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Strategy Settings
+129.8% |
0.06% | |
1.91% | |
Drawdown: | 24.88% |
Balance: | $22,979.93 |
Highest: | (Sep 23) $22,979.93 |
Profit: | $12,979.93 |
Deposits: | $10,000.00 |
Test Started: | Feb 10, 2011 |
Test Ended: | Sep 23, 2014 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Oct 10, 2014 at 02:39 |
Trades: | 79 |
Profitability: |
|
Pips: | 1,246.2 |
Average Win: | 43.59 pips / $515.04 |
Average Loss: | -66.28 pips / -$870.38 |
Lots: | 105.08 |
Commissions: | 0 |
Longs Won: | (27/36) 75% |
Shorts Won: | (32/43) 74% |
Best Trade ($): | (Oct 15) 1,294.19 |
Worst Trade ($): | (Apr 08) -1,330.47 |
Best Trade (Pips): | (Nov 09) 118.7 |
Worst Trade (Pips): | (May 27) -128.6 |
Avg. Trade Length: | 18h 51m |
Profit Factor: | 1.75 |
Standard Deviation: | $677.09 |
Sharpe Ratio | 0.25 |
Z-Score (Probability): | 0.19 (15.06%) |
Expectancy | 15.8 Pips / $164.30 |
AHPR: | 1.16% |
GHPR: | 1.06% |
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% | 0.03% | 0.31% | 2.67% | 18.09% |
Consecutive Losing Trades | 26 | 24 | 21 | 18 | 16 | 13 | 11 | 8 | 5 | 3 |
Trading Activity (79)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.23.2014 17:16 | 09.23.2014 23:59 | EURUSD | Sell | 1.84 | 1.3 | - | 1.28678 | 1.28468 | 21.0 | 374.56 | 6h 43m | 1.66% |
06.12.2014 01:00 | 06.12.2014 19:00 | EURUSD | Buy | 2.51 | 1.3 | - | 1.35342 | 1.35547 | 20.5 | 497.56 | 18h 0m | 2.25% |
05.27.2014 08:00 | 05.27.2014 18:00 | EURUSD | Sell | 2.34 | 1.4 | - | 1.36538 | 1.36137 | 40.1 | 922.36 | 10h 0m | 4.35% |
05.19.2014 18:03 | 05.20.2014 10:00 | EURUSD | Sell | 2.17 | 1.4 | - | 1.37165 | 1.36949 | 21.6 | 450.26 | 15h 57m | 2.17% |
04.15.2014 02:15 | 04.16.2014 09:00 | EURUSD | Buy | 2.37 | 1.4 | - | 1.382 | 1.38282 | 8.2 | 171.58 | 1d | 0.83% |
04.08.2014 01:00 | 04.08.2014 15:28 | EURUSD | Sell | 2.79 | 1.4 | - | 1.37413 | 1.37883 | -47.0 | -1,330.47 | 14h 28m | -6.08% |
03.31.2014 19:45 | 04.02.2014 18:00 | EURUSD | Sell | 1.72 | 1.4 | - | 1.37727 | 1.3768 | 4.7 | 63.32 | 1d | 0.29% |
02.25.2014 05:58 | 02.25.2014 12:00 | EURUSD | Buy | 2.73 | 1.4 | - | 1.3736 | 1.37529 | 16.9 | 442.62 | 6h 2m | 2.07% |
10.14.2013 20:00 | 10.15.2013 13:00 | EURUSD | Sell | 1.93 | 1.4 | - | 1.35751 | 1.35072 | 67.9 | 1,294.19 | 17h 0m | 6.44% |
09.25.2013 08:45 | 09.25.2013 13:00 | EURUSD | Buy | 2.30 | 1.3 | - | 1.34724 | 1.35096 | 37.2 | 840.11 | 4h 15m | 4.36% |
09.05.2013 15:45 | 09.05.2013 17:00 | EURUSD | Sell | 1.42 | 1.3 | - | 1.31741 | 1.31541 | 20.0 | 274.65 | 1h 15m | 1.45% |
08.23.2013 03:15 | 08.23.2013 17:43 | EURUSD | Sell | 1.98 | 1.3 | - | 1.33467 | 1.34079 | -61.2 | -1,224.97 | 14h 28m | -6.06% |
08.20.2013 00:07 | 08.20.2013 13:30 | EURUSD | Sell | 2.04 | 1.3 | - | 1.33379 | 1.34009 | -63.0 | -1,298.80 | 13h 23m | -6.04% |
07.18.2013 20:30 | 07.19.2013 07:00 | EURUSD | Buy | 1.85 | 1.3 | - | 1.30939 | 1.31356 | 41.7 | 754.36 | 10h 30m | 3.64% |
07.02.2013 03:15 | 07.02.2013 12:00 | EURUSD | Sell | 2.52 | 1.3 | - | 1.30641 | 1.30227 | 41.4 | 1,026.82 | 8h 45m | 5.21% |
06.28.2013 09:49 | 06.28.2013 18:00 | EURUSD | Sell | 1.67 | 1.3 | - | 1.30478 | 1.30005 | 47.3 | 779.01 | 8h 11m | 4.11% |
05.24.2013 15:01 | 05.28.2013 04:00 | EURUSD | Sell | 1.35 | 1.3 | - | 1.29528 | 1.28976 | 55.2 | 732.01 | 3d | 4.02% |
04.25.2013 16:27 | 04.30.2013 11:00 | EURUSD | Sell | 1.13 | 1.3 | - | 1.30339 | 1.30787 | -44.8 | -519.19 | 4d | -2.77% |
04.19.2013 15:49 | 04.22.2013 12:00 | EURUSD | Sell | 1.39 | 1.3 | - | 1.30786 | 1.30484 | 30.2 | 408.40 | 2d | 2.23% |
04.04.2013 16:40 | 04.04.2013 21:00 | EURUSD | Buy | 0.88 | 1.3 | - | 1.28232 | 1.29377 | 114.5 | 1,001.96 | 4h 20m | 5.79% |
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