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Strategy Settings
+386.22% |
0.44% | |
13.96% | |
Drawdown: | 44.22% |
Balance: | $4,862.24 |
Highest: | (Nov 27) $6,395.90 |
Profit: | $3,862.20 |
Deposits: | $1,000.00 |
Test Started: | Jan 02, 2009 |
Test Ended: | Dec 31, 2009 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Nov 26, 2015 at 23:31 |
Trades: | 515 |
Profitability: |
|
Pips: | 1,807.1 |
Average Win: | 15.23 pips / $48.40 |
Average Loss: | -33.83 pips / -$122.86 |
Lots: | 174.55 |
Commissions: | 0 |
Longs Won: | (219/283) 77% |
Shorts Won: | (173/232) 74% |
Best Trade ($): | (Dec 18) 182.90 |
Worst Trade ($): | (Nov 27) -1,427.20 |
Best Trade (Pips): | (Feb 03) 54.7 |
Worst Trade (Pips): | (Apr 29) -225.1 |
Avg. Trade Length: | 5h 24m |
Profit Factor: | 1.26 |
Standard Deviation: | $117.92 |
Sharpe Ratio | 0.11 |
Z-Score (Probability): | -0.82 (-58.78%) |
Expectancy | 3.5 Pips / $7.50 |
AHPR: | 0.36% |
GHPR: | 0.31% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | 0.02% | 0.2% | 0.87% | 2.76% | 7.09% | 15.76% | 31.48% | 57.94% |
Consecutive Losing Trades | 40 | 36 | 32 | 28 | 24 | 20 | 16 | 12 | 8 | 4 |
Trading Activity (515)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2009 13:00 | 12.31.2009 18:47 | EURUSD | Buy | 0.45 | 1.4 | 1.5 | 1.43983 | 1.43278 | -70.5 | -317.25 | 5h 47m | -6.13% |
12.30.2009 18:00 | 12.31.2009 14:46 | EURUSD | Sell | 0.43 | 1.5 | 1.4 | 1.43128 | 1.43777 | -64.9 | -278.04 | 20h 46m | -5.09% |
12.31.2009 11:45 | 12.31.2009 12:18 | EURUSD | Buy | 0.44 | 1.4 | 1.5 | 1.44009 | 1.44171 | 16.2 | 71.28 | 33m | 1.32% |
12.29.2009 16:00 | 12.31.2009 02:43 | EURUSD | Buy | 0.59 | 1.4 | 1.5 | 1.44258 | 1.43658 | -60.0 | -362.50 | 1d | -6.31% |
12.30.2009 05:00 | 12.30.2009 12:46 | EURUSD | Sell | 0.44 | 1.5 | 1.4 | 1.43161 | 1.43372 | -21.1 | -92.84 | 7h 46m | -1.59% |
12.29.2009 11:30 | 12.29.2009 12:46 | EURUSD | Buy | 0.58 | 1.4 | 1.5 | 1.44192 | 1.44387 | 19.5 | 113.10 | 1h 16m | 1.97% |
12.24.2009 14:45 | 12.28.2009 00:40 | EURUSD | Buy | 0.59 | 1.4 | 1.5 | 1.43925 | 1.43721 | -20.4 | -124.61 | 3d | -2.13% |
12.23.2009 21:00 | 12.24.2009 01:13 | EURUSD | Buy | 0.59 | 1.4 | 1.4 | 1.43351 | 1.43393 | 4.2 | 18.41 | 4h 13m | 0.32% |
12.23.2009 08:15 | 12.23.2009 10:45 | EURUSD | Sell | 0.58 | 1.4 | 1.4 | 1.42569 | 1.4239 | 17.9 | 103.82 | 2h 30m | 1.81% |
12.22.2009 18:45 | 12.22.2009 20:46 | EURUSD | Sell | 0.58 | 1.4 | 1.4 | 1.42622 | 1.42573 | 4.9 | 28.42 | 2h 1m | 0.50% |
12.22.2009 01:00 | 12.22.2009 12:25 | EURUSD | Sell | 0.58 | 1.5 | 1.4 | 1.42849 | 1.43002 | -15.3 | -88.74 | 11h 25m | -1.53% |
12.18.2009 18:45 | 12.21.2009 06:46 | EURUSD | Sell | 0.61 | 1.5 | 1.4 | 1.42977 | 1.43398 | -42.1 | -256.32 | 2d | -4.24% |
12.18.2009 16:15 | 12.18.2009 16:25 | EURUSD | Sell | 0.59 | 1.4 | 1.4 | 1.43518 | 1.43208 | 31.0 | 182.90 | 10m | 3.12% |
12.18.2009 09:15 | 12.18.2009 12:56 | EURUSD | Sell | 0.58 | 1.4 | 1.4 | 1.43926 | 1.43749 | 17.7 | 102.66 | 3h 41m | 1.78% |
12.18.2009 03:00 | 12.18.2009 08:20 | EURUSD | Sell | 0.58 | 1.5 | 1.4 | 1.43594 | 1.4354 | 5.4 | 31.32 | 5h 20m | 0.55% |
12.17.2009 19:45 | 12.17.2009 22:33 | EURUSD | Sell | 0.58 | 1.5 | 1.4 | 1.43349 | 1.434 | -5.1 | -29.58 | 2h 48m | -0.51% |
12.17.2009 15:30 | 12.17.2009 16:36 | EURUSD | Sell | 0.57 | 1.4 | 1.4 | 1.43695 | 1.43467 | 22.8 | 129.96 | 1h 6m | 2.31% |
12.17.2009 13:30 | 12.17.2009 14:06 | EURUSD | Sell | 0.56 | 1.4 | 1.4 | 1.43648 | 1.43444 | 20.4 | 114.24 | 36m | 2.07% |
12.17.2009 07:45 | 12.17.2009 09:46 | EURUSD | Sell | 0.55 | 1.4 | 1.4 | 1.44114 | 1.43936 | 17.8 | 97.90 | 2h 1m | 1.81% |
12.16.2009 22:45 | 12.17.2009 01:01 | EURUSD | Sell | 0.54 | 1.5 | 1.4 | 1.45362 | 1.45224 | 13.8 | 75.82 | 2h 16m | 1.42% |
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