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Strategy Settings
+530.93% |
0.08% | |
2.57% | |
Drawdown: | 32.73% |
Balance: | $63,094.69 |
Highest: | (Dec 21) $63,181.84 |
Profit: | $53,092.51 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2007 |
Test Ended: | Dec 21, 2012 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Dec 27, 2012 at 13:41 |
Trades: | 11,933 |
Profitability: |
|
Pips: | -8,161.9 |
Average Win: | 32.32 pips / $22.19 |
Average Loss: | -65.38 pips / -$30.32 |
Lots: | 728.05 |
Commissions: | 0 |
Longs Won: | (6,518/9,868) 66% |
Shorts Won: | (1,384/2,065) 67% |
Best Trade ($): | (Sep 24) 3,082.50 |
Worst Trade ($): | (Sep 24) -1,068.20 |
Best Trade (Pips): | (Dec 21) 2,776.5 |
Worst Trade (Pips): | (Jan 03) -250.0 |
Avg. Trade Length: | 14h 28m |
Profit Factor: | 1.43 |
Standard Deviation: | $70.43 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -30.19 (99.99%) |
Expectancy | -0.7 Pips / $4.45 |
AHPR: | 0.02% |
GHPR: | 0.02% |
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 | 2079 | 1871 | 1663 | 1455 | 1247 | 1040 | 832 | 624 | 416 | 208 |
Trading Activity (11933)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.19.2012 10:45 | 12.21.2012 23:59 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.62851 | 1.61686 | -116.5 | -23.40 | 2d | -0.04% |
12.21.2012 17:46 | 12.21.2012 23:59 | GBPUSD | Buy | 0.10 | 1.6 | 1.6 | 1.61771 | 1.61686 | -8.5 | -8.50 | 6h 13m | -0.01% |
12.21.2012 14:20 | 12.21.2012 23:59 | GBPUSD | Buy | 0.06 | 1.6 | 1.6 | 1.6219 | 1.61686 | -50.4 | -30.24 | 9h 39m | -0.05% |
12.19.2012 22:50 | 12.21.2012 23:59 | GBPUSD | Buy | 0.03 | 1.6 | 1.6 | 1.62515 | 1.61686 | -82.9 | -25.01 | 2d | -0.04% |
08.13.2008 11:42 | 12.21.2012 23:59 | GBPUSD | Sell | 0.02 | 1.9 | - | 1.89468 | 1.61703 | 2,776.5 | 485.21 | 1591d | 0.77% |
12.18.2012 17:20 | 12.19.2012 10:45 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.62358 | 1.62808 | 45.0 | 8.98 | 17h 25m | 0.01% |
12.17.2012 00:16 | 12.18.2012 17:20 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.61857 | 1.62307 | 45.0 | 8.98 | 1d | 0.01% |
12.14.2012 08:10 | 12.17.2012 00:16 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.61339 | 1.61789 | 45.0 | 8.98 | 2d | 0.01% |
12.13.2012 19:20 | 12.14.2012 08:10 | GBPUSD | Buy | 0.03 | 1.6 | 1.6 | 1.60862 | 1.61312 | 45.0 | 13.46 | 12h 50m | 0.02% |
12.12.2012 11:15 | 12.14.2012 08:10 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.61296 | 1.61312 | 1.6 | 0.22 | 1d | 0.00% |
12.10.2012 15:15 | 12.12.2012 11:15 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.60797 | 1.61247 | 45.0 | 8.95 | 1d | 0.01% |
12.07.2012 11:32 | 12.10.2012 15:15 | GBPUSD | Buy | 0.06 | 1.6 | 1.6 | 1.60258 | 1.60708 | 45.0 | 26.93 | 3d | 0.04% |
12.06.2012 19:10 | 12.10.2012 15:15 | GBPUSD | Buy | 0.03 | 1.6 | 1.6 | 1.60604 | 1.60708 | 10.4 | 3.05 | 3d | 0.00% |
12.03.2012 17:45 | 12.10.2012 15:15 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.60928 | 1.60708 | -22.0 | -4.57 | 6d | -0.01% |
12.03.2012 03:45 | 12.03.2012 17:45 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.60441 | 1.60891 | 45.0 | 9.00 | 14h 0m | 0.01% |
11.29.2012 11:50 | 12.03.2012 03:45 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.60322 | 1.6042 | 9.8 | 1.91 | 3d | 0.00% |
11.30.2012 15:45 | 12.03.2012 03:45 | GBPUSD | Buy | 0.03 | 1.6 | 1.6 | 1.5997 | 1.6042 | 45.0 | 13.46 | 2d | 0.02% |
11.28.2012 13:50 | 11.29.2012 11:50 | GBPUSD | Buy | 0.03 | 1.6 | 1.6 | 1.59838 | 1.60288 | 45.0 | 13.39 | 22h 0m | 0.02% |
11.23.2012 18:10 | 11.29.2012 11:50 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.60197 | 1.60288 | 9.1 | 1.68 | 5d | 0.00% |
11.23.2012 16:15 | 11.23.2012 18:10 | GBPUSD | Buy | 0.02 | 1.6 | 1.6 | 1.59683 | 1.60133 | 45.0 | 9.00 | 1h 55m | 0.01% |
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