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Strategy Settings
| +193.72% |
| 0.02% | |
| 0.75% | |
| Drawdown: | 20.29% |
| Balance: | $2,936.91 |
| Highest: | (Nov 09) $3,029.67 |
| Profit: | $1,937.16 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 04, 1999 |
| Test Ended: | Nov 23, 2010 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Jan 04, 2012 at 20:34 |
| Trades: | 2,153 |
| Profitability: |
|
| Pips: | 4,551.8 |
| Average Win: | 44.06 pips / $20.94 |
| Average Loss: | -30.95 pips / -$14.90 |
| Lots: | 101.08 |
| Commissions: | 0 |
| Longs Won: | (462/994) 46% |
| Shorts Won: | (487/1,159) 42% |
| Best Trade ($): | (Dec 19) 101.51 |
| Worst Trade ($): | (Dec 18) -123.76 |
| Best Trade (Pips): | (Mar 19) 158.4 |
| Worst Trade (Pips): | (Sep 25) -186.9 |
| Avg. Trade Length: | 8h 7m |
| Profit Factor: | 1.11 |
| Standard Deviation: | $22.00 |
| Sharpe Ratio | 0.06 |
| Z-Score (Probability): | -0.91 (-63.73%) |
| Expectancy | 2.1 Pips / $0.90 |
| AHPR: | 0.06% |
| GHPR: | 0.05% |
| 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% | 0.05% | 0.39% | 2.07% | 8.85% | 31.83% |
| Consecutive Losing Trades | 197 | 177 | 158 | 138 | 118 | 99 | 79 | 59 | 39 | 20 |
Trading Activity (2153)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.23.2010 07:40 | 11.23.2010 08:20 | EURUSD | Sell | 0.08 | 1.4 | 1.3 | 1.35451 | 1.35751 | -30.0 | -24.00 | 40m | -0.81% |
| 11.19.2010 11:45 | 11.19.2010 13:32 | EURUSD | Buy | 0.08 | 1.4 | 1.4 | 1.37214 | 1.36897 | -31.7 | -25.36 | 1h 47m | -0.85% |
| 11.18.2010 10:05 | 11.18.2010 16:02 | EURUSD | Buy | 0.09 | 1.4 | 1.4 | 1.36443 | 1.36057 | -38.6 | -34.74 | 5h 57m | -1.15% |
| 11.16.2010 14:50 | 11.16.2010 16:36 | EURUSD | Sell | 0.08 | 1.4 | 1.4 | 1.3603 | 1.35587 | 44.3 | 35.44 | 1h 46m | 1.19% |
| 11.12.2010 11:45 | 11.12.2010 12:10 | EURUSD | Buy | 0.09 | 1.4 | 1.4 | 1.37087 | 1.36597 | -49.0 | -44.10 | 25m | -1.46% |
| 11.08.2010 03:25 | 11.09.2010 01:12 | EURUSD | Sell | 0.08 | 1.4 | 1.4 | 1.39321 | 1.38518 | 80.3 | 64.10 | 21h 47m | 2.16% |
| 11.05.2010 12:10 | 11.05.2010 13:32 | EURUSD | Sell | 0.08 | 1.4 | 1.4 | 1.40956 | 1.40371 | 58.5 | 46.80 | 1h 22m | 1.60% |
| 11.05.2010 09:15 | 11.05.2010 09:47 | EURUSD | Buy | 0.08 | 1.4 | 1.4 | 1.42242 | 1.41966 | -27.6 | -22.08 | 32m | -0.75% |
| 11.03.2010 20:25 | 11.04.2010 09:12 | EURUSD | Buy | 0.08 | 1.4 | 1.4 | 1.41181 | 1.41728 | 54.7 | 43.54 | 12h 47m | 1.50% |
| 11.02.2010 13:25 | 11.03.2010 11:12 | EURUSD | Buy | 0.08 | 1.4 | 1.4 | 1.40168 | 1.40577 | 40.9 | 32.65 | 21h 47m | 1.14% |
| 10.15.2010 16:05 | 10.15.2010 20:02 | EURUSD | Sell | 0.08 | 1.4 | 1.4 | 1.40071 | 1.39479 | 59.2 | 47.36 | 3h 57m | 1.68% |
| 10.15.2010 15:00 | 10.15.2010 16:02 | EURUSD | Sell | 0.08 | 1.4 | 1.4 | 1.40825 | 1.4027 | 55.5 | 44.40 | 1h 2m | 1.60% |
| 10.15.2010 14:20 | 10.15.2010 14:37 | EURUSD | Buy | 0.08 | 1.4 | 1.4 | 1.4145 | 1.41068 | -38.2 | -30.56 | 17m | -1.09% |
| 10.14.2010 02:30 | 10.14.2010 03:57 | EURUSD | Buy | 0.08 | 1.4 | 1.4 | 1.40373 | 1.40817 | 44.4 | 35.52 | 1h 27m | 1.28% |
| 10.12.2010 20:20 | 10.13.2010 09:57 | EURUSD | Buy | 0.08 | 1.4 | 1.4 | 1.39211 | 1.39922 | 71.1 | 56.81 | 13h 37m | 2.10% |
| 10.12.2010 08:05 | 10.12.2010 10:47 | EURUSD | Sell | 0.08 | 1.4 | 1.4 | 1.38353 | 1.37845 | 50.8 | 40.64 | 2h 42m | 1.52% |
| 10.08.2010 15:50 | 10.11.2010 00:00 | EURUSD | Buy | 0.07 | 1.4 | 1.4 | 1.39258 | 1.39885 | 62.7 | 43.83 | 2d | 1.67% |
| 10.08.2010 14:35 | 10.08.2010 14:53 | EURUSD | Buy | 0.07 | 1.4 | 1.4 | 1.39517 | 1.39039 | -47.8 | -33.46 | 18m | -1.26% |
| 10.07.2010 15:40 | 10.07.2010 17:12 | EURUSD | Sell | 0.07 | 1.4 | 1.4 | 1.3961 | 1.39139 | 47.1 | 32.97 | 1h 32m | 1.25% |
| 10.07.2010 14:55 | 10.07.2010 15:31 | EURUSD | Buy | 0.07 | 1.4 | 1.4 | 1.40107 | 1.39826 | -28.1 | -19.67 | 36m | -0.74% |
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