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Strategy Settings
+221.48% |
0.13% | |
4.08% | |
Drawdown: | 34.75% |
Balance: | $3,214,797.52 |
Highest: | (May 30) $3,218,993.72 |
Profit: | $2,214,797.51 |
Deposits: | $1,000,000.00 |
Test Started: | Jan 05, 2010 |
Test Ended: | May 30, 2012 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Sep 24, 2012 at 19:38 |
Trades: | 3,070 |
Profitability: |
|
Pips: | 8,692.0 |
Average Win: | 28.08 pips / $2,155.63 |
Average Loss: | -49.59 pips / -$2,256.18 |
Lots: | 203,309.90 |
Commissions: | 0 |
Longs Won: | (1,051/1,575) 66% |
Shorts Won: | (1,021/1,495) 68% |
Best Trade ($): | (Mar 22) 97,242.57 |
Worst Trade ($): | (Feb 01) -22,307.88 |
Best Trade (Pips): | (Jan 26) 80.0 |
Worst Trade (Pips): | (Feb 01) -223.0 |
Avg. Trade Length: | 9h 54m |
Profit Factor: | 1.98 |
Standard Deviation: | $6,033.36 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -16.11 (99.99%) |
Expectancy | 2.8 Pips / $721.43 |
AHPR: | 0.04% |
GHPR: | 0.04% |
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% | <0.01% | <0.01% | <0.01% |
Consecutive Losing Trades | 1425 | 1282 | 1140 | 997 | 855 | 712 | 570 | 427 | 285 | 142 |
Trading Activity (3070)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.30.2012 14:48 | 05.30.2012 23:59 | GBPUSD | Buy | 34.00 | - | - | 1.5527 | 1.548 | -47.0 | -1,598.00 | 9h 11m | -0.05% |
05.30.2012 14:30 | 05.30.2012 23:59 | GBPUSD | Buy | 20.00 | - | - | 1.5555 | 1.548 | -75.0 | -1,500.00 | 9h 29m | -0.05% |
05.30.2012 17:43 | 05.30.2012 23:59 | GBPUSD | Buy | 57.80 | - | - | 1.5499 | 1.548 | -19.0 | -1,098.20 | 6h 16m | -0.03% |
05.30.2012 12:00 | 05.30.2012 14:17 | GBPUSD | Sell | 20.00 | - | - | 1.5602 | 1.554 | 62.0 | 1,240.00 | 2h 17m | 0.04% |
05.30.2012 09:00 | 05.30.2012 11:00 | GBPUSD | Buy | 57.80 | - | - | 1.556 | 1.5592 | 32.0 | 1,849.60 | 2h 0m | 0.06% |
05.29.2012 16:30 | 05.30.2012 11:00 | GBPUSD | Buy | 20.00 | - | - | 1.5622 | 1.5592 | -30.0 | -599.80 | 18h 30m | -0.02% |
05.30.2012 07:09 | 05.30.2012 11:00 | GBPUSD | Buy | 34.00 | - | - | 1.5589 | 1.5592 | 3.0 | 102.00 | 3h 51m | 0.00% |
05.28.2012 03:15 | 05.29.2012 15:38 | GBPUSD | Sell | 20.00 | - | - | 1.5702 | 1.5639 | 63.0 | 1,255.80 | 1d | 0.04% |
05.25.2012 15:15 | 05.25.2012 17:25 | GBPUSD | Buy | 20.00 | - | - | 1.5647 | 1.5653 | 6.0 | 120.00 | 2h 10m | 0.00% |
05.24.2012 13:30 | 05.25.2012 14:54 | GBPUSD | Sell | 20.00 | - | - | 1.5704 | 1.5641 | 63.0 | 1,255.80 | 1d | 0.04% |
05.23.2012 16:15 | 05.24.2012 09:29 | GBPUSD | Buy | 34.00 | - | - | 1.5684 | 1.5686 | 2.0 | 69.02 | 17h 14m | 0.00% |
05.23.2012 14:30 | 05.24.2012 09:29 | GBPUSD | Buy | 20.00 | - | - | 1.5713 | 1.5686 | -27.0 | -539.40 | 18h 59m | -0.02% |
05.24.2012 07:59 | 05.24.2012 09:29 | GBPUSD | Buy | 57.80 | - | - | 1.5655 | 1.5686 | 31.0 | 1,791.80 | 1h 30m | 0.06% |
05.23.2012 08:10 | 05.23.2012 10:20 | GBPUSD | Buy | 57.80 | - | - | 1.5723 | 1.573 | 7.0 | 404.60 | 2h 10m | 0.01% |
05.23.2012 08:30 | 05.23.2012 10:20 | GBPUSD | Buy | 98.26 | - | - | 1.5694 | 1.573 | 36.0 | 3,537.36 | 1h 50m | 0.11% |
05.22.2012 09:45 | 05.23.2012 10:20 | GBPUSD | Buy | 20.00 | - | - | 1.5781 | 1.573 | -51.0 | -1,019.80 | 1d | -0.03% |
05.22.2012 19:47 | 05.23.2012 10:20 | GBPUSD | Buy | 34.00 | - | - | 1.5752 | 1.573 | -22.0 | -747.66 | 14h 33m | -0.02% |
05.21.2012 01:45 | 05.22.2012 09:02 | GBPUSD | Sell | 20.00 | - | - | 1.5832 | 1.5769 | 63.0 | 1,255.80 | 1d | 0.04% |
05.18.2012 12:30 | 05.18.2012 17:00 | GBPUSD | Sell | 20.00 | - | - | 1.5829 | 1.5802 | 27.0 | 540.00 | 4h 30m | 0.02% |
05.18.2012 01:30 | 05.18.2012 12:18 | GBPUSD | Buy | 20.00 | - | - | 1.5762 | 1.5824 | 62.0 | 1,240.00 | 10h 48m | 0.04% |
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