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Strategy Settings
+3625.0% |
0.22% | |
6.89% | |
Drawdown: | 9.62% |
Balance: | $372,499.96 |
Highest: | (Feb 02) $373,599.96 |
Profit: | $362,499.96 |
Deposits: | $10,000.00 |
Test Started: | Sep 07, 2007 |
Test Ended: | Feb 21, 2012 |
Timeframe: | 30 Minutes |
Model Type: | Every Tick |
Added: | Oct 15, 2012 at 02:35 |
Trades: | 503 |
Profitability: |
|
Pips: | 1,288.1 |
Average Win: | 6.56 pips / $1,665.96 |
Average Loss: | -2.14 pips / -$392.39 |
Lots: | 10,249.84 |
Commissions: | 0 |
Longs Won: | (145/254) 57% |
Shorts Won: | (127/249) 51% |
Best Trade ($): | (Jun 09) 28,300.00 |
Worst Trade ($): | (Sep 06) -1,950.00 |
Best Trade (Pips): | (Jun 09) 56.6 |
Worst Trade (Pips): | (Sep 06) -3.9 |
Avg. Trade Length: | 8s |
Profit Factor: | 5.00 |
Standard Deviation: | $2,432.06 |
Sharpe Ratio | 0.33 |
Z-Score (Probability): | -1.02 (-69.26%) |
Expectancy | 2.6 Pips / $720.68 |
AHPR: | 0.74% |
GHPR: | 0.72% |
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 | 950 | 855 | 760 | 665 | 570 | 475 | 380 | 285 | 190 | 95 |
Trading Activity (503)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.21.2012 02:50 | 02.21.2012 02:50 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.32659 | 1.32681 | -2.2 | -1,100.00 | 0s | -0.29% |
02.02.2012 10:32 | 02.02.2012 10:33 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.31738 | 1.31659 | 7.9 | 3,950.00 | 1m | 1.07% |
11.30.2011 13:05 | 11.30.2011 13:06 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.3499 | 1.34946 | 4.4 | 2,200.00 | 1m | 0.60% |
11.30.2011 13:05 | 11.30.2011 13:05 | EURUSD | Sell | 50.00 | 1.4 | 1.3 | 1.35005 | 1.35008 | -0.3 | -150.00 | 0s | -0.04% |
11.30.2011 13:01 | 11.30.2011 13:01 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.34185 | 1.34138 | 4.7 | 2,350.00 | 0s | 0.64% |
11.30.2011 13:00 | 11.30.2011 13:00 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.3381 | 1.33804 | 0.6 | 300.00 | 0s | 0.08% |
11.30.2011 13:00 | 11.30.2011 13:00 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.33878 | 1.33907 | -2.9 | -1,450.00 | 0s | -0.40% |
11.30.2011 13:00 | 11.30.2011 13:00 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.33901 | 1.33838 | 6.3 | 3,150.00 | 0s | 0.87% |
11.03.2011 12:45 | 11.03.2011 12:46 | EURUSD | Buy | 50.00 | 1.4 | 1.4 | 1.37866 | 1.37898 | 3.2 | 1,600.00 | 1m | 0.44% |
11.03.2011 12:45 | 11.03.2011 12:45 | EURUSD | Buy | 50.00 | 1.4 | 1.4 | 1.37626 | 1.37707 | 8.1 | 4,050.00 | 0s | 1.14% |
11.03.2011 12:45 | 11.03.2011 12:45 | EURUSD | Buy | 50.00 | 1.4 | 1.4 | 1.37497 | 1.37615 | 11.8 | 5,900.00 | 0s | 1.69% |
11.03.2011 12:45 | 11.03.2011 12:45 | EURUSD | Buy | 50.00 | 1.4 | 1.4 | 1.37437 | 1.37467 | 3.0 | 1,500.00 | 0s | 0.43% |
11.03.2011 12:45 | 11.03.2011 12:45 | EURUSD | Buy | 50.00 | 1.4 | 1.4 | 1.3746 | 1.37496 | 3.6 | 1,800.00 | 0s | 0.52% |
11.03.2011 12:45 | 11.03.2011 12:45 | EURUSD | Buy | 50.00 | 1.4 | 1.4 | 1.3786 | 1.37838 | -2.2 | -1,100.00 | 0s | -0.30% |
11.03.2011 12:45 | 11.03.2011 12:45 | EURUSD | Buy | 50.00 | 1.4 | 1.4 | 1.3774 | 1.37814 | 7.4 | 3,700.00 | 0s | 1.03% |
11.03.2011 12:45 | 11.03.2011 12:45 | EURUSD | Buy | 50.00 | 1.4 | 1.4 | 1.37847 | 1.37835 | -1.2 | -600.00 | 0s | -0.17% |
10.20.2011 09:30 | 10.20.2011 09:31 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.38352 | 1.3832 | 3.2 | 1,600.00 | 1m | 0.46% |
10.06.2011 11:46 | 10.06.2011 11:47 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.32878 | 1.32854 | -2.4 | -1,200.00 | 1m | -0.35% |
10.06.2011 11:46 | 10.06.2011 11:46 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.32795 | 1.32851 | 5.6 | 2,800.00 | 0s | 0.82% |
10.04.2011 20:32 | 10.04.2011 20:33 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.33351 | 1.33465 | 11.4 | 5,700.00 | 1m | 1.69% |
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