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Strategy Settings
+188.48% |
0.36% | |
11.5% | |
Drawdown: | 20.40% |
Balance: | $2,884.84 |
Highest: | (Jan 15) $2,884.84 |
Profit: | $1,884.84 |
Deposits: | $1,000.00 |
Test Started: | Mar 29, 2011 |
Test Ended: | Jan 15, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jan 16, 2012 at 21:21 |
Trades: | 77 |
Profitability: |
|
Pips: | 1,895.1 |
Average Win: | 137.64 pips / $137.36 |
Average Loss: | -29.73 pips / -$29.79 |
Lots: | 7.70 |
Commissions: | 0 |
Longs Won: | (8/31) 25% |
Shorts Won: | (17/46) 36% |
Best Trade ($): | (Sep 09) 299.84 |
Worst Trade ($): | (Dec 16) -30.80 |
Best Trade (Pips): | (Sep 09) 300.0 |
Worst Trade (Pips): | (Mar 30) -30.0 |
Avg. Trade Length: | 22h 47m |
Profit Factor: | 2.22 |
Standard Deviation: | $97.16 |
Sharpe Ratio | 0.25 |
Z-Score (Probability): | 1.50 (86.63%) |
Expectancy | 24.6 Pips / $24.48 |
AHPR: | 1.56% |
GHPR: | 1.39% |
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% | 0.05% | 0.53% | 3.75% | 21.23% |
Consecutive Losing Trades | 97 | 87 | 77 | 68 | 58 | 48 | 39 | 29 | 19 | 10 |
Trading Activity (77)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.13.2012 10:45 | 01.15.2012 23:59 | EURUSD | Sell | 0.10 | 1.3 | 1.2 | 1.27823 | 1.26489 | 133.4 | 133.40 | 2d | 4.85% |
01.12.2012 14:30 | 01.13.2012 10:45 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.27983 | 1.27823 | -16.0 | -16.10 | 20h 15m | -0.58% |
01.05.2012 08:50 | 01.09.2012 08:35 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.28882 | 1.27649 | 123.3 | 122.98 | 3d | 4.65% |
01.04.2012 15:40 | 01.04.2012 16:33 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29015 | 1.29315 | -30.0 | -30.00 | 53m | -1.12% |
12.28.2011 14:25 | 12.29.2011 16:59 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30271 | 1.29472 | 79.9 | 79.42 | 1d | 3.06% |
12.22.2011 10:35 | 12.22.2011 11:49 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3044 | 1.3074 | -30.0 | -30.00 | 1h 14m | -1.14% |
12.22.2011 08:20 | 12.22.2011 10:09 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31134 | 1.30834 | -30.0 | -30.00 | 1h 49m | -1.13% |
12.16.2011 14:45 | 12.20.2011 09:52 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30288 | 1.30588 | -30.0 | -30.32 | 3d | -1.13% |
12.13.2011 19:44 | 12.16.2011 12:34 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30402 | 1.30702 | -30.0 | -30.80 | 2d | -1.13% |
12.12.2011 07:50 | 12.13.2011 19:44 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.33048 | 1.30438 | 261.0 | 260.84 | 1d | 10.62% |
12.08.2011 14:10 | 12.08.2011 20:26 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.33339 | 1.33639 | -30.0 | -30.00 | 6h 16m | -1.21% |
12.05.2011 18:55 | 12.06.2011 11:01 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3394 | 1.3424 | -30.0 | -30.16 | 16h 6m | -1.20% |
12.02.2011 15:45 | 12.05.2011 09:56 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.34309 | 1.34609 | -30.0 | -30.16 | 2d | -1.18% |
11.29.2011 10:15 | 11.29.2011 11:59 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.33999 | 1.33699 | -30.0 | -30.00 | 1h 44m | -1.16% |
11.23.2011 10:20 | 11.27.2011 22:00 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.33911 | 1.33006 | 90.5 | 89.86 | 4d | 3.61% |
11.16.2011 08:45 | 11.16.2011 10:37 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.35317 | 1.35017 | -30.0 | -30.00 | 1h 52m | -1.19% |
11.10.2011 08:50 | 11.14.2011 11:12 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.35595 | 1.36702 | 110.7 | 110.50 | 4d | 4.59% |
11.09.2011 09:20 | 11.10.2011 08:50 | EURUSD | Sell | 0.10 | 1.4 | 1.3 | 1.37439 | 1.35595 | 184.4 | 183.92 | 23h 30m | 8.28% |
11.08.2011 18:55 | 11.09.2011 07:07 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.38374 | 1.38074 | -30.0 | -30.10 | 12h 12m | -1.34% |
11.08.2011 15:25 | 11.08.2011 18:47 | EURUSD | Sell | 0.10 | 1.4 | 1.3 | 1.37879 | 1.38179 | -30.0 | -30.00 | 3h 22m | -1.31% |
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