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Strategy Settings
+60488.88% |
1.78% | |
69.56% | |
Drawdown: | 31.58% |
Balance: | $605,888.78 |
Highest: | (Dec 31) $631,087.10 |
Profit: | $604,888.78 |
Deposits: | $1,000.00 |
Test Started: | Jan 02, 2008 |
Test Ended: | Dec 31, 2008 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Jul 24, 2013 at 21:38 |
Trades: | 7,809 |
Profitability: |
|
Pips: | 6,917.1 |
Average Win: | 7.72 pips / $434.13 |
Average Loss: | -14.99 pips / -$750.56 |
Lots: | 37,712.65 |
Commissions: | 0 |
Longs Won: | (2,708/3,841) 70% |
Shorts Won: | (2,750/3,968) 69% |
Best Trade ($): | (Dec 30) 21,096.46 |
Worst Trade ($): | (Dec 31) -9,466.50 |
Best Trade (Pips): | (Jun 03) 69.8 |
Worst Trade (Pips): | (Jan 02) -15.0 |
Avg. Trade Length: | 23m |
Profit Factor: | 1.34 |
Standard Deviation: | $1,521.41 |
Sharpe Ratio | 0.09 |
Z-Score (Probability): | 4.28 (99.99%) |
Expectancy | 0.9 Pips / $77.46 |
AHPR: | 0.09% |
GHPR: | 0.08% |
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% | 1.39% |
Consecutive Losing Trades | 807 | 726 | 646 | 565 | 484 | 404 | 323 | 242 | 161 | 81 |
Trading Activity (7809)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2008 22:55 | 12.31.2008 22:59 | EURUSD | Sell | 61.51 | 1.4 | - | 1.3936 | 1.3951 | -15.0 | -9,226.50 | 4m | -1.50% |
12.31.2008 22:35 | 12.31.2008 22:37 | EURUSD | Buy | 61.40 | 1.4 | - | 1.39622 | 1.3964 | 1.8 | 1,105.20 | 2m | 0.18% |
12.31.2008 22:15 | 12.31.2008 22:20 | EURUSD | Buy | 62.34 | 1.4 | - | 1.39602 | 1.39452 | -15.0 | -9,351.00 | 5m | -1.50% |
12.31.2008 22:10 | 12.31.2008 22:15 | EURUSD | Buy | 62.16 | 1.4 | - | 1.39572 | 1.396 | 2.8 | 1,740.48 | 5m | 0.28% |
12.31.2008 21:55 | 12.31.2008 21:59 | EURUSD | Sell | 63.11 | 1.4 | - | 1.3921 | 1.3936 | -15.0 | -9,466.50 | 4m | -1.50% |
12.31.2008 21:50 | 12.31.2008 21:53 | EURUSD | Sell | 61.22 | 1.4 | - | 1.3951 | 1.39202 | 30.8 | 18,855.76 | 3m | 3.08% |
12.31.2008 21:35 | 12.31.2008 21:36 | EURUSD | Buy | 61.05 | 1.4 | - | 1.39672 | 1.397 | 2.8 | 1,709.40 | 1m | 0.28% |
12.31.2008 21:15 | 12.31.2008 21:25 | EURUSD | Sell | 61.05 | 1.4 | - | 1.3946 | 1.3946 | 0.0 | 0.00 | 10m | 0.00% |
12.31.2008 19:50 | 12.31.2008 19:51 | EURUSD | Sell | 60.94 | 1.4 | - | 1.3933 | 1.39312 | 1.8 | 1,096.92 | 1m | 0.18% |
12.31.2008 19:45 | 12.31.2008 19:46 | EURUSD | Sell | 60.82 | 1.4 | - | 1.3959 | 1.3957 | 2.0 | 1,216.40 | 1m | 0.20% |
12.31.2008 19:30 | 12.31.2008 19:31 | EURUSD | Buy | 60.59 | 1.4 | - | 1.39772 | 1.3981 | 3.8 | 2,302.42 | 1m | 0.38% |
12.31.2008 19:25 | 12.31.2008 19:28 | EURUSD | Buy | 59.41 | 1.4 | - | 1.39522 | 1.3972 | 19.8 | 11,763.18 | 3m | 1.98% |
12.31.2008 19:00 | 12.31.2008 19:01 | EURUSD | Sell | 59.07 | 1.4 | - | 1.3897 | 1.38912 | 5.8 | 3,426.06 | 1m | 0.58% |
12.31.2008 18:55 | 12.31.2008 18:58 | EURUSD | Sell | 57.70 | 1.4 | - | 1.392 | 1.38962 | 23.8 | 13,732.60 | 3m | 2.38% |
12.31.2008 18:50 | 12.31.2008 18:54 | EURUSD | Sell | 56.47 | 1.4 | - | 1.3938 | 1.39162 | 21.8 | 12,310.46 | 4m | 2.18% |
12.31.2008 18:45 | 12.31.2008 18:48 | EURUSD | Sell | 55.05 | 1.4 | - | 1.3968 | 1.39422 | 25.8 | 14,202.90 | 3m | 2.58% |
12.31.2008 18:40 | 12.31.2008 18:44 | EURUSD | Sell | 54.95 | 1.4 | - | 1.3969 | 1.39672 | 1.8 | 989.10 | 4m | 0.18% |
12.31.2008 18:20 | 12.31.2008 18:22 | EURUSD | Sell | 55.79 | 1.4 | - | 1.3958 | 1.3973 | -15.0 | -8,368.50 | 2m | -1.50% |
12.31.2008 18:05 | 12.31.2008 18:12 | EURUSD | Buy | 56.63 | 1.4 | - | 1.39902 | 1.39752 | -15.0 | -8,494.50 | 7m | -1.50% |
12.31.2008 17:25 | 12.31.2008 17:31 | EURUSD | Buy | 57.50 | 1.4 | - | 1.39612 | 1.39462 | -15.0 | -8,625.00 | 6m | -1.50% |
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