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Strategy Settings
+33574.72% |
0.22% | |
6.89% | |
Drawdown: | 31.24% |
Balance: | $3,367,471.65 |
Highest: | (Jun 06) $3,367,471.65 |
Profit: | $3,357,471.64 |
Deposits: | $10,000.00 |
Test Started: | Apr 05, 2007 |
Test Ended: | Jun 06, 2014 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Aug 06, 2014 at 22:57 |
Trades: | 780 |
Profitability: |
|
Pips: | 8,896.9 |
Average Win: | 41.03 pips / $21,772.35 |
Average Loss: | -26.14 pips / -$17,835.09 |
Lots: | 53,741.71 |
Commissions: | 0 |
Longs Won: | (203/375) 54% |
Shorts Won: | (233/405) 57% |
Best Trade ($): | (Jul 10) 139,083.77 |
Worst Trade ($): | (Jul 11) -127,999.34 |
Best Trade (Pips): | (Mar 18) 163.8 |
Worst Trade (Pips): | (Dec 17) -91.7 |
Avg. Trade Length: | 9h 11m |
Profit Factor: | 1.55 |
Standard Deviation: | $31,774.52 |
Sharpe Ratio | 0.26 |
Z-Score (Probability): | -9.96 (99.99%) |
Expectancy | 11.4 Pips / $4,304.45 |
AHPR: | 0.79% |
GHPR: | 0.75% |
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% | 0.17% | 4.93% |
Consecutive Losing Trades | 189 | 170 | 151 | 132 | 113 | 94 | 76 | 57 | 38 | 19 |
Trading Activity (780)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2014 14:45 | 06.06.2014 02:46 | EURUSD | Buy | 233.67 | 1.4 | 1.4 | 1.36213 | 1.36604 | 39.1 | 91,030.82 | 12h 1m | 2.78% |
06.05.2014 14:30 | 06.06.2014 02:31 | EURUSD | Buy | 238.29 | 1.4 | 1.4 | 1.36196 | 1.36614 | 41.8 | 99,264.47 | 12h 1m | 3.12% |
06.05.2014 14:00 | 06.05.2014 14:25 | EURUSD | Buy | 217.78 | 1.4 | 1.4 | 1.35832 | 1.36465 | 63.3 | 137,854.74 | 25m | 4.75% |
06.05.2014 14:15 | 06.05.2014 14:25 | EURUSD | Buy | 214.29 | 1.4 | 1.4 | 1.35892 | 1.36525 | 63.3 | 135,645.57 | 10m | 4.46% |
06.05.2014 13:00 | 06.05.2014 13:39 | EURUSD | Sell | 227.16 | 1.4 | 1.3 | 1.35384 | 1.3567 | -28.6 | -64,967.76 | 39m | -2.19% |
06.05.2014 13:15 | 06.05.2014 13:35 | EURUSD | Sell | 222.58 | 1.4 | 1.3 | 1.3538 | 1.3565 | -27.0 | -60,096.60 | 20m | -1.98% |
06.05.2014 12:45 | 06.05.2014 12:54 | EURUSD | Sell | 232.33 | 1.4 | 1.3 | 1.35148 | 1.35445 | -29.7 | -69,002.01 | 9m | -2.23% |
05.08.2014 13:15 | 05.08.2014 20:15 | EURUSD | Sell | 208.95 | 1.4 | 1.4 | 1.38872 | 1.38384 | 48.8 | 101,967.60 | 7h 0m | 3.40% |
05.08.2014 13:30 | 05.08.2014 20:13 | EURUSD | Sell | 203.21 | 1.4 | 1.4 | 1.38915 | 1.38399 | 51.6 | 104,856.36 | 6h 43m | 3.63% |
05.08.2014 13:00 | 05.08.2014 14:01 | EURUSD | Sell | 209.89 | 1.4 | 1.4 | 1.39092 | 1.38652 | 44.0 | 92,351.60 | 1h 1m | 3.30% |
05.02.2014 14:45 | 05.04.2014 21:00 | EURUSD | Buy | 205.08 | 1.4 | 1.4 | 1.38677 | 1.38818 | 14.1 | 28,916.28 | 2d | 1.06% |
05.02.2014 15:00 | 05.04.2014 21:00 | EURUSD | Buy | 200.25 | 1.4 | 1.4 | 1.38642 | 1.38818 | 17.6 | 35,244.00 | 2d | 1.28% |
05.02.2014 13:15 | 05.02.2014 14:25 | EURUSD | Sell | 206.77 | 1.4 | 1.4 | 1.38172 | 1.38281 | -10.9 | -22,537.93 | 1h 10m | -0.82% |
04.03.2014 14:15 | 04.04.2014 05:33 | EURUSD | Sell | 201.10 | 1.4 | 1.4 | 1.37081 | 1.37079 | 0.2 | 191.04 | 15h 18m | 0.01% |
04.03.2014 13:30 | 04.04.2014 01:30 | EURUSD | Sell | 201.31 | 1.4 | 1.4 | 1.37212 | 1.3716 | 5.2 | 10,256.74 | 12h 0m | 0.37% |
04.03.2014 13:15 | 04.04.2014 01:15 | EURUSD | Sell | 205.77 | 1.4 | 1.4 | 1.37201 | 1.37186 | 1.5 | 2,870.49 | 12h 0m | 0.10% |
03.24.2014 18:15 | 03.25.2014 08:07 | EURUSD | Buy | 205.53 | 1.4 | 1.4 | 1.38438 | 1.38455 | 1.7 | 3,200.10 | 13h 52m | 0.12% |
03.24.2014 18:00 | 03.24.2014 18:04 | EURUSD | Buy | 209.14 | 1.4 | 1.4 | 1.38761 | 1.38531 | -23.0 | -48,102.20 | 4m | -1.73% |
03.19.2014 18:45 | 03.20.2014 07:00 | EURUSD | Sell | 195.32 | 1.4 | 1.4 | 1.38474 | 1.38387 | 8.7 | 16,377.58 | 12h 15m | 0.59% |
03.19.2014 19:15 | 03.20.2014 06:10 | EURUSD | Sell | 212.80 | 1.4 | 1.4 | 1.38162 | 1.38436 | -27.4 | -58,977.52 | 10h 55m | -2.08% |
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