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Strategy Settings
| +12.29M% |
| 1.47% | |
| 54.85% | |
| Drawdown: | 32.74% |
| Balance: | $122,932,997.35 |
| Highest: | (Sep 20) $122,942,997.35 |
| Profit: | $122,931,997.35 |
| Deposits: | $1,000.00 |
| Test Started: | Jul 11, 2011 |
| Test Ended: | Sep 22, 2013 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Sep 25, 2013 at 06:24 |
| Trades: | 10,919 |
| Profitability: |
|
| Pips: | 19,139.0 |
| Average Win: | 3.85 pips / $26,724.44 |
| Average Loss: | -17.46 pips / -$130,219.98 |
| Lots: | 7,385,811.10 |
| Commissions: | 0 |
| Longs Won: | (5,185/5,790) 89% |
| Shorts Won: | (4,658/5,129) 90% |
| Best Trade ($): | (Dec 26) 100,000.00 |
| Worst Trade ($): | (Apr 11) -699,000.00 |
| Best Trade (Pips): | (Aug 18) 10.0 |
| Worst Trade (Pips): | (Jul 11) -19.0 |
| Avg. Trade Length: | 28m |
| Profit Factor: | 1.88 |
| Standard Deviation: | $56,542.29 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -10.85 (99.99%) |
| Expectancy | 1.8 Pips / $11,258.54 |
| AHPR: | 0.11% |
| GHPR: | 0.11% |
| 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% | <0.01% | <0.01% | <0.01% |
| Consecutive Losing Trades | 944 | 850 | 755 | 661 | 567 | 472 | 378 | 283 | 189 | 94 |
Trading Activity (10919)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 09.22.2013 17:30 | 09.22.2013 18:03 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3534 | 1.353 | 4.0 | 40,000.00 | 33m | 0.03% |
| 09.20.2013 08:54 | 09.20.2013 09:00 | EURUSD | Buy | 1000.00 | 1.4 | 1.4 | 1.3529 | 1.3524 | -5.0 | -50,000.00 | 6m | -0.04% |
| 09.20.2013 08:50 | 09.20.2013 08:52 | EURUSD | Buy | 1000.00 | 1.4 | 1.4 | 1.3528 | 1.3532 | 4.0 | 40,000.00 | 2m | 0.03% |
| 09.20.2013 08:40 | 09.20.2013 08:40 | EURUSD | Buy | 1000.00 | 1.3 | 1.4 | 1.3516 | 1.352 | 4.0 | 40,000.00 | 0s | 0.03% |
| 09.20.2013 08:09 | 09.20.2013 08:11 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3523 | 1.3519 | 4.0 | 40,000.00 | 2m | 0.03% |
| 09.20.2013 07:55 | 09.20.2013 07:57 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3528 | 1.3524 | 4.0 | 40,000.00 | 2m | 0.03% |
| 09.20.2013 07:54 | 09.20.2013 07:55 | EURUSD | Buy | 1000.00 | 1.4 | 1.4 | 1.3523 | 1.3528 | 5.0 | 50,000.00 | 1m | 0.04% |
| 09.20.2013 06:15 | 09.20.2013 07:52 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3534 | 1.353 | 4.0 | 40,000.00 | 1h 37m | 0.03% |
| 09.20.2013 07:24 | 09.20.2013 07:30 | EURUSD | Buy | 1000.00 | 1.4 | 1.4 | 1.3538 | 1.3542 | 4.0 | 40,000.00 | 6m | 0.03% |
| 09.20.2013 05:35 | 09.20.2013 05:38 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3519 | 1.3515 | 4.0 | 40,000.00 | 3m | 0.03% |
| 09.20.2013 04:14 | 09.20.2013 05:07 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3523 | 1.3519 | 4.0 | 40,000.00 | 53m | 0.03% |
| 09.20.2013 02:35 | 09.20.2013 02:38 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3536 | 1.3532 | 4.0 | 40,000.00 | 3m | 0.03% |
| 09.20.2013 02:30 | 09.20.2013 02:33 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3539 | 1.3535 | 4.0 | 40,000.00 | 3m | 0.03% |
| 09.19.2013 20:54 | 09.19.2013 22:55 | EURUSD | Buy | 1000.00 | 1.4 | 1.4 | 1.3534 | 1.3538 | 4.0 | 40,000.00 | 2h 1m | 0.03% |
| 09.19.2013 20:14 | 09.19.2013 21:10 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3536 | 1.3532 | 4.0 | 40,000.00 | 56m | 0.03% |
| 09.19.2013 20:04 | 09.19.2013 20:07 | EURUSD | Buy | 1000.00 | 1.4 | 1.4 | 1.3532 | 1.3536 | 4.0 | 40,000.00 | 3m | 0.03% |
| 09.19.2013 15:54 | 09.19.2013 15:57 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3532 | 1.3528 | 4.0 | 40,000.00 | 3m | 0.03% |
| 09.19.2013 15:40 | 09.19.2013 15:42 | EURUSD | Buy | 1000.00 | 1.4 | 1.4 | 1.3525 | 1.3529 | 4.0 | 40,000.00 | 2m | 0.03% |
| 09.19.2013 15:34 | 09.19.2013 15:37 | EURUSD | Sell | 1000.00 | 1.4 | 1.4 | 1.3532 | 1.3528 | 4.0 | 40,000.00 | 3m | 0.03% |
| 09.19.2013 15:10 | 09.19.2013 15:11 | EURUSD | Buy | 1000.00 | 1.4 | 1.4 | 1.3525 | 1.3529 | 4.0 | 40,000.00 | 1m | 0.03% |
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