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Strategy Settings
+14.82% |
0.48% | |
15.37% | |
Drawdown: | 6.67% |
Balance: | $11,481.72 |
Highest: | (Aug 29) $11,872.04 |
Profit: | $1,481.72 |
Deposits: | $10,000.00 |
Test Started: | Aug 01, 2013 |
Test Ended: | Aug 30, 2013 |
Timeframe: | 4 Hours |
Model Type: | Every Tick |
Added: | Sep 16, 2013 at 20:34 |
Trades: | 33 |
Profitability: |
|
Pips: | 371.7 |
Average Win: | 29.32 pips / $117.19 |
Average Loss: | -55.80 pips / -$223.59 |
Lots: | 13.20 |
Commissions: | 0 |
Longs Won: | (10/15) 66% |
Shorts Won: | (16/18) 88% |
Best Trade ($): | (Aug 29) 336.20 |
Worst Trade ($): | (Aug 15) -297.84 |
Best Trade (Pips): | (Aug 29) 84.0 |
Worst Trade (Pips): | (Aug 15) -74.1 |
Avg. Trade Length: | 17h 51m |
Profit Factor: | 1.95 |
Standard Deviation: | $160.98 |
Sharpe Ratio | 0.30 |
Z-Score (Probability): | -2.44 (-109.50%) |
Expectancy | 11.3 Pips / $44.90 |
AHPR: | 0.43% |
GHPR: | 0.42% |
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% | 1.56% |
Consecutive Losing Trades | 51 | 46 | 41 | 36 | 31 | 26 | 21 | 15 | 10 | 5 |
Trading Activity (33)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
08.29.2013 15:33 | 08.30.2013 23:59 | EURUSD | Buy | 0.40 | 1.3 | 1.3 | 1.32426 | 1.32196 | -23.0 | -93.44 | 1d | -0.81% |
08.28.2013 16:32 | 08.29.2013 09:49 | EURUSD | Buy | 0.40 | 1.3 | 1.3 | 1.33429 | 1.32688 | -74.1 | -296.88 | 17h 17m | -2.50% |
08.28.2013 16:00 | 08.29.2013 09:38 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.33697 | 1.32857 | 84.0 | 336.20 | 17h 38m | 2.91% |
08.27.2013 16:42 | 08.28.2013 13:47 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.3391 | 1.33478 | 43.2 | 173.00 | 21h 5m | 1.52% |
08.27.2013 03:28 | 08.27.2013 16:30 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.33896 | 1.33689 | 20.7 | 82.80 | 13h 2m | 0.73% |
08.27.2013 11:07 | 08.27.2013 16:30 | EURUSD | Buy | 0.40 | 1.3 | 1.3 | 1.33453 | 1.33686 | 23.3 | 93.20 | 5h 23m | 0.83% |
08.26.2013 20:03 | 08.27.2013 16:30 | EURUSD | Buy | 0.40 | 1.3 | 1.3 | 1.33635 | 1.33686 | 5.1 | 19.92 | 20h 27m | 0.18% |
08.26.2013 15:06 | 08.26.2013 15:31 | EURUSD | Buy | 0.40 | 1.3 | 1.3 | 1.3359 | 1.33847 | 25.7 | 102.80 | 25m | 0.93% |
08.26.2013 15:02 | 08.26.2013 15:31 | EURUSD | Buy | 0.40 | 1.3 | 1.3 | 1.3364 | 1.33847 | 20.7 | 82.80 | 29m | 0.75% |
08.22.2013 15:33 | 08.23.2013 17:41 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.33303 | 1.34044 | -74.1 | -295.80 | 1d | -2.62% |
08.22.2013 10:28 | 08.22.2013 12:52 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.33516 | 1.33084 | 43.2 | 172.80 | 2h 24m | 1.56% |
08.21.2013 21:38 | 08.22.2013 10:02 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.33727 | 1.33297 | 43.0 | 172.20 | 12h 24m | 1.58% |
08.20.2013 12:18 | 08.21.2013 21:03 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.3394 | 1.33508 | 43.2 | 173.00 | 1d | 1.61% |
08.16.2013 17:23 | 08.20.2013 11:33 | EURUSD | Buy | 0.40 | 1.3 | 1.3 | 1.33405 | 1.33837 | 43.2 | 171.84 | 3d | 1.62% |
08.16.2013 09:46 | 08.16.2013 16:38 | EURUSD | Buy | 0.40 | 1.3 | 1.3 | 1.33311 | 1.33626 | 31.5 | 126.00 | 6h 52m | 1.21% |
08.16.2013 15:43 | 08.16.2013 16:38 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.3365 | 1.33629 | 2.1 | 8.40 | 55m | 0.08% |
08.16.2013 16:23 | 08.16.2013 16:38 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.33754 | 1.33629 | 12.5 | 50.00 | 15m | 0.47% |
08.16.2013 16:11 | 08.16.2013 16:38 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.33691 | 1.33629 | 6.2 | 24.80 | 27m | 0.24% |
08.15.2013 20:11 | 08.15.2013 22:10 | EURUSD | Sell | 0.40 | 1.4 | 1.3 | 1.32828 | 1.33569 | -74.1 | -296.40 | 1h 59m | -2.78% |
08.12.2013 15:03 | 08.15.2013 17:03 | EURUSD | Buy | 0.40 | 1.3 | 1.3 | 1.3286 | 1.32119 | -74.1 | -297.84 | 3d | -2.71% |
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