1.2968 | 170.4 | 1,840.32 | 1h 39m | 27.67% |
01.13.2012 12:54 | 01.20.2012 05:28 | EURUSD | Sell | 1.12 | 1.3 | 1.3 | 1.27831 | 1.28331 | -50.0 | -569.69 | 6d | -7.89% |
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