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Strategy Settings
+315.21% |
0.06% | |
1.71% | |
Drawdown: | 19.45% |
Balance: | $4,152.07 |
Highest: | (Jul 15) $4,635.70 |
Profit: | $3,152.06 |
Deposits: | $1,000.00 |
Test Started: | Jan 28, 2010 |
Test Ended: | Dec 26, 2016 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Dec 29, 2016 at 14:32 |
Trades: | 316 |
Profitability: |
|
Pips: | 1,588.8 |
Average Win: | 12.37 pips / $25.41 |
Average Loss: | -20.79 pips / -$44.27 |
Lots: | 63.57 |
Commissions: | 0 |
Longs Won: | (123/147) 83% |
Shorts Won: | (123/169) 72% |
Best Trade ($): | (Jun 24) 201.36 |
Worst Trade ($): | (Jul 28) -336.92 |
Best Trade (Pips): | (Jul 25) 65.4 |
Worst Trade (Pips): | (Mar 02) -70.0 |
Avg. Trade Length: | 6h 18m |
Profit Factor: | 2.02 |
Standard Deviation: | $45.73 |
Sharpe Ratio | 0.24 |
Z-Score (Probability): | 0.25 (19.74%) |
Expectancy | 5.0 Pips / $9.97 |
AHPR: | 0.47% |
GHPR: | 0.45% |
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% | 0.02% | 1.58% |
Consecutive Losing Trades | 94 | 84 | 75 | 66 | 56 | 47 | 38 | 28 | 19 | 9 |
Trading Activity (316)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.26.2016 00:15 | 12.26.2016 02:46 | USDCHF | Buy | 0.42 | 1.0 | 1.0 | 1.02528 | 1.02649 | 12.1 | 46.57 | 2h 31m | 1.13% |
12.15.2016 01:29 | 12.16.2016 07:05 | USDCHF | Sell | 0.45 | 1.0 | 1.0 | 1.0219 | 1.0289 | -70.0 | -311.18 | 1d | -7.05% |
12.05.2016 00:15 | 12.05.2016 07:20 | USDCHF | Sell | 0.46 | 1.0 | 1.0 | 1.01262 | 1.01598 | -33.6 | -155.35 | 7h 5m | -3.40% |
11.29.2016 00:00 | 11.29.2016 03:03 | USDCHF | Buy | 0.46 | 1.0 | 1.0 | 1.01227 | 1.01331 | 10.4 | 43.99 | 3h 3m | 0.97% |
11.28.2016 00:02 | 11.28.2016 01:04 | USDCHF | Buy | 0.45 | 1.0 | 1.0 | 1.01274 | 1.01374 | 10.0 | 41.24 | 1h 2m | 0.92% |
11.21.2016 23:05 | 11.22.2016 07:29 | USDCHF | Buy | 0.45 | 1.0 | 1.0 | 1.00857 | 1.00957 | 10.0 | 41.72 | 8h 24m | 0.94% |
11.17.2016 00:03 | 11.17.2016 03:16 | USDCHF | Buy | 0.45 | 1.0 | 1.0 | 1.00114 | 1.00194 | 8.0 | 32.78 | 3h 13m | 0.74% |
11.09.2016 01:01 | 11.09.2016 02:10 | USDCHF | Sell | 0.43 | 1.0 | 1.0 | 0.98044 | 0.97769 | 27.5 | 117.94 | 1h 9m | 2.75% |
11.07.2016 00:20 | 11.07.2016 02:08 | USDCHF | Sell | 0.43 | 1.0 | 1.0 | 0.97473 | 0.97355 | 11.8 | 49.11 | 1h 48m | 1.16% |
11.07.2016 00:02 | 11.07.2016 00:15 | USDCHF | Sell | 0.42 | 1.0 | 1.0 | 0.97643 | 0.97512 | 13.1 | 53.48 | 13m | 1.28% |
08.22.2016 00:12 | 08.22.2016 10:13 | USDCHF | Sell | 0.43 | 1.0 | 1.0 | 0.96103 | 0.96336 | -23.3 | -107.01 | 10h 1m | -2.49% |
07.27.2016 22:00 | 07.28.2016 10:30 | USDCHF | Buy | 0.47 | 1.0 | 1.0 | 0.99035 | 0.98335 | -70.0 | -336.92 | 12h 30m | -7.27% |
07.15.2016 23:34 | 07.15.2016 23:48 | USDCHF | Buy | 0.46 | 1.0 | 1.0 | 0.98185 | 0.9831 | 12.5 | 55.27 | 14m | 1.21% |
06.28.2016 23:09 | 06.28.2016 23:59 | USDCHF | Buy | 0.46 | 1.0 | 1.0 | 0.98024 | 0.98163 | 13.9 | 61.92 | 50m | 1.37% |
06.24.2016 22:28 | 06.24.2016 23:01 | USDCHF | Buy | 0.44 | 1.0 | 1.0 | 0.9683 | 0.97282 | 45.2 | 201.36 | 33m | 4.66% |
06.24.2016 00:11 | 06.24.2016 00:13 | USDCHF | Buy | 0.43 | 0.9 | 1.0 | 0.95667 | 0.95935 | 26.8 | 117.11 | 2m | 2.79% |
06.24.2016 00:05 | 06.24.2016 00:09 | USDCHF | Sell | 0.41 | 1.0 | 1.0 | 0.95976 | 0.95603 | 37.3 | 157.09 | 4m | 3.89% |
06.23.2016 23:37 | 06.24.2016 00:03 | USDCHF | Sell | 0.40 | 1.0 | 1.0 | 0.9594 | 0.95668 | 27.2 | 109.26 | 26m | 2.78% |
06.23.2016 00:30 | 06.23.2016 00:47 | USDCHF | Buy | 0.39 | 0.9 | 1.0 | 0.95698 | 0.95851 | 15.3 | 59.52 | 17m | 1.54% |
06.20.2016 00:11 | 06.20.2016 02:55 | USDCHF | Sell | 0.39 | 1.0 | 1.0 | 0.96123 | 0.96 | 12.3 | 47.24 | 2h 44m | 1.23% |
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