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Strategy Settings
| +671.9% |
| 0.11% | |
| 3.2% | |
| Drawdown: | 25.24% |
| Balance: | $7,719.07 |
| Highest: | (May 01) $7,719.07 |
| Profit: | $6,719.02 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 03, 2011 |
| Test Ended: | May 01, 2016 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Oct 29, 2016 at 13:11 |
| Trades: | 1,371 |
| Profitability: |
|
| Pips: | 3,144.6 |
| Average Win: | 5.03 pips / $10.89 |
| Average Loss: | -6.42 pips / -$14.15 |
| Lots: | 274.20 |
| Commissions: | 0 |
| Longs Won: | (542/688) 78% |
| Shorts Won: | (501/683) 73% |
| Best Trade ($): | (Aug 04) 78.23 |
| Worst Trade ($): | (Jul 13) -145.80 |
| Best Trade (Pips): | (Oct 08) 34.9 |
| Worst Trade (Pips): | (Jul 13) -59.2 |
| Avg. Trade Length: | 1h 2m |
| Profit Factor: | 2.45 |
| Standard Deviation: | $15.36 |
| Sharpe Ratio | 0.15 |
| Z-Score (Probability): | -14.00 (99.99%) |
| Expectancy | 2.3 Pips / $4.90 |
| AHPR: | 0.15% |
| GHPR: | 0.15% |
| 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% | <0.01% |
| Consecutive Losing Trades | 546 | 491 | 436 | 382 | 327 | 273 | 218 | 164 | 109 | 55 |
Trading Activity (1371)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.01.2016 21:16 | 05.01.2016 22:05 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.95792 | 0.95849 | 5.7 | 11.89 | 49m | 0.15% |
| 05.01.2016 21:07 | 05.01.2016 22:05 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.9579 | 0.95849 | 5.9 | 12.31 | 58m | 0.16% |
| 05.01.2016 21:32 | 05.01.2016 22:05 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.95777 | 0.95849 | 7.2 | 15.02 | 33m | 0.19% |
| 04.27.2016 21:00 | 04.27.2016 21:41 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.9711 | 0.9712 | 1.0 | 2.06 | 41m | 0.03% |
| 04.27.2016 20:33 | 04.27.2016 21:41 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.97162 | 0.9712 | -4.2 | -8.65 | 1h 8m | -0.11% |
| 04.27.2016 20:45 | 04.27.2016 21:41 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.97132 | 0.9712 | -1.2 | -2.47 | 56m | -0.03% |
| 04.26.2016 20:57 | 04.26.2016 21:30 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.97359 | 0.97378 | 1.9 | 3.90 | 33m | 0.05% |
| 04.26.2016 21:02 | 04.26.2016 21:30 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.97346 | 0.97378 | 3.2 | 6.57 | 28m | 0.09% |
| 04.26.2016 20:44 | 04.26.2016 21:30 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.97375 | 0.97378 | 0.3 | 0.62 | 46m | 0.01% |
| 04.25.2016 21:35 | 04.25.2016 21:39 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.9747 | 0.97516 | 4.6 | 9.43 | 4m | 0.12% |
| 04.25.2016 21:00 | 04.25.2016 21:30 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.97477 | 0.9753 | 5.3 | 10.87 | 30m | 0.14% |
| 04.24.2016 21:02 | 04.24.2016 21:54 | USDCHF | Sell | 0.20 | 1.0 | 1.0 | 0.97889 | 0.97844 | 4.5 | 9.20 | 52m | 0.12% |
| 04.21.2016 21:46 | 04.21.2016 21:50 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.97444 | 0.97489 | 4.5 | 9.23 | 4m | 0.12% |
| 04.21.2016 20:28 | 04.21.2016 21:44 | USDCHF | Sell | 0.20 | 1.0 | 1.0 | 0.97507 | 0.97477 | 3.0 | 6.16 | 1h 16m | 0.08% |
| 04.19.2016 20:25 | 04.19.2016 21:39 | USDCHF | Sell | 0.20 | 1.0 | 1.0 | 0.96175 | 0.9615 | 2.5 | 5.20 | 1h 14m | 0.07% |
| 04.18.2016 20:59 | 04.18.2016 21:50 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.96414 | 0.96432 | 1.8 | 3.73 | 51m | 0.05% |
| 04.17.2016 21:15 | 04.17.2016 21:52 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.96559 | 0.96667 | 10.8 | 22.34 | 37m | 0.29% |
| 04.17.2016 21:34 | 04.17.2016 21:52 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.96581 | 0.96667 | 8.6 | 17.79 | 18m | 0.23% |
| 04.17.2016 21:00 | 04.17.2016 21:51 | USDCHF | Buy | 0.20 | 1.0 | 1.0 | 0.96473 | 0.9666 | 18.7 | 38.69 | 51m | 0.51% |
| 04.13.2016 20:40 | 04.13.2016 22:04 | USDCHF | Sell | 0.20 | 1.0 | 1.0 | 0.96707 | 0.96661 | 4.6 | 9.52 | 1h 24m | 0.13% |
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