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Strategy Settings
+38116.14% |
1.5% | |
56.2% | |
Drawdown: | 31.45% |
Balance: | $191,080.68 |
Highest: | (Jan 17) $215,814.47 |
Profit: | $190,580.68 |
Deposits: | $500.00 |
Test Started: | Dec 15, 2010 |
Test Ended: | Jan 19, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jan 19, 2012 at 11:35 |
Trades: | 196 |
Profitability: |
|
Pips: | 5,204.0 |
Average Win: | 100.13 pips / $3,545.52 |
Average Loss: | -75.75 pips / -$2,604.99 |
Lots: | 701.04 |
Commissions: | 0 |
Longs Won: | (56/89) 62% |
Shorts Won: | (58/107) 54% |
Best Trade ($): | (Jan 13) 44,415.00 |
Worst Trade ($): | (Jan 19) -24,733.79 |
Best Trade (Pips): | (Dec 20) 150.0 |
Worst Trade (Pips): | (May 27) -176.8 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.89 |
Standard Deviation: | $6,733.77 |
Sharpe Ratio | 0.32 |
Z-Score (Probability): | 1.05 (70.62%) |
Expectancy | 26.6 Pips / $972.35 |
AHPR: | 3.74% |
GHPR: | 3.08% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | <0.01% | 0.01% | 0.06% | 0.38% | 1.64% | 5.66% | 16.59% | 42.82% |
Consecutive Losing Trades | 73 | 66 | 59 | 51 | 44 | 37 | 29 | 22 | 15 | 7 |
Trading Activity (196)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.17.2012 15:45 | 01.19.2012 03:54 | EURUSD | Sell | 19.07 | 1.3 | 1.3 | 1.27375 | 1.28672 | -129.7 | -24,733.79 | 1d | -11.46% |
01.16.2012 13:10 | 01.17.2012 15:15 | EURUSD | Buy | 21.32 | 1.2 | 1.3 | 1.2673 | 1.27241 | 51.1 | 10,894.52 | 1d | 5.32% |
01.13.2012 16:40 | 01.16.2012 12:40 | EURUSD | Sell | 23.69 | 1.3 | 1.3 | 1.26743 | 1.26691 | 5.2 | 1,231.88 | 2d | 0.60% |
01.13.2012 10:50 | 01.13.2012 15:17 | EURUSD | Sell | 29.61 | 1.3 | 1.3 | 1.27927 | 1.26427 | 150.0 | 44,415.00 | 4h 27m | 27.89% |
01.12.2012 01:05 | 01.13.2012 10:25 | EURUSD | Sell | 23.69 | 1.3 | 1.3 | 1.27108 | 1.27942 | -83.4 | -19,757.46 | 1d | -11.04% |
01.10.2012 08:50 | 01.12.2012 00:35 | EURUSD | Sell | 26.32 | 1.3 | 1.3 | 1.27519 | 1.2718 | 33.9 | 8,922.48 | 1d | 5.25% |
01.08.2012 22:20 | 01.10.2012 08:25 | EURUSD | Sell | 21.06 | 1.3 | 1.3 | 1.27016 | 1.27588 | -57.2 | -12,046.32 | 1d | -6.61% |
01.06.2012 10:40 | 01.06.2012 21:55 | EURUSD | Buy | 16.84 | 1.3 | 1.3 | 1.28101 | 1.27174 | -92.7 | -15,610.68 | 11h 15m | -7.89% |
01.05.2012 08:55 | 01.06.2012 10:10 | EURUSD | Sell | 14.39 | 1.3 | 1.3 | 1.2865 | 1.28009 | 64.1 | 9,223.99 | 1d | 4.89% |
01.04.2012 03:41 | 01.05.2012 08:50 | EURUSD | Sell | 14.39 | 1.3 | 1.3 | 1.30306 | 1.28806 | 150.0 | 21,585.00 | 1d | 12.93% |
12.29.2011 17:30 | 01.04.2012 03:15 | EURUSD | Buy | 16.16 | 1.3 | 1.3 | 1.29402 | 1.30255 | 85.3 | 13,784.48 | 5d | 9.00% |
12.29.2011 00:40 | 12.29.2011 17:00 | EURUSD | Sell | 14.37 | 1.3 | 1.3 | 1.29043 | 1.29533 | -49.0 | -7,041.30 | 16h 20m | -4.39% |
12.22.2011 01:40 | 12.29.2011 00:17 | EURUSD | Sell | 14.86 | 1.3 | 1.3 | 1.30417 | 1.28917 | 150.0 | 22,290.00 | 6d | 16.16% |
12.21.2011 11:40 | 12.22.2011 01:15 | EURUSD | Buy | 11.89 | 1.3 | 1.3 | 1.30888 | 1.30355 | -53.3 | -6,337.37 | 13h 35m | -4.39% |
12.15.2011 08:00 | 12.21.2011 10:22 | EURUSD | Buy | 10.01 | 1.3 | 1.3 | 1.30242 | 1.31742 | 150.0 | 15,015.00 | 6d | 11.62% |
12.13.2011 19:55 | 12.15.2011 07:30 | EURUSD | Sell | 10.65 | 1.3 | 1.3 | 1.30438 | 1.29977 | 46.1 | 4,909.65 | 1d | 3.95% |
12.13.2011 04:05 | 12.13.2011 19:35 | EURUSD | Sell | 13.31 | 1.3 | 1.3 | 1.3197 | 1.3047 | 150.0 | 19,965.00 | 15h 30m | 19.13% |
12.08.2011 16:35 | 12.13.2011 03:38 | EURUSD | Sell | 16.64 | 1.3 | 1.3 | 1.33101 | 1.32001 | 110.0 | 18,304.00 | 4d | 21.27% |
12.01.2011 18:00 | 12.05.2011 00:14 | EURUSD | Buy | 14.16 | 1.3 | 1.4 | 1.34438 | 1.34125 | -31.3 | -4,432.08 | 3d | -4.90% |
11.28.2011 17:55 | 11.30.2011 13:05 | EURUSD | Sell | 11.33 | 1.4 | 1.3 | 1.33148 | 1.34854 | -170.6 | -19,328.98 | 1d | -17.60% |
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