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Strategy Settings
+6637.27% |
0.14% | |
4.22% | |
Drawdown: | 17.57% |
Balance: | $673,732.67 |
Highest: | (Feb 10) $674,952.71 |
Profit: | $663,727.04 |
Deposits: | $10,000.00 |
Test Started: | Oct 03, 2005 |
Test Ended: | Feb 12, 2014 |
Timeframe: | 5 Minutes |
Model Type: | Open Prices |
Added: | Feb 12, 2014 at 16:59 |
Trades: | 17,869 |
Profitability: |
|
Pips: | 85,925.4 |
Average Win: | 36.92 pips / $224.75 |
Average Loss: | -63.21 pips / -$360.30 |
Lots: | 14,299.93 |
Commissions: | 0 |
Longs Won: | (4,174/7,803) 53% |
Shorts Won: | (7,965/10,066) 79% |
Best Trade ($): | (Jan 23) 5,735.01 |
Worst Trade ($): | (Dec 11) -5,940.93 |
Best Trade (Pips): | (Nov 21) 163.4 |
Worst Trade (Pips): | (Jan 08) -173.0 |
Avg. Trade Length: | 19h 33m |
Profit Factor: | 1.32 |
Standard Deviation: | $574.11 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -54.31 (99.99%) |
Expectancy | 4.8 Pips / $37.14 |
AHPR: | 0.02% |
GHPR: | 0.02% |
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 | 1869 | 1682 | 1495 | 1308 | 1121 | 935 | 748 | 561 | 374 | 187 |
Trading Activity (17869)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.06.2014 23:20 | 02.12.2014 18:44 | EURUSD | Sell | 5.69 | 1.4 | 1.4 | 1.35903 | 1.35965 | -6.2 | -268.91 | 5d | -0.04% |
02.07.2014 18:10 | 02.12.2014 18:44 | EURUSD | Sell | 0.90 | 1.4 | 1.4 | 1.36138 | 1.35965 | 17.3 | 113.39 | 5d | 0.02% |
02.12.2014 07:40 | 02.12.2014 14:00 | EURUSD | Sell | 0.90 | 1.4 | 1.4 | 1.36307 | 1.35849 | 45.8 | 303.60 | 6h 20m | 0.05% |
02.10.2014 21:55 | 02.12.2014 13:40 | EURUSD | Sell | 3.79 | 1.4 | 1.4 | 1.36393 | 1.36052 | 34.1 | 947.39 | 1d | 0.14% |
02.11.2014 16:45 | 02.12.2014 13:35 | EURUSD | Sell | 0.90 | 1.4 | 1.4 | 1.36374 | 1.36214 | 16.0 | 105.38 | 20h 50m | 0.02% |
02.10.2014 23:10 | 02.12.2014 02:25 | EURUSD | Sell | 3.72 | 1.4 | 1.4 | 1.36439 | 1.36286 | 15.3 | 414.51 | 1d | 0.06% |
02.11.2014 17:50 | 02.11.2014 20:15 | EURUSD | Sell | 3.96 | 1.4 | 1.4 | 1.36679 | 1.36435 | 24.4 | 708.26 | 2h 25m | 0.11% |
02.11.2014 15:00 | 02.11.2014 16:15 | EURUSD | Sell | 6.43 | 1.4 | 1.4 | 1.36752 | 1.36455 | 29.7 | 1,400.58 | 1h 15m | 0.21% |
02.11.2014 09:25 | 02.11.2014 16:15 | EURUSD | Sell | 5.42 | 1.4 | 1.4 | 1.36598 | 1.36405 | 19.3 | 767.18 | 6h 50m | 0.11% |
02.11.2014 14:30 | 02.11.2014 16:15 | EURUSD | Sell | 0.91 | 1.4 | 1.4 | 1.36673 | 1.36387 | 28.6 | 190.87 | 1h 45m | 0.03% |
02.11.2014 09:25 | 02.11.2014 16:00 | EURUSD | Sell | 0.92 | 1.4 | 1.4 | 1.36598 | 1.36512 | 8.6 | 57.96 | 6h 35m | 0.01% |
02.11.2014 15:30 | 02.11.2014 16:00 | EURUSD | Sell | 2.73 | 1.4 | 1.4 | 1.36743 | 1.3651 | 23.3 | 465.97 | 30m | 0.07% |
02.11.2014 15:00 | 02.11.2014 15:40 | EURUSD | Sell | 1.34 | 1.4 | 1.4 | 1.36752 | 1.36549 | 20.3 | 199.06 | 40m | 0.03% |
02.10.2014 06:05 | 02.11.2014 10:30 | EURUSD | Sell | 8.05 | 1.4 | 1.4 | 1.36236 | 1.36819 | -58.3 | -3,433.30 | 1d | -0.51% |
02.07.2014 13:20 | 02.10.2014 10:40 | EURUSD | Sell | 5.42 | 1.4 | 1.4 | 1.35708 | 1.36511 | -80.3 | -3,191.98 | 2d | -0.47% |
02.04.2014 02:55 | 02.10.2014 10:40 | EURUSD | Buy | 3.74 | 1.3 | 1.4 | 1.35245 | 1.36473 | 122.8 | 3,360.77 | 6d | 0.50% |
02.06.2014 23:10 | 02.07.2014 10:35 | EURUSD | Sell | 1.34 | 1.4 | 1.4 | 1.35891 | 1.35717 | 17.4 | 171.37 | 11h 25m | 0.03% |
02.07.2014 03:30 | 02.07.2014 10:35 | EURUSD | Sell | 4.01 | 1.4 | 1.4 | 1.35926 | 1.35671 | 25.5 | 754.03 | 7h 5m | 0.11% |
02.07.2014 02:25 | 02.07.2014 10:35 | EURUSD | Sell | 2.73 | 1.4 | 1.4 | 1.35907 | 1.35649 | 25.8 | 519.38 | 8h 10m | 0.08% |
02.07.2014 00:30 | 02.07.2014 10:35 | EURUSD | Sell | 0.95 | 1.4 | 1.4 | 1.35894 | 1.35624 | 27.0 | 189.14 | 10h 5m | 0.03% |
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