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Strategy Settings
+24.73% |
0% | |
0.12% | |
Drawdown: | 12.24% |
Balance: | $12,472.70 |
Highest: | (Mar 13) $12,606.44 |
Profit: | $2,472.73 |
Deposits: | $10,000.00 |
Test Started: | Jan 03, 2001 |
Test Ended: | Sep 21, 2015 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Mar 09, 2016 at 14:26 |
Trades: | 363 |
Profitability: |
|
Pips: | 1,196.5 |
Average Win: | 29.95 pips / $80.98 |
Average Loss: | -22.92 pips / -$66.14 |
Lots: | 109.36 |
Commissions: | 0 |
Longs Won: | (106/214) 49% |
Shorts Won: | (74/149) 49% |
Best Trade ($): | (Jan 26) 177.18 |
Worst Trade ($): | (Feb 02) -133.44 |
Best Trade (Pips): | (Feb 25) 125.0 |
Worst Trade (Pips): | (Jan 27) -94.1 |
Avg. Trade Length: | 6h 13m |
Profit Factor: | 1.20 |
Standard Deviation: | $79.13 |
Sharpe Ratio | 0.06 |
Z-Score (Probability): | -0.63 (-47.13%) |
Expectancy | 3.3 Pips / $6.81 |
AHPR: | 0.06% |
GHPR: | 0.06% |
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% | 0.24% | 5.79% |
Consecutive Losing Trades | 189 | 170 | 151 | 132 | 113 | 94 | 75 | 57 | 38 | 19 |
Trading Activity (363)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.18.2015 22:58 | 09.21.2015 06:57 | EURUSD | Buy | 0.24 | 1.1 | 1.1 | 1.12707 | 1.13169 | 46.2 | 109.97 | 2d | 0.89% |
09.18.2015 22:10 | 09.18.2015 22:20 | EURUSD | Buy | 0.37 | 1.1 | 1.1 | 1.13347 | 1.13147 | -20.0 | -74.00 | 10m | -0.60% |
09.14.2015 13:36 | 09.14.2015 17:15 | EURUSD | Buy | 0.37 | 1.1 | 1.1 | 1.1315 | 1.12946 | -20.4 | -75.48 | 3h 39m | -0.60% |
08.27.2015 15:30 | 08.27.2015 16:09 | EURUSD | Buy | 0.25 | 1.1 | 1.1 | 1.12661 | 1.12319 | -34.2 | -85.50 | 39m | -0.68% |
07.07.2015 22:29 | 07.07.2015 23:10 | EURUSD | Sell | 0.37 | 1.1 | 1.1 | 1.10367 | 1.10084 | 28.3 | 104.71 | 41m | 0.84% |
07.06.2015 11:01 | 07.06.2015 11:17 | EURUSD | Sell | 0.37 | 1.1 | 1.1 | 1.10921 | 1.1076 | 16.1 | 59.57 | 16m | 0.48% |
07.06.2015 08:54 | 07.06.2015 09:52 | EURUSD | Sell | 0.37 | 1.1 | 1.1 | 1.10698 | 1.1045 | 24.8 | 91.76 | 58m | 0.74% |
07.06.2015 04:07 | 07.06.2015 08:41 | EURUSD | Sell | 0.37 | 1.1 | 1.1 | 1.10387 | 1.10604 | -21.7 | -80.29 | 4h 34m | -0.65% |
05.27.2015 17:19 | 05.27.2015 17:27 | EURUSD | Sell | 0.36 | 1.1 | 1.1 | 1.09021 | 1.08736 | 28.5 | 102.60 | 8m | 0.83% |
05.18.2015 16:36 | 05.18.2015 16:52 | EURUSD | Buy | 0.37 | 1.1 | 1.1 | 1.13612 | 1.13401 | -21.1 | -78.07 | 16m | -0.63% |
04.14.2015 15:32 | 04.14.2015 15:49 | EURUSD | Sell | 0.37 | 1.1 | 1.1 | 1.06135 | 1.0633 | -19.5 | -72.15 | 17m | -0.58% |
07.18.2014 20:37 | 07.21.2014 05:18 | EURUSD | Sell | 0.37 | 1.4 | 1.4 | 1.3524 | 1.35335 | -9.5 | -34.89 | 2d | -0.28% |
07.18.2014 17:00 | 07.18.2014 17:16 | EURUSD | Sell | 0.37 | 1.4 | 1.4 | 1.35114 | 1.35067 | 4.7 | 17.39 | 16m | 0.14% |
06.26.2014 15:15 | 06.26.2014 16:40 | EURUSD | Buy | 0.37 | 1.4 | 1.4 | 1.36052 | 1.3595 | -10.2 | -37.74 | 1h 25m | -0.30% |
06.19.2014 11:08 | 06.20.2014 14:01 | EURUSD | Sell | 0.24 | 1.4 | 1.4 | 1.36319 | 1.35905 | 41.4 | 99.53 | 1d | 0.80% |
05.23.2014 17:10 | 05.26.2014 00:00 | EURUSD | Sell | 0.37 | 1.4 | 1.4 | 1.36351 | 1.36228 | 12.3 | 45.77 | 2d | 0.37% |
05.21.2014 21:37 | 05.22.2014 08:51 | EURUSD | Sell | 0.36 | 1.4 | 1.4 | 1.36783 | 1.36646 | 13.7 | 50.08 | 11h 14m | 0.41% |
05.15.2014 17:48 | 05.15.2014 18:15 | EURUSD | Sell | 0.37 | 1.4 | 1.4 | 1.37113 | 1.37227 | -11.4 | -42.18 | 27m | -0.34% |
05.15.2014 17:17 | 05.15.2014 17:18 | EURUSD | Sell | 0.37 | 1.4 | 1.4 | 1.36952 | 1.37066 | -11.4 | -42.18 | 1m | -0.34% |
05.09.2014 13:58 | 05.09.2014 15:20 | EURUSD | Buy | 0.24 | 1.4 | 1.4 | 1.38026 | 1.37702 | -32.4 | -77.76 | 1h 22m | -0.62% |
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