Strategy Settings
| +106305.19% |
| 0.15% | |
| 4.5% | |
| Drawdown: | 34.93% |
| Balance: | $10,640,518.86 |
| Highest: | (Oct 01) $10,824,175.36 |
| Profit: | $10,630,518.84 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 03, 2000 |
| Test Ended: | Jan 02, 2013 |
| Timeframe: | 5 Minutes |
| Model Type: | n/a |
| Added: | Jun 03, 2014 at 15:19 |
| Trades: | 2,360 |
| Profitability: |
|
| Pips: | 13,509.7 |
| Average Win: | 10.44 pips / $8,680.76 |
| Average Loss: | -55.00 pips / -$49,296.17 |
| Lots: | 205,526.23 |
| Commissions: | 0 |
| Longs Won: | (1,130/1,229) 91% |
| Shorts Won: | (1,060/1,131) 93% |
| Best Trade ($): | (Sep 19) 59,885.70 |
| Worst Trade ($): | (Jun 09) -55,752.30 |
| Best Trade (Pips): | (Sep 19) 60.5 |
| Worst Trade (Pips): | (Jan 03) -55.0 |
| Avg. Trade Length: | 4h 29m |
| Profit Factor: | 2.27 |
| Standard Deviation: | $16,870.71 |
| Sharpe Ratio | 0.22 |
| Z-Score (Probability): | -1.23 (-78.26%) |
| Expectancy | 5.7 Pips / $4,504.46 |
| AHPR: | 0.31% |
| GHPR: | 0.30% |
| 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 | 216 | 194 | 173 | 151 | 130 | 108 | 86 | 65 | 43 | 22 |
Trading Activity (2360)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01.02.2013 07:07 | 01.02.2013 10:02 | EURUSD | Buy | 100.00 | 1.3 | - | 1.32707 | 1.32769 | 6.2 | 5,654.70 | 2h 55m | 0.05% |
| 12.28.2012 15:29 | 12.31.2012 10:10 | EURUSD | Sell | 100.00 | 1.3 | - | 1.31866 | 1.31857 | 0.9 | 285.70 | 2d | 0.00% |
| 12.27.2012 13:39 | 12.27.2012 15:21 | EURUSD | Buy | 100.00 | 1.3 | - | 1.32643 | 1.32691 | 4.8 | 4,254.70 | 1h 42m | 0.04% |
| 12.19.2012 17:55 | 12.20.2012 00:20 | EURUSD | Buy | 100.00 | 1.3 | - | 1.32869 | 1.32319 | -55.0 | -55,422.30 | 6h 25m | -0.52% |
| 12.19.2012 15:10 | 12.19.2012 15:25 | EURUSD | Buy | 100.00 | 1.3 | - | 1.32712 | 1.32815 | 10.3 | 9,754.70 | 15m | 0.09% |
| 12.18.2012 22:55 | 12.19.2012 00:48 | EURUSD | Buy | 100.00 | 1.3 | - | 1.32181 | 1.32264 | 8.3 | 7,795.70 | 1h 53m | 0.07% |
| 12.14.2012 22:25 | 12.15.2012 00:28 | EURUSD | Buy | 100.00 | 1.3 | - | 1.31598 | 1.31607 | 0.9 | 354.70 | 2h 3m | 0.00% |
| 12.12.2012 23:01 | 12.13.2012 06:34 | EURUSD | Buy | 100.00 | 1.3 | - | 1.30764 | 1.30769 | 0.5 | 77.70 | 7h 33m | 0.00% |
| 12.03.2012 08:10 | 12.03.2012 10:57 | EURUSD | Buy | 100.00 | 1.3 | - | 1.30328 | 1.30335 | 0.7 | 154.70 | 2h 47m | 0.00% |
| 11.22.2012 04:25 | 11.22.2012 10:01 | EURUSD | Buy | 100.00 | 1.3 | - | 1.28498 | 1.28504 | 0.6 | 54.70 | 5h 36m | 0.00% |
| 11.21.2012 10:39 | 11.21.2012 16:19 | EURUSD | Sell | 100.00 | 1.3 | - | 1.27605 | 1.28155 | -55.0 | -55,545.30 | 5h 40m | -0.52% |
| 11.21.2012 09:20 | 11.21.2012 10:13 | EURUSD | Sell | 100.00 | 1.3 | - | 1.27576 | 1.27467 | 10.9 | 10,354.70 | 53m | 0.10% |
| 11.19.2012 20:55 | 11.19.2012 22:44 | EURUSD | Buy | 100.00 | 1.3 | - | 1.28004 | 1.28068 | 6.4 | 5,854.70 | 1h 49m | 0.05% |
| 11.07.2012 18:39 | 11.08.2012 02:24 | EURUSD | Sell | 100.00 | 1.3 | - | 1.27637 | 1.27628 | 0.9 | 147.70 | 7h 45m | 0.00% |
| 11.07.2012 11:11 | 11.07.2012 15:02 | EURUSD | Buy | 100.00 | 1.3 | - | 1.28586 | 1.28036 | -55.0 | -55,545.30 | 3h 51m | -0.52% |
| 11.02.2012 20:10 | 11.02.2012 20:39 | EURUSD | Sell | 100.00 | 1.3 | - | 1.28455 | 1.28392 | 6.3 | 5,754.70 | 29m | 0.05% |
| 10.24.2012 14:20 | 10.25.2012 09:49 | EURUSD | Sell | 100.00 | 1.3 | - | 1.29398 | 1.29948 | -55.0 | -55,752.30 | 19h 29m | -0.52% |
| 10.23.2012 20:18 | 10.23.2012 22:14 | EURUSD | Sell | 100.00 | 1.3 | - | 1.29732 | 1.29667 | 6.5 | 5,954.70 | 1h 56m | 0.06% |
| 10.16.2012 17:14 | 10.16.2012 19:27 | EURUSD | Buy | 100.00 | 1.3 | - | 1.30428 | 1.30435 | 0.7 | 154.70 | 2h 13m | 0.00% |
| 10.11.2012 18:19 | 10.12.2012 00:15 | EURUSD | Buy | 100.00 | 1.3 | - | 1.29278 | 1.29296 | 1.8 | 1,295.70 | 5h 56m | 0.01% |
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