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Strategy Settings
+28518.75% |
0.29% | |
9.04% | |
Drawdown: | 61.01% |
Balance: | $2,861,874.50 |
Highest: | (Oct 11) $2,981,358.28 |
Profit: | $2,851,874.53 |
Deposits: | $10,000.00 |
Test Started: | Jul 02, 2007 |
Test Ended: | Nov 13, 2012 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Dec 06, 2012 at 08:10 |
Trades: | 1,795 |
Profitability: |
|
Pips: | 7,321.3 |
Average Win: | 5.43 pips / $2,462.81 |
Average Loss: | -28.20 pips / -$19,326.96 |
Lots: | 120,951.11 |
Commissions: | 0 |
Longs Won: | (787/840) 93% |
Shorts Won: | (936/955) 98% |
Best Trade ($): | (Sep 28) 11,959.38 |
Worst Trade ($): | (May 14) -138,938.47 |
Best Trade (Pips): | (Dec 04) 16.5 |
Worst Trade (Pips): | (May 14) -143.9 |
Avg. Trade Length: | 1h 11m |
Profit Factor: | 3.05 |
Standard Deviation: | $7,684.55 |
Sharpe Ratio | 0.23 |
Z-Score (Probability): | -7.60 (99.99%) |
Expectancy | 4.1 Pips / $1,588.79 |
AHPR: | 0.33% |
GHPR: | 0.32% |
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 | 148 | 133 | 118 | 104 | 89 | 74 | 59 | 44 | 30 | 15 |
Trading Activity (1795)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.12.2012 23:38 | 11.13.2012 10:18 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.99954 | 1.00145 | -19.1 | -18,997.15 | 10h 40m | -0.66% |
11.08.2012 23:00 | 11.09.2012 01:26 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 1.00025 | 1.00022 | 0.3 | 375.13 | 2h 26m | 0.01% |
11.07.2012 01:00 | 11.07.2012 04:52 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.99233 | 0.99231 | 0.2 | 201.55 | 3h 52m | 0.01% |
11.06.2012 23:45 | 11.07.2012 00:45 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.99231 | 0.99206 | 2.5 | 2,595.21 | 1h 0m | 0.09% |
10.25.2012 23:30 | 10.26.2012 00:42 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.99454 | 0.9944 | 1.4 | 1,483.08 | 1h 12m | 0.05% |
10.25.2012 23:05 | 10.26.2012 00:42 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.99438 | 0.99436 | 0.2 | 276.33 | 1h 37m | 0.01% |
10.24.2012 23:16 | 10.25.2012 00:45 | USDCAD | Buy | 100.00 | 1.0 | 1.0 | 0.99379 | 0.99383 | 0.4 | -894.72 | 1h 29m | -0.03% |
10.23.2012 00:01 | 10.23.2012 00:59 | USDCAD | Buy | 50.00 | 1.0 | 1.0 | 0.99191 | 0.99249 | 5.8 | 2,705.74 | 58m | 0.09% |
10.22.2012 23:52 | 10.23.2012 00:01 | USDCAD | Buy | 100.00 | 1.0 | 1.0 | 0.99191 | 0.99241 | 5.0 | 2,302.92 | 9m | 0.08% |
10.17.2012 00:12 | 10.17.2012 00:29 | USDCAD | Buy | 100.00 | 1.0 | 1.0 | 0.98602 | 0.98654 | 5.2 | 5,270.95 | 17m | 0.18% |
10.15.2012 23:22 | 10.16.2012 15:06 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.97996 | 0.98617 | -62.1 | -62,895.69 | 15h 44m | -2.15% |
10.15.2012 23:00 | 10.16.2012 14:17 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.97982 | 0.98494 | -51.2 | -51,907.13 | 15h 17m | -1.74% |
10.10.2012 23:59 | 10.11.2012 02:59 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.98159 | 0.98149 | 1.0 | 1,244.46 | 3h 0m | 0.04% |
10.10.2012 23:57 | 10.11.2012 02:59 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.98151 | 0.98149 | 0.2 | 429.37 | 3h 2m | 0.01% |
10.08.2012 23:02 | 10.09.2012 00:13 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.97692 | 0.97684 | 0.8 | 894.17 | 1h 11m | 0.03% |
10.03.2012 00:09 | 10.03.2012 01:14 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.98424 | 0.98409 | 1.5 | 1,524.25 | 1h 5m | 0.05% |
10.02.2012 23:00 | 10.03.2012 00:02 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.9842 | 0.98405 | 1.5 | 1,599.51 | 1h 2m | 0.05% |
09.27.2012 23:47 | 09.28.2012 00:20 | USDCAD | Sell | 50.00 | 1.0 | 1.0 | 0.98092 | 0.98017 | 7.5 | 3,863.47 | 33m | 0.13% |
09.27.2012 23:20 | 09.27.2012 23:47 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.98092 | 0.9804 | 5.2 | 2,651.98 | 27m | 0.09% |
09.25.2012 23:00 | 09.26.2012 00:01 | USDCAD | Sell | 100.00 | 1.0 | 1.0 | 0.98055 | 0.98053 | 0.2 | 279.17 | 1h 1m | 0.01% |
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