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Strategy Settings
+132.42% |
0.02% | |
0.51% | |
Drawdown: | 11.22% |
Balance: | $23,244.80 |
Highest: | (Jan 11) $23,626.83 |
Profit: | $13,241.53 |
Deposits: | $10,000.00 |
Test Started: | May 05, 2003 |
Test Ended: | Jan 30, 2017 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Feb 16, 2017 at 10:08 |
Trades: | 8,370 |
Profitability: |
|
Pips: | 37,046.2 |
Average Win: | 38.60 pips / $14.16 |
Average Loss: | -30.84 pips / -$11.40 |
Lots: | 315.72 |
Commissions: | 0 |
Longs Won: | (2,040/4,024) 50% |
Shorts Won: | (2,211/4,346) 50% |
Best Trade ($): | (Jan 15) 567.49 |
Worst Trade ($): | (Jan 15) -77.86 |
Best Trade (Pips): | (Jan 15) 984.7 |
Worst Trade (Pips): | (Jan 15) -138.0 |
Avg. Trade Length: | 11h 0m |
Profit Factor: | 1.28 |
Standard Deviation: | $18.92 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -74.23 (99.99%) |
Expectancy | 4.4 Pips / $1.58 |
AHPR: | 0.01% |
GHPR: | 0.01% |
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 | 2041 | 1837 | 1633 | 1429 | 1224 | 1020 | 816 | 612 | 408 | 204 |
Trading Activity (8370)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.30.2017 16:44 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 0.99791 | 0.99573 | 21.8 | 13.14 | 3h 15m | 0.06% |
01.30.2017 18:22 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 0.99592 | 0.99573 | 1.9 | 1.14 | 1h 37m | 0.00% |
01.30.2017 16:33 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 0.99866 | 0.99574 | 29.2 | 17.60 | 3h 26m | 0.08% |
01.30.2017 18:22 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | - | 0.99595 | 0.99573 | 2.2 | 1.33 | 1h 37m | 0.01% |
01.30.2017 16:55 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | - | 0.99726 | 0.99583 | 14.3 | 8.62 | 3h 4m | 0.04% |
01.30.2017 17:05 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | - | 0.9965 | 0.99582 | 6.8 | 4.10 | 2h 54m | 0.02% |
01.30.2017 16:55 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 0.99726 | 0.99573 | 15.3 | 9.22 | 3h 4m | 0.04% |
01.30.2017 17:05 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 0.99653 | 0.99573 | 8.0 | 4.82 | 2h 54m | 0.02% |
01.30.2017 16:44 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | - | 0.99791 | 0.99582 | 20.9 | 12.60 | 3h 15m | 0.05% |
01.30.2017 16:33 | 01.30.2017 19:59 | USDCHF | Sell | 0.06 | 1.0 | - | 0.99847 | 0.99576 | 27.1 | 16.33 | 3h 26m | 0.07% |
01.30.2017 13:25 | 01.30.2017 16:33 | USDCHF | Buy | 0.06 | 1.0 | 1.0 | 1.0032 | 0.99868 | -45.2 | -27.16 | 3h 8m | -0.12% |
01.30.2017 13:15 | 01.30.2017 16:19 | USDCHF | Buy | 0.06 | 1.0 | 1.0 | 1.00354 | 0.99904 | -45.0 | -27.03 | 3h 4m | -0.12% |
01.30.2017 13:15 | 01.30.2017 15:43 | USDCHF | Buy | 0.06 | 1.0 | - | 1.00358 | 1.00009 | -34.9 | -20.94 | 2h 28m | -0.09% |
01.30.2017 13:25 | 01.30.2017 15:43 | USDCHF | Buy | 0.06 | 1.0 | - | 1.0032 | 1.00009 | -31.1 | -18.66 | 2h 18m | -0.08% |
01.30.2017 13:10 | 01.30.2017 15:43 | USDCHF | Buy | 0.06 | 1.0 | - | 1.00316 | 1.00005 | -31.1 | -18.66 | 2h 33m | -0.08% |
01.20.2017 02:44 | 01.20.2017 14:00 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 1.00492 | 1.00942 | -45.0 | -26.75 | 11h 16m | -0.11% |
01.20.2017 02:44 | 01.20.2017 14:00 | USDCHF | Sell | 0.06 | 1.0 | - | 1.00492 | 1.00942 | -45.0 | -26.75 | 11h 16m | -0.11% |
01.20.2017 02:50 | 01.20.2017 11:38 | USDCHF | Sell | 0.06 | 1.0 | - | 1.00412 | 1.00874 | -46.2 | -27.49 | 8h 48m | -0.12% |
01.20.2017 02:50 | 01.20.2017 11:38 | USDCHF | Sell | 0.06 | 1.0 | 1.0 | 1.00401 | 1.00862 | -46.1 | -27.42 | 8h 48m | -0.12% |
01.19.2017 15:20 | 01.19.2017 21:09 | USDCHF | Buy | 0.06 | 1.0 | 1.0 | 1.01052 | 1.00602 | -45.0 | -26.84 | 5h 49m | -0.11% |
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