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Strategy Settings
+15.15% |
0.01% | |
0.26% | |
Drawdown: | 39.80% |
Balance: | $103,150.52 |
Highest: | (Jan 05) $103,413.73 |
Profit: | $13,773.53 |
Deposits: | $89,377.00 |
Test Started: | Apr 01, 2010 |
Test Ended: | Sep 04, 2014 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Feb 27, 2015 at 22:15 |
Trades: | 319 |
Profitability: |
|
Pips: | 564.6 |
Average Win: | 39.47 pips / $1,708.54 |
Average Loss: | -23.49 pips / -$1,072.88 |
Lots: | 1,306.85 |
Commissions: | 0 |
Longs Won: | (69/160) 43% |
Shorts Won: | (59/159) 37% |
Best Trade ($): | (Sep 06) 8,977.44 |
Worst Trade ($): | (Aug 09) -3,788.42 |
Best Trade (Pips): | (Sep 06) 229.9 |
Worst Trade (Pips): | (Aug 09) -64.8 |
Avg. Trade Length: | 3h 8m |
Profit Factor: | 1.07 |
Standard Deviation: | $1,559.55 |
Sharpe Ratio | 0.03 |
Z-Score (Probability): | -5.93 (99.99%) |
Expectancy | 1.8 Pips / $43.18 |
AHPR: | 0.06% |
GHPR: | 0.04% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | 0.02% | 0.29% | 1.25% | 3.57% | 8.03% | 15.59% | 27.32% | 44.4% | 68.16% |
Consecutive Losing Trades | 96 | 87 | 77 | 67 | 58 | 48 | 38 | 29 | 19 | 10 |
Trading Activity (319)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.04.2014 16:00 | 09.04.2014 18:10 | USDCHF | Buy | 4.77 | 0.9 | 0.9 | 0.92411 | 0.92746 | 33.5 | 1,722.93 | 2h 10m | 1.70% |
09.04.2014 15:55 | 09.04.2014 18:09 | USDCHF | Buy | 5.02 | 0.9 | 0.9 | 0.92407 | 0.92742 | 33.5 | 1,813.31 | 2h 14m | 1.82% |
09.04.2014 16:05 | 09.04.2014 16:29 | USDCHF | Buy | 4.62 | 0.9 | 0.9 | 0.9259 | 0.9243 | -16.0 | -799.74 | 24m | -0.80% |
09.04.2014 15:50 | 09.04.2014 15:53 | USDCHF | Buy | 5.06 | 0.9 | 0.9 | 0.92534 | 0.92388 | -14.6 | -799.63 | 3m | -0.79% |
05.08.2014 17:15 | 05.09.2014 00:15 | USDCHF | Buy | 4.67 | 0.9 | 0.9 | 0.87721 | 0.88029 | 30.8 | 1,639.39 | 7h 0m | 1.65% |
05.08.2014 17:05 | 05.08.2014 18:04 | USDCHF | Buy | 4.90 | 0.9 | 0.9 | 0.87651 | 0.87925 | 27.4 | 1,526.98 | 59m | 1.56% |
03.19.2014 21:20 | 03.19.2014 22:03 | USDCHF | Buy | 4.75 | 0.9 | 0.9 | 0.87994 | 0.88286 | 29.2 | 1,571.01 | 43m | 1.65% |
03.19.2014 21:25 | 03.19.2014 22:03 | USDCHF | Buy | 4.50 | 0.9 | 0.9 | 0.87964 | 0.88257 | 29.3 | 1,493.88 | 38m | 1.55% |
02.06.2014 16:55 | 02.06.2014 21:36 | USDCHF | Sell | 4.58 | 0.9 | 0.9 | 0.89916 | 0.9007 | -15.4 | -783.08 | 4h 41m | -0.82% |
02.06.2014 16:50 | 02.06.2014 21:30 | USDCHF | Sell | 4.83 | 0.9 | 0.9 | 0.899 | 0.90052 | -15.2 | -815.26 | 4h 40m | -0.84% |
01.24.2014 14:35 | 01.24.2014 15:27 | USDCHF | Sell | 4.87 | 0.9 | 0.9 | 0.8921 | 0.89367 | -15.7 | -855.56 | 52m | -0.88% |
01.24.2014 14:30 | 01.24.2014 14:33 | USDCHF | Sell | 4.92 | 0.9 | 0.9 | 0.89061 | 0.89245 | -18.4 | -1,014.38 | 3m | -1.03% |
01.10.2014 16:50 | 01.10.2014 17:55 | USDCHF | Sell | 4.24 | 0.9 | 0.9 | 0.90515 | 0.90222 | 29.3 | 1,377.10 | 1h 5m | 1.42% |
01.10.2014 16:40 | 01.10.2014 17:55 | USDCHF | Sell | 4.70 | 0.9 | 0.9 | 0.90521 | 0.90228 | 29.3 | 1,526.26 | 1h 15m | 1.60% |
01.10.2014 16:45 | 01.10.2014 17:51 | USDCHF | Sell | 4.46 | 0.9 | 0.9 | 0.90538 | 0.90245 | 29.3 | 1,448.05 | 1h 6m | 1.54% |
01.10.2014 16:35 | 01.10.2014 16:39 | USDCHF | Sell | 4.74 | 0.9 | 0.9 | 0.90314 | 0.90463 | -14.9 | -780.72 | 4m | -0.82% |
11.20.2013 18:45 | 11.20.2013 21:12 | USDCHF | Buy | 4.46 | 0.9 | 0.9 | 0.91468 | 0.91721 | 25.3 | 1,230.19 | 2h 27m | 1.31% |
11.20.2013 18:40 | 11.20.2013 18:50 | USDCHF | Buy | 4.72 | 0.9 | 0.9 | 0.91506 | 0.91379 | -12.7 | -655.99 | 10m | -0.70% |
11.07.2013 15:55 | 11.07.2013 18:59 | USDCHF | Buy | 4.45 | 0.9 | 0.9 | 0.92068 | 0.91862 | -20.6 | -997.91 | 3h 4m | -1.05% |
11.07.2013 16:00 | 11.07.2013 16:35 | USDCHF | Buy | 4.19 | 0.9 | 0.9 | 0.92 | 0.92467 | 46.7 | 2,116.12 | 35m | 2.27% |
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