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Strategy Settings
+173.68% |
0.28% | |
8.65% | |
Drawdown: | 32.66% |
Balance: | $27,366.61 |
Highest: | (Dec 31) $27,367.62 |
Profit: | $17,367.66 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2012 |
Test Ended: | Dec 31, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Aug 06, 2014 at 02:42 |
Trades: | 23,260 |
Profitability: |
|
Pips: | -53,943.0 |
Average Win: | 3.71 pips / $2.37 |
Average Loss: | -11.32 pips / -$1.68 |
Lots: | 5,818.63 |
Commissions: | 0 |
Longs Won: | (6,979/11,689) 59% |
Shorts Won: | (6,954/11,571) 60% |
Best Trade ($): | (Oct 01) 2,868.84 |
Worst Trade ($): | (Oct 01) -314.82 |
Best Trade (Pips): | (Jun 17) 36.0 |
Worst Trade (Pips): | (Jun 10) -154.0 |
Avg. Trade Length: | 1h 59m |
Profit Factor: | 2.11 |
Standard Deviation: | $33.69 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -66.70 (99.99%) |
Expectancy | -2.3 Pips / $0.75 |
AHPR: | 0.00% |
GHPR: | 0.00% |
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% | 0.04% | 2.35% |
Consecutive Losing Trades | 16393 | 14754 | 13115 | 11475 | 9836 | 8197 | 6557 | 4918 | 3279 | 1639 |
Trading Activity (23260)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2012 21:06 | 12.31.2012 23:59 | EURUSD | Buy | 0.03 | - | 1.3 | 1.3194 | 1.3184 | -10.0 | -0.30 | 2h 53m | 0.00% |
12.31.2012 20:58 | 12.31.2012 23:59 | EURUSD | Buy | 0.02 | - | 1.3 | 1.3197 | 1.3184 | -13.0 | -0.26 | 3h 1m | 0.00% |
12.31.2012 20:52 | 12.31.2012 23:59 | EURUSD | Buy | 0.01 | - | 1.3 | 1.3201 | 1.3184 | -17.0 | -0.17 | 3h 7m | 0.00% |
12.31.2012 22:07 | 12.31.2012 23:59 | EURUSD | Sell | 0.01 | - | 1.3 | 1.3184 | 1.3187 | -3.0 | -0.03 | 1h 52m | 0.00% |
12.31.2012 21:32 | 12.31.2012 23:59 | EURUSD | Buy | 0.05 | - | 1.3 | 1.3189 | 1.3184 | -5.0 | -0.25 | 2h 27m | 0.00% |
12.31.2012 21:30 | 12.31.2012 22:01 | EURUSD | Sell | 0.01 | - | 1.3 | 1.3188 | 1.3189 | -1.0 | -0.01 | 31m | 0.00% |
12.31.2012 21:45 | 12.31.2012 22:01 | EURUSD | Sell | 0.02 | - | 1.3 | 1.319 | 1.3189 | 1.0 | 0.02 | 16m | 0.00% |
12.31.2012 21:59 | 12.31.2012 22:01 | EURUSD | Sell | 0.03 | - | 1.3 | 1.3194 | 1.3189 | 5.0 | 0.15 | 2m | 0.00% |
12.31.2012 21:03 | 12.31.2012 21:26 | EURUSD | Sell | 0.02 | - | 1.3 | 1.3194 | 1.3192 | 2.0 | 0.04 | 23m | 0.00% |
12.31.2012 21:10 | 12.31.2012 21:26 | EURUSD | Sell | 0.03 | - | 1.3 | 1.3196 | 1.3192 | 4.0 | 0.12 | 16m | 0.00% |
12.31.2012 21:01 | 12.31.2012 21:26 | EURUSD | Sell | 0.01 | - | 1.3 | 1.3192 | 1.3192 | 0.0 | 0.00 | 25m | 0.00% |
12.31.2012 20:11 | 12.31.2012 20:51 | EURUSD | Buy | 0.03 | - | 1.3 | 1.32 | 1.3196 | -4.0 | -0.12 | 40m | 0.00% |
12.31.2012 20:12 | 12.31.2012 20:51 | EURUSD | Buy | 0.05 | - | 1.3 | 1.3196 | 1.3196 | 0.0 | 0.00 | 39m | 0.00% |
12.31.2012 20:25 | 12.31.2012 20:51 | EURUSD | Buy | 0.08 | - | 1.3 | 1.3192 | 1.3196 | 4.0 | 0.32 | 26m | 0.00% |
12.31.2012 20:09 | 12.31.2012 20:51 | EURUSD | Buy | 0.02 | - | 1.3 | 1.3203 | 1.3196 | -7.0 | -0.14 | 42m | 0.00% |
12.31.2012 20:05 | 12.31.2012 20:51 | EURUSD | Buy | 0.01 | - | 1.3 | 1.3205 | 1.3196 | -9.0 | -0.09 | 46m | 0.00% |
12.31.2012 20:28 | 12.31.2012 20:51 | EURUSD | Buy | 0.14 | - | 1.3 | 1.3188 | 1.3196 | 8.0 | 1.12 | 23m | 0.00% |
12.31.2012 20:25 | 12.31.2012 20:28 | EURUSD | Sell | 0.01 | - | 1.3 | 1.3189 | 1.3186 | 3.0 | 0.03 | 3m | 0.00% |
12.31.2012 19:07 | 12.31.2012 20:21 | EURUSD | Sell | 0.01 | - | 1.3 | 1.3189 | 1.3194 | -5.0 | -0.05 | 1h 14m | 0.00% |
12.31.2012 20:03 | 12.31.2012 20:21 | EURUSD | Sell | 0.08 | - | 1.3 | 1.3201 | 1.3194 | 7.0 | 0.56 | 18m | 0.00% |
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