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Strategy Settings
+167.85% |
0.14% | |
4.14% | |
Drawdown: | 33.03% |
Balance: | $2,678.58 |
Highest: | (Sep 02) $2,746.88 |
Profit: | $1,678.48 |
Deposits: | $1,000.00 |
Test Started: | Jan 08, 2010 |
Test Ended: | Jan 06, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jan 08, 2012 at 15:57 |
Trades: | 529 |
Profitability: |
|
Pips: | 1,735.7 |
Average Win: | 30.19 pips / $30.08 |
Average Loss: | -38.91 pips / -$39.02 |
Lots: | 52.90 |
Commissions: | 0 |
Longs Won: | (152/247) 61% |
Shorts Won: | (171/282) 60% |
Best Trade ($): | (Sep 09) 278.67 |
Worst Trade ($): | (Dec 17) -110.40 |
Best Trade (Pips): | (Sep 09) 279.0 |
Worst Trade (Pips): | (Dec 17) -110.4 |
Avg. Trade Length: | 14h 55m |
Profit Factor: | 1.21 |
Standard Deviation: | $51.64 |
Sharpe Ratio | 0.08 |
Z-Score (Probability): | -0.83 (-59.35%) |
Expectancy | 3.3 Pips / $3.17 |
AHPR: | 0.22% |
GHPR: | 0.19% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | <0.01% | 0.05% | 0.31% | 1.27% | 3.99% | 10.56% | 24.49% | 51.47% |
Consecutive Losing Trades | 69 | 62 | 55 | 48 | 41 | 34 | 27 | 21 | 14 | 7 |
Trading Activity (529)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.05.2012 09:55 | 01.06.2012 22:59 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2867 | 1.2722 | 145.0 | 144.67 | 1d | 5.71% |
01.05.2012 09:00 | 01.05.2012 09:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2932 | 1.2911 | 21.0 | 21.00 | 30m | 0.84% |
01.04.2012 19:45 | 01.04.2012 21:05 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2952 | 1.2931 | 21.0 | 21.00 | 1h 20m | 0.84% |
01.04.2012 03:00 | 01.04.2012 08:15 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.305 | 1.3039 | -11.0 | -11.00 | 5h 15m | -0.44% |
12.29.2011 15:30 | 12.30.2011 03:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2914 | 1.2944 | -30.0 | -30.33 | 12h 0m | -1.20% |
12.29.2011 05:00 | 12.29.2011 09:15 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2932 | 1.2918 | 14.0 | 14.00 | 4h 15m | 0.56% |
12.22.2011 09:20 | 12.22.2011 11:09 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3112 | 1.3082 | -30.0 | -30.00 | 1h 49m | -1.18% |
12.21.2011 06:30 | 12.21.2011 07:21 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3106 | 1.3127 | 21.0 | 21.00 | 51m | 0.83% |
12.20.2011 17:40 | 12.21.2011 01:04 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3071 | 1.3101 | -30.0 | -30.33 | 7h 24m | -1.19% |
12.20.2011 17:45 | 12.21.2011 00:45 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.307 | 1.3084 | 14.0 | 14.02 | 7h 0m | 0.55% |
12.19.2011 22:00 | 12.20.2011 17:27 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.2997 | 1.3099 | 102.0 | 102.02 | 19h 27m | 4.18% |
12.19.2011 21:15 | 12.20.2011 06:30 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3003 | 1.3007 | 4.0 | 4.02 | 9h 15m | 0.16% |
12.16.2011 13:35 | 12.16.2011 15:30 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3069 | 1.3039 | -30.0 | -30.00 | 1h 55m | -1.22% |
12.15.2011 04:30 | 12.15.2011 10:41 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2993 | 1.2972 | 21.0 | 21.00 | 6h 11m | 0.86% |
12.14.2011 18:15 | 12.14.2011 19:53 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3004 | 1.2983 | 21.0 | 21.00 | 1h 38m | 0.87% |
12.13.2011 22:00 | 12.14.2011 16:51 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3027 | 1.2957 | -70.0 | -69.98 | 18h 51m | -2.80% |
12.14.2011 10:15 | 12.14.2011 11:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3046 | 1.3025 | 21.0 | 21.00 | 1h 15m | 0.85% |
12.14.2011 07:15 | 12.14.2011 08:55 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3041 | 1.302 | 21.0 | 21.00 | 1h 40m | 0.86% |
12.13.2011 21:30 | 12.13.2011 22:14 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3011 | 1.3032 | 21.0 | 21.00 | 44m | 0.86% |
12.13.2011 04:15 | 12.13.2011 08:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3191 | 1.3178 | 13.0 | 13.00 | 4h 15m | 0.54% |
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