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Strategy Settings
+22.86% |
0.07% | |
2.21% | |
Drawdown: | 19.51% |
Balance: | $1,228.62 |
Highest: | (Nov 17) $1,467.32 |
Profit: | $228.62 |
Deposits: | $1,000.00 |
Test Started: | Apr 04, 2011 |
Test Ended: | Jan 11, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Control Points |
Added: | Jan 17, 2012 at 21:25 |
Trades: | 36 |
Profitability: |
|
Pips: | 232.4 |
Average Win: | 49.67 pips / $49.57 |
Average Loss: | -70.00 pips / -$70.11 |
Lots: | 3.60 |
Commissions: | 0 |
Longs Won: | (14/22) 63% |
Shorts Won: | (9/14) 64% |
Best Trade ($): | (Sep 06) 159.90 |
Worst Trade ($): | (Apr 28) -70.48 |
Best Trade (Pips): | (Sep 06) 160.0 |
Worst Trade (Pips): | (Apr 18) -70.0 |
Avg. Trade Length: | 12h 36m |
Profit Factor: | 1.25 |
Standard Deviation: | $68.95 |
Sharpe Ratio | 0.13 |
Z-Score (Probability): | 1.80 (92.81%) |
Expectancy | 6.5 Pips / $6.35 |
AHPR: | 0.72% |
GHPR: | 0.57% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | 0.06% | 0.59% | 2.15% | 5.38% | 10.97% | 19.61% | 32.07% | 49.09% | 71.46% |
Consecutive Losing Trades | 18 | 16 | 14 | 12 | 11 | 9 | 7 | 5 | 4 | 2 |
Trading Activity (36)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.11.2012 00:00 | 01.11.2012 12:05 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.27544 | 1.26844 | -70.0 | -70.00 | 12h 5m | -5.39% |
01.09.2012 00:00 | 01.09.2012 16:16 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.26798 | 1.27213 | 41.5 | 41.50 | 16h 16m | 3.30% |
01.03.2012 01:00 | 01.03.2012 10:01 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29518 | 1.30218 | -70.0 | -70.00 | 9h 1m | -5.27% |
12.27.2011 01:00 | 12.28.2011 14:41 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30602 | 1.29902 | -70.0 | -70.10 | 1d | -5.02% |
12.13.2011 23:00 | 12.14.2011 12:47 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30347 | 1.29647 | -70.0 | -70.10 | 13h 47m | -4.78% |
11.17.2011 00:00 | 11.17.2011 08:33 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.34401 | 1.34585 | 18.4 | 18.40 | 8h 33m | 1.27% |
11.13.2011 23:00 | 11.14.2011 13:42 | EURUSD | Sell | 0.10 | 1.4 | 1.4 | 1.37763 | 1.3667 | 109.3 | 109.14 | 14h 42m | 8.15% |
10.30.2011 23:00 | 10.31.2011 02:13 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.41439 | 1.40739 | -70.0 | -70.10 | 3h 13m | -4.97% |
10.03.2011 23:00 | 10.04.2011 17:56 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31942 | 1.3251 | 56.8 | 56.70 | 18h 56m | 4.19% |
09.26.2011 01:00 | 09.26.2011 13:18 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.34193 | 1.3475 | 55.7 | 55.70 | 12h 18m | 4.29% |
09.21.2011 23:00 | 09.22.2011 07:53 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.35849 | 1.35149 | -70.0 | -70.30 | 8h 53m | -5.14% |
09.19.2011 23:00 | 09.20.2011 12:35 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.36024 | 1.36925 | 90.1 | 90.00 | 13h 35m | 7.04% |
09.18.2011 23:00 | 09.19.2011 13:18 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.37019 | 1.36319 | -70.0 | -70.10 | 14h 18m | -5.20% |
09.05.2011 23:00 | 09.06.2011 08:02 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.40647 | 1.42247 | 160.0 | 159.90 | 9h 2m | 13.46% |
09.04.2011 23:00 | 09.05.2011 13:51 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.41533 | 1.40833 | -70.0 | -70.10 | 14h 51m | -5.57% |
08.17.2011 01:00 | 08.17.2011 14:08 | EURUSD | Buy | 0.10 | 1.4 | 1.5 | 1.43765 | 1.44858 | 109.3 | 109.30 | 13h 8m | 9.51% |
08.15.2011 01:00 | 08.15.2011 12:53 | EURUSD | Sell | 0.10 | 1.4 | 1.4 | 1.42994 | 1.43694 | -70.0 | -70.00 | 11h 53m | -5.74% |
08.09.2011 23:00 | 08.10.2011 07:38 | EURUSD | Sell | 0.10 | 1.4 | 1.4 | 1.43821 | 1.43777 | 4.4 | 4.24 | 8h 38m | 0.35% |
08.07.2011 23:00 | 08.08.2011 01:16 | EURUSD | Sell | 0.10 | 1.4 | 1.4 | 1.42919 | 1.43619 | -70.0 | -70.16 | 2h 16m | -5.46% |
07.20.2011 23:00 | 07.21.2011 10:58 | EURUSD | Sell | 0.10 | 1.4 | 1.4 | 1.4268 | 1.4175 | 93.0 | 92.52 | 11h 58m | 7.76% |
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