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Strategy Settings
+3382.94% |
0.24% | |
7.57% | |
Drawdown: | 48.85% |
Balance: | $34,829.44 |
Highest: | (Jan 02) $34,906.00 |
Profit: | $33,829.44 |
Deposits: | $1,000.00 |
Test Started: | Jan 04, 2010 |
Test Ended: | Jan 02, 2014 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Jan 12, 2014 at 16:17 |
Trades: | 1,874 |
Profitability: |
|
Pips: | -2,221.9 |
Average Win: | 60.00 pips / $169.44 |
Average Loss: | -59.94 pips / -$127.32 |
Lots: | 462.35 |
Commissions: | 0 |
Longs Won: | (451/930) 48% |
Shorts Won: | (467/944) 49% |
Best Trade ($): | (Apr 16) 7,680.00 |
Worst Trade ($): | (Apr 16) -3,840.00 |
Best Trade (Pips): | (Jan 04) 60.0 |
Worst Trade (Pips): | (Jan 04) -60.0 |
Avg. Trade Length: | 18h 24m |
Profit Factor: | 1.28 |
Standard Deviation: | $451.15 |
Sharpe Ratio | 0.07 |
Z-Score (Probability): | 1.57 (88.35%) |
Expectancy | -1.2 Pips / $18.05 |
AHPR: | 0.25% |
GHPR: | 0.19% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | 0.01% | 0.06% | 0.36% | 1.42% | 4.36% | 11.21% | 25.44% | 52.4% |
Consecutive Losing Trades | 274 | 246 | 219 | 191 | 164 | 137 | 109 | 82 | 55 | 27 |
Trading Activity (1874)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.02.2014 12:29 | 01.02.2014 23:59 | EURUSD | Sell | 0.24 | 1.4 | 1.4 | 1.36652 | 1.36671 | -1.9 | -4.56 | 11h 30m | -0.01% |
01.02.2014 08:35 | 01.02.2014 12:29 | EURUSD | Buy | 0.12 | 1.4 | 1.4 | 1.37252 | 1.36652 | -60.0 | -72.00 | 3h 54m | -0.21% |
12.27.2013 14:55 | 01.02.2014 07:54 | EURUSD | Sell | 0.12 | 1.4 | 1.4 | 1.37888 | 1.37288 | 60.0 | 72.00 | 5d | 0.21% |
12.27.2013 12:15 | 12.27.2013 14:52 | EURUSD | Sell | 0.12 | 1.4 | 1.4 | 1.38522 | 1.37922 | 60.0 | 72.00 | 2h 37m | 0.21% |
12.27.2013 08:10 | 12.27.2013 11:34 | EURUSD | Buy | 0.12 | 1.4 | 1.4 | 1.37754 | 1.38354 | 60.0 | 72.00 | 3h 24m | 0.21% |
12.27.2013 01:02 | 12.27.2013 08:05 | EURUSD | Buy | 0.96 | 1.4 | 1.4 | 1.37156 | 1.37756 | 60.0 | 576.00 | 7h 3m | 1.69% |
12.24.2013 14:33 | 12.27.2013 01:02 | EURUSD | Sell | 0.48 | 1.4 | 1.4 | 1.36556 | 1.37156 | -60.0 | -288.00 | 2d | -0.84% |
12.23.2013 15:35 | 12.24.2013 14:33 | EURUSD | Buy | 0.24 | 1.4 | 1.4 | 1.37156 | 1.36556 | -60.0 | -144.00 | 22h 58m | -0.42% |
12.19.2013 02:30 | 12.23.2013 15:35 | EURUSD | Sell | 0.12 | 1.4 | 1.4 | 1.36556 | 1.37156 | -60.0 | -72.00 | 4d | -0.21% |
12.18.2013 20:28 | 12.19.2013 02:29 | EURUSD | Sell | 0.96 | 1.4 | 1.4 | 1.37207 | 1.36607 | 60.0 | 576.00 | 6h 1m | 1.69% |
12.18.2013 19:08 | 12.18.2013 20:28 | EURUSD | Buy | 0.48 | 1.4 | 1.4 | 1.37807 | 1.37207 | -60.0 | -288.00 | 1h 20m | -0.84% |
12.18.2013 19:00 | 12.18.2013 19:08 | EURUSD | Sell | 0.24 | 1.4 | 1.4 | 1.37207 | 1.37807 | -60.0 | -144.00 | 8m | -0.42% |
12.16.2013 10:40 | 12.18.2013 19:00 | EURUSD | Buy | 0.12 | 1.4 | 1.4 | 1.37807 | 1.37207 | -60.0 | -72.00 | 2d | -0.21% |
12.13.2013 11:05 | 12.16.2013 10:35 | EURUSD | Buy | 0.11 | 1.4 | 1.4 | 1.37193 | 1.37793 | 60.0 | 66.00 | 2d | 0.19% |
12.10.2013 14:50 | 12.13.2013 10:44 | EURUSD | Sell | 0.11 | 1.4 | 1.4 | 1.37758 | 1.37158 | 60.0 | 66.00 | 2d | 0.19% |
12.09.2013 11:20 | 12.10.2013 14:50 | EURUSD | Buy | 0.11 | 1.4 | 1.4 | 1.37158 | 1.37758 | 60.0 | 66.00 | 1d | 0.19% |
12.05.2013 18:35 | 12.09.2013 09:18 | EURUSD | Buy | 0.11 | 1.4 | 1.4 | 1.36667 | 1.37267 | 60.0 | 66.00 | 3d | 0.19% |
12.05.2013 13:55 | 12.05.2013 16:43 | EURUSD | Buy | 7.04 | 1.4 | 1.4 | 1.36103 | 1.36703 | 60.0 | 4,224.00 | 2h 48m | 14.05% |
12.05.2013 13:30 | 12.05.2013 13:55 | EURUSD | Sell | 3.52 | 1.4 | 1.3 | 1.35503 | 1.36103 | -60.0 | -2,112.00 | 25m | -6.57% |
12.05.2013 04:37 | 12.05.2013 13:30 | EURUSD | Buy | 1.76 | 1.4 | 1.4 | 1.36103 | 1.35503 | -60.0 | -1,056.00 | 8h 53m | -3.18% |
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