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Strategy Settings
| +685.66% |
| 0.17% | |
| 5.14% | |
| Drawdown: | 12.95% |
| Balance: | $78,565.60 |
| Highest: | (May 02) $78,659.60 |
| Profit: | $68,565.63 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 04, 2010 |
| Test Ended: | May 22, 2013 |
| Timeframe: | 1 Hour |
| Model Type: | Every Tick |
| Added: | May 25, 2013 at 14:53 |
| Trades: | 1,291 |
| Profitability: |
|
| Pips: | 6,858.1 |
| Average Win: | 10.97 pips / $109.71 |
| Average Loss: | -49.40 pips / -$494.13 |
| Lots: | 1,291.00 |
| Commissions: | 0 |
| Longs Won: | (598/660) 90% |
| Shorts Won: | (572/631) 90% |
| Best Trade ($): | (May 10) 4,263.78 |
| Worst Trade ($): | (Aug 10) -2,040.00 |
| Best Trade (Pips): | (May 10) 426.3 |
| Worst Trade (Pips): | (Aug 10) -204.0 |
| Avg. Trade Length: | 1h 46m |
| Profit Factor: | 2.15 |
| Standard Deviation: | $263.55 |
| Sharpe Ratio | 0.16 |
| Z-Score (Probability): | 0.19 (15.06%) |
| Expectancy | 5.3 Pips / $53.11 |
| AHPR: | 0.16% |
| GHPR: | 0.16% |
| 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 | 159 | 143 | 127 | 111 | 95 | 80 | 64 | 48 | 32 | 16 |
Trading Activity (1291)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.22.2013 13:47 | 05.22.2013 14:15 | EURUSD | Buy | 1.00 | 1.3 | - | 1.29571 | 1.29763 | 19.2 | 192.00 | 28m | 0.24% |
| 05.22.2013 07:45 | 05.22.2013 10:15 | EURUSD | Buy | 1.00 | 1.3 | - | 1.294 | 1.29443 | 4.3 | 43.00 | 2h 30m | 0.05% |
| 05.21.2013 15:22 | 05.21.2013 15:45 | EURUSD | Buy | 1.00 | 1.3 | - | 1.29028 | 1.29111 | 8.3 | 83.00 | 23m | 0.11% |
| 05.21.2013 08:30 | 05.21.2013 10:30 | EURUSD | Sell | 1.00 | 1.3 | - | 1.2861 | 1.28597 | 1.3 | 13.00 | 2h 0m | 0.02% |
| 05.20.2013 16:39 | 05.20.2013 18:30 | EURUSD | Buy | 1.00 | 1.3 | - | 1.28795 | 1.28906 | 11.1 | 111.00 | 1h 51m | 0.14% |
| 05.20.2013 04:02 | 05.20.2013 07:15 | EURUSD | Buy | 1.00 | 1.3 | - | 1.28497 | 1.28528 | 3.1 | 31.00 | 3h 13m | 0.04% |
| 05.17.2013 12:25 | 05.17.2013 13:00 | EURUSD | Sell | 1.00 | 1.3 | - | 1.28493 | 1.2827 | 22.3 | 223.00 | 35m | 0.29% |
| 05.16.2013 12:14 | 05.16.2013 12:45 | EURUSD | Buy | 1.00 | 1.3 | - | 1.28901 | 1.29073 | 17.2 | 172.00 | 31m | 0.22% |
| 05.15.2013 06:00 | 05.15.2013 06:15 | EURUSD | Sell | 1.00 | 1.3 | - | 1.29121 | 1.29062 | 5.9 | 59.00 | 15m | 0.08% |
| 05.14.2013 17:16 | 05.14.2013 17:30 | EURUSD | Sell | 1.00 | 1.3 | - | 1.29459 | 1.29416 | 4.3 | 43.00 | 14m | 0.06% |
| 05.13.2013 14:01 | 05.13.2013 20:15 | EURUSD | Buy | 1.00 | 1.3 | - | 1.29969 | 1.2969 | -27.9 | -279.00 | 6h 14m | -0.36% |
| 05.10.2013 07:23 | 05.10.2013 08:45 | EURUSD | Sell | 1.00 | 1.3 | - | 1.30096 | 1.30023 | 7.3 | 73.00 | 1h 22m | 0.09% |
| 05.09.2013 08:13 | 05.09.2013 14:15 | EURUSD | Buy | 1.00 | 1.3 | - | 1.31728 | 1.30975 | -75.3 | -753.00 | 6h 2m | -0.96% |
| 05.09.2013 07:00 | 05.09.2013 09:30 | EURUSD | Sell | 1.00 | 1.3 | - | 1.31507 | 1.31479 | 2.8 | 28.00 | 2h 30m | 0.04% |
| 05.08.2013 10:00 | 05.08.2013 10:15 | EURUSD | Buy | 1.00 | 1.3 | - | 1.31331 | 1.31399 | 6.8 | 68.00 | 15m | 0.09% |
| 05.07.2013 10:00 | 05.07.2013 10:30 | EURUSD | Buy | 1.00 | 1.3 | - | 1.30957 | 1.31092 | 13.5 | 135.00 | 30m | 0.17% |
| 05.03.2013 14:12 | 05.03.2013 20:15 | EURUSD | Buy | 1.00 | 1.3 | - | 1.31483 | 1.31147 | -33.6 | -336.00 | 6h 3m | -0.43% |
| 05.02.2013 11:45 | 05.02.2013 13:15 | EURUSD | Sell | 1.00 | 1.3 | - | 1.31461 | 1.30979 | 48.2 | 482.00 | 1h 30m | 0.62% |
| 05.02.2013 06:21 | 05.02.2013 06:45 | EURUSD | Sell | 1.00 | 1.3 | - | 1.31594 | 1.31574 | 2.0 | 20.00 | 24m | 0.03% |
| 05.01.2013 08:25 | 05.01.2013 08:45 | EURUSD | Buy | 1.00 | 1.3 | - | 1.31869 | 1.31884 | 1.5 | 15.00 | 20m | 0.02% |
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