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Strategy Settings
| +34.15% |
| 3.32% | |
| 166.26% | |
| Drawdown: | 17.74% |
| Balance: | $1,341.50 |
| Highest: | (May 16) $1,341.50 |
| Profit: | $341.50 |
| Deposits: | $1,000.00 |
| Test Started: | May 07, 2014 |
| Test Ended: | May 16, 2014 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Aug 06, 2014 at 03:30 |
| Trades: | 31 |
| Profitability: |
|
| Pips: | 78.0 |
| Average Win: | 3.19 pips / $13.24 |
| Average Loss: | -2.00 pips / -$4.02 |
| Lots: | 107.00 |
| Commissions: | 0 |
| Longs Won: | (11/13) 84% |
| Shorts Won: | (16/18) 88% |
| Best Trade ($): | (May 16) 30.40 |
| Worst Trade ($): | (May 16) -9.84 |
| Best Trade (Pips): | (May 16) 6.0 |
| Worst Trade (Pips): | (May 16) -5.0 |
| Avg. Trade Length: | 9h 23m |
| Profit Factor: | 22.26 |
| Standard Deviation: | $10.35 |
| Sharpe Ratio | 0.96 |
| Z-Score (Probability): | 1.30 (80.63%) |
| Expectancy | 2.5 Pips / $11.02 |
| AHPR: | 0.96% |
| GHPR: | 0.95% |
| 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 | 334 | 300 | 267 | 234 | 200 | 167 | 133 | 100 | 67 | 33 |
Trading Activity (31)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.16.2014 20:10 | 05.16.2014 20:52 | EURUSD | Sell | 5.00 | - | 1.4 | 1.3703 | 1.3699 | 4.0 | 20.00 | 42m | 1.51% |
| 05.16.2014 20:00 | 05.16.2014 20:52 | EURUSD | Sell | 2.00 | - | 1.4 | 1.3701 | 1.3699 | 2.0 | 4.00 | 52m | 0.30% |
| 05.15.2014 20:35 | 05.16.2014 13:02 | EURUSD | Sell | 5.00 | - | 1.4 | 1.3711 | 1.3706 | 5.0 | 24.45 | 16h 27m | 1.89% |
| 05.15.2014 19:55 | 05.16.2014 13:02 | EURUSD | Sell | 2.00 | - | 1.4 | 1.3705 | 1.3706 | -1.0 | -2.22 | 17h 7m | -0.17% |
| 05.15.2014 18:40 | 05.16.2014 10:22 | EURUSD | Buy | 5.00 | - | 1.4 | 1.3714 | 1.372 | 6.0 | 30.40 | 15h 42m | 2.40% |
| 05.15.2014 18:30 | 05.16.2014 10:22 | EURUSD | Buy | 2.00 | - | 1.4 | 1.3725 | 1.372 | -5.0 | -9.84 | 15h 52m | -0.77% |
| 05.15.2014 18:10 | 05.15.2014 18:12 | EURUSD | Buy | 5.00 | - | 1.4 | 1.3713 | 1.3717 | 4.0 | 20.00 | 2m | 1.59% |
| 05.15.2014 18:05 | 05.15.2014 18:12 | EURUSD | Buy | 2.00 | - | 1.4 | 1.3715 | 1.3717 | 2.0 | 4.00 | 7m | 0.32% |
| 05.15.2014 17:00 | 05.15.2014 17:07 | EURUSD | Buy | 2.00 | - | 1.4 | 1.3675 | 1.3678 | 3.0 | 6.00 | 7m | 0.48% |
| 05.15.2014 06:50 | 05.15.2014 07:57 | EURUSD | Sell | 5.00 | - | 1.4 | 1.372 | 1.3716 | 4.0 | 20.00 | 1h 7m | 1.63% |
| 05.15.2014 06:05 | 05.15.2014 07:57 | EURUSD | Sell | 2.00 | - | 1.4 | 1.3718 | 1.3716 | 2.0 | 4.00 | 1h 52m | 0.33% |
| 05.13.2014 23:45 | 05.14.2014 02:12 | EURUSD | Buy | 5.00 | - | 1.4 | 1.3702 | 1.3705 | 3.0 | 15.40 | 2h 27m | 1.28% |
| 05.13.2014 22:35 | 05.14.2014 02:12 | EURUSD | Buy | 2.00 | - | 1.4 | 1.3703 | 1.3705 | 2.0 | 4.16 | 3h 37m | 0.35% |
| 05.13.2014 18:35 | 05.13.2014 19:16 | EURUSD | Sell | 5.00 | - | 1.4 | 1.3707 | 1.3703 | 4.0 | 20.00 | 41m | 1.69% |
| 05.13.2014 18:00 | 05.13.2014 19:16 | EURUSD | Sell | 2.00 | - | 1.4 | 1.3705 | 1.3703 | 2.0 | 4.00 | 1h 16m | 0.34% |
| 05.13.2014 17:05 | 05.13.2014 17:24 | EURUSD | Buy | 5.00 | - | 1.4 | 1.3721 | 1.3726 | 5.0 | 25.00 | 19m | 2.17% |
| 05.13.2014 17:00 | 05.13.2014 17:24 | EURUSD | Buy | 2.00 | - | 1.4 | 1.3727 | 1.3726 | -1.0 | -2.00 | 24m | -0.17% |
| 05.09.2014 21:55 | 05.13.2014 12:09 | EURUSD | Sell | 5.00 | - | 1.4 | 1.3751 | 1.3747 | 4.0 | 18.90 | 3d | 1.66% |
| 05.09.2014 21:50 | 05.13.2014 12:09 | EURUSD | Sell | 2.00 | - | 1.4 | 1.3749 | 1.3747 | 2.0 | 3.56 | 3d | 0.31% |
| 05.09.2014 06:25 | 05.09.2014 07:54 | EURUSD | Buy | 5.00 | - | 1.4 | 1.3837 | 1.3841 | 4.0 | 20.00 | 1h 29m | 1.80% |
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