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Strategy Settings
| +3676.01% |
| 0.2% | |
| 6.2% | |
| Drawdown: | 31.63% |
| Balance: | $37,760.18 |
| Highest: | (Dec 16) $37,821.40 |
| Profit: | $36,760.08 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 01, 2007 |
| Test Ended: | Dec 16, 2011 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Apr 25, 2012 at 05:56 |
| Trades: | 8,414 |
| Profitability: |
|
| Pips: | 8,644.3 |
| Average Win: | 3.48 pips / $23.22 |
| Average Loss: | -18.12 pips / -$143.02 |
| Lots: | 5,508.89 |
| Commissions: | 0 |
| Longs Won: | (3,804/4,318) 88% |
| Shorts Won: | (3,656/4,096) 89% |
| Best Trade ($): | (Aug 24) 246.66 |
| Worst Trade ($): | (Nov 10) -441.81 |
| Best Trade (Pips): | (Aug 24) 24.2 |
| Worst Trade (Pips): | (Jan 09) -28.0 |
| Avg. Trade Length: | 37m |
| Profit Factor: | 1.27 |
| Standard Deviation: | $76.40 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -33.74 (99.99%) |
| Expectancy | 1.0 Pips / $4.37 |
| AHPR: | 0.04% |
| GHPR: | 0.04% |
| 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 | 264 | 238 | 211 | 185 | 158 | 132 | 106 | 79 | 53 | 26 |
Trading Activity (8414)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.16.2011 04:30 | 12.16.2011 07:00 | EURCHF | Buy | 1.51 | 1.2 | - | 1.22317 | 1.2228 | -3.7 | -61.22 | 2h 30m | -0.16% |
| 12.16.2011 03:19 | 12.16.2011 03:21 | EURCHF | Buy | 1.49 | 1.2 | - | 1.22341 | 1.22381 | 4.0 | 65.31 | 2m | 0.17% |
| 12.16.2011 03:18 | 12.16.2011 03:20 | EURCHF | Buy | 1.51 | 1.2 | - | 1.22349 | 1.22366 | 1.7 | 28.13 | 2m | 0.07% |
| 12.16.2011 00:19 | 12.16.2011 00:32 | EURCHF | Sell | 1.49 | 1.2 | - | 1.22433 | 1.22391 | 4.2 | 68.57 | 13m | 0.18% |
| 12.15.2011 23:57 | 12.16.2011 00:20 | EURCHF | Sell | 1.49 | 1.2 | - | 1.22428 | 1.22409 | 1.9 | 28.27 | 23m | 0.08% |
| 12.15.2011 23:54 | 12.15.2011 23:57 | EURCHF | Sell | 1.50 | 1.2 | - | 1.22421 | 1.22405 | 1.6 | 26.30 | 3m | 0.07% |
| 12.15.2011 23:40 | 12.15.2011 23:43 | EURCHF | Sell | 1.50 | 1.2 | - | 1.22416 | 1.22376 | 4.0 | 65.74 | 3m | 0.18% |
| 12.15.2011 23:04 | 12.15.2011 23:05 | EURCHF | Buy | 1.48 | 1.2 | - | 1.22293 | 1.22333 | 4.0 | 64.87 | 1m | 0.17% |
| 12.15.2011 23:00 | 12.15.2011 23:04 | EURCHF | Buy | 1.50 | 1.2 | - | 1.22298 | 1.22316 | 1.8 | 29.59 | 4m | 0.08% |
| 12.14.2011 05:55 | 12.14.2011 06:26 | EURCHF | Sell | 1.48 | 1.2 | - | 1.23247 | 1.23207 | 4.0 | 64.87 | 31m | 0.17% |
| 12.14.2011 05:54 | 12.14.2011 05:58 | EURCHF | Sell | 1.49 | 1.2 | - | 1.23243 | 1.23225 | 1.8 | 29.39 | 4m | 0.08% |
| 12.14.2011 01:29 | 12.14.2011 01:40 | EURCHF | Buy | 1.47 | 1.2 | - | 1.23157 | 1.23197 | 4.0 | 64.44 | 11m | 0.17% |
| 12.14.2011 01:27 | 12.14.2011 01:35 | EURCHF | Buy | 1.49 | 1.2 | - | 1.23161 | 1.23179 | 1.8 | 29.39 | 8m | 0.08% |
| 12.14.2011 01:06 | 12.14.2011 01:10 | EURCHF | Buy | 1.49 | 1.2 | - | 1.23167 | 1.23176 | 0.9 | 14.70 | 4m | 0.04% |
| 12.14.2011 01:07 | 12.14.2011 01:10 | EURCHF | Buy | 1.47 | 1.2 | - | 1.23145 | 1.23185 | 4.0 | 64.44 | 3m | 0.17% |
| 12.13.2011 04:49 | 12.13.2011 04:55 | EURCHF | Sell | 1.48 | 1.2 | - | 1.23689 | 1.2368 | 0.9 | 14.60 | 6m | 0.04% |
| 12.13.2011 04:50 | 12.13.2011 04:55 | EURCHF | Sell | 1.47 | 1.2 | - | 1.23712 | 1.23669 | 4.3 | 69.26 | 5m | 0.19% |
| 12.13.2011 03:13 | 12.13.2011 03:14 | EURCHF | Sell | 1.48 | 1.2 | - | 1.23649 | 1.2361 | 3.9 | 63.24 | 1m | 0.17% |
| 12.13.2011 02:57 | 12.13.2011 03:00 | EURCHF | Sell | 1.48 | 1.2 | - | 1.23645 | 1.23626 | 1.9 | 30.81 | 3m | 0.08% |
| 12.13.2011 02:58 | 12.13.2011 03:00 | EURCHF | Sell | 1.46 | 1.2 | - | 1.23649 | 1.23608 | 4.1 | 65.59 | 2m | 0.18% |
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