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Strategy Settings
+283.62% |
0.36% | |
11.45% | |
Drawdown: | 50.62% |
Balance: | $38,362.13 |
Highest: | (Nov 16) $39,948.03 |
Profit: | $28,362.16 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2011 |
Test Ended: | Jan 09, 2012 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Mar 19, 2013 at 19:39 |
Trades: | 39 |
Profitability: |
|
Pips: | 568.1 |
Average Win: | 26.21 pips / $1,309.51 |
Average Loss: | -49.47 pips / -$2,475.31 |
Lots: | 195.00 |
Commissions: | 0 |
Longs Won: | (14/17) 82% |
Shorts Won: | (19/22) 86% |
Best Trade ($): | (Mar 15) 5,500.00 |
Worst Trade ($): | (Jun 28) -4,950.45 |
Best Trade (Pips): | (Mar 15) 110.0 |
Worst Trade (Pips): | (Jun 28) -99.0 |
Avg. Trade Length: | 10h 5m |
Profit Factor: | 2.91 |
Standard Deviation: | $2,091.86 |
Sharpe Ratio | 0.40 |
Z-Score (Probability): | 1.50 (86.63%) |
Expectancy | 14.6 Pips / $727.23 |
AHPR: | 3.94% |
GHPR: | 3.51% |
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% | 0.02% | 0.18% | 1.2% | 6.28% | 27.08% |
Consecutive Losing Trades | 15 | 14 | 12 | 11 | 9 | 8 | 6 | 5 | 3 | 2 |
Trading Activity (39)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.09.2012 13:30 | 01.09.2012 18:49 | EURUSD | Sell | 5.00 | 1.3 | 1.3 | 1.27556 | 1.27519 | 3.7 | 185.00 | 5h 19m | 0.48% |
01.09.2012 11:46 | 01.09.2012 13:30 | EURUSD | Sell | 5.00 | 1.3 | 1.3 | 1.2773 | 1.27574 | 15.6 | 780.00 | 1h 44m | 2.09% |
01.09.2012 10:00 | 01.09.2012 11:46 | EURUSD | Sell | 5.00 | 1.3 | 1.3 | 1.27762 | 1.27747 | 1.5 | 75.00 | 1h 46m | 0.20% |
11.27.2011 23:00 | 11.28.2011 06:00 | EURUSD | Sell | 5.00 | 1.3 | 1.3 | 1.33095 | 1.33078 | 1.7 | 84.55 | 7h 0m | 0.23% |
11.21.2011 16:11 | 11.22.2011 10:11 | EURUSD | Sell | 5.00 | - | 1.3 | 1.34891 | 1.35433 | -54.2 | -2,710.45 | 18h 0m | -6.78% |
11.16.2011 12:24 | 11.16.2011 14:16 | EURUSD | Sell | 5.00 | 1.3 | 1.3 | 1.35129 | 1.34923 | 20.6 | 1,030.00 | 1h 52m | 2.65% |
11.16.2011 10:00 | 11.16.2011 12:08 | EURUSD | Sell | 5.00 | 1.3 | 1.3 | 1.35384 | 1.34866 | 51.8 | 2,590.00 | 2h 8m | 7.13% |
11.10.2011 11:47 | 11.10.2011 15:43 | EURUSD | Sell | 5.00 | 1.4 | 1.3 | 1.3591 | 1.3582 | 9.0 | 450.00 | 3h 56m | 1.25% |
11.10.2011 10:00 | 11.10.2011 11:17 | EURUSD | Sell | 5.00 | 1.4 | 1.3 | 1.3603 | 1.35873 | 15.7 | 785.00 | 1h 17m | 2.24% |
10.19.2011 13:52 | 10.20.2011 07:52 | EURUSD | Buy | 5.00 | - | 1.4 | 1.3789 | 1.37126 | -76.4 | -3,829.59 | 18h 0m | -9.84% |
09.22.2011 18:23 | 09.22.2011 18:28 | EURUSD | Sell | 5.00 | 1.4 | 1.3 | 1.35269 | 1.35221 | 4.8 | 240.00 | 5m | 0.62% |
09.07.2011 13:00 | 09.08.2011 07:00 | EURUSD | Sell | 5.00 | - | 1.4 | 1.40592 | 1.40643 | -5.1 | -256.34 | 18h 0m | -0.66% |
08.22.2011 22:00 | 08.23.2011 08:00 | EURUSD | Buy | 5.00 | 1.4 | 1.4 | 1.43588 | 1.44688 | 110.0 | 5,496.80 | 10h 0m | 16.44% |
08.16.2011 10:00 | 08.16.2011 16:12 | EURUSD | Buy | 5.00 | 1.4 | 1.4 | 1.43837 | 1.44409 | 57.2 | 2,860.00 | 6h 12m | 9.35% |
08.01.2011 16:56 | 08.01.2011 23:16 | EURUSD | Buy | 5.00 | 1.4 | 1.4 | 1.42351 | 1.42425 | 7.4 | 370.00 | 6h 20m | 1.22% |
07.18.2011 21:00 | 07.19.2011 06:44 | EURUSD | Sell | 5.00 | 1.4 | 1.4 | 1.41124 | 1.41005 | 11.9 | 594.55 | 9h 44m | 2.01% |
07.18.2011 13:40 | 07.18.2011 15:27 | EURUSD | Sell | 5.00 | 1.4 | 1.4 | 1.40875 | 1.40498 | 37.7 | 1,885.00 | 1h 47m | 6.80% |
07.13.2011 11:00 | 07.13.2011 13:14 | EURUSD | Sell | 5.00 | 1.4 | 1.4 | 1.40681 | 1.40677 | 0.4 | 20.00 | 2h 14m | 0.07% |
07.12.2011 12:33 | 07.12.2011 13:25 | EURUSD | Sell | 5.00 | 1.4 | 1.4 | 1.40051 | 1.39817 | 23.4 | 1,170.00 | 52m | 4.41% |
06.27.2011 10:00 | 06.28.2011 04:00 | EURUSD | Sell | 5.00 | - | 1.4 | 1.41956 | 1.42946 | -99.0 | -4,950.45 | 18h 0m | -15.72% |
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