Strategy Settings
| +40.62% |
| 0.02% | |
| 0.7% | |
| Drawdown: | 10.52% |
| Balance: | $14,061.95 |
| Highest: | (Mar 30) $15,124.27 |
| Profit: | $4,061.96 |
| Deposits: | $10,000.00 |
| Test Started: | Jun 21, 2012 |
| Test Ended: | Jun 24, 2016 |
| Timeframe: | 5 Minutes |
| Model Type: | n/a |
| Added: | Aug 21, 2016 at 12:30 |
| Trades: | 112 |
| Profitability: |
|
| Pips: | 591.5 |
| Average Win: | 38.61 pips / $269.01 |
| Average Loss: | -22.58 pips / -$158.32 |
| Lots: | 78.40 |
| Commissions: | 0 |
| Longs Won: | (22/57) 38% |
| Shorts Won: | (29/55) 52% |
| Best Trade ($): | (Aug 24) 845.60 |
| Worst Trade ($): | (Jun 21) -175.00 |
| Best Trade (Pips): | (Aug 24) 120.8 |
| Worst Trade (Pips): | (Jun 21) -25.0 |
| Avg. Trade Length: | 2h 47m |
| Profit Factor: | 1.42 |
| Standard Deviation: | $257.26 |
| Sharpe Ratio | 0.15 |
| Z-Score (Probability): | 0.18 (14.28%) |
| Expectancy | 5.3 Pips / $36.27 |
| AHPR: | 0.33% |
| GHPR: | 0.30% |
| 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% | 0.04% | 0.43% | 3.31% | 20.01% |
| Consecutive Losing Trades | 89 | 80 | 71 | 62 | 53 | 44 | 36 | 27 | 18 | 9 |
Trading Activity (112)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 06.24.2016 06:00 | 06.24.2016 06:06 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.70141 | 0.70391 | -25.0 | -175.00 | 6m | -1.23% |
| 06.24.2016 05:45 | 06.24.2016 05:45 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.70034 | 0.70284 | -25.0 | -175.00 | 0s | -1.21% |
| 06.24.2016 04:10 | 06.24.2016 04:12 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.71542 | 0.71792 | -25.0 | -175.00 | 2m | -1.20% |
| 06.16.2016 01:50 | 06.16.2016 04:47 | NZDUSD | Buy | 0.70 | 0.7 | 0.7 | 0.70851 | 0.70664 | -18.7 | -130.90 | 2h 57m | -0.89% |
| 06.03.2016 15:35 | 06.03.2016 15:42 | NZDUSD | Buy | 0.70 | 0.7 | 0.7 | 0.69257 | 0.69007 | -25.0 | -175.00 | 7m | -1.18% |
| 05.18.2016 21:05 | 05.19.2016 04:05 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.67576 | 0.67385 | 19.1 | 118.58 | 7h 0m | 0.80% |
| 05.11.2016 00:15 | 05.11.2016 00:36 | NZDUSD | Buy | 0.70 | 0.7 | 0.7 | 0.68211 | 0.67961 | -25.0 | -175.00 | 21m | -1.17% |
| 04.01.2016 15:35 | 04.01.2016 15:40 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.68768 | 0.69018 | -25.0 | -175.00 | 5m | -1.16% |
| 03.30.2016 10:25 | 03.30.2016 13:41 | NZDUSD | Buy | 0.70 | 0.7 | 0.7 | 0.69338 | 0.69361 | 2.3 | 16.10 | 3h 16m | 0.11% |
| 03.16.2016 21:05 | 03.17.2016 00:45 | NZDUSD | Buy | 0.70 | 0.7 | 0.7 | 0.66737 | 0.6749 | 75.3 | 535.19 | 3h 40m | 3.67% |
| 03.09.2016 23:05 | 03.10.2016 11:19 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.66918 | 0.66673 | 24.5 | 156.38 | 12h 14m | 1.08% |
| 02.05.2016 16:45 | 02.05.2016 23:10 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.66782 | 0.66317 | 46.5 | 325.50 | 6h 25m | 2.31% |
| 01.27.2016 23:05 | 01.28.2016 00:51 | NZDUSD | Sell | 0.70 | 0.6 | 0.6 | 0.64415 | 0.64403 | 1.2 | -6.72 | 1h 46m | -0.05% |
| 01.20.2016 00:50 | 01.20.2016 03:59 | NZDUSD | Sell | 0.70 | 0.6 | 0.6 | 0.64048 | 0.63699 | 34.9 | 244.30 | 3h 9m | 1.76% |
| 12.16.2015 23:15 | 12.16.2015 23:40 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.6748 | 0.6773 | -25.0 | -175.00 | 25m | -1.25% |
| 12.09.2015 23:05 | 12.10.2015 01:30 | NZDUSD | Buy | 0.70 | 0.7 | 0.7 | 0.66901 | 0.67341 | 44.0 | 316.08 | 2h 25m | 2.31% |
| 12.04.2015 17:40 | 12.04.2015 22:49 | NZDUSD | Buy | 0.70 | 0.7 | 0.7 | 0.67312 | 0.67374 | 6.2 | 43.40 | 5h 9m | 0.32% |
| 12.04.2015 16:35 | 12.04.2015 16:46 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.66387 | 0.66637 | -25.0 | -175.00 | 11m | -1.26% |
| 11.06.2015 16:35 | 11.06.2015 22:49 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.6532 | 0.65191 | 12.9 | 90.30 | 6h 14m | 0.66% |
| 11.04.2015 00:50 | 11.04.2015 04:51 | NZDUSD | Sell | 0.70 | 0.7 | 0.7 | 0.66603 | 0.66436 | 16.7 | 116.90 | 4h 1m | 0.86% |
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