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Strategy Settings
+661.95% |
0.04% | |
1.29% | |
Drawdown: | 7.76% |
Balance: | $761,945.03 |
Highest: | (Aug 02) $765,766.49 |
Profit: | $661,945.03 |
Deposits: | $100,000.00 |
Test Started: | Jan 03, 2000 |
Test Ended: | Jan 14, 2013 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Jan 17, 2013 at 20:43 |
Trades: | 2,031 |
Profitability: |
|
Pips: | 10,304.8 |
Average Win: | 15.83 pips / $1,032.38 |
Average Loss: | -15.47 pips / -$1,023.23 |
Lots: | 13,221.65 |
Commissions: | 0 |
Longs Won: | (654/1,037) 63% |
Shorts Won: | (679/994) 68% |
Best Trade ($): | (Jul 06) 3,016.00 |
Worst Trade ($): | (Oct 01) -9,821.50 |
Best Trade (Pips): | (Jan 04) 20.0 |
Worst Trade (Pips): | (Feb 28) -65.0 |
Avg. Trade Length: | 4h 35m |
Profit Factor: | 1.93 |
Standard Deviation: | $1,435.83 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -12.88 (99.99%) |
Expectancy | 5.1 Pips / $325.92 |
AHPR: | 0.10% |
GHPR: | 0.10% |
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 | 745 | 670 | 596 | 521 | 447 | 372 | 298 | 223 | 149 | 74 |
Trading Activity (2031)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.14.2013 08:15 | 01.14.2013 11:30 | EURUSD | Buy | 15.30 | 1.3 | 1.3 | 1.33872 | 1.33667 | -20.5 | -3,136.50 | 3h 15m | -0.41% |
01.11.2013 21:45 | 01.11.2013 22:30 | EURUSD | Buy | 15.31 | 1.3 | 1.3 | 1.33415 | 1.33394 | -2.1 | -321.51 | 45m | -0.04% |
01.11.2013 14:00 | 01.11.2013 14:38 | EURUSD | Buy | 15.26 | 1.3 | 1.3 | 1.32528 | 1.32678 | 15.0 | 2,289.00 | 38m | 0.30% |
01.11.2013 04:00 | 01.11.2013 09:16 | EURUSD | Buy | 15.14 | 1.3 | 1.3 | 1.32524 | 1.32644 | 12.0 | 1,816.80 | 5h 16m | 0.24% |
01.11.2013 09:00 | 01.11.2013 09:13 | EURUSD | Buy | 15.16 | 1.3 | 1.3 | 1.32522 | 1.32612 | 9.0 | 1,364.40 | 13m | 0.18% |
01.11.2013 08:30 | 01.11.2013 09:13 | EURUSD | Buy | 15.16 | 1.3 | 1.3 | 1.32507 | 1.32597 | 9.0 | 1,364.40 | 43m | 0.18% |
01.11.2013 04:30 | 01.11.2013 07:42 | EURUSD | Buy | 15.13 | 1.3 | 1.3 | 1.32521 | 1.32641 | 12.0 | 1,815.60 | 3h 12m | 0.24% |
01.08.2013 03:15 | 01.08.2013 04:28 | EURUSD | Buy | 15.11 | 1.3 | 1.3 | 1.31166 | 1.31246 | 8.0 | 1,208.80 | 1h 13m | 0.16% |
01.04.2013 07:30 | 01.04.2013 09:06 | EURUSD | Sell | 15.04 | 1.3 | 1.3 | 1.30357 | 1.30247 | 11.0 | 1,654.40 | 1h 36m | 0.22% |
01.04.2013 08:00 | 01.04.2013 09:05 | EURUSD | Sell | 15.02 | 1.3 | 1.3 | 1.30414 | 1.30304 | 11.0 | 1,652.20 | 1h 5m | 0.22% |
01.03.2013 09:30 | 01.03.2013 09:59 | EURUSD | Sell | 15.01 | 1.3 | 1.3 | 1.31458 | 1.31358 | 10.0 | 1,501.00 | 29m | 0.20% |
12.07.2012 04:00 | 12.07.2012 05:00 | EURUSD | Sell | 15.01 | 1.3 | 1.3 | 1.29684 | 1.29695 | -1.1 | -165.11 | 1h 0m | -0.02% |
12.06.2012 22:45 | 12.07.2012 05:00 | EURUSD | Sell | 15.00 | 1.3 | 1.3 | 1.2967 | 1.29695 | -2.5 | -375.00 | 6h 15m | -0.05% |
12.06.2012 23:00 | 12.07.2012 05:00 | EURUSD | Sell | 14.99 | 1.3 | 1.3 | 1.2968 | 1.29695 | -1.5 | -224.85 | 6h 0m | -0.03% |
12.06.2012 23:45 | 12.07.2012 00:51 | EURUSD | Sell | 14.97 | 1.3 | 1.3 | 1.29707 | 1.29607 | 10.0 | 1,497.00 | 1h 6m | 0.20% |
11.26.2012 02:45 | 11.26.2012 05:30 | EURUSD | Buy | 15.03 | 1.3 | 1.3 | 1.29641 | 1.29546 | -9.5 | -1,427.85 | 2h 45m | -0.19% |
11.07.2012 19:45 | 11.08.2012 06:01 | EURUSD | Sell | 14.97 | 1.3 | 1.3 | 1.27679 | 1.27479 | 20.0 | 2,994.00 | 10h 16m | 0.40% |
11.05.2012 18:15 | 11.05.2012 19:48 | EURUSD | Sell | 14.93 | 1.3 | 1.3 | 1.27919 | 1.27789 | 13.0 | 1,940.90 | 1h 33m | 0.26% |
11.05.2012 03:00 | 11.05.2012 04:56 | EURUSD | Sell | 14.90 | 1.3 | 1.3 | 1.28331 | 1.28231 | 10.0 | 1,490.00 | 1h 56m | 0.20% |
10.24.2012 15:00 | 10.24.2012 17:15 | EURUSD | Sell | 14.95 | 1.3 | 1.3 | 1.29435 | 1.29587 | -15.2 | -2,272.40 | 2h 15m | -0.30% |
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