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Strategy Settings
+456.68% |
0.48% | |
15.34% | |
Drawdown: | 72.48% |
Balance: | $5,566.79 |
Highest: | (Dec 14) $12,508.64 |
Profit: | $4,566.75 |
Deposits: | $1,000.00 |
Test Started: | Jan 04, 2010 |
Test Ended: | Dec 31, 2010 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Nov 26, 2015 at 23:34 |
Trades: | 509 |
Profitability: |
|
Pips: | 1,558.8 |
Average Win: | 15.17 pips / $109.87 |
Average Loss: | -35.33 pips / -$311.08 |
Lots: | 368.30 |
Commissions: | 0 |
Longs Won: | (175/236) 74% |
Shorts Won: | (212/273) 77% |
Best Trade ($): | (Oct 27) 571.90 |
Worst Trade ($): | (Nov 08) -4,617.83 |
Best Trade (Pips): | (Jan 20) 66.9 |
Worst Trade (Pips): | (Feb 04) -225.1 |
Avg. Trade Length: | 5h 33m |
Profit Factor: | 1.12 |
Standard Deviation: | $392.39 |
Sharpe Ratio | 0.09 |
Z-Score (Probability): | -1.95 (-97.65%) |
Expectancy | 3.1 Pips / $8.97 |
AHPR: | 0.55% |
GHPR: | 0.34% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | 23.69% | 36.55% | 47.1% | 56.38% | 64.83% | 72.66% | 80.01% | 86.98% | 93.62% |
Consecutive Losing Trades | 18 | 16 | 14 | 13 | 11 | 9 | 7 | 5 | 4 | 2 |
Trading Activity (509)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2010 18:45 | 12.31.2010 21:06 | EURUSD | Buy | 1.01 | 1.3 | 1.4 | 1.33745 | 1.33736 | -0.9 | -9.09 | 2h 21m | -0.16% |
12.31.2010 14:15 | 12.31.2010 15:37 | EURUSD | Buy | 0.98 | 1.3 | 1.4 | 1.33647 | 1.33806 | 15.9 | 155.82 | 1h 22m | 2.87% |
12.31.2010 09:30 | 12.31.2010 10:22 | EURUSD | Buy | 0.96 | 1.3 | 1.3 | 1.33392 | 1.33533 | 14.1 | 135.36 | 52m | 2.56% |
12.31.2010 04:00 | 12.31.2010 07:06 | EURUSD | Buy | 0.94 | 1.3 | 1.3 | 1.32924 | 1.33046 | 12.2 | 114.68 | 3h 6m | 2.22% |
12.30.2010 21:45 | 12.31.2010 01:02 | EURUSD | Buy | 0.91 | 1.3 | 1.3 | 1.32819 | 1.33 | 18.1 | 161.43 | 3h 17m | 3.22% |
12.30.2010 17:30 | 12.30.2010 19:28 | EURUSD | Buy | 0.88 | 1.3 | 1.3 | 1.32667 | 1.32834 | 16.7 | 146.96 | 1h 58m | 3.02% |
12.30.2010 16:45 | 12.30.2010 17:06 | EURUSD | Buy | 0.86 | 1.3 | 1.3 | 1.3267 | 1.32829 | 15.9 | 136.74 | 21m | 2.89% |
12.30.2010 08:45 | 12.30.2010 09:42 | EURUSD | Buy | 0.83 | 1.3 | 1.3 | 1.32282 | 1.32424 | 14.2 | 117.86 | 57m | 2.56% |
12.30.2010 03:45 | 12.30.2010 06:01 | EURUSD | Buy | 0.82 | 1.3 | 1.3 | 1.32283 | 1.32359 | 7.6 | 62.32 | 2h 16m | 1.37% |
12.29.2010 23:45 | 12.30.2010 01:21 | EURUSD | Buy | 0.80 | 1.3 | 1.3 | 1.32184 | 1.32333 | 14.9 | 110.56 | 1h 36m | 2.49% |
12.28.2010 14:00 | 12.29.2010 08:31 | EURUSD | Buy | 0.90 | 1.3 | 1.3 | 1.32192 | 1.31548 | -64.4 | -582.84 | 18h 31m | -11.62% |
12.29.2010 01:45 | 12.29.2010 02:08 | EURUSD | Sell | 0.52 | 1.3 | 1.3 | 1.3114 | 1.311 | 4.0 | 20.80 | 23m | 0.42% |
12.28.2010 21:15 | 12.28.2010 23:08 | EURUSD | Sell | 0.52 | 1.3 | 1.3 | 1.31202 | 1.31143 | 5.9 | 30.68 | 1h 53m | 0.62% |
12.28.2010 06:45 | 12.28.2010 11:16 | EURUSD | Buy | 0.90 | 1.3 | 1.3 | 1.32387 | 1.32409 | 2.2 | 19.80 | 4h 31m | 0.40% |
12.28.2010 03:30 | 12.28.2010 04:09 | EURUSD | Buy | 0.87 | 1.3 | 1.3 | 1.32263 | 1.32403 | 14.0 | 121.80 | 39m | 2.52% |
12.23.2010 17:15 | 12.24.2010 10:46 | EURUSD | Sell | 0.97 | 1.3 | 1.3 | 1.307 | 1.31275 | -57.5 | -556.97 | 17h 31m | -10.35% |
12.17.2010 12:45 | 12.23.2010 14:13 | EURUSD | Buy | 1.79 | 1.3 | 1.3 | 1.32943 | 1.30692 | -225.1 | -4,067.95 | 6d | -43.05% |
12.22.2010 21:00 | 12.23.2010 09:44 | EURUSD | Sell | 0.62 | 1.3 | 1.3 | 1.30875 | 1.31016 | -14.1 | -85.93 | 12h 44m | -0.90% |
12.22.2010 01:30 | 12.22.2010 06:49 | EURUSD | Sell | 0.70 | 1.3 | 1.3 | 1.31019 | 1.31261 | -24.2 | -169.40 | 5h 19m | -1.75% |
12.21.2010 22:15 | 12.22.2010 00:16 | EURUSD | Sell | 0.67 | 1.3 | 1.3 | 1.30973 | 1.30853 | 12.0 | 80.94 | 2h 1m | 0.84% |
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