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Strategy Settings
+36802.34% |
0.15% | |
4.54% | |
Drawdown: | 12.17% |
Balance: | $3,690,234.21 |
Highest: | (Nov 29) $3,704,784.21 |
Profit: | $3,680,234.21 |
Deposits: | $10,000.00 |
Test Started: | Jan 03, 2000 |
Test Ended: | Dec 09, 2010 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Feb 18, 2011 at 18:57 |
Trades: | 603 |
Profitability: |
|
Pips: | 8,072.1 |
Average Win: | 42.42 pips / $19,556.74 |
Average Loss: | -34.36 pips / -$16,024.32 |
Lots: | 27,716.46 |
Commissions: | 0 |
Longs Won: | (212/313) 67% |
Shorts Won: | (163/290) 56% |
Best Trade ($): | (Aug 07) 29,200.00 |
Worst Trade ($): | (Mar 11) -73,800.00 |
Best Trade (Pips): | (Jun 09) 58.4 |
Worst Trade (Pips): | (Mar 11) -147.6 |
Avg. Trade Length: | 14h 3m |
Profit Factor: | 2.01 |
Standard Deviation: | $19,643.03 |
Sharpe Ratio | 0.23 |
Z-Score (Probability): | 1.03 (69.69%) |
Expectancy | 13.4 Pips / $6,103.21 |
AHPR: | 1.11% |
GHPR: | 0.99% |
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 | 230 | 207 | 184 | 161 | 138 | 115 | 92 | 69 | 46 | 23 |
Trading Activity (603)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.09.2010 12:18 | 12.09.2010 22:45 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.32122 | 1.32413 | -29.1 | -14,550.00 | 10h 27m | -0.39% |
11.29.2010 12:48 | 11.29.2010 14:58 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.31796 | 1.31242 | 55.4 | 27,700.00 | 2h 10m | 0.75% |
10.05.2010 11:05 | 10.05.2010 16:43 | EURUSD | Buy | 50.00 | 1.4 | 1.4 | 1.37746 | 1.3827 | 52.4 | 26,200.00 | 5h 38m | 0.72% |
10.04.2010 11:55 | 10.04.2010 16:45 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.36828 | 1.36907 | -7.9 | -3,950.00 | 4h 50m | -0.11% |
09.28.2010 12:13 | 09.28.2010 16:25 | EURUSD | Buy | 50.00 | 1.3 | 1.4 | 1.34778 | 1.35222 | 44.4 | 22,200.00 | 4h 12m | 0.61% |
09.13.2010 02:31 | 09.13.2010 08:24 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.27776 | 1.2824 | 46.4 | 23,200.00 | 5h 53m | 0.64% |
09.07.2010 02:55 | 09.07.2010 10:15 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.28012 | 1.27678 | 33.4 | 16,700.00 | 7h 20m | 0.46% |
09.01.2010 12:05 | 09.01.2010 14:23 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.27861 | 1.28245 | 38.4 | 19,200.00 | 2h 18m | 0.54% |
08.27.2010 17:17 | 08.27.2010 22:15 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.27642 | 1.27342 | -30.0 | -15,000.00 | 4h 58m | -0.42% |
08.26.2010 16:06 | 08.26.2010 20:45 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.2744 | 1.27069 | -37.1 | -18,550.00 | 4h 39m | -0.51% |
08.20.2010 12:08 | 08.20.2010 17:27 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.27172 | 1.26648 | 52.4 | 26,200.00 | 5h 19m | 0.73% |
08.19.2010 18:24 | 08.20.2010 00:15 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.28076 | 1.28152 | -7.6 | -3,940.00 | 5h 51m | -0.11% |
08.10.2010 20:25 | 08.11.2010 01:45 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.3188 | 1.31609 | -27.1 | -13,560.00 | 5h 20m | -0.38% |
07.23.2010 16:45 | 07.23.2010 22:45 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.28147 | 1.2911 | -96.3 | -48,150.00 | 6h 0m | -1.32% |
07.13.2010 18:45 | 07.14.2010 17:15 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.27172 | 1.27666 | 49.4 | 24,690.00 | 22h 30m | 0.68% |
05.03.2010 04:31 | 05.03.2010 16:37 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.32251 | 1.31797 | 45.4 | 22,700.00 | 12h 6m | 0.63% |
04.27.2010 18:19 | 04.27.2010 21:37 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.32297 | 1.31793 | 50.4 | 25,200.00 | 3h 18m | 0.71% |
04.15.2010 11:33 | 04.15.2010 22:30 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.35492 | 1.35798 | -30.6 | -15,300.00 | 10h 57m | -0.43% |
04.15.2010 10:44 | 04.15.2010 11:17 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.35756 | 1.35422 | 33.4 | 16,700.00 | 33m | 0.47% |
04.09.2010 16:20 | 04.12.2010 00:00 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.34575 | 1.34989 | 41.4 | 20,690.00 | 2d | 0.58% |
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