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Strategy Settings
+2851.2% |
0.08% | |
2.58% | |
Drawdown: | 29.52% |
Balance: | $73,780.15 |
Highest: | (Nov 30) $73,923.03 |
Profit: | $71,279.90 |
Deposits: | $2,500.00 |
Test Started: | Jan 03, 2002 |
Test Ended: | Dec 10, 2012 |
Timeframe: | 1 Minute |
Model Type: | n/a |
Added: | Dec 10, 2012 at 16:06 |
Trades: | 1,284 |
Profitability: |
|
Pips: | 8,894.9 |
Average Win: | 94.21 pips / $242.08 |
Average Loss: | -117.64 pips / -$210.76 |
Lots: | 253.53 |
Commissions: | 0 |
Longs Won: | (373/641) 58% |
Shorts Won: | (382/643) 59% |
Best Trade ($): | (May 06) 6,344.04 |
Worst Trade ($): | (May 06) -3,541.66 |
Best Trade (Pips): | (Jan 15) 144.0 |
Worst Trade (Pips): | (Jul 26) -190.0 |
Avg. Trade Length: | 2d |
Profit Factor: | 1.64 |
Standard Deviation: | $470.91 |
Sharpe Ratio | 0.11 |
Z-Score (Probability): | -5.57 (99.99%) |
Expectancy | 6.9 Pips / $55.51 |
AHPR: | 0.30% |
GHPR: | 0.26% |
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% | 0.03% | 2.07% |
Consecutive Losing Trades | 350 | 315 | 280 | 245 | 210 | 175 | 140 | 105 | 70 | 35 |
Trading Activity (1284)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.29.2012 15:21 | 12.10.2012 18:00 | EURJPY | Buy | 0.29 | 105.6 | 108.2 | 106.8 | 106.399 | -40.1 | -142.88 | 11d | -0.19% |
11.29.2012 15:21 | 11.30.2012 09:13 | EURJPY | Buy | 0.29 | 105.6 | 107.4 | 106.8 | 107.4 | 60.0 | 211.23 | 17h 52m | 0.29% |
11.27.2012 13:12 | 11.28.2012 08:06 | EURJPY | Sell | 0.29 | 106.7 | 105.7 | 106.15 | 105.71 | 44.0 | 154.95 | 18h 54m | 0.21% |
11.14.2012 16:22 | 11.15.2012 12:33 | EURJPY | Buy | 0.29 | 100.8 | 103.5 | 102.4 | 103.52 | 112.0 | 394.10 | 20h 11m | 0.54% |
11.14.2012 04:21 | 11.14.2012 09:46 | EURJPY | Buy | 0.58 | 100.6 | 101.6 | 101.2 | 101.64 | 44.0 | 310.07 | 5h 25m | 0.43% |
11.13.2012 16:13 | 11.14.2012 04:21 | EURJPY | Sell | 0.29 | 101.2 | 100.2 | 100.65 | 101.2 | -55.0 | -193.78 | 12h 8m | -0.27% |
11.06.2012 06:29 | 11.08.2012 20:12 | EURJPY | Sell | 1.44 | 104.0 | 101.3 | 102.4 | 101.28 | 112.0 | 1,958.31 | 2d | 2.75% |
10.26.2012 09:33 | 11.08.2012 11:34 | EURJPY | Sell | 0.57 | 104.4 | 101.8 | 103.2 | 101.76 | 144.0 | 996.10 | 13d | 1.42% |
11.07.2012 06:07 | 11.07.2012 09:31 | EURJPY | Buy | 0.29 | 102.3 | 103.3 | 102.85 | 103.29 | 44.0 | 155.03 | 3h 24m | 0.22% |
11.01.2012 16:13 | 11.06.2012 06:29 | EURJPY | Buy | 0.57 | 102.4 | 105.1 | 104 | 102.4 | -160.0 | -1,109.12 | 4d | -1.56% |
10.30.2012 07:51 | 11.01.2012 16:13 | EURJPY | Sell | 0.29 | 104.0 | 101.3 | 102.4 | 104 | -160.0 | -563.75 | 2d | -0.79% |
10.26.2012 09:33 | 10.29.2012 10:19 | EURJPY | Sell | 0.86 | 104.4 | 102.6 | 103.2 | 102.6 | 60.0 | 626.66 | 3d | 0.88% |
10.25.2012 11:23 | 10.26.2012 09:33 | EURJPY | Buy | 0.29 | 103.2 | 105.8 | 104.4 | 103.2 | -120.0 | -423.00 | 22h 10m | -0.59% |
10.25.2012 11:23 | 10.26.2012 09:33 | EURJPY | Buy | 0.29 | 103.2 | 105.0 | 104.4 | 103.2 | -120.0 | -423.00 | 22h 10m | -0.59% |
10.16.2012 10:38 | 10.18.2012 12:25 | EURJPY | Buy | 0.57 | 100.7 | 103.9 | 102.6 | 103.93 | 133.0 | 919.70 | 2d | 1.30% |
10.16.2012 08:50 | 10.17.2012 20:52 | EURJPY | Buy | 1.41 | 100.8 | 103.5 | 102.4 | 103.52 | 112.0 | 1,917.86 | 1d | 2.78% |
10.15.2012 12:27 | 10.17.2012 02:28 | EURJPY | Buy | 0.57 | 100.8 | 103.4 | 102 | 103.44 | 144.0 | 996.57 | 1d | 1.47% |
10.09.2012 18:43 | 10.16.2012 10:38 | EURJPY | Sell | 0.28 | 102.6 | 99.4 | 100.7 | 102.6 | -190.0 | -646.44 | 6d | -0.94% |
10.09.2012 17:59 | 10.16.2012 08:50 | EURJPY | Sell | 0.57 | 102.4 | 99.7 | 100.8 | 102.4 | -160.0 | -1,108.27 | 6d | -1.59% |
10.09.2012 17:59 | 10.15.2012 12:27 | EURJPY | Sell | 0.28 | 102.0 | 99.4 | 100.8 | 102 | -120.0 | -408.33 | 5d | -0.58% |
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