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Strategy Settings
+359.38% |
0.42% | |
13.43% | |
Drawdown: | 59.86% |
Balance: | $4,593.76 |
Highest: | (Dec 05) $5,403.44 |
Profit: | $3,593.75 |
Deposits: | $1,000.00 |
Test Started: | Jan 03, 2012 |
Test Ended: | Dec 31, 2012 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Nov 26, 2015 at 23:34 |
Trades: | 284 |
Profitability: |
|
Pips: | 1,103.7 |
Average Win: | 13.99 pips / $52.93 |
Average Loss: | -26.44 pips / -$108.18 |
Lots: | 121.04 |
Commissions: | 0 |
Longs Won: | (104/142) 73% |
Shorts Won: | (109/142) 76% |
Best Trade ($): | (Jun 18) 290.12 |
Worst Trade ($): | (Dec 20) -620.93 |
Best Trade (Pips): | (Jun 18) 100.4 |
Worst Trade (Pips): | (Feb 20) -225.2 |
Avg. Trade Length: | 8h 58m |
Profit Factor: | 1.47 |
Standard Deviation: | $107.64 |
Sharpe Ratio | 0.14 |
Z-Score (Probability): | -1.27 (-79.76%) |
Expectancy | 3.9 Pips / $12.65 |
AHPR: | 0.69% |
GHPR: | 0.54% |
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% | 0.1% | 0.63% | 2.91% | 10.95% | 35.19% |
Consecutive Losing Trades | 42 | 38 | 34 | 30 | 25 | 21 | 17 | 13 | 8 | 4 |
Trading Activity (284)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.28.2012 13:30 | 12.31.2012 07:31 | EURUSD | Sell | 0.83 | 1.3 | 1.3 | 1.31908 | 1.31903 | 0.5 | 4.81 | 2d | 0.10% |
12.27.2012 15:45 | 12.27.2012 21:01 | EURUSD | Buy | 0.87 | 1.3 | 1.3 | 1.32674 | 1.3241 | -26.4 | -229.68 | 5h 16m | -4.77% |
12.27.2012 12:15 | 12.27.2012 13:53 | EURUSD | Buy | 0.85 | 1.3 | 1.3 | 1.32652 | 1.32795 | 14.3 | 121.55 | 1h 38m | 2.59% |
12.19.2012 16:00 | 12.20.2012 02:19 | EURUSD | Buy | 0.96 | 1.3 | 1.3 | 1.32856 | 1.3222 | -63.6 | -620.93 | 10h 19m | -11.68% |
12.18.2012 20:45 | 12.19.2012 00:36 | EURUSD | Buy | 0.95 | 1.3 | 1.3 | 1.32245 | 1.32348 | 10.3 | 94.43 | 3h 51m | 1.81% |
12.14.2012 20:15 | 12.14.2012 22:41 | EURUSD | Buy | 0.95 | 1.3 | 1.3 | 1.31624 | 1.31622 | -0.2 | -1.90 | 2h 26m | -0.04% |
12.14.2012 09:30 | 12.14.2012 12:27 | EURUSD | Buy | 0.95 | 1.3 | 1.3 | 1.30972 | 1.30969 | -0.3 | -2.85 | 2h 57m | -0.05% |
12.13.2012 18:00 | 12.13.2012 20:02 | EURUSD | Buy | 0.95 | 1.3 | 1.3 | 1.3077 | 1.30771 | 0.1 | 0.95 | 2h 2m | 0.02% |
12.13.2012 09:45 | 12.13.2012 13:06 | EURUSD | Buy | 0.95 | 1.3 | 1.3 | 1.3068 | 1.30635 | -4.5 | -42.75 | 3h 21m | -0.81% |
12.12.2012 21:15 | 12.13.2012 01:20 | EURUSD | Buy | 0.94 | 1.3 | 1.3 | 1.30681 | 1.30755 | 7.4 | 59.41 | 4h 5m | 1.14% |
12.12.2012 16:00 | 12.12.2012 18:30 | EURUSD | Buy | 0.91 | 1.3 | 1.3 | 1.3035 | 1.30544 | 19.4 | 176.54 | 2h 30m | 3.51% |
12.07.2012 16:45 | 12.07.2012 19:25 | EURUSD | Sell | 0.91 | 1.3 | 1.3 | 1.29332 | 1.29332 | 0.0 | 0.00 | 2h 40m | 0.00% |
12.06.2012 21:00 | 12.06.2012 23:50 | EURUSD | Sell | 0.91 | 1.3 | 1.3 | 1.2963 | 1.29644 | -1.4 | -12.74 | 2h 50m | -0.25% |
12.05.2012 10:45 | 12.06.2012 10:18 | EURUSD | Buy | 0.98 | 1.3 | 1.3 | 1.31083 | 1.3073 | -35.3 | -356.52 | 23h 33m | -6.60% |
12.05.2012 07:00 | 12.05.2012 09:43 | EURUSD | Buy | 0.97 | 1.3 | 1.3 | 1.31088 | 1.31128 | 4.0 | 38.80 | 2h 43m | 0.72% |
12.04.2012 16:00 | 12.04.2012 18:33 | EURUSD | Buy | 0.96 | 1.3 | 1.3 | 1.30878 | 1.30947 | 6.9 | 66.24 | 2h 33m | 1.25% |
11.27.2012 03:00 | 11.27.2012 05:57 | EURUSD | Buy | 0.95 | 1.3 | 1.3 | 1.29796 | 1.29872 | 7.6 | 72.20 | 2h 57m | 1.38% |
11.23.2012 20:45 | 11.26.2012 08:23 | EURUSD | Buy | 0.96 | 1.3 | 1.3 | 1.29725 | 1.29635 | -9.0 | -89.86 | 2d | -1.69% |
11.22.2012 15:15 | 11.22.2012 21:01 | EURUSD | Buy | 0.96 | 1.3 | 1.3 | 1.28823 | 1.28843 | 2.0 | 19.20 | 5h 46m | 0.36% |
11.22.2012 02:45 | 11.22.2012 09:46 | EURUSD | Buy | 0.95 | 1.3 | 1.3 | 1.28526 | 1.28601 | 7.5 | 71.25 | 7h 1m | 1.36% |
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