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Strategy Settings
+31.94% |
0.01% | |
0.23% | |
Drawdown: | 6.19% |
Balance: | $1,319,359.05 |
Highest: | (Dec 31) $1,366,503.01 |
Profit: | $319,358.98 |
Deposits: | $1,000,000.00 |
Test Started: | Feb 11, 2005 |
Test Ended: | Dec 31, 2014 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | Feb 26, 2016 at 23:29 |
Trades: | 242 |
Profitability: |
|
Pips: | 3,170.4 |
Average Win: | 48.01 pips / $5,280.52 |
Average Loss: | -61.71 pips / -$7,167.89 |
Lots: | 2,942.47 |
Commissions: | 0 |
Longs Won: | (66/107) 61% |
Shorts Won: | (99/135) 73% |
Best Trade ($): | (Sep 04) 18,909.55 |
Worst Trade ($): | (Aug 09) -32,069.85 |
Best Trade (Pips): | (Nov 06) 193.2 |
Worst Trade (Pips): | (Aug 09) -236.4 |
Avg. Trade Length: | 2d |
Profit Factor: | 1.58 |
Standard Deviation: | $7,619.22 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -0.82 (-58.78%) |
Expectancy | 13.1 Pips / $1,319.67 |
AHPR: | 0.12% |
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 | 184 | 166 | 147 | 129 | 110 | 92 | 74 | 55 | 37 | 18 |
Trading Activity (242)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2014 12:16 | 12.31.2014 16:36 | USDCAD | Buy | 13.16 | - | - | 1.15864 | 1.16169 | 30.5 | 3,363.02 | 4h 20m | 0.26% |
11.21.2014 15:30 | 11.24.2014 19:18 | USDCAD | Buy | 13.07 | - | - | 1.1214 | 1.12937 | 79.7 | 9,124.84 | 3d | 0.70% |
10.28.2014 17:21 | 10.29.2014 21:15 | USDCAD | Buy | 13.02 | - | - | 1.11817 | 1.12211 | 39.4 | 4,473.31 | 1d | 0.34% |
10.24.2014 16:10 | 10.27.2014 00:28 | USDCAD | Buy | 12.99 | - | - | 1.11988 | 1.12312 | 32.4 | 3,649.28 | 2d | 0.28% |
10.22.2014 17:06 | 10.23.2014 03:15 | USDCAD | Buy | 12.92 | - | - | 1.11965 | 1.12549 | 58.4 | 6,592.16 | 10h 9m | 0.51% |
08.15.2014 20:38 | 08.19.2014 09:23 | USDCAD | Buy | 12.92 | - | - | 1.08969 | 1.09003 | 3.4 | 298.30 | 3d | 0.02% |
08.14.2014 12:27 | 08.15.2014 18:06 | USDCAD | Buy | 12.89 | - | - | 1.08903 | 1.09159 | 25.6 | 2,925.62 | 1d | 0.23% |
07.25.2014 17:05 | 08.05.2014 00:00 | USDCAD | Sell | 13.05 | - | - | 1.07698 | 1.09065 | -136.7 | -16,435.76 | 10d | -1.26% |
07.11.2014 20:10 | 07.17.2014 03:25 | USDCAD | Sell | 13.06 | - | - | 1.07291 | 1.07366 | -7.5 | -995.57 | 5d | -0.08% |
06.19.2014 11:36 | 07.02.2014 17:16 | USDCAD | Buy | 13.25 | - | - | 1.08122 | 1.06635 | -148.7 | -18,650.01 | 13d | -1.41% |
06.16.2014 16:54 | 06.17.2014 08:05 | USDCAD | Buy | 13.25 | - | - | 1.0855 | 1.08543 | -0.7 | -185.51 | 15h 11m | -0.01% |
06.11.2014 06:53 | 06.16.2014 10:36 | USDCAD | Buy | 13.28 | - | - | 1.08897 | 1.08692 | -20.5 | -2,634.30 | 5d | -0.20% |
05.27.2014 00:01 | 05.28.2014 18:41 | USDCAD | Buy | 13.27 | - | - | 1.08575 | 1.08692 | 11.7 | 1,328.21 | 1d | 0.10% |
05.19.2014 00:18 | 05.20.2014 04:02 | USDCAD | Buy | 13.25 | - | - | 1.08609 | 1.08766 | 15.7 | 1,812.53 | 1d | 0.14% |
05.06.2014 14:05 | 05.09.2014 15:33 | USDCAD | Buy | 13.29 | - | - | 1.09264 | 1.08934 | -33.0 | -4,155.73 | 3d | -0.31% |
04.29.2014 11:15 | 05.01.2014 15:21 | USDCAD | Buy | 13.29 | - | - | 1.09959 | 1.09918 | -4.1 | -618.09 | 2d | -0.05% |
04.04.2014 17:24 | 04.11.2014 00:00 | USDCAD | Buy | 13.35 | - | - | 1.09805 | 1.09342 | -46.3 | -5,797.98 | 6d | -0.43% |
04.03.2014 17:24 | 04.03.2014 19:51 | USDCAD | Buy | 13.31 | - | - | 1.10075 | 1.1043 | 35.5 | 4,185.60 | 2h 27m | 0.31% |
04.02.2014 11:26 | 04.02.2014 17:44 | USDCAD | Buy | 13.28 | - | - | 1.10155 | 1.10424 | 26.9 | 3,142.13 | 6h 18m | 0.24% |
03.26.2014 10:53 | 04.01.2014 10:38 | USDCAD | Buy | 13.39 | - | - | 1.11473 | 1.10604 | -86.9 | -10,658.41 | 5d | -0.80% |
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