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Strategy Settings
| +28201.25% |
| 0.46% | |
| 14.78% | |
| Drawdown: | 34.86% |
| Balance: | $2,830,124.80 |
| Highest: | (May 02) $2,886,257.80 |
| Profit: | $2,820,124.79 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 04, 2010 |
| Test Ended: | May 17, 2013 |
| Timeframe: | 1 Hour |
| Model Type: | Every Tick |
| Added: | May 23, 2013 at 22:25 |
| Trades: | 1,285 |
| Profitability: |
|
| Pips: | 6,810.8 |
| Average Win: | 10.99 pips / $4,296.13 |
| Average Loss: | -49.40 pips / -$18,021.21 |
| Lots: | 55,193.23 |
| Commissions: | 0 |
| Longs Won: | (593/655) 90% |
| Shorts Won: | (571/630) 90% |
| Best Trade ($): | (Jul 02) 124,976.61 |
| Worst Trade ($): | (Jan 11) -112,959.00 |
| Best Trade (Pips): | (May 10) 426.3 |
| Worst Trade (Pips): | (Aug 10) -204.0 |
| Avg. Trade Length: | 1h 46m |
| Profit Factor: | 2.29 |
| Standard Deviation: | $11,820.77 |
| Sharpe Ratio | 0.19 |
| Z-Score (Probability): | 0.21 (16.63%) |
| Expectancy | 5.3 Pips / $2,194.65 |
| AHPR: | 0.47% |
| GHPR: | 0.44% |
| 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 | 157 | 141 | 126 | 110 | 94 | 79 | 63 | 47 | 31 | 16 |
Trading Activity (1285)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.17.2013 12:25 | 05.17.2013 13:00 | EURUSD | Sell | 99.00 | 1.3 | - | 1.28493 | 1.2827 | 22.3 | 22,077.00 | 35m | 0.79% |
| 05.16.2013 12:14 | 05.16.2013 12:45 | EURUSD | Buy | 99.00 | 1.3 | - | 1.28901 | 1.29073 | 17.2 | 17,028.00 | 31m | 0.61% |
| 05.15.2013 06:00 | 05.15.2013 06:15 | EURUSD | Sell | 99.00 | 1.3 | - | 1.29121 | 1.29062 | 5.9 | 5,841.00 | 15m | 0.21% |
| 05.14.2013 17:16 | 05.14.2013 17:30 | EURUSD | Sell | 99.00 | 1.3 | - | 1.29459 | 1.29416 | 4.3 | 4,257.00 | 14m | 0.15% |
| 05.13.2013 14:01 | 05.13.2013 20:15 | EURUSD | Buy | 99.00 | 1.3 | - | 1.29969 | 1.2969 | -27.9 | -27,621.00 | 6h 14m | -0.98% |
| 05.10.2013 07:23 | 05.10.2013 08:45 | EURUSD | Sell | 99.00 | 1.3 | - | 1.30096 | 1.30023 | 7.3 | 7,227.00 | 1h 22m | 0.26% |
| 05.09.2013 08:13 | 05.09.2013 14:15 | EURUSD | Buy | 99.00 | 1.3 | - | 1.31728 | 1.30975 | -75.3 | -74,547.00 | 6h 2m | -2.59% |
| 05.09.2013 07:00 | 05.09.2013 09:30 | EURUSD | Sell | 99.00 | 1.3 | - | 1.31507 | 1.31479 | 2.8 | 2,772.00 | 2h 30m | 0.10% |
| 05.08.2013 10:00 | 05.08.2013 10:15 | EURUSD | Buy | 99.00 | 1.3 | - | 1.31331 | 1.31399 | 6.8 | 6,732.00 | 15m | 0.23% |
| 05.07.2013 10:00 | 05.07.2013 10:30 | EURUSD | Buy | 99.00 | 1.3 | - | 1.30957 | 1.31092 | 13.5 | 13,365.00 | 30m | 0.47% |
| 05.03.2013 14:12 | 05.03.2013 20:15 | EURUSD | Buy | 99.00 | 1.3 | - | 1.31483 | 1.31147 | -33.6 | -33,264.00 | 6h 3m | -1.15% |
| 05.02.2013 11:45 | 05.02.2013 13:15 | EURUSD | Sell | 99.00 | 1.3 | - | 1.31461 | 1.30979 | 48.2 | 47,718.00 | 1h 30m | 1.68% |
| 05.02.2013 06:21 | 05.02.2013 06:45 | EURUSD | Sell | 99.00 | 1.3 | - | 1.31594 | 1.31574 | 2.0 | 1,980.00 | 24m | 0.07% |
| 05.01.2013 08:25 | 05.01.2013 08:45 | EURUSD | Buy | 99.00 | 1.3 | - | 1.31869 | 1.31884 | 1.5 | 1,485.00 | 20m | 0.05% |
| 04.30.2013 13:38 | 04.30.2013 14:00 | EURUSD | Buy | 99.00 | 1.3 | - | 1.31223 | 1.31415 | 19.2 | 19,008.00 | 22m | 0.67% |
| 04.30.2013 06:25 | 04.30.2013 07:00 | EURUSD | Sell | 99.00 | 1.3 | - | 1.30832 | 1.30817 | 1.5 | 1,485.00 | 35m | 0.05% |
| 04.30.2013 05:21 | 04.30.2013 05:45 | EURUSD | Buy | 99.00 | 1.3 | - | 1.31044 | 1.31111 | 6.7 | 6,633.00 | 24m | 0.24% |
| 04.28.2013 21:05 | 04.28.2013 21:45 | EURUSD | Buy | 99.00 | 1.3 | - | 1.30518 | 1.3064 | 12.2 | 12,078.00 | 40m | 0.43% |
| 04.25.2013 13:58 | 04.25.2013 14:30 | EURUSD | Sell | 99.00 | 1.3 | - | 1.30256 | 1.29932 | 32.4 | 32,076.00 | 32m | 1.16% |
| 04.25.2013 08:59 | 04.25.2013 09:15 | EURUSD | Buy | 99.00 | 1.3 | - | 1.30629 | 1.30686 | 5.7 | 5,643.00 | 16m | 0.20% |
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