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Strategy Settings
+102.17% |
0.19% | |
5.97% | |
Drawdown: | 40.94% |
Balance: | $2,021.78 |
Highest: | (Feb 16) $2,269.77 |
Profit: | $1,021.73 |
Deposits: | $1,000.00 |
Test Started: | Mar 09, 2010 |
Test Ended: | Mar 08, 2011 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Mar 09, 2011 at 13:34 |
Trades: | 148 |
Profitability: |
|
Pips: | 1,903.8 |
Average Win: | 77.14 pips / $43.21 |
Average Loss: | -71.50 pips / -$40.75 |
Lots: | 8.60 |
Commissions: | 0 |
Longs Won: | (44/81) 54% |
Shorts Won: | (40/67) 59% |
Best Trade ($): | (Mar 03) 60.07 |
Worst Trade ($): | (Feb 22) -153.18 |
Best Trade (Pips): | (Mar 10) 80.0 |
Worst Trade (Pips): | (May 05) -240.0 |
Avg. Trade Length: | 2d |
Profit Factor: | 1.39 |
Standard Deviation: | $52.59 |
Sharpe Ratio | 0.15 |
Z-Score (Probability): | 0.82 (58.77%) |
Expectancy | 12.9 Pips / $6.90 |
AHPR: | 0.54% |
GHPR: | 0.48% |
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% | 0.1% | 0.62% | 2.87% | 10.84% | 35.03% |
Consecutive Losing Trades | 50 | 45 | 40 | 35 | 30 | 25 | 20 | 15 | 10 | 5 |
Trading Activity (148)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.08.2011 10:00 | 03.08.2011 23:59 | USDCHF | Sell | 0.06 | 1.0 | 0.9 | 0.93367 | 0.93529 | -16.2 | -10.39 | 13h 59m | -0.51% |
03.03.2011 20:00 | 03.04.2011 17:00 | USDCHF | Sell | 0.06 | 1.0 | 0.9 | 0.93146 | 0.92346 | 80.0 | 51.80 | 21h 0m | 2.62% |
02.24.2011 11:00 | 03.03.2011 20:00 | USDCHF | Buy | 0.07 | 0.9 | 0.9 | 0.92439 | 0.93239 | 80.0 | 60.07 | 7d | 3.13% |
02.22.2011 16:00 | 03.03.2011 20:00 | USDCHF | Buy | 0.06 | 0.9 | 0.9 | 0.94039 | 0.93239 | -80.0 | -51.59 | 9d | -2.62% |
02.23.2011 17:00 | 03.03.2011 20:00 | USDCHF | Buy | 0.05 | 0.9 | 0.9 | 0.93239 | 0.93239 | 0.0 | -0.05 | 8d | 0.00% |
02.17.2011 15:00 | 02.22.2011 16:00 | USDCHF | Buy | 0.05 | 0.9 | 1.0 | 0.9546 | 0.9386 | -160.0 | -85.09 | 5d | -4.02% |
02.18.2011 19:00 | 02.22.2011 16:00 | USDCHF | Buy | 0.07 | 0.9 | 1.0 | 0.9466 | 0.9386 | -80.0 | -59.56 | 3d | -2.93% |
02.16.2011 19:00 | 02.22.2011 16:00 | USDCHF | Buy | 0.06 | 0.9 | 1.0 | 0.9626 | 0.9386 | -240.0 | -153.18 | 5d | -6.75% |
02.16.2011 15:00 | 02.16.2011 18:00 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 0.97303 | 0.96503 | 80.0 | 49.91 | 3h 0m | 2.25% |
02.16.2011 10:00 | 02.16.2011 15:00 | USDCHF | Buy | 0.06 | 0.9 | 1.0 | 0.96244 | 0.97044 | 80.0 | 49.33 | 5h 0m | 2.27% |
02.10.2011 17:00 | 02.15.2011 17:00 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 0.9667 | 0.9667 | 0.0 | -0.13 | 5d | -0.01% |
02.11.2011 14:00 | 02.15.2011 17:00 | USDCHF | Sell | 0.05 | 1.0 | 1.0 | 0.9747 | 0.9667 | 80.0 | 41.27 | 4d | 1.94% |
02.08.2011 21:00 | 02.09.2011 20:00 | USDCHF | Sell | 0.07 | 1.0 | 1.0 | 0.96345 | 0.95545 | 80.0 | 58.44 | 23h 0m | 2.82% |
02.03.2011 15:00 | 02.09.2011 20:00 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 0.94745 | 0.95545 | -80.0 | -50.31 | 6d | -2.37% |
02.04.2011 15:00 | 02.09.2011 20:00 | USDCHF | Sell | 0.05 | 1.0 | 1.0 | 0.95545 | 0.95545 | 0.0 | -0.11 | 5d | -0.01% |
02.02.2011 07:00 | 02.02.2011 19:00 | USDCHF | Buy | 0.06 | 0.9 | 0.9 | 0.93363 | 0.94163 | 80.0 | 50.93 | 12h 0m | 2.46% |
01.27.2011 13:00 | 01.27.2011 18:00 | USDCHF | Buy | 0.05 | 0.9 | 0.9 | 0.94002 | 0.94802 | 80.0 | 42.26 | 5h 0m | 2.08% |
01.25.2011 04:00 | 01.27.2011 18:00 | USDCHF | Buy | 0.06 | 0.9 | 0.9 | 0.94802 | 0.94802 | 0.0 | -0.02 | 2d | 0.00% |
01.20.2011 17:00 | 01.21.2011 15:00 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 0.9682 | 0.9602 | 80.0 | 50.02 | 22h 0m | 2.53% |
01.19.2011 20:00 | 01.20.2011 15:00 | USDCHF | Buy | 0.06 | 0.9 | 1.0 | 0.95238 | 0.96038 | 80.0 | 49.91 | 19h 0m | 2.59% |
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