Strategy Settings
| +2.71% |
| 0% | |
| 0.02% | |
| Drawdown: | 1.30% |
| Balance: | $10,271.20 |
| Highest: | (Mar 04) $10,382.87 |
| Profit: | $271.27 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 05, 2001 |
| Test Ended: | Dec 30, 2011 |
| Timeframe: | 1 Day |
| Model Type: | Every Tick |
| Added: | Aug 22, 2012 at 08:16 |
| Trades: | 183 |
| Profitability: |
|
| Pips: | 3,032.0 |
| Average Win: | 200.00 pips / $19.76 |
| Average Loss: | -84.47 pips / -$8.59 |
| Lots: | 183.00 |
| Commissions: | 0 |
| Longs Won: | (44/124) 35% |
| Shorts Won: | (21/59) 35% |
| Best Trade ($): | (Sep 08) 20.00 |
| Worst Trade ($): | (Oct 11) -11.36 |
| Best Trade (Pips): | (May 22) 200.0 |
| Worst Trade (Pips): | (Jan 08) -102.8 |
| Avg. Trade Length: | 5d |
| Profit Factor: | 1.27 |
| Standard Deviation: | $13.77 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | 0.11 (8.75%) |
| Expectancy | 16.6 Pips / $1.48 |
| AHPR: | 0.01% |
| GHPR: | 0.01% |
| 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 | 1196 | 1077 | 957 | 837 | 718 | 598 | 478 | 359 | 239 | 120 |
Trading Activity (183)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.28.2011 15:31 | 12.30.2011 21:00 | EURUSD | Sell | 1.00 | 1.3 | 1.3 | 1.29533 | 1.29605 | -7.2 | -0.78 | 2d | -0.01% |
| 12.12.2011 09:34 | 12.13.2011 16:03 | EURUSD | Sell | 1.00 | 1.3 | 1.3 | 1.32777 | 1.30777 | 200.0 | 19.98 | 1d | 0.19% |
| 12.08.2011 14:10 | 12.09.2011 11:07 | EURUSD | Sell | 1.00 | 1.3 | 1.3 | 1.33297 | 1.34301 | -100.4 | -10.06 | 20h 57m | -0.10% |
| 11.25.2011 00:44 | 11.29.2011 10:17 | EURUSD | Sell | 1.00 | 1.3 | 1.3 | 1.33126 | 1.34137 | -101.1 | -10.14 | 4d | -0.10% |
| 11.15.2011 07:13 | 11.23.2011 10:31 | EURUSD | Sell | 1.00 | 1.4 | 1.3 | 1.35747 | 1.33747 | 200.0 | 19.88 | 8d | 0.19% |
| 11.09.2011 11:25 | 11.11.2011 15:45 | EURUSD | Sell | 1.00 | 1.4 | 1.3 | 1.3633 | 1.37358 | -102.8 | -10.34 | 2d | -0.10% |
| 08.26.2011 16:24 | 08.31.2011 17:51 | EURUSD | Buy | 1.00 | 1.4 | 1.5 | 1.4477 | 1.43742 | -102.8 | -10.40 | 5d | -0.10% |
| 08.23.2011 07:53 | 08.25.2011 14:47 | EURUSD | Buy | 1.00 | 1.4 | 1.5 | 1.44546 | 1.43518 | -102.8 | -10.44 | 2d | -0.10% |
| 08.17.2011 11:25 | 08.18.2011 10:32 | EURUSD | Buy | 1.00 | 1.4 | 1.5 | 1.44743 | 1.43715 | -102.8 | -10.40 | 23h 7m | -0.10% |
| 07.29.2011 15:10 | 08.01.2011 14:04 | EURUSD | Buy | 1.00 | 1.4 | 1.5 | 1.44027 | 1.42999 | -102.8 | -10.32 | 2d | -0.10% |
| 07.26.2011 02:47 | 07.28.2011 02:25 | EURUSD | Buy | 1.00 | 1.4 | 1.5 | 1.44399 | 1.43371 | -102.8 | -10.44 | 1d | -0.10% |
| 06.07.2011 07:50 | 06.09.2011 12:46 | EURUSD | Buy | 1.00 | 1.5 | 1.5 | 1.46605 | 1.45577 | -102.8 | -10.44 | 2d | -0.10% |
| 05.31.2011 00:00 | 06.03.2011 12:33 | EURUSD | Buy | 1.00 | 1.4 | 1.5 | 1.43238 | 1.45238 | 200.0 | 19.80 | 3d | 0.19% |
| 05.04.2011 12:10 | 05.05.2011 12:31 | EURUSD | Buy | 1.00 | 1.5 | 1.5 | 1.48925 | 1.47897 | -102.8 | -10.40 | 1d | -0.10% |
| 05.02.2011 14:31 | 05.02.2011 23:31 | EURUSD | Buy | 1.00 | 1.5 | 1.5 | 1.488 | 1.48 | -80.0 | -8.00 | 9h 0m | -0.08% |
| 04.08.2011 01:19 | 04.18.2011 14:47 | EURUSD | Buy | 1.00 | 1.4 | 1.5 | 1.43393 | 1.42392 | -100.1 | -10.33 | 10d | -0.10% |
| 04.04.2011 00:19 | 04.05.2011 06:25 | EURUSD | Buy | 1.00 | 1.4 | 1.4 | 1.42507 | 1.41758 | -74.9 | -7.53 | 1d | -0.07% |
| 03.17.2011 09:41 | 03.21.2011 16:19 | EURUSD | Buy | 1.00 | 1.4 | 1.4 | 1.40035 | 1.42035 | 200.0 | 19.92 | 4d | 0.19% |
| 02.23.2011 06:54 | 03.03.2011 13:33 | EURUSD | Buy | 1.00 | 1.4 | 1.4 | 1.37169 | 1.39169 | 200.0 | 19.60 | 8d | 0.19% |
| 02.01.2011 07:48 | 02.03.2011 14:47 | EURUSD | Buy | 1.00 | 1.4 | 1.4 | 1.37485 | 1.36457 | -102.8 | -10.44 | 2d | -0.10% |
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