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Strategy Settings
+102.71% |
0.24% | |
7.5% | |
Drawdown: | 29.04% |
Balance: | $2,027.06 |
Highest: | (Jan 15) $2,027.06 |
Profit: | $1,027.06 |
Deposits: | $1,000.00 |
Test Started: | Mar 28, 2011 |
Test Ended: | Jan 15, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Control Points |
Added: | Jan 17, 2012 at 22:02 |
Trades: | 141 |
Profitability: |
|
Pips: | 1,036.7 |
Average Win: | 18.91 pips / $18.85 |
Average Loss: | -35.42 pips / -$35.50 |
Lots: | 14.10 |
Commissions: | 0 |
Longs Won: | (60/76) 78% |
Shorts Won: | (51/65) 78% |
Best Trade ($): | (Mar 31) 25.00 |
Worst Trade ($): | (Apr 20) -150.16 |
Best Trade (Pips): | (Mar 31) 25.0 |
Worst Trade (Pips): | (Apr 18) -150.0 |
Avg. Trade Length: | 5h 46m |
Profit Factor: | 1.96 |
Standard Deviation: | $32.01 |
Sharpe Ratio | 0.20 |
Z-Score (Probability): | 0.32 (25.10%) |
Expectancy | 7.4 Pips / $7.28 |
AHPR: | 0.54% |
GHPR: | 0.50% |
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% | 0.17% | 4.93% |
Consecutive Losing Trades | 57 | 51 | 46 | 40 | 34 | 29 | 23 | 17 | 11 | 6 |
Trading Activity (141)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.15.2012 22:30 | 01.15.2012 23:59 | EURUSD | Buy | 0.10 | 1.2 | 1.3 | 1.2639 | 1.2647 | 8.0 | 8.00 | 1h 29m | 0.40% |
01.12.2012 21:45 | 01.13.2012 04:30 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.28173 | 1.28245 | 7.2 | 7.10 | 6h 45m | 0.35% |
01.11.2012 20:30 | 01.12.2012 01:45 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.27085 | 1.27036 | 4.9 | 4.42 | 5h 15m | 0.22% |
01.06.2012 03:15 | 01.06.2012 05:00 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.27959 | 1.2783 | 12.9 | 12.90 | 1h 45m | 0.65% |
01.03.2012 21:30 | 01.04.2012 07:15 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30479 | 1.30417 | -6.2 | -6.30 | 9h 45m | -0.31% |
01.03.2012 08:45 | 01.03.2012 09:35 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.29778 | 1.30028 | 25.0 | 25.00 | 50m | 1.27% |
12.29.2011 14:45 | 12.30.2011 02:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29147 | 1.29447 | -30.0 | -30.16 | 11h 45m | -1.50% |
12.27.2011 22:00 | 12.28.2011 09:00 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3068 | 1.30742 | 6.2 | 6.10 | 11h 0m | 0.31% |
12.21.2011 05:30 | 12.21.2011 08:09 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31049 | 1.31299 | 25.0 | 25.00 | 2h 39m | 1.27% |
12.15.2011 03:30 | 12.15.2011 09:15 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29959 | 1.29877 | 8.2 | 8.20 | 5h 45m | 0.42% |
12.14.2011 23:45 | 12.15.2011 02:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29884 | 1.29841 | 4.3 | 3.82 | 2h 45m | 0.19% |
12.14.2011 17:15 | 12.14.2011 19:09 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30014 | 1.29764 | 25.0 | 25.00 | 1h 54m | 1.29% |
12.14.2011 06:15 | 12.14.2011 07:45 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30446 | 1.30296 | 15.0 | 15.00 | 1h 30m | 0.78% |
12.13.2011 03:15 | 12.13.2011 07:32 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.31921 | 1.31671 | 25.0 | 25.00 | 4h 17m | 1.32% |
12.08.2011 19:15 | 12.09.2011 03:15 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.33411 | 1.33265 | 14.6 | 14.44 | 8h 0m | 0.77% |
12.06.2011 07:00 | 12.06.2011 07:14 | EURUSD | Sell | 0.10 | 1.4 | 1.3 | 1.33825 | 1.33575 | 25.0 | 25.00 | 14m | 1.35% |
12.04.2011 22:45 | 12.05.2011 18:45 | EURUSD | Sell | 0.10 | 1.4 | 1.3 | 1.3418 | 1.34251 | -7.1 | -7.26 | 20h 0m | -0.39% |
12.01.2011 08:00 | 12.01.2011 09:25 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.34419 | 1.34669 | 25.0 | 25.00 | 1h 25m | 1.36% |
12.01.2011 02:45 | 12.01.2011 04:39 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.34352 | 1.34602 | 25.0 | 25.00 | 1h 54m | 1.38% |
11.30.2011 18:15 | 12.01.2011 01:04 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.34306 | 1.34556 | 25.0 | 24.70 | 6h 49m | 1.38% |
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