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Strategy Settings
+1873.32% |
0.77% | |
26.01% | |
Drawdown: | 41.26% |
Balance: | $59,255.88 |
Highest: | (Dec 09) $79,940.14 |
Profit: | $56,255.88 |
Deposits: | $3,000.00 |
Test Started: | Jan 03, 2011 |
Test Ended: | Jan 25, 2012 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Feb 07, 2012 at 08:33 |
Trades: | 585 |
Profitability: |
|
Pips: | 3,599.9 |
Average Win: | 52.35 pips / $1,393.78 |
Average Loss: | -30.29 pips / -$927.65 |
Lots: | 1,711.99 |
Commissions: | 0 |
Longs Won: | (130/308) 42% |
Shorts Won: | (128/277) 46% |
Best Trade ($): | (Jan 25) 6,801.60 |
Worst Trade ($): | (Jan 24) -4,182.96 |
Best Trade (Pips): | (Oct 10) 221.0 |
Worst Trade (Pips): | (Aug 05) -111.2 |
Avg. Trade Length: | 10h 23m |
Profit Factor: | 1.19 |
Standard Deviation: | $1,612.91 |
Sharpe Ratio | 0.13 |
Z-Score (Probability): | 2.94 (99.67%) |
Expectancy | 6.2 Pips / $96.16 |
AHPR: | 0.63% |
GHPR: | 0.51% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | 0.1% | 0.55% | 1.91% | 5.0% | 11.0% | 21.41% | 38.13% | 63.43% |
Consecutive Losing Trades | 64 | 57 | 51 | 45 | 38 | 32 | 26 | 19 | 13 | 6 |
Trading Activity (585)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.25.2012 22:30 | 01.25.2012 23:59 | EURUSD | Sell | 5.88 | 1.3 | 1.2 | 1.31073 | 1.30995 | 7.8 | 458.64 | 1h 29m | 0.78% |
01.25.2012 15:45 | 01.25.2012 19:30 | EURUSD | Buy | 5.20 | 1.3 | 1.4 | 1.29666 | 1.30974 | 130.8 | 6,801.60 | 3h 45m | 13.08% |
01.25.2012 09:15 | 01.25.2012 10:30 | EURUSD | Sell | 5.07 | 1.3 | 1.3 | 1.30389 | 1.30132 | 25.7 | 1,302.99 | 1h 15m | 2.57% |
01.25.2012 03:45 | 01.25.2012 08:35 | EURUSD | Sell | 4.85 | 1.3 | 1.3 | 1.30245 | 1.30424 | -17.9 | -868.15 | 4h 50m | -1.68% |
01.24.2012 22:45 | 01.25.2012 04:04 | EURUSD | Buy | 4.91 | 1.3 | 1.3 | 1.30289 | 1.3021 | -7.9 | -393.78 | 5h 19m | -0.76% |
01.24.2012 14:45 | 01.25.2012 00:42 | EURUSD | Sell | 5.26 | 1.3 | 1.2 | 1.29654 | 1.30397 | -74.3 | -3,916.07 | 9h 57m | -7.01% |
01.24.2012 11:30 | 01.24.2012 15:05 | EURUSD | Buy | 6.01 | 1.3 | 1.4 | 1.30243 | 1.29547 | -69.6 | -4,182.96 | 3h 35m | -6.97% |
01.23.2012 00:30 | 01.23.2012 09:06 | EURUSD | Sell | 6.13 | 1.3 | 1.3 | 1.28926 | 1.29127 | -20.1 | -1,232.13 | 8h 36m | -2.01% |
01.20.2012 13:00 | 01.23.2012 00:00 | EURUSD | Buy | 6.17 | 1.3 | 1.3 | 1.29059 | 1.29 | -5.9 | -371.43 | 2d | -0.60% |
01.12.2012 10:45 | 01.12.2012 14:31 | EURUSD | Buy | 6.22 | 1.3 | 1.3 | 1.27268 | 1.27181 | -8.7 | -541.14 | 3h 46m | -0.87% |
01.12.2012 03:30 | 01.12.2012 08:50 | EURUSD | Buy | 6.34 | 1.3 | 1.3 | 1.27228 | 1.27036 | -19.2 | -1,217.28 | 5h 20m | -1.92% |
01.11.2012 16:30 | 01.12.2012 03:16 | EURUSD | Sell | 6.65 | 1.3 | 1.2 | 1.26791 | 1.27254 | -46.3 | -3,108.88 | 10h 46m | -4.67% |
01.10.2012 12:00 | 01.11.2012 00:55 | EURUSD | Buy | 6.98 | 1.3 | 1.3 | 1.2799 | 1.2752 | -47.0 | -3,288.98 | 12h 55m | -4.71% |
01.10.2012 06:45 | 01.10.2012 09:15 | EURUSD | Sell | 6.47 | 1.3 | 1.3 | 1.27865 | 1.27521 | 34.4 | 2,225.68 | 2h 30m | 3.29% |
01.09.2012 16:30 | 01.10.2012 08:55 | EURUSD | Buy | 6.61 | 1.3 | 1.3 | 1.27431 | 1.27662 | 23.1 | 1,518.98 | 16h 25m | 2.30% |
01.09.2012 11:00 | 01.09.2012 14:04 | EURUSD | Buy | 6.90 | 1.3 | 1.3 | 1.27768 | 1.27338 | -43.0 | -2,967.00 | 3h 4m | -4.30% |
01.09.2012 04:00 | 01.09.2012 09:30 | EURUSD | Buy | 6.33 | 1.3 | 1.3 | 1.26936 | 1.27488 | 55.2 | 3,494.16 | 5h 30m | 5.33% |
01.09.2012 08:15 | 01.09.2012 09:02 | EURUSD | Sell | 6.52 | 1.3 | 1.2 | 1.27253 | 1.27511 | -25.8 | -1,682.16 | 47m | -2.50% |
01.06.2012 18:30 | 01.09.2012 06:06 | EURUSD | Sell | 6.58 | 1.3 | 1.2 | 1.27192 | 1.26978 | 21.4 | 1,398.25 | 2d | 2.12% |
01.06.2012 11:00 | 01.06.2012 14:31 | EURUSD | Buy | 6.86 | 1.3 | 1.3 | 1.28026 | 1.2762 | -40.6 | -2,785.16 | 3h 31m | -4.06% |
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