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Strategy Settings
+390.17% |
0.07% | |
2.24% | |
Drawdown: | 17.70% |
Balance: | $4,901.67 |
Highest: | (Apr 22) $5,020.39 |
Profit: | $3,901.71 |
Deposits: | $1,000.00 |
Test Started: | Apr 09, 2007 |
Test Ended: | Feb 27, 2013 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Mar 17, 2013 at 19:58 |
Trades: | 536 |
Profitability: |
|
Pips: | 2,019.9 |
Average Win: | 8.83 pips / $18.93 |
Average Loss: | -10.29 pips / -$25.06 |
Lots: | 128.97 |
Commissions: | 0 |
Longs Won: | (192/259) 74% |
Shorts Won: | (202/277) 72% |
Best Trade ($): | (Dec 05) 91.56 |
Worst Trade ($): | (Apr 26) -203.50 |
Best Trade (Pips): | (Nov 13) 50.0 |
Worst Trade (Pips): | (Jan 30) -40.0 |
Avg. Trade Length: | 1h 2m |
Profit Factor: | 2.10 |
Standard Deviation: | $30.82 |
Sharpe Ratio | 0.30 |
Z-Score (Probability): | -1.14 (-74.65%) |
Expectancy | 3.8 Pips / $7.28 |
AHPR: | 0.30% |
GHPR: | 0.30% |
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 | 196 | 176 | 156 | 137 | 117 | 98 | 78 | 59 | 39 | 20 |
Trading Activity (536)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.27.2013 22:35 | 02.27.2013 23:11 | EURUSD | Buy | 0.49 | 1.3 | 1.3 | 1.31292 | 1.31382 | 9.0 | 40.67 | 36m | 0.84% |
02.21.2013 22:55 | 02.21.2013 23:28 | EURUSD | Sell | 0.49 | 1.3 | 1.3 | 1.31915 | 1.31888 | 2.7 | 9.80 | 33m | 0.20% |
02.21.2013 20:15 | 02.21.2013 22:45 | EURUSD | Sell | 0.49 | 1.3 | 1.3 | 1.31866 | 1.3187 | -0.4 | -5.39 | 2h 30m | -0.11% |
02.20.2013 22:03 | 02.20.2013 23:18 | EURUSD | Sell | 0.48 | 1.3 | 1.3 | 1.32889 | 1.32838 | 5.1 | 21.12 | 1h 15m | 0.44% |
02.12.2013 20:00 | 02.12.2013 20:54 | EURUSD | Buy | 0.48 | 1.3 | 1.3 | 1.34416 | 1.34494 | 7.8 | 34.08 | 54m | 0.71% |
01.20.2013 22:00 | 01.20.2013 23:45 | EURUSD | Buy | 0.48 | 1.3 | 1.3 | 1.33112 | 1.33172 | 6.0 | 25.44 | 1h 45m | 0.53% |
01.08.2013 21:14 | 01.08.2013 21:37 | EURUSD | Sell | 0.48 | 1.3 | 1.3 | 1.30856 | 1.30829 | 2.7 | 9.60 | 23m | 0.20% |
01.08.2013 20:01 | 01.08.2013 20:47 | EURUSD | Sell | 0.48 | 1.3 | 1.3 | 1.3085 | 1.30811 | 3.9 | 15.36 | 46m | 0.32% |
12.18.2012 20:03 | 12.18.2012 20:47 | EURUSD | Buy | 0.47 | 1.3 | 1.3 | 1.32191 | 1.3224 | 4.9 | 19.74 | 44m | 0.42% |
12.12.2012 20:12 | 12.12.2012 21:45 | EURUSD | Buy | 0.47 | 1.3 | 1.3 | 1.30725 | 1.30723 | -0.2 | -4.23 | 1h 33m | -0.09% |
12.06.2012 20:53 | 12.06.2012 22:00 | EURUSD | Sell | 0.47 | 1.3 | 1.3 | 1.29691 | 1.29673 | 1.8 | 5.17 | 1h 7m | 0.11% |
11.27.2012 21:58 | 11.27.2012 22:49 | EURUSD | Sell | 0.47 | 1.3 | 1.3 | 1.2944 | 1.2937 | 7.0 | 29.61 | 51m | 0.63% |
11.19.2012 22:09 | 11.20.2012 00:10 | EURUSD | Buy | 0.48 | 1.3 | 1.3 | 1.27984 | 1.27778 | -20.6 | -102.86 | 2h 1m | -2.14% |
11.15.2012 20:08 | 11.15.2012 20:45 | EURUSD | Buy | 0.48 | 1.3 | 1.3 | 1.27666 | 1.27691 | 2.5 | 8.64 | 37m | 0.18% |
11.14.2012 20:00 | 11.14.2012 23:01 | EURUSD | Buy | 0.49 | 1.3 | 1.3 | 1.2746 | 1.27348 | -11.2 | -58.31 | 3h 1m | -1.20% |
11.07.2012 22:14 | 11.07.2012 22:24 | EURUSD | Sell | 0.48 | 1.3 | 1.3 | 1.27762 | 1.27714 | 4.8 | 19.68 | 10m | 0.41% |
10.30.2012 20:55 | 10.30.2012 20:58 | EURUSD | Buy | 0.48 | 1.3 | 1.3 | 1.29571 | 1.29606 | 3.5 | 13.44 | 3m | 0.28% |
10.30.2012 20:00 | 10.30.2012 20:42 | EURUSD | Buy | 0.48 | 1.3 | 1.3 | 1.29596 | 1.29613 | 1.7 | 4.80 | 42m | 0.10% |
10.23.2012 20:04 | 10.23.2012 22:45 | EURUSD | Sell | 0.48 | 1.3 | 1.3 | 1.2984 | 1.29843 | -0.3 | -4.80 | 2h 41m | -0.10% |
10.11.2012 20:24 | 10.11.2012 20:36 | EURUSD | Buy | 0.48 | 1.3 | 1.3 | 1.29226 | 1.29278 | 5.2 | 21.60 | 12m | 0.45% |
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