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Strategy Settings
| +6599.15% |
| 0.64% | |
| 21.2% | |
| Drawdown: | 30.00% |
| Balance: | $150,879.41 |
| Highest: | (Jan 19) $150,879.41 |
| Profit: | $148,629.40 |
| Deposits: | $2,250.00 |
| Test Started: | Apr 03, 2009 |
| Test Ended: | Jan 19, 2011 |
| Timeframe: | 1 Hour |
| Model Type: | Every Tick |
| Added: | Feb 16, 2011 at 15:14 |
| Trades: | 99 |
| Profitability: |
|
| Pips: | 3,363.5 |
| Average Win: | 55.80 pips / $2,212.60 |
| Average Loss: | -79.24 pips / -$2,188.53 |
| Lots: | 379.61 |
| Commissions: | 0 |
| Longs Won: | (43/51) 84% |
| Shorts Won: | (40/48) 83% |
| Best Trade ($): | (Nov 29) 10,015.60 |
| Worst Trade ($): | (Oct 28) -5,696.17 |
| Best Trade (Pips): | (May 09) 135.0 |
| Worst Trade (Pips): | (May 11) -134.5 |
| Avg. Trade Length: | 2d |
| Profit Factor: | 5.24 |
| Standard Deviation: | $2,874.40 |
| Sharpe Ratio | 0.64 |
| Z-Score (Probability): | 2.13 (96.68%) |
| Expectancy | 34.0 Pips / $1,501.31 |
| AHPR: | 4.59% |
| GHPR: | 4.34% |
| 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 | 69 | 62 | 55 | 48 | 41 | 34 | 28 | 21 | 14 | 7 |
Trading Activity (99)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01.19.2011 11:00 | 01.19.2011 21:52 | AUDUSD | Sell | 14.36 | - | - | 1.00568 | 1.00062 | 50.6 | 7,266.16 | 10h 52m | 5.06% |
| 01.11.2011 09:00 | 01.12.2011 09:17 | AUDUSD | Buy | 13.67 | - | - | 0.98459 | 0.98951 | 49.2 | 6,842.61 | 1d | 5.00% |
| 01.07.2011 17:00 | 01.10.2011 09:32 | AUDUSD | Sell | 13.02 | - | - | 0.99699 | 0.99182 | 51.7 | 6,524.44 | 2d | 5.01% |
| 12.29.2010 13:00 | 01.04.2011 08:30 | AUDUSD | Sell | 12.40 | - | - | 1.01372 | 1.00773 | 59.9 | 6,245.29 | 5d | 5.04% |
| 12.27.2010 03:00 | 12.28.2010 02:07 | AUDUSD | Buy | 11.80 | - | - | 1.00112 | 1.00606 | 49.4 | 5,930.17 | 23h 7m | 5.02% |
| 12.15.2010 13:00 | 12.21.2010 03:17 | AUDUSD | Buy | 11.24 | - | - | 0.9914 | 0.99591 | 45.1 | 5,646.31 | 5d | 5.02% |
| 12.10.2010 19:00 | 12.13.2010 13:56 | AUDUSD | Buy | 10.70 | - | - | 0.98571 | 0.99063 | 49.2 | 5,355.96 | 2d | 5.00% |
| 12.09.2010 07:00 | 12.09.2010 18:56 | AUDUSD | Sell | 10.18 | - | - | 0.9867 | 0.98161 | 50.9 | 5,181.62 | 11h 56m | 5.09% |
| 12.02.2010 00:00 | 12.02.2010 02:30 | AUDUSD | Sell | 9.70 | - | - | 0.96824 | 0.96322 | 50.2 | 4,869.40 | 2h 30m | 5.02% |
| 11.26.2010 06:00 | 11.29.2010 09:58 | AUDUSD | Buy | 9.23 | - | - | 0.9751 | 0.96923 | -58.7 | -5,339.03 | 3d | -5.78% |
| 11.26.2010 18:00 | 11.29.2010 09:58 | AUDUSD | Buy | 18.46 | - | - | 0.96389 | 0.96923 | 53.4 | 10,015.60 | 2d | 11.51% |
| 11.15.2010 21:00 | 11.15.2010 22:32 | AUDUSD | Sell | 8.79 | - | - | 0.99058 | 0.98557 | 50.1 | 4,403.79 | 1h 32m | 5.01% |
| 11.12.2010 12:00 | 11.12.2010 12:29 | AUDUSD | Buy | 8.37 | - | - | 0.98696 | 0.99198 | 50.2 | 4,201.74 | 29m | 5.02% |
| 11.08.2010 06:00 | 11.09.2010 14:24 | AUDUSD | Buy | 7.97 | - | - | 1.01201 | 1.01695 | 49.4 | 4,005.38 | 1d | 5.02% |
| 11.03.2010 19:00 | 11.03.2010 20:21 | AUDUSD | Buy | 7.59 | - | - | 0.99701 | 1.00205 | 50.4 | 3,825.36 | 1h 21m | 5.04% |
| 11.01.2010 20:00 | 11.02.2010 05:30 | AUDUSD | Buy | 7.20 | - | - | 0.98693 | 0.99224 | 53.1 | 3,884.81 | 9h 30m | 5.39% |
| 10.26.2010 21:00 | 10.28.2010 02:48 | AUDUSD | Buy | 6.84 | - | - | 0.98394 | 0.97527 | -86.7 | -5,696.17 | 1d | -8.32% |
| 10.27.2010 19:00 | 10.28.2010 02:48 | AUDUSD | Buy | 13.68 | - | - | 0.96876 | 0.97527 | 65.1 | 9,256.85 | 7h 48m | 14.75% |
| 10.12.2010 19:00 | 10.19.2010 13:55 | AUDUSD | Sell | 6.51 | - | - | 0.9841 | 0.97795 | 61.5 | 3,279.49 | 6d | 5.03% |
| 10.05.2010 19:00 | 10.08.2010 09:59 | AUDUSD | Sell | 6.20 | - | - | 0.9692 | 0.9764 | -72.0 | -4,956.63 | 2d | -7.99% |
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