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Strategy Settings
+319.99% |
0.4% | |
12.63% | |
Drawdown: | 77.29% |
Balance: | $4,199.92 |
Highest: | (Dec 30) $4,224.25 |
Profit: | $3,199.92 |
Deposits: | $1,000.00 |
Test Started: | Jan 02, 2011 |
Test Ended: | Dec 30, 2011 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Dec 10, 2014 at 22:42 |
Trades: | 3,918 |
Profitability: |
|
Pips: | -8,942.4 |
Average Win: | 15.66 pips / $7.97 |
Average Loss: | -43.22 pips / -$15.49 |
Lots: | 105.84 |
Commissions: | 0 |
Longs Won: | (1,194/1,698) 70% |
Shorts Won: | (1,530/2,220) 68% |
Best Trade ($): | (Oct 10) 1,955.84 |
Worst Trade ($): | (Jul 20) -2,127.36 |
Best Trade (Pips): | (Jul 13) 247.4 |
Worst Trade (Pips): | (Feb 28) -300.0 |
Avg. Trade Length: | 6h 3m |
Profit Factor: | 1.17 |
Standard Deviation: | $63.85 |
Sharpe Ratio | 0.02 |
Z-Score (Probability): | 1.82 (93.12%) |
Expectancy | -2.3 Pips / $0.82 |
AHPR: | 0.11% |
GHPR: | 0.04% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | 2.12% | 6.75% | 13.32% | 21.56% | 31.33% | 42.51% | 55.03% | 68.82% | 83.83% |
Consecutive Losing Trades | 271 | 244 | 217 | 190 | 163 | 136 | 108 | 81 | 54 | 27 |
Trading Activity (3918)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2011 17:00 | 12.30.2011 21:59 | EURUSD | Buy | 0.02 | - | - | 1.29708 | 1.29578 | -13.0 | -2.60 | 4h 59m | -0.06% |
12.30.2011 15:55 | 12.30.2011 21:59 | EURUSD | Buy | 0.01 | 1.3 | - | 1.29959 | 1.29578 | -38.1 | -3.81 | 6h 4m | -0.09% |
12.30.2011 19:52 | 12.30.2011 21:59 | EURUSD | Sell | 0.08 | - | - | 1.29372 | 1.29596 | -22.4 | -17.92 | 2h 7m | -0.42% |
12.30.2011 15:47 | 12.30.2011 15:55 | EURUSD | Buy | 0.01 | 1.3 | - | 1.2984 | 1.29941 | 10.1 | 1.01 | 8m | 0.02% |
12.29.2011 14:30 | 12.30.2011 15:47 | EURUSD | Sell | 0.04 | - | - | 1.29089 | 1.2984 | -75.1 | -30.04 | 1d | -0.72% |
12.29.2011 12:13 | 12.30.2011 15:47 | EURUSD | Sell | 0.01 | 1.3 | - | 1.28584 | 1.2984 | -125.6 | -12.56 | 1d | -0.30% |
12.30.2011 02:57 | 12.30.2011 15:47 | EURUSD | Sell | 0.08 | - | - | 1.29407 | 1.2984 | -43.3 | -34.64 | 12h 50m | -0.82% |
12.30.2011 14:45 | 12.30.2011 15:47 | EURUSD | Buy | 0.32 | - | - | 1.29702 | 1.29822 | 12.0 | 38.40 | 1h 2m | 0.92% |
12.29.2011 17:00 | 12.30.2011 15:47 | EURUSD | Buy | 0.16 | - | - | 1.29443 | 1.29822 | 37.9 | 60.64 | 22h 47m | 1.46% |
12.29.2011 12:30 | 12.30.2011 15:47 | EURUSD | Sell | 0.02 | - | - | 1.28838 | 1.2984 | -100.2 | -20.04 | 1d | -0.48% |
12.29.2011 11:56 | 12.29.2011 12:13 | EURUSD | Sell | 0.01 | 1.3 | - | 1.28702 | 1.28602 | 10.0 | 1.00 | 17m | 0.02% |
12.29.2011 11:34 | 12.29.2011 11:56 | EURUSD | Sell | 0.01 | 1.3 | - | 1.2882 | 1.2872 | 10.0 | 1.00 | 22m | 0.02% |
12.29.2011 10:32 | 12.29.2011 11:34 | EURUSD | Sell | 0.01 | 1.3 | - | 1.28939 | 1.28838 | 10.1 | 1.01 | 1h 2m | 0.02% |
12.29.2011 10:03 | 12.29.2011 10:32 | EURUSD | Sell | 0.01 | 1.3 | - | 1.29057 | 1.28957 | 10.0 | 1.00 | 29m | 0.02% |
12.29.2011 01:37 | 12.29.2011 10:03 | EURUSD | Sell | 0.02 | - | - | 1.29193 | 1.29075 | 11.8 | 2.36 | 8h 26m | 0.06% |
12.29.2011 00:17 | 12.29.2011 10:03 | EURUSD | Sell | 0.01 | 1.3 | - | 1.2894 | 1.29075 | -13.5 | -1.35 | 9h 46m | -0.03% |
12.29.2011 00:11 | 12.29.2011 00:17 | EURUSD | Sell | 0.01 | 1.3 | - | 1.29058 | 1.28958 | 10.0 | 1.00 | 6m | 0.02% |
12.29.2011 00:10 | 12.29.2011 00:11 | EURUSD | Sell | 0.01 | 1.3 | - | 1.29176 | 1.29076 | 10.0 | 1.00 | 1m | 0.02% |
12.28.2011 23:31 | 12.29.2011 00:10 | EURUSD | Sell | 0.01 | 1.3 | - | 1.29294 | 1.29194 | 10.0 | 1.00 | 39m | 0.02% |
12.28.2011 18:36 | 12.28.2011 23:31 | EURUSD | Sell | 0.02 | - | - | 1.2943 | 1.29312 | 11.8 | 2.36 | 4h 55m | 0.06% |
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