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Strategy Settings
+3.53% |
0.04% | |
1.2% | |
Drawdown: | 2.83% |
Balance: | $25,882.47 |
Highest: | (Mar 09) $26,259.14 |
Profit: | $882.47 |
Deposits: | $25,000.00 |
Test Started: | Jan 02, 2012 |
Test Ended: | Mar 29, 2012 |
Timeframe: | 4 Hours |
Model Type: | n/a |
Added: | Jun 24, 2013 at 09:08 |
Trades: | 37 |
Profitability: |
|
Pips: | 327.7 |
Average Win: | 54.29 pips / $176.97 |
Average Loss: | -29.76 pips / -$106.30 |
Lots: | 12.43 |
Commissions: | 0 |
Longs Won: | (13/24) 54% |
Shorts Won: | (4/13) 30% |
Best Trade ($): | (Feb 24) 763.71 |
Worst Trade ($): | (Feb 14) -227.33 |
Best Trade (Pips): | (Feb 24) 187.1 |
Worst Trade (Pips): | (Feb 14) -79.5 |
Avg. Trade Length: | 18h 28m |
Profit Factor: | 1.42 |
Standard Deviation: | $192.60 |
Sharpe Ratio | 0.10 |
Z-Score (Probability): | 0.04 (3.19%) |
Expectancy | 8.9 Pips / $23.85 |
AHPR: | 0.10% |
GHPR: | 0.09% |
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% | 3.04% |
Consecutive Losing Trades | 243 | 219 | 195 | 170 | 146 | 122 | 97 | 73 | 49 | 24 |
Trading Activity (37)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.29.2012 12:00 | 03.29.2012 22:19 | CHFJPY | Sell | 0.33 | - | - | 91.064 | 90.892 | 17.2 | 57.97 | 10h 19m | 0.22% |
03.27.2012 16:00 | 03.28.2012 00:00 | CHFJPY | Buy | 0.50 | - | - | 92.03 | 91.838 | -19.2 | -99.20 | 8h 0m | -0.38% |
03.26.2012 20:00 | 03.27.2012 12:00 | CHFJPY | Buy | 0.24 | - | - | 91.617 | 91.599 | -1.8 | -4.95 | 16h 0m | -0.02% |
03.22.2012 12:00 | 03.23.2012 04:00 | CHFJPY | Sell | 0.14 | - | - | 90.374 | 90.641 | -26.7 | -38.28 | 16h 0m | -0.15% |
03.19.2012 20:00 | 03.21.2012 16:11 | CHFJPY | Buy | 0.24 | - | - | 91.582 | 91.886 | 30.4 | 73.46 | 1d | 0.28% |
03.19.2012 00:00 | 03.19.2012 12:00 | CHFJPY | Buy | 0.31 | - | - | 91.072 | 90.578 | -49.4 | -156.46 | 12h 0m | -0.60% |
03.16.2012 00:00 | 03.16.2012 20:00 | CHFJPY | Buy | 0.43 | - | - | 90.496 | 90.93 | 43.4 | 190.66 | 20h 0m | 0.74% |
03.15.2012 08:00 | 03.15.2012 16:00 | CHFJPY | Buy | 0.43 | - | - | 90.296 | 89.953 | -34.3 | -150.69 | 8h 0m | -0.58% |
03.14.2012 16:00 | 03.14.2012 20:00 | CHFJPY | Buy | 0.47 | - | - | 90.179 | 89.833 | -34.6 | -166.15 | 4h 0m | -0.63% |
03.13.2012 00:00 | 03.13.2012 08:00 | CHFJPY | Buy | 0.43 | - | - | 89.754 | 89.565 | -18.9 | -83.03 | 8h 0m | -0.32% |
03.08.2012 08:00 | 03.09.2012 08:20 | CHFJPY | Buy | 0.22 | - | - | 88.924 | 89.461 | 53.7 | 120.21 | 1d | 0.46% |
03.06.2012 12:00 | 03.07.2012 12:00 | CHFJPY | Sell | 0.25 | - | - | 88.441 | 88.082 | 35.9 | 91.47 | 1d | 0.35% |
03.05.2012 08:00 | 03.05.2012 16:00 | CHFJPY | Sell | 0.34 | - | - | 88.931 | 89.351 | -42.0 | -145.84 | 8h 0m | -0.56% |
02.27.2012 20:00 | 02.28.2012 08:00 | CHFJPY | Sell | 0.14 | - | - | 89.423 | 89.805 | -38.2 | -54.72 | 12h 0m | -0.21% |
02.23.2012 12:00 | 02.24.2012 20:00 | CHFJPY | Buy | 0.40 | - | - | 88.516 | 90.387 | 187.1 | 763.71 | 1d | 3.00% |
02.22.2012 08:00 | 02.23.2012 04:00 | CHFJPY | Buy | 0.39 | - | - | 87.729 | 88.074 | 34.5 | 134.84 | 20h 0m | 0.53% |
02.20.2012 12:00 | 02.21.2012 12:00 | CHFJPY | Buy | 0.32 | - | - | 87.023 | 87.535 | 51.2 | 166.67 | 1d | 0.66% |
02.16.2012 20:00 | 02.17.2012 20:00 | CHFJPY | Buy | 0.20 | - | - | 85.675 | 86.453 | 77.8 | 158.52 | 1d | 0.63% |
02.15.2012 20:00 | 02.16.2012 12:00 | CHFJPY | Sell | 0.27 | - | - | 84.786 | 84.921 | -13.5 | -37.81 | 16h 0m | -0.15% |
02.15.2012 04:00 | 02.15.2012 15:16 | CHFJPY | Buy | 0.45 | - | - | 85.327 | 84.948 | -37.9 | -174.24 | 11h 16m | -0.69% |
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