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Strategy Settings
| +40.87% |
| 0.1% | |
| 2.98% | |
| Drawdown: | 22.11% |
| Balance: | $14,087.01 |
| Highest: | (Aug 11) $16,222.42 |
| Profit: | $4,086.81 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 05, 2011 |
| Test Ended: | Dec 21, 2011 |
| Timeframe: | 15 Minutes |
| Model Type: | Open Prices |
| Added: | Dec 22, 2011 at 14:25 |
| Trades: | 500 |
| Profitability: |
|
| Pips: | 2,035.2 |
| Average Win: | 65.26 pips / $131.23 |
| Average Loss: | -33.75 pips / -$67.89 |
| Lots: | 100.80 |
| Commissions: | 0 |
| Longs Won: | (89/239) 37% |
| Shorts Won: | (102/261) 39% |
| Best Trade ($): | (May 05) 547.40 |
| Worst Trade ($): | (Sep 06) -226.60 |
| Best Trade (Pips): | (May 05) 273.7 |
| Worst Trade (Pips): | (Sep 06) -113.3 |
| Avg. Trade Length: | 13h 42m |
| Profit Factor: | 1.19 |
| Standard Deviation: | $113.74 |
| Sharpe Ratio | 0.07 |
| Z-Score (Probability): | -9.16 (99.99%) |
| Expectancy | 4.1 Pips / $8.17 |
| AHPR: | 0.07% |
| GHPR: | 0.07% |
| 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% | 0.18% | 1.92% | 15.46% |
| Consecutive Losing Trades | 208 | 187 | 166 | 145 | 125 | 104 | 83 | 62 | 42 | 21 |
Trading Activity (500)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.21.2011 14:00 | 12.21.2011 23:59 | EURUSD | Sell | 0.20 | - | - | 1.30876 | 1.30475 | 40.1 | 80.20 | 9h 59m | 0.57% |
| 12.21.2011 13:45 | 12.21.2011 23:59 | EURUSD | Sell | 0.20 | - | - | 1.30864 | 1.30475 | 38.9 | 77.80 | 10h 14m | 0.56% |
| 12.21.2011 13:15 | 12.21.2011 23:59 | EURUSD | Sell | 0.20 | - | - | 1.30947 | 1.30475 | 47.2 | 94.40 | 10h 44m | 0.68% |
| 12.21.2011 11:00 | 12.21.2011 11:30 | EURUSD | Buy | 0.20 | - | - | 1.31565 | 1.31375 | -19.0 | -38.00 | 30m | -0.27% |
| 12.21.2011 02:15 | 12.21.2011 10:15 | EURUSD | Buy | 0.20 | - | - | 1.31151 | 1.31391 | 24.0 | 48.00 | 8h 0m | 0.35% |
| 12.20.2011 12:30 | 12.20.2011 18:45 | EURUSD | Buy | 0.20 | - | - | 1.30732 | 1.30701 | -3.1 | -6.20 | 6h 15m | -0.04% |
| 12.20.2011 12:45 | 12.20.2011 18:45 | EURUSD | Buy | 0.20 | - | - | 1.308 | 1.30701 | -9.9 | -19.80 | 6h 0m | -0.14% |
| 12.20.2011 12:15 | 12.20.2011 18:45 | EURUSD | Buy | 0.20 | - | - | 1.30742 | 1.30701 | -4.1 | -8.20 | 6h 30m | -0.06% |
| 12.20.2011 11:45 | 12.20.2011 18:45 | EURUSD | Buy | 0.20 | - | - | 1.30424 | 1.30701 | 27.7 | 55.40 | 7h 0m | 0.40% |
| 12.20.2011 16:45 | 12.20.2011 18:30 | EURUSD | Buy | 0.20 | - | - | 1.31221 | 1.30962 | -25.9 | -51.80 | 1h 45m | -0.37% |
| 12.20.2011 15:45 | 12.20.2011 16:30 | EURUSD | Buy | 0.20 | - | - | 1.31049 | 1.31243 | 19.4 | 38.80 | 45m | 0.28% |
| 12.20.2011 16:00 | 12.20.2011 16:30 | EURUSD | Buy | 0.20 | - | - | 1.31132 | 1.31243 | 11.1 | 22.20 | 30m | 0.16% |
| 12.20.2011 13:00 | 12.20.2011 14:30 | EURUSD | Buy | 0.20 | - | - | 1.3083 | 1.30616 | -21.4 | -42.80 | 1h 30m | -0.31% |
| 12.16.2011 17:00 | 12.16.2011 18:00 | EURUSD | Sell | 0.20 | - | - | 1.30257 | 1.30479 | -22.2 | -44.40 | 1h 0m | -0.32% |
| 12.16.2011 16:45 | 12.16.2011 18:00 | EURUSD | Sell | 0.20 | - | - | 1.30287 | 1.30479 | -19.2 | -38.40 | 1h 15m | -0.28% |
| 12.16.2011 15:00 | 12.16.2011 16:30 | EURUSD | Buy | 0.20 | - | - | 1.30717 | 1.30433 | -28.4 | -56.80 | 1h 30m | -0.41% |
| 12.16.2011 14:45 | 12.16.2011 16:30 | EURUSD | Buy | 0.20 | - | - | 1.3076 | 1.30433 | -32.7 | -65.40 | 1h 45m | -0.47% |
| 12.16.2011 15:15 | 12.16.2011 16:15 | EURUSD | Buy | 0.20 | - | - | 1.30646 | 1.30551 | -9.5 | -19.00 | 1h 0m | -0.13% |
| 12.16.2011 15:30 | 12.16.2011 16:15 | EURUSD | Buy | 0.20 | - | - | 1.30731 | 1.30551 | -18.0 | -36.00 | 45m | -0.26% |
| 12.15.2011 12:00 | 12.15.2011 12:30 | EURUSD | Sell | 0.20 | - | - | 1.29689 | 1.29875 | -18.6 | -37.20 | 30m | -0.26% |
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