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Strategy Settings
+304.85% |
0.49% | |
15.8% | |
Drawdown: | 21.34% |
Balance: | $4,048.48 |
Highest: | (Dec 14) $4,064.28 |
Profit: | $3,048.48 |
Deposits: | $1,000.00 |
Test Started: | Mar 28, 2011 |
Test Ended: | Jan 08, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jan 09, 2012 at 19:57 |
Trades: | 250 |
Profitability: |
|
Pips: | 3,070.8 |
Average Win: | 40.94 pips / $40.84 |
Average Loss: | -37.78 pips / -$37.86 |
Lots: | 25.00 |
Commissions: | 0 |
Longs Won: | (80/124) 64% |
Shorts Won: | (79/126) 62% |
Best Trade ($): | (Sep 09) 299.84 |
Worst Trade ($): | (Sep 07) -110.16 |
Best Trade (Pips): | (Sep 09) 300.0 |
Worst Trade (Pips): | (Apr 18) -110.0 |
Avg. Trade Length: | 11h 13m |
Profit Factor: | 1.88 |
Standard Deviation: | $64.75 |
Sharpe Ratio | 0.18 |
Z-Score (Probability): | -1.54 (-88.26%) |
Expectancy | 12.3 Pips / $12.19 |
AHPR: | 0.61% |
GHPR: | 0.56% |
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% | 0.02% | 0.55% | 8.54% |
Consecutive Losing Trades | 107 | 96 | 86 | 75 | 64 | 53 | 43 | 32 | 21 | 11 |
Trading Activity (250)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.05.2012 08:50 | 01.08.2012 23:59 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.28882 | 1.26798 | 208.4 | 208.24 | 3d | 5.42% |
01.06.2012 03:15 | 01.06.2012 05:00 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.27959 | 1.27828 | 13.1 | 13.10 | 1h 45m | 0.34% |
01.04.2012 15:40 | 01.04.2012 16:33 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29015 | 1.29315 | -30.0 | -30.00 | 53m | -0.78% |
01.03.2012 21:30 | 01.04.2012 07:15 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30477 | 1.30417 | -6.0 | -6.10 | 9h 45m | -0.16% |
01.03.2012 01:00 | 01.03.2012 10:01 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29518 | 1.30218 | -70.0 | -70.00 | 9h 1m | -1.78% |
01.03.2012 08:45 | 01.03.2012 09:35 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.29776 | 1.29986 | 21.0 | 21.00 | 50m | 0.54% |
12.29.2011 14:45 | 12.30.2011 02:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29147 | 1.29445 | -29.8 | -29.96 | 11h 45m | -0.76% |
12.28.2011 14:25 | 12.29.2011 16:59 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30271 | 1.29481 | 79.0 | 78.52 | 1d | 2.03% |
12.27.2011 01:00 | 12.28.2011 14:41 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30605 | 1.29905 | -70.0 | -70.10 | 1d | -1.78% |
12.27.2011 22:00 | 12.28.2011 09:00 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30678 | 1.30742 | 6.4 | 6.30 | 11h 0m | 0.16% |
12.22.2011 10:35 | 12.22.2011 11:49 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3044 | 1.3074 | -30.0 | -30.00 | 1h 14m | -0.76% |
12.22.2011 08:20 | 12.22.2011 10:09 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31133 | 1.30833 | -30.0 | -30.00 | 1h 49m | -0.75% |
12.21.2011 05:30 | 12.21.2011 06:21 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31047 | 1.31257 | 21.0 | 21.00 | 51m | 0.53% |
12.16.2011 14:45 | 12.20.2011 09:52 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30288 | 1.30588 | -30.0 | -30.32 | 3d | -0.76% |
12.13.2011 19:44 | 12.16.2011 12:34 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30402 | 1.30702 | -30.0 | -30.80 | 2d | -0.76% |
12.15.2011 03:30 | 12.15.2011 09:15 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29959 | 1.29875 | 8.4 | 8.40 | 5h 45m | 0.21% |
12.14.2011 23:45 | 12.15.2011 02:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29884 | 1.29839 | 4.5 | 4.02 | 2h 45m | 0.10% |
12.14.2011 17:15 | 12.14.2011 19:03 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30014 | 1.29804 | 21.0 | 21.00 | 1h 48m | 0.53% |
12.13.2011 23:00 | 12.14.2011 12:47 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3035 | 1.2965 | -70.0 | -70.10 | 13h 47m | -1.72% |
12.14.2011 06:15 | 12.14.2011 07:45 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30446 | 1.30294 | 15.2 | 15.20 | 1h 30m | 0.38% |
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