Strategy Settings
| +82.85% |
| 0.17% | |
| 5.13% | |
| Drawdown: | 48.28% |
| Balance: | $18,284.66 |
| Highest: | (Dec 30) $18,284.66 |
| Profit: | $8,284.63 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 02, 2009 |
| Test Ended: | Dec 30, 2009 |
| Timeframe: | 5 Minutes |
| Model Type: | n/a |
| Added: | Jun 04, 2014 at 09:05 |
| Trades: | 196 |
| Profitability: |
|
| Pips: | 427.1 |
| Average Win: | 11.31 pips / $235.18 |
| Average Loss: | -55.00 pips / -$1,165.20 |
| Lots: | 416.46 |
| Commissions: | 0 |
| Longs Won: | (95/113) 84% |
| Shorts Won: | (74/83) 89% |
| Best Trade ($): | (Dec 17) 625.30 |
| Worst Trade ($): | (Dec 07) -1,796.91 |
| Best Trade (Pips): | (Feb 16) 32.0 |
| Worst Trade (Pips): | (Jan 02) -55.0 |
| Avg. Trade Length: | 4h 44m |
| Profit Factor: | 1.26 |
| Standard Deviation: | $509.91 |
| Sharpe Ratio | 0.09 |
| Z-Score (Probability): | -0.32 (-25.11%) |
| Expectancy | 2.2 Pips / $42.27 |
| AHPR: | 0.43% |
| GHPR: | 0.31% |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | 0.01% | 0.09% | 0.46% | 1.72% | 5.0% | 12.36% | 27.03% | 53.92% |
| Consecutive Losing Trades | 16 | 14 | 13 | 11 | 9 | 8 | 6 | 5 | 3 | 2 |
Trading Activity (196)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.30.2009 04:45 | 12.30.2009 15:04 | EURUSD | Sell | 3.66 | 1.4 | - | 1.43139 | 1.43136 | 0.3 | 10.98 | 10h 19m | 0.06% |
| 12.29.2009 11:29 | 12.29.2009 12:45 | EURUSD | Buy | 3.55 | 1.4 | - | 1.442 | 1.44349 | 14.9 | 528.95 | 1h 16m | 2.98% |
| 12.24.2009 14:15 | 12.28.2009 11:28 | EURUSD | Buy | 3.55 | 1.4 | - | 1.43956 | 1.43968 | 1.2 | 34.79 | 3d | 0.20% |
| 12.23.2009 20:51 | 12.24.2009 02:22 | EURUSD | Buy | 3.55 | 1.4 | - | 1.43414 | 1.43418 | 0.4 | 2.48 | 5h 31m | 0.01% |
| 12.17.2009 19:55 | 12.18.2009 00:05 | EURUSD | Sell | 3.51 | 1.4 | - | 1.43397 | 1.43339 | 5.8 | 199.37 | 4h 10m | 1.14% |
| 12.17.2009 13:33 | 12.17.2009 13:55 | EURUSD | Sell | 3.38 | 1.4 | - | 1.4367 | 1.43485 | 18.5 | 625.30 | 22m | 3.70% |
| 12.17.2009 07:36 | 12.17.2009 08:47 | EURUSD | Sell | 3.29 | 1.4 | - | 1.44087 | 1.43945 | 14.2 | 467.18 | 1h 11m | 2.85% |
| 12.15.2009 19:56 | 12.16.2009 01:09 | EURUSD | Sell | 3.29 | 1.5 | - | 1.45235 | 1.45232 | 0.3 | 5.92 | 5h 13m | 0.04% |
| 12.15.2009 15:02 | 12.15.2009 17:11 | EURUSD | Sell | 3.23 | 1.5 | - | 1.45486 | 1.45397 | 8.9 | 287.47 | 2h 9m | 1.78% |
| 12.15.2009 12:50 | 12.15.2009 13:20 | EURUSD | Sell | 3.14 | 1.5 | - | 1.45532 | 1.45389 | 14.3 | 449.02 | 30m | 2.86% |
| 12.14.2009 00:10 | 12.14.2009 00:35 | EURUSD | Sell | 3.08 | 1.5 | - | 1.46256 | 1.46161 | 9.5 | 292.60 | 25m | 1.90% |
| 12.11.2009 18:59 | 12.11.2009 22:59 | EURUSD | Sell | 3.06 | 1.5 | - | 1.46201 | 1.46163 | 3.8 | 116.28 | 4h 0m | 0.76% |
| 12.08.2009 22:28 | 12.09.2009 00:24 | EURUSD | Sell | 3.00 | 1.5 | - | 1.47062 | 1.46969 | 9.3 | 275.40 | 1h 56m | 1.84% |
| 12.07.2009 14:39 | 12.07.2009 15:09 | EURUSD | Sell | 2.90 | 1.5 | - | 1.48059 | 1.47878 | 18.1 | 524.90 | 30m | 3.63% |
| 12.04.2009 22:05 | 12.07.2009 06:42 | EURUSD | Sell | 3.26 | 1.5 | - | 1.48468 | 1.49018 | -55.0 | -1,796.91 | 2d | -11.05% |
| 11.30.2009 06:11 | 11.30.2009 07:46 | EURUSD | Buy | 3.17 | 1.5 | - | 1.5053 | 1.50673 | 14.3 | 453.31 | 1h 35m | 2.87% |
| 11.27.2009 19:07 | 11.27.2009 21:44 | EURUSD | Buy | 3.10 | 1.5 | - | 1.49538 | 1.49644 | 10.6 | 328.60 | 2h 37m | 2.12% |
| 11.27.2009 05:48 | 11.27.2009 06:12 | EURUSD | Sell | 2.99 | 1.5 | - | 1.49484 | 1.49297 | 18.7 | 559.13 | 24m | 3.75% |
| 11.26.2009 21:11 | 11.26.2009 23:48 | EURUSD | Sell | 2.94 | 1.5 | - | 1.50122 | 1.5004 | 8.2 | 241.08 | 2h 37m | 1.64% |
| 11.26.2009 00:24 | 11.26.2009 04:31 | EURUSD | Buy | 2.94 | 1.5 | - | 1.51312 | 1.51318 | 0.6 | 17.64 | 4h 7m | 0.12% |
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