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Strategy Settings
+67.53% |
0.05% | |
1.44% | |
Drawdown: | 20.06% |
Balance: | $4,797.01 |
Highest: | (Jan 21) $4,931.56 |
Profit: | $1,935.01 |
Deposits: | $2,862.00 |
Test Started: | Mar 12, 2012 |
Test Ended: | Mar 01, 2015 |
Timeframe: | 4 Hours |
Model Type: | Every Tick |
Added: | Mar 27, 2015 at 14:54 |
Trades: | 329 |
Profitability: |
|
Pips: | 5,176.7 |
Average Win: | 134.31 pips / $64.06 |
Average Loss: | -52.34 pips / -$27.52 |
Lots: | 19.93 |
Commissions: | 0 |
Longs Won: | (61/165) 36% |
Shorts Won: | (59/164) 35% |
Best Trade ($): | (Jan 16) 721.63 |
Worst Trade ($): | (Oct 03) -89.87 |
Best Trade (Pips): | (Jan 16) 1,055.3 |
Worst Trade (Pips): | (Jun 12) -365.9 |
Avg. Trade Length: | 3d |
Profit Factor: | 1.34 |
Standard Deviation: | $71.53 |
Sharpe Ratio | 0.10 |
Z-Score (Probability): | -0.11 (-8.76%) |
Expectancy | 15.7 Pips / $5.88 |
AHPR: | 0.17% |
GHPR: | 0.16% |
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% | 0.05% | 0.37% | 2.02% | 8.69% | 31.56% |
Consecutive Losing Trades | 174 | 157 | 139 | 122 | 105 | 87 | 70 | 52 | 35 | 17 |
Trading Activity (329)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.26.2015 12:16 | 03.01.2015 23:59 | EURJPY | Sell | 0.09 | 134.3 | - | 134.751 | 133.75 | 100.1 | 87.19 | 3d | 1.85% |
02.26.2015 00:54 | 02.26.2015 09:13 | EURJPY | Buy | 0.12 | 134.8 | - | 135.23 | 134.753 | -47.7 | -57.18 | 8h 19m | -1.20% |
02.19.2015 12:26 | 02.26.2015 00:54 | EURJPY | Sell | 0.05 | 135.2 | - | 135.071 | 135.224 | -15.3 | -7.98 | 6d | -0.17% |
02.17.2015 10:54 | 02.19.2015 12:26 | EURJPY | Buy | 0.10 | 135.1 | - | 135.56 | 135.077 | -48.3 | -48.24 | 2d | -1.00% |
02.13.2015 18:32 | 02.17.2015 10:54 | EURJPY | Sell | 0.07 | 135.6 | - | 135.212 | 135.558 | -34.6 | -24.38 | 3d | -0.50% |
02.03.2015 13:11 | 02.13.2015 18:32 | EURJPY | Buy | 0.05 | 135.2 | - | 133.466 | 135.215 | 174.9 | 85.03 | 10d | 1.79% |
01.28.2015 20:47 | 02.03.2015 13:11 | EURJPY | Sell | 0.03 | 133.5 | - | 132.498 | 133.459 | -96.1 | -28.49 | 5d | -0.59% |
01.27.2015 08:42 | 01.28.2015 20:47 | EURJPY | Buy | 0.02 | 132.5 | - | 133.734 | 132.499 | -123.5 | -24.36 | 1d | -0.51% |
01.22.2015 03:30 | 01.22.2015 14:03 | EURJPY | Buy | 0.04 | 135.8 | - | 137.302 | 135.8 | -150.2 | -59.16 | 10h 33m | -1.21% |
01.21.2015 02:32 | 01.22.2015 03:30 | EURJPY | Sell | 0.13 | 137.3 | - | 136.859 | 137.297 | -43.8 | -56.98 | 1d | -1.16% |
01.16.2015 19:51 | 01.21.2015 02:32 | EURJPY | Buy | 0.05 | 136.9 | - | 135.956 | 136.864 | 90.8 | 43.90 | 4d | 0.90% |
12.30.2014 01:08 | 01.16.2015 19:41 | EURJPY | Sell | 0.07 | 136.0 | - | 146.505 | 135.952 | 1,055.3 | 721.63 | 17d | 17.32% |
12.29.2014 09:29 | 12.30.2014 01:08 | EURJPY | Buy | 0.10 | 146.5 | - | 146.987 | 146.506 | -48.1 | -48.04 | 15h 39m | -1.14% |
12.26.2014 11:32 | 12.29.2014 09:29 | EURJPY | Sell | 0.09 | 147.0 | - | 146.587 | 146.976 | -38.9 | -35.13 | 2d | -0.83% |
12.24.2014 13:21 | 12.26.2014 11:32 | EURJPY | Buy | 0.07 | 146.6 | - | 147.146 | 146.588 | -55.8 | -38.91 | 1d | -0.91% |
12.24.2014 02:10 | 12.24.2014 13:21 | EURJPY | Sell | 0.09 | 147.1 | - | 146.569 | 147.131 | -56.2 | -50.36 | 11h 11m | -1.16% |
12.17.2014 20:13 | 12.24.2014 02:10 | EURJPY | Buy | 0.04 | 146.6 | - | 146.49 | 146.572 | 8.2 | 2.80 | 6d | 0.06% |
12.15.2014 16:07 | 12.17.2014 20:13 | EURJPY | Sell | 0.05 | 146.5 | - | 146.829 | 146.47 | 35.9 | 17.05 | 2d | 0.39% |
12.15.2014 01:45 | 12.15.2014 16:07 | EURJPY | Buy | 0.03 | 146.8 | - | 148.198 | 146.83 | -136.8 | -40.44 | 14h 22m | -0.93% |
12.09.2014 14:52 | 12.15.2014 01:45 | EURJPY | Sell | 0.02 | 148.2 | - | 147.687 | 148.177 | -49.0 | -9.79 | 5d | -0.22% |
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