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Strategy Settings
+315.72% |
0.04% | |
1.23% | |
Drawdown: | 42.04% |
Balance: | $41,572.07 |
Highest: | (Jul 12) $42,594.44 |
Profit: | $31,572.01 |
Deposits: | $10,000.00 |
Test Started: | Jan 11, 2007 |
Test Ended: | Jul 29, 2016 |
Timeframe: | 4 Hours |
Model Type: | n/a |
Added: | May 17, 2017 at 15:06 |
Trades: | 833 |
Profitability: |
|
Pips: | 5,193.8 |
Average Win: | 61.34 pips / $485.51 |
Average Loss: | -23.35 pips / -$202.42 |
Lots: | 893.94 |
Commissions: | 0 |
Longs Won: | (131/415) 31% |
Shorts Won: | (160/418) 38% |
Best Trade ($): | (Apr 28) 4,216.95 |
Worst Trade ($): | (Jul 20) -436.92 |
Best Trade (Pips): | (Oct 29) 598.3 |
Worst Trade (Pips): | (Oct 16) -109.2 |
Avg. Trade Length: | 8h 13m |
Profit Factor: | 1.29 |
Standard Deviation: | $531.60 |
Sharpe Ratio | 0.08 |
Z-Score (Probability): | 0.21 (16.63%) |
Expectancy | 6.2 Pips / $37.90 |
AHPR: | 0.20% |
GHPR: | 0.17% |
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% | 0.05% | 0.35% | 1.92% | 8.43% | 31.1% |
Consecutive Losing Trades | 205 | 185 | 164 | 144 | 123 | 103 | 82 | 62 | 41 | 21 |
Trading Activity (833)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
07.29.2016 07:44 | 07.29.2016 07:44 | EURJPY | Buy | 1.01 | 116.4 | - | 116.855 | 116.43 | -42.5 | -421.75 | 0s | -1.00% |
07.29.2016 02:33 | 07.29.2016 02:50 | EURJPY | Sell | 1.38 | 116.1 | - | 115.813 | 116.128 | -31.5 | -428.51 | 17m | -1.01% |
07.27.2016 04:02 | 07.27.2016 22:00 | EURJPY | Buy | 1.81 | 116.0 | - | 115.356 | 115.992 | 63.6 | 1,112.95 | 17h 58m | 2.69% |
07.22.2016 12:03 | 07.22.2016 15:26 | EURJPY | Buy | 1.32 | 116.8 | - | 117.129 | 116.806 | -32.3 | -420.14 | 3h 23m | -1.01% |
07.21.2016 13:14 | 07.21.2016 14:37 | EURJPY | Sell | 1.92 | 116.8 | - | 116.527 | 116.752 | -22.5 | -428.00 | 1h 23m | -1.02% |
07.20.2016 10:29 | 07.20.2016 10:44 | EURJPY | Buy | 2.84 | 116.9 | - | 117.098 | 116.944 | -15.4 | -436.92 | 15m | -1.03% |
07.11.2016 08:54 | 07.12.2016 03:46 | EURJPY | Buy | 1.01 | 113.3 | - | 111.872 | 113.348 | 147.6 | 1,434.83 | 18h 52m | 3.49% |
06.29.2016 14:13 | 06.29.2016 15:19 | EURJPY | Buy | 2.55 | 113.7 | - | 113.867 | 113.7 | -16.7 | -424.59 | 1h 6m | -1.02% |
06.24.2016 03:17 | 06.24.2016 03:17 | EURJPY | Sell | 1.87 | 117.7 | - | 117.421 | 117.651 | -23.0 | -425.99 | 0s | -1.01% |
06.20.2016 01:00 | 06.20.2016 11:54 | EURJPY | Buy | 1.29 | 118.6 | - | 118.106 | 118.598 | 49.2 | 612.45 | 10h 54m | 1.48% |
06.16.2016 06:34 | 06.16.2016 20:24 | EURJPY | Sell | 1.51 | 116.8 | - | 118.841 | 116.795 | 204.6 | 2,999.86 | 13h 50m | 7.81% |
06.09.2016 11:15 | 06.09.2016 21:58 | EURJPY | Sell | 1.69 | 120.9 | - | 121.461 | 120.933 | 52.8 | 861.45 | 10h 43m | 2.29% |
06.01.2016 09:26 | 06.01.2016 10:16 | EURJPY | Sell | 2.39 | 122.4 | - | 122.212 | 122.375 | -16.3 | -388.60 | 50m | -1.02% |
05.30.2016 02:54 | 05.31.2016 22:12 | EURJPY | Buy | 1.71 | 123.2 | - | 123.094 | 123.196 | 10.2 | 142.91 | 1d | 0.38% |
05.27.2016 11:05 | 05.27.2016 21:50 | EURJPY | Sell | 1.60 | 122.5 | - | 122.609 | 122.52 | 8.9 | 132.15 | 10h 45m | 0.35% |
05.27.2016 05:06 | 05.27.2016 05:28 | EURJPY | Buy | 2.96 | 122.9 | - | 123.081 | 122.949 | -13.2 | -392.01 | 22m | -1.03% |
05.26.2016 04:14 | 05.26.2016 04:28 | EURJPY | Sell | 3.01 | 122.6 | - | 122.519 | 122.65 | -13.1 | -395.66 | 14m | -1.03% |
05.23.2016 11:18 | 05.24.2016 13:23 | EURJPY | Sell | 1.88 | 122.6 | - | 122.924 | 122.637 | 28.7 | 492.20 | 1d | 1.30% |
05.18.2016 03:54 | 05.18.2016 03:59 | EURJPY | Sell | 3.25 | 123.4 | - | 123.234 | 123.355 | -12.1 | -395.61 | 5m | -1.03% |
05.17.2016 09:57 | 05.17.2016 16:26 | EURJPY | Buy | 3.30 | 123.9 | - | 123.521 | 123.859 | 33.8 | 1,072.09 | 6h 29m | 2.88% |
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