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Strategy Settings
+3160.64% |
0.29% | |
9.09% | |
Drawdown: | 36.14% |
Balance: | $326,064.07 |
Highest: | (Feb 04) $389,918.80 |
Profit: | $316,064.04 |
Deposits: | $10,000.00 |
Test Started: | Jan 14, 2010 |
Test Ended: | Apr 30, 2013 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | May 13, 2013 at 23:40 |
Trades: | 55 |
Profitability: |
|
Pips: | 2,580.3 |
Average Win: | 133.20 pips / $20,793.23 |
Average Loss: | -36.29 pips / -$8,762.62 |
Lots: | 1,128.70 |
Commissions: | 0 |
Longs Won: | (16/29) 55% |
Shorts Won: | (11/26) 42% |
Best Trade ($): | (Feb 04) 124,927.11 |
Worst Trade ($): | (Feb 27) -39,345.48 |
Best Trade (Pips): | (Jan 21) 340.5 |
Worst Trade (Pips): | (Feb 02) -81.2 |
Avg. Trade Length: | 2d |
Profit Factor: | 2.29 |
Standard Deviation: | $24,521.99 |
Sharpe Ratio | 0.42 |
Z-Score (Probability): | 0.27 (21.28%) |
Expectancy | 46.9 Pips / $5,746.62 |
AHPR: | 8.06% |
GHPR: | 6.54% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | 0.01% | 0.07% | 0.41% | 1.57% | 4.68% | 11.79% | 26.25% | 53.17% |
Consecutive Losing Trades | 37 | 33 | 30 | 26 | 22 | 19 | 15 | 11 | 7 | 4 |
Trading Activity (55)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
04.30.2013 10:43 | 04.30.2013 21:59 | EURUSD | Buy | 52.70 | 1.3 | 1.4 | 1.31208 | 1.31661 | 45.3 | 23,873.10 | 11h 16m | 7.90% |
04.19.2013 11:31 | 04.22.2013 11:18 | EURUSD | Buy | 58.00 | 1.3 | 1.4 | 1.31004 | 1.3048 | -52.4 | -30,481.90 | 2d | -9.16% |
04.16.2013 10:50 | 04.17.2013 10:40 | EURUSD | Buy | 57.80 | 1.3 | 1.4 | 1.31189 | 1.31206 | 1.7 | 893.01 | 23h 50m | 0.27% |
04.03.2013 01:20 | 04.04.2013 07:43 | EURUSD | Sell | 60.30 | 1.3 | 1.2 | 1.28031 | 1.28264 | -23.3 | -14,160.25 | 1d | -4.09% |
03.13.2013 11:33 | 03.14.2013 11:37 | EURUSD | Sell | 61.10 | 1.3 | 1.3 | 1.29853 | 1.29927 | -7.4 | -4,633.21 | 1d | -1.32% |
02.26.2013 14:58 | 02.27.2013 10:57 | EURUSD | Sell | 68.00 | 1.3 | 1.3 | 1.30417 | 1.30995 | -57.8 | -39,345.48 | 19h 59m | -10.09% |
01.24.2013 11:40 | 02.04.2013 06:59 | EURUSD | Buy | 46.20 | 1.4 | 1.4 | 1.33588 | 1.36306 | 271.8 | 124,927.11 | 10d | 47.14% |
01.02.2013 00:00 | 01.02.2013 11:42 | EURUSD | Buy | 50.40 | 1.3 | 1.4 | 1.32608 | 1.3213 | -47.8 | -24,091.20 | 11h 42m | -8.33% |
12.13.2012 15:59 | 12.19.2012 15:44 | EURUSD | Buy | 41.40 | 1.3 | 1.3 | 1.31016 | 1.32273 | 125.7 | 51,783.12 | 5d | 21.82% |
11.29.2012 07:06 | 12.06.2012 07:37 | EURUSD | Buy | 36.00 | 1.3 | 1.3 | 1.29592 | 1.30456 | 86.4 | 30,713.40 | 7d | 14.87% |
11.08.2012 14:58 | 11.14.2012 10:50 | EURUSD | Sell | 36.80 | 1.3 | 1.2 | 1.27307 | 1.27423 | -11.6 | -4,358.59 | 5d | -2.07% |
10.16.2012 07:26 | 10.18.2012 15:45 | EURUSD | Buy | 32.50 | 1.3 | 1.3 | 1.29829 | 1.30588 | 75.9 | 24,466.00 | 2d | 13.12% |
10.12.2012 10:32 | 10.15.2012 14:57 | EURUSD | Buy | 35.30 | 1.3 | 1.3 | 1.29559 | 1.29108 | -45.1 | -15,975.01 | 3d | -7.89% |
09.06.2012 14:31 | 09.13.2012 05:51 | EURUSD | Buy | 25.30 | 1.3 | 1.3 | 1.26286 | 1.28557 | 227.1 | 57,181.80 | 6d | 39.36% |
08.31.2012 10:47 | 09.04.2012 15:50 | EURUSD | Buy | 25.80 | 1.3 | 1.3 | 1.25678 | 1.25567 | -11.1 | -2,943.78 | 4d | -1.99% |
07.30.2012 15:24 | 07.31.2012 11:48 | EURUSD | Sell | 29.50 | 1.2 | 1.2 | 1.22358 | 1.23067 | -70.9 | -20,933.49 | 20h 24m | -12.38% |
07.20.2012 10:49 | 07.25.2012 11:13 | EURUSD | Sell | 25.10 | 1.2 | 1.2 | 1.22234 | 1.21235 | 99.9 | 25,028.97 | 5d | 17.37% |
04.13.2012 15:04 | 04.16.2012 10:52 | EURUSD | Sell | 24.20 | 1.3 | 1.3 | 1.30965 | 1.30761 | 20.4 | 4,922.04 | 2d | 3.54% |
02.07.2012 07:20 | 02.10.2012 10:29 | EURUSD | Buy | 20.80 | 1.3 | 1.4 | 1.31459 | 1.32409 | 95.0 | 19,598.80 | 3d | 16.39% |
02.03.2012 15:51 | 02.06.2012 00:00 | EURUSD | Buy | 24.10 | 1.3 | 1.4 | 1.32009 | 1.31221 | -78.8 | -19,028.15 | 2d | -13.73% |
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