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Strategy Settings
| +100.64% |
| 0.05% | |
| 1.46% | |
| Drawdown: | 16.04% |
| Balance: | $20,063.62 |
| Highest: | (May 14) $20,540.95 |
| Profit: | $10,063.62 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 02, 2012 |
| Test Ended: | Dec 16, 2015 |
| Timeframe: | 5 Minutes |
| Model Type: | n/a |
| Added: | Dec 17, 2015 at 16:18 |
| Trades: | 783 |
| Profitability: |
|
| Pips: | 50,054.9 |
| Average Win: | 101.96 pips / $77.13 |
| Average Loss: | -102.00 pips / -$267.59 |
| Lots: | 144.85 |
| Commissions: | 0 |
| Longs Won: | (304/376) 80% |
| Shorts Won: | (333/407) 81% |
| Best Trade ($): | (Apr 29) 340.90 |
| Worst Trade ($): | (May 15) -341.06 |
| Best Trade (Pips): | (Jan 25) 220.0 |
| Worst Trade (Pips): | (Jan 05) -102.0 |
| Avg. Trade Length: | 1d |
| Profit Factor: | 1.26 |
| Standard Deviation: | $153.39 |
| Sharpe Ratio | 0.09 |
| Z-Score (Probability): | -8.74 (99.99%) |
| Expectancy | 63.9 Pips / $12.85 |
| AHPR: | 0.09% |
| GHPR: | 0.09% |
| 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% | <0.01% | 0.04% | 0.77% | 10.04% |
| Consecutive Losing Trades | 75 | 67 | 60 | 52 | 45 | 37 | 30 | 22 | 15 | 7 |
Trading Activity (783)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.04.2015 15:14 | 12.16.2015 23:59 | CHFJPY | Buy | 0.39 | 122.1 | 125.3 | 123.134 | 123.38 | 24.6 | 78.21 | 12d | 0.39% |
| 12.03.2015 20:58 | 12.04.2015 14:29 | CHFJPY | Buy | 0.19 | 122.7 | 124.9 | 122.66 | 122.67 | 1.0 | 1.55 | 17h 31m | 0.01% |
| 12.03.2015 16:08 | 12.03.2015 20:58 | CHFJPY | Buy | 0.39 | 122.7 | 124.9 | 122.66 | 123.661 | 100.1 | 163.22 | 4h 50m | 0.82% |
| 12.03.2015 14:01 | 12.03.2015 16:01 | CHFJPY | Buy | 0.19 | 120.4 | 122.6 | 120.433 | 122.633 | 220.0 | 340.78 | 2h 0m | 1.75% |
| 12.02.2015 18:37 | 12.03.2015 14:01 | CHFJPY | Buy | 0.38 | 120.4 | 122.6 | 120.433 | 121.436 | 100.3 | 155.36 | 19h 24m | 0.80% |
| 11.27.2015 10:47 | 12.02.2015 18:12 | CHFJPY | Sell | 0.19 | 120.4 | 118.2 | 120.396 | 120.386 | 1.0 | 1.55 | 5d | 0.01% |
| 11.24.2015 07:46 | 11.27.2015 10:47 | CHFJPY | Sell | 0.38 | 120.4 | 118.2 | 120.396 | 119.394 | 100.2 | 155.21 | 3d | 0.81% |
| 11.24.2015 07:24 | 11.24.2015 07:24 | CHFJPY | Sell | 0.02 | 121.4 | 119.2 | 121.442 | 120.437 | 100.5 | 8.19 | 0s | 0.04% |
| 11.24.2015 07:24 | 11.24.2015 07:24 | CHFJPY | Sell | 0.09 | 121.4 | 119.2 | 121.442 | 120.434 | 100.8 | 41.09 | 0s | 0.22% |
| 11.24.2015 07:24 | 11.24.2015 07:24 | CHFJPY | Sell | 0.04 | 121.4 | 119.2 | 121.442 | 120.436 | 100.6 | 16.41 | 0s | 0.09% |
| 11.15.2015 23:02 | 11.24.2015 07:24 | CHFJPY | Sell | 0.37 | 121.4 | 119.2 | 121.442 | 120.44 | 100.2 | 155.22 | 8d | 0.82% |
| 11.24.2015 07:24 | 11.24.2015 07:24 | CHFJPY | Sell | 0.18 | 121.4 | 119.2 | 121.442 | 120.437 | 100.5 | 73.74 | 0s | 0.39% |
| 11.24.2015 07:24 | 11.24.2015 07:24 | CHFJPY | Sell | 0.01 | 121.4 | 119.2 | 121.442 | 120.439 | 100.3 | 8.17 | 0s | 0.04% |
| 10.30.2015 05:49 | 11.15.2015 23:00 | CHFJPY | Buy | 0.38 | 121.6 | 124.8 | 122.645 | 121.625 | -102.0 | -315.98 | 16d | -1.65% |
| 10.28.2015 19:31 | 10.30.2015 05:43 | CHFJPY | Sell | 0.38 | 122.6 | 119.4 | 121.625 | 122.645 | -102.0 | -315.98 | 1d | -1.62% |
| 10.27.2015 01:37 | 10.28.2015 19:21 | CHFJPY | Sell | 0.19 | 123.9 | 121.7 | 123.938 | 121.738 | 220.0 | 340.76 | 1d | 1.78% |
| 10.22.2015 13:43 | 10.27.2015 01:37 | CHFJPY | Sell | 0.38 | 123.9 | 121.7 | 123.938 | 122.937 | 100.1 | 155.05 | 4d | 0.82% |
| 10.16.2015 02:36 | 10.22.2015 13:29 | CHFJPY | Buy | 0.38 | 124.2 | 127.5 | 125.252 | 124.232 | -102.0 | -315.97 | 6d | -1.64% |
| 10.15.2015 15:01 | 10.16.2015 02:04 | CHFJPY | Sell | 0.39 | 125.2 | 122.0 | 124.223 | 125.243 | -102.0 | -324.31 | 11h 3m | -1.65% |
| 10.09.2015 12:45 | 10.15.2015 15:01 | CHFJPY | Buy | 0.39 | 124.2 | 127.4 | 125.249 | 124.229 | -102.0 | -324.32 | 6d | -1.62% |
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