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Strategy Settings
+104.44% |
0.12% | |
3.7% | |
Drawdown: | 69.78% |
Balance: | $20,443.86 |
Highest: | (Aug 22) $20,443.86 |
Profit: | $10,443.90 |
Deposits: | $10,000.00 |
Test Started: | Jan 09, 2007 |
Test Ended: | Aug 22, 2008 |
Timeframe: | 30 Minutes |
Model Type: | Every Tick |
Added: | Jan 03, 2016 at 21:23 |
Trades: | 142 |
Profitability: |
|
Pips: | 556.7 |
Average Win: | 50.67 pips / $284.16 |
Average Loss: | -65.79 pips / -$240.53 |
Lots: | 67.82 |
Commissions: | 0 |
Longs Won: | (42/64) 65% |
Shorts Won: | (43/78) 55% |
Best Trade ($): | (Jan 30) 1,789.20 |
Worst Trade ($): | (Jul 26) -653.12 |
Best Trade (Pips): | (Jan 17) 65.0 |
Worst Trade (Pips): | (Jul 16) -191.7 |
Avg. Trade Length: | 3d |
Profit Factor: | 1.76 |
Standard Deviation: | $371.39 |
Sharpe Ratio | 0.22 |
Z-Score (Probability): | -3.46 (-191.98%) |
Expectancy | 3.9 Pips / $73.55 |
AHPR: | 0.53% |
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% | 0.04% | 0.81% | 10.26% |
Consecutive Losing Trades | 85 | 76 | 68 | 59 | 51 | 42 | 34 | 25 | 17 | 8 |
Trading Activity (142)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
08.21.2008 14:00 | 08.22.2008 07:31 | AUDUSD | Sell | 0.32 | 1.0 | 0.9 | 0.87899 | 0.87602 | 29.7 | 90.72 | 17h 31m | 0.45% |
08.21.2008 09:00 | 08.21.2008 12:08 | AUDUSD | Buy | 0.32 | 0.8 | 0.9 | 0.86678 | 0.87328 | 65.0 | 208.00 | 3h 8m | 1.03% |
08.11.2008 06:35 | 08.11.2008 07:02 | AUDUSD | Buy | 0.82 | 0.9 | 0.9 | 0.88807 | 0.89437 | 63.0 | 516.60 | 27m | 2.63% |
08.08.2008 10:28 | 08.11.2008 07:02 | AUDUSD | Buy | 0.61 | 0.9 | 0.9 | 0.8926 | 0.89437 | 17.7 | 112.62 | 2d | 0.59% |
08.07.2008 23:29 | 08.11.2008 07:02 | AUDUSD | Buy | 0.32 | 0.9 | 0.9 | 0.90102 | 0.89437 | -66.5 | -207.92 | 3d | -1.07% |
08.07.2008 13:30 | 08.11.2008 07:02 | AUDUSD | Buy | 0.32 | 0.9 | 0.9 | 0.90702 | 0.89437 | -126.5 | -399.92 | 3d | -2.01% |
08.08.2008 03:29 | 08.11.2008 07:02 | AUDUSD | Buy | 0.47 | 0.9 | 0.9 | 0.89615 | 0.89437 | -17.8 | -80.07 | 3d | -0.41% |
08.08.2008 13:20 | 08.11.2008 07:02 | AUDUSD | Buy | 0.69 | 0.9 | 0.9 | 0.89022 | 0.89437 | 41.5 | 291.61 | 2d | 1.51% |
07.11.2008 13:59 | 07.16.2008 04:27 | AUDUSD | Sell | 0.59 | 1.0 | 1.0 | 0.96821 | 0.97527 | -70.6 | -440.44 | 4d | -2.35% |
07.15.2008 13:53 | 07.16.2008 04:27 | AUDUSD | Sell | 2.64 | 1.0 | 1.0 | 0.98157 | 0.97527 | 63.0 | 1,627.56 | 14h 34m | 8.90% |
07.09.2008 13:00 | 07.16.2008 04:27 | AUDUSD | Sell | 0.32 | 1.0 | 1.0 | 0.9561 | 0.97527 | -191.7 | -643.68 | 6d | -3.25% |
07.10.2008 13:16 | 07.16.2008 04:27 | AUDUSD | Sell | 0.32 | 1.0 | 1.0 | 0.9621 | 0.97527 | -131.7 | -438.72 | 5d | -2.29% |
06.30.2008 14:30 | 07.02.2008 12:00 | AUDUSD | Buy | 0.32 | 0.9 | 1.0 | 0.95594 | 0.96244 | 65.0 | 212.88 | 1d | 1.09% |
06.26.2008 12:43 | 06.30.2008 14:14 | AUDUSD | Sell | 0.33 | 1.0 | 1.0 | 0.95757 | 0.95698 | 5.9 | 10.56 | 4d | 0.06% |
06.20.2008 17:08 | 06.30.2008 14:14 | AUDUSD | Sell | 0.33 | 1.0 | 1.0 | 0.95327 | 0.95698 | -37.1 | -158.07 | 9d | -0.83% |
06.30.2008 10:00 | 06.30.2008 14:14 | AUDUSD | Sell | 1.10 | 1.0 | 1.0 | 0.96328 | 0.95698 | 63.0 | 693.00 | 4h 14m | 3.67% |
06.20.2008 05:10 | 06.30.2008 14:14 | AUDUSD | Sell | 0.32 | 1.0 | 1.0 | 0.95206 | 0.95698 | -49.2 | -192.00 | 10d | -1.00% |
06.18.2008 16:30 | 06.30.2008 14:14 | AUDUSD | Sell | 0.32 | 1.0 | 1.0 | 0.94606 | 0.95698 | -109.2 | -401.28 | 11d | -2.05% |
06.27.2008 11:30 | 06.30.2008 14:14 | AUDUSD | Sell | 0.36 | 1.0 | 1.0 | 0.95947 | 0.95698 | 24.9 | 84.78 | 3d | 0.45% |
06.24.2008 18:28 | 06.30.2008 14:14 | AUDUSD | Sell | 0.33 | 1.0 | 1.0 | 0.95517 | 0.95698 | -18.1 | -86.46 | 5d | -0.46% |
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