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Strategy Settings
| +470.86% |
| 0.48% | |
| 15.44% | |
| Drawdown: | 32.06% |
| Balance: | $5,708.59 |
| Highest: | (Dec 18) $6,327.71 |
| Profit: | $4,708.58 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 02, 2008 |
| Test Ended: | Dec 31, 2008 |
| Timeframe: | 15 Minutes |
| Model Type: | n/a |
| Added: | Nov 26, 2015 at 23:28 |
| Trades: | 538 |
| Profitability: |
|
| Pips: | 2,978.7 |
| Average Win: | 15.97 pips / $28.57 |
| Average Loss: | -35.52 pips / -$69.24 |
| Lots: | 89.69 |
| Commissions: | 0 |
| Longs Won: | (192/242) 79% |
| Shorts Won: | (237/296) 80% |
| Best Trade ($): | (Dec 16) 424.64 |
| Worst Trade ($): | (Dec 18) -862.60 |
| Best Trade (Pips): | (Dec 16) 132.7 |
| Worst Trade (Pips): | (Dec 18) -227.0 |
| Avg. Trade Length: | 4h 39m |
| Profit Factor: | 1.62 |
| Standard Deviation: | $79.64 |
| Sharpe Ratio | 0.17 |
| Z-Score (Probability): | 0.09 (7.17%) |
| Expectancy | 5.5 Pips / $8.75 |
| AHPR: | 0.34% |
| 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% | 0.03% | 0.38% | 3.05% | 19.24% |
| Consecutive Losing Trades | 82 | 74 | 66 | 58 | 49 | 41 | 33 | 25 | 16 | 8 |
Trading Activity (538)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.31.2008 16:30 | 12.31.2008 16:48 | EURUSD | Sell | 0.34 | 1.4 | 1.4 | 1.3977 | 1.39493 | 27.7 | 94.18 | 18m | 1.68% |
| 12.30.2008 01:01 | 12.30.2008 05:24 | EURUSD | Sell | 0.36 | 1.4 | 1.4 | 1.4034 | 1.40953 | -61.3 | -220.68 | 4h 23m | -3.78% |
| 12.26.2008 15:31 | 12.26.2008 18:03 | EURUSD | Buy | 0.35 | 1.4 | 1.4 | 1.40613 | 1.4063 | 1.7 | 5.95 | 2h 32m | 0.10% |
| 12.24.2008 01:20 | 12.24.2008 05:01 | EURUSD | Sell | 0.36 | 1.4 | 1.4 | 1.3949 | 1.39563 | -7.3 | -26.28 | 3h 41m | -0.45% |
| 12.23.2008 01:00 | 12.23.2008 09:57 | EURUSD | Sell | 0.36 | 1.4 | 1.4 | 1.3956 | 1.39603 | -4.3 | -15.48 | 8h 57m | -0.26% |
| 12.19.2008 22:14 | 12.19.2008 22:49 | EURUSD | Sell | 0.35 | 1.4 | 1.4 | 1.3928 | 1.39123 | 15.7 | 54.95 | 35m | 0.94% |
| 12.19.2008 21:00 | 12.19.2008 21:27 | EURUSD | Sell | 0.35 | 1.4 | 1.4 | 1.3886 | 1.3882 | 4.0 | 14.00 | 27m | 0.24% |
| 12.19.2008 07:00 | 12.19.2008 07:12 | EURUSD | Buy | 0.35 | 1.4 | 1.4 | 1.42553 | 1.42593 | 4.0 | 14.00 | 12m | 0.24% |
| 12.19.2008 05:30 | 12.19.2008 06:14 | EURUSD | Buy | 0.35 | 1.4 | 1.4 | 1.42643 | 1.42683 | 4.0 | 14.00 | 44m | 0.24% |
| 12.19.2008 02:00 | 12.19.2008 02:32 | EURUSD | Buy | 0.35 | 1.4 | 1.4 | 1.42443 | 1.4267 | 22.7 | 79.45 | 32m | 1.40% |
| 12.18.2008 21:45 | 12.18.2008 23:04 | EURUSD | Buy | 0.34 | 1.4 | 1.4 | 1.42503 | 1.4271 | 20.7 | 70.38 | 1h 19m | 1.25% |
| 12.18.2008 21:30 | 12.18.2008 21:34 | EURUSD | Buy | 0.34 | 1.4 | 1.4 | 1.42143 | 1.4231 | 16.7 | 56.78 | 4m | 1.02% |
| 12.18.2008 17:30 | 12.18.2008 20:51 | EURUSD | Buy | 0.35 | 1.4 | 1.5 | 1.43523 | 1.4307 | -45.3 | -158.55 | 3h 21m | -2.77% |
| 12.18.2008 17:21 | 12.18.2008 17:25 | EURUSD | Buy | 0.31 | 1.4 | 1.4 | 1.42623 | 1.4318 | 55.7 | 172.67 | 4m | 3.11% |
| 12.18.2008 17:16 | 12.18.2008 17:21 | EURUSD | Buy | 0.33 | 1.4 | 1.4 | 1.42343 | 1.4261 | 26.7 | 88.11 | 5m | 1.61% |
| 12.18.2008 15:22 | 12.18.2008 17:13 | EURUSD | Buy | 0.38 | 1.4 | 1.5 | 1.45243 | 1.42973 | -227.0 | -862.60 | 1h 51m | -13.63% |
| 12.18.2008 08:01 | 12.18.2008 09:08 | EURUSD | Buy | 0.38 | 1.4 | 1.5 | 1.44163 | 1.4433 | 16.7 | 63.46 | 1h 7m | 1.01% |
| 12.18.2008 07:15 | 12.18.2008 07:41 | EURUSD | Buy | 0.38 | 1.4 | 1.5 | 1.44313 | 1.4449 | 17.7 | 67.26 | 26m | 1.09% |
| 12.18.2008 01:16 | 12.18.2008 01:44 | EURUSD | Buy | 0.37 | 1.4 | 1.5 | 1.44053 | 1.4448 | 42.7 | 157.99 | 28m | 2.62% |
| 12.17.2008 13:15 | 12.17.2008 14:23 | EURUSD | Buy | 0.36 | 1.4 | 1.4 | 1.40703 | 1.4094 | 23.7 | 85.32 | 1h 8m | 1.43% |
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