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Strategy Settings
+740.97% |
0.22% | |
6.87% | |
Drawdown: | 46.81% |
Balance: | $84,097.49 |
Highest: | (May 25) $84,097.49 |
Profit: | $74,097.46 |
Deposits: | $10,000.00 |
Test Started: | Oct 07, 2009 |
Test Ended: | May 25, 2012 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Jun 04, 2012 at 13:03 |
Trades: | 669 |
Profitability: |
|
Pips: | 4,860.8 |
Average Win: | 12.19 pips / $212.27 |
Average Loss: | -19.46 pips / -$440.70 |
Lots: | 1,240.33 |
Commissions: | 0 |
Longs Won: | (250/291) 85% |
Shorts Won: | (315/378) 83% |
Best Trade ($): | (Sep 21) 1,701.70 |
Worst Trade ($): | (Dec 06) -1,926.46 |
Best Trade (Pips): | (Sep 21) 71.5 |
Worst Trade (Pips): | (May 18) -61.7 |
Avg. Trade Length: | 4h 17m |
Profit Factor: | 2.62 |
Standard Deviation: | $347.71 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -9.62 (99.99%) |
Expectancy | 7.3 Pips / $110.76 |
AHPR: | 0.32% |
GHPR: | 0.32% |
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 | 191 | 172 | 153 | 134 | 115 | 95 | 76 | 57 | 38 | 19 |
Trading Activity (669)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.25.2012 06:12 | 05.25.2012 07:21 | EURUSD | Buy | 4.19 | - | - | 1.25234 | 1.25328 | 9.4 | 393.86 | 1h 9m | 0.47% |
05.24.2012 20:38 | 05.24.2012 22:31 | EURUSD | Buy | 4.15 | - | - | 1.25369 | 1.25435 | 6.6 | 273.90 | 1h 53m | 0.33% |
05.24.2012 21:12 | 05.24.2012 22:31 | EURUSD | Buy | 3.86 | - | - | 1.25279 | 1.25435 | 15.6 | 602.16 | 1h 19m | 0.72% |
05.24.2012 20:00 | 05.24.2012 20:17 | EURUSD | Buy | 4.13 | - | - | 1.25463 | 1.25565 | 10.2 | 421.26 | 17m | 0.51% |
05.17.2012 20:26 | 05.17.2012 20:46 | EURUSD | Sell | 3.82 | - | - | 1.27335 | 1.27232 | 10.3 | 393.46 | 20m | 0.48% |
05.17.2012 20:09 | 05.17.2012 20:46 | EURUSD | Sell | 4.10 | - | - | 1.27267 | 1.27232 | 3.5 | 143.50 | 37m | 0.18% |
05.15.2012 20:49 | 05.16.2012 06:25 | EURUSD | Buy | 4.12 | - | - | 1.27416 | 1.27298 | -11.8 | -489.04 | 9h 36m | -0.59% |
05.15.2012 20:58 | 05.16.2012 06:25 | EURUSD | Buy | 3.84 | - | - | 1.27346 | 1.27298 | -4.8 | -187.01 | 9h 27m | -0.23% |
05.15.2012 22:14 | 05.16.2012 06:25 | EURUSD | Buy | 3.55 | - | - | 1.27232 | 1.27298 | 6.6 | 231.82 | 8h 11m | 0.28% |
05.11.2012 20:48 | 05.14.2012 00:01 | EURUSD | Buy | 4.17 | - | - | 1.29229 | 1.29011 | -21.8 | -911.98 | 2d | -1.10% |
05.09.2012 20:24 | 05.09.2012 21:17 | EURUSD | Sell | 4.15 | - | - | 1.29643 | 1.29576 | 6.7 | 278.05 | 53m | 0.34% |
05.08.2012 20:49 | 05.08.2012 21:09 | EURUSD | Sell | 4.14 | - | - | 1.30357 | 1.30275 | 8.2 | 339.48 | 20m | 0.41% |
04.30.2012 08:41 | 04.30.2012 10:17 | EURUSD | Sell | 3.80 | - | - | 1.32534 | 1.32446 | 8.8 | 334.40 | 1h 36m | 0.41% |
04.30.2012 09:08 | 04.30.2012 10:17 | EURUSD | Sell | 3.52 | - | - | 1.32596 | 1.32446 | 15.0 | 528.00 | 1h 9m | 0.64% |
04.30.2012 06:58 | 04.30.2012 10:17 | EURUSD | Sell | 4.09 | - | - | 1.32473 | 1.32446 | 2.7 | 110.43 | 3h 19m | 0.14% |
04.27.2012 20:16 | 04.27.2012 21:46 | EURUSD | Sell | 4.07 | - | - | 1.32645 | 1.32551 | 9.4 | 382.58 | 1h 30m | 0.47% |
04.16.2012 20:46 | 04.17.2012 02:39 | EURUSD | Sell | 3.24 | - | - | 1.31341 | 1.31273 | 6.8 | 215.14 | 5h 53m | 0.27% |
04.16.2012 20:38 | 04.17.2012 02:39 | EURUSD | Sell | 3.59 | - | - | 1.31155 | 1.31273 | -11.8 | -429.36 | 6h 1m | -0.53% |
04.16.2012 20:00 | 04.17.2012 02:39 | EURUSD | Sell | 4.19 | - | - | 1.30919 | 1.31273 | -35.4 | -1,489.96 | 6h 39m | -1.78% |
04.16.2012 20:35 | 04.17.2012 02:39 | EURUSD | Sell | 3.89 | - | - | 1.31065 | 1.31273 | -20.8 | -815.34 | 6h 4m | -0.99% |
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