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Strategy Settings
+441.87% |
0.05% | |
1.47% | |
Drawdown: | 60.37% |
Balance: | $54,186.72 |
Highest: | (Sep 16) $57,577.08 |
Profit: | $44,186.66 |
Deposits: | $10,000.00 |
Test Started: | May 30, 2005 |
Test Ended: | Dec 02, 2014 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | Feb 26, 2016 at 01:15 |
Trades: | 206 |
Profitability: |
|
Pips: | 2,287.6 |
Average Win: | 58.32 pips / $1,039.70 |
Average Loss: | -39.93 pips / -$677.38 |
Lots: | 363.64 |
Commissions: | 0 |
Longs Won: | (54/88) 61% |
Shorts Won: | (53/118) 44% |
Best Trade ($): | (Oct 11) 5,710.35 |
Worst Trade ($): | (Nov 04) -4,492.78 |
Best Trade (Pips): | (Aug 09) 238.4 |
Worst Trade (Pips): | (Jan 22) -176.1 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.66 |
Standard Deviation: | $1,334.74 |
Sharpe Ratio | 0.15 |
Z-Score (Probability): | -0.19 (-15.07%) |
Expectancy | 11.1 Pips / $214.50 |
AHPR: | 1.07% |
GHPR: | 0.82% |
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% | 0.14% | 1.01% | 5.64% | 25.72% |
Consecutive Losing Trades | 80 | 72 | 64 | 56 | 48 | 40 | 32 | 24 | 16 | 8 |
Trading Activity (206)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.01.2014 00:00 | 12.02.2014 00:00 | AUDUSD | Buy | 5.50 | - | - | 0.84683 | 0.84888 | 20.5 | 1,102.42 | 1d | 2.08% |
11.03.2014 00:00 | 11.04.2014 00:00 | AUDUSD | Buy | 5.97 | - | - | 0.87527 | 0.86779 | -74.8 | -4,492.78 | 1d | -7.80% |
09.15.2014 00:00 | 09.16.2014 00:00 | AUDUSD | Buy | 5.87 | - | - | 0.90085 | 0.90255 | 17.0 | 971.13 | 1d | 1.72% |
07.14.2014 00:00 | 07.15.2014 00:00 | AUDUSD | Buy | 5.79 | - | - | 0.93778 | 0.93913 | 13.5 | 755.25 | 1d | 1.35% |
03.17.2014 00:00 | 03.18.2014 00:00 | AUDUSD | Buy | 5.33 | - | - | 0.90026 | 0.90859 | 83.3 | 4,415.59 | 1d | 8.58% |
03.10.2014 00:00 | 03.11.2014 00:00 | AUDUSD | Buy | 5.43 | - | - | 0.90362 | 0.90194 | -16.8 | -937.00 | 1d | -1.79% |
03.03.2014 01:00 | 03.04.2014 01:00 | AUDUSD | Buy | 5.21 | - | - | 0.88954 | 0.89359 | 40.5 | 2,086.29 | 1d | 4.15% |
02.17.2014 01:00 | 02.18.2014 01:00 | AUDUSD | Sell | 5.06 | - | - | 0.9062 | 0.90319 | 30.1 | 1,470.54 | 1d | 3.01% |
01.02.2014 08:56 | 01.03.2014 08:56 | AUDUSD | Buy | 4.64 | - | - | 0.88849 | 0.89732 | 88.3 | 4,075.96 | 1d | 9.11% |
10.14.2013 00:00 | 10.15.2013 00:00 | AUDUSD | Buy | 4.36 | - | - | 0.94252 | 0.94866 | 61.4 | 2,657.16 | 1d | 6.31% |
09.23.2013 00:00 | 09.24.2013 00:00 | AUDUSD | Buy | 4.09 | - | - | 0.93662 | 0.94303 | 64.1 | 2,603.04 | 1d | 6.59% |
09.16.2013 00:00 | 09.17.2013 00:00 | AUDUSD | Sell | 4.04 | - | - | 0.93278 | 0.93154 | 12.4 | 459.02 | 1d | 1.18% |
09.02.2013 00:00 | 09.03.2013 00:02 | AUDUSD | Sell | 4.19 | - | - | 0.89416 | 0.89748 | -33.2 | -1,434.57 | 1d | -3.55% |
06.10.2013 00:00 | 06.11.2013 00:00 | AUDUSD | Buy | 3.95 | - | - | 0.94038 | 0.94626 | 58.8 | 2,304.59 | 1d | 6.04% |
03.18.2013 00:00 | 03.19.2013 00:00 | AUDUSD | Buy | 3.76 | - | - | 1.03502 | 1.04015 | 51.3 | 1,911.73 | 1d | 5.28% |
03.11.2013 00:00 | 03.12.2013 00:00 | AUDUSD | Buy | 3.49 | - | - | 1.02033 | 1.02769 | 73.6 | 2,552.73 | 1d | 7.58% |
10.15.2012 00:00 | 10.16.2012 00:01 | AUDUSD | Sell | 3.53 | - | - | 1.02547 | 1.02645 | -9.8 | -382.58 | 1d | -1.12% |
09.02.2012 23:00 | 09.04.2012 00:00 | AUDUSD | Buy | 3.68 | - | - | 1.02852 | 1.0245 | -40.2 | -1,487.16 | 1d | -4.18% |
08.27.2012 00:00 | 08.28.2012 00:00 | AUDUSD | Sell | 3.47 | - | - | 1.0423 | 1.03612 | 61.8 | 2,108.44 | 1d | 6.30% |
08.06.2012 00:00 | 08.07.2012 00:00 | AUDUSD | Sell | 3.46 | - | - | 1.057 | 1.05679 | 2.1 | 36.75 | 1d | 0.11% |
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