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Strategy Settings
| +48.89M% |
| 0.29% | |
| 8.98% | |
| Drawdown: | 39.82% |
| Balance: | $48,886,505.71 |
| Highest: | (Jul 10) $48,886,505.71 |
| Profit: | $48,886,405.69 |
| Deposits: | $100.00 |
| Test Started: | Jan 04, 2001 |
| Test Ended: | Jul 10, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Aug 01, 2014 at 03:14 |
| Trades: | 3,403 |
| Profitability: |
|
| Pips: | 4,972.4 |
| Average Win: | 4.13 pips / $38,562.10 |
| Average Loss: | -4.77 pips / -$42,163.80 |
| Lots: | 3,287,662.39 |
| Commissions: | 0 |
| Longs Won: | (1,055/1,501) 70% |
| Shorts Won: | (1,328/1,902) 69% |
| Best Trade ($): | (Aug 07) 5,876,011.02 |
| Worst Trade ($): | (Apr 15) -2,796,857.05 |
| Best Trade (Pips): | (Aug 07) 75.9 |
| Worst Trade (Pips): | (May 06) -86.9 |
| Avg. Trade Length: | 22m |
| Profit Factor: | 2.14 |
| Standard Deviation: | $206,181.51 |
| Sharpe Ratio | 0.15 |
| Z-Score (Probability): | -0.90 (-63.20%) |
| Expectancy | 1.5 Pips / $14,365.68 |
| AHPR: | 0.44% |
| GHPR: | 0.39% |
| 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% | 0.06% | 3.1% |
| Consecutive Losing Trades | 1160 | 1044 | 928 | 812 | 696 | 580 | 464 | 348 | 232 | 116 |
Trading Activity (3403)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.10.2013 18:51 | 07.10.2013 18:51 | EURUSD | Sell | 8340.98 | 1.3 | - | 1.28689 | 1.28688 | 0.1 | 8,340.98 | 0s | 0.02% |
| 03.21.2013 08:29 | 03.21.2013 08:29 | EURUSD | Sell | 9355.86 | 1.3 | - | 1.29149 | 1.28918 | 23.1 | 2,161,203.66 | 0s | 4.63% |
| 06.01.2012 13:11 | 06.01.2012 13:23 | EURUSD | Buy | 8578.74 | 1.2 | - | 1.23581 | 1.237 | 11.9 | 1,020,870.06 | 12m | 2.23% |
| 01.05.2012 14:42 | 01.05.2012 14:42 | EURUSD | Sell | 9419.93 | 1.3 | - | 1.27859 | 1.27868 | -0.9 | -84,779.37 | 0s | -0.19% |
| 11.30.2011 15:06 | 11.30.2011 15:07 | EURUSD | Sell | 8685.42 | 1.3 | - | 1.34649 | 1.34638 | 1.1 | 95,539.62 | 1m | 0.21% |
| 11.30.2011 13:56 | 11.30.2011 13:57 | EURUSD | Buy | 7797.46 | 1.3 | - | 1.34881 | 1.3488 | -0.1 | -7,797.46 | 1m | -0.02% |
| 11.04.2011 13:08 | 11.04.2011 13:08 | EURUSD | Sell | 7610.02 | 1.4 | - | 1.37899 | 1.37888 | 1.1 | 83,710.22 | 0s | 0.18% |
| 11.03.2011 13:51 | 11.03.2011 13:51 | EURUSD | Sell | 6215.79 | 1.4 | - | 1.37049 | 1.37038 | 1.1 | 68,373.69 | 0s | 0.15% |
| 11.02.2011 17:02 | 11.02.2011 17:03 | EURUSD | Sell | 9619.31 | 1.4 | - | 1.37289 | 1.37148 | 14.1 | 1,356,322.71 | 1m | 3.07% |
| 11.01.2011 12:05 | 11.01.2011 12:05 | EURUSD | Sell | 9652.23 | 1.4 | - | 1.36559 | 1.36508 | 5.1 | 492,263.73 | 0s | 1.13% |
| 10.20.2011 14:42 | 10.20.2011 14:42 | EURUSD | Sell | 9113.35 | 1.4 | - | 1.37119 | 1.37118 | 0.1 | 9,113.35 | 0s | 0.02% |
| 10.06.2011 12:20 | 10.06.2011 12:20 | EURUSD | Sell | 8214.75 | 1.3 | - | 1.32489 | 1.32498 | -0.9 | -73,932.75 | 0s | -0.17% |
| 09.13.2011 11:47 | 09.13.2011 11:47 | EURUSD | Sell | 9428.41 | 1.4 | - | 1.36559 | 1.36378 | 18.1 | 1,706,542.21 | 0s | 4.06% |
| 09.09.2011 09:19 | 09.09.2011 09:21 | EURUSD | Sell | 9308.06 | 1.4 | - | 1.38269 | 1.38278 | -0.9 | -83,772.54 | 2m | -0.20% |
| 09.07.2011 12:34 | 09.07.2011 12:34 | EURUSD | Sell | 9170.97 | 1.4 | - | 1.40229 | 1.40228 | 0.1 | 9,170.97 | 0s | 0.02% |
| 08.26.2011 14:41 | 08.26.2011 14:41 | EURUSD | Sell | 8531.42 | 1.4 | - | 1.43359 | 1.43348 | 1.1 | 93,845.62 | 0s | 0.22% |
| 08.11.2011 14:46 | 08.11.2011 14:46 | EURUSD | Buy | 8752.30 | 1.4 | - | 1.42411 | 1.4242 | 0.9 | 78,770.70 | 0s | 0.19% |
| 08.07.2011 22:00 | 08.07.2011 22:00 | EURUSD | Buy | 7741.78 | 1.4 | - | 1.42981 | 1.4374 | 75.9 | 5,876,011.02 | 0s | 16.29% |
| 08.05.2011 12:24 | 08.05.2011 12:24 | EURUSD | Buy | 9143.37 | 1.4 | - | 1.41801 | 1.4182 | 1.9 | 173,724.03 | 0s | 0.48% |
| 08.04.2011 20:16 | 08.04.2011 20:24 | EURUSD | Sell | 9806.87 | 1.4 | - | 1.40999 | 1.40998 | 0.1 | 9,806.87 | 8m | 0.03% |
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