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Strategy Settings
+5180.97% |
1.07% | |
37.7% | |
Drawdown: | 61.67% |
Balance: | $2,640,483.87 |
Highest: | (Jan 09) $2,676,483.87 |
Profit: | $2,590,483.81 |
Deposits: | $50,000.00 |
Test Started: | Jan 02, 2011 |
Test Ended: | Jan 09, 2012 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Jan 12, 2012 at 12:20 |
Trades: | 1,482 |
Profitability: |
|
Pips: | 5,865.5 |
Average Win: | 12.74 pips / $5,512.08 |
Average Loss: | -42.39 pips / -$18,125.28 |
Lots: | 63,887.50 |
Commissions: | 0 |
Longs Won: | (587/724) 81% |
Shorts Won: | (659/758) 86% |
Best Trade ($): | (Mar 16) 7,500.00 |
Worst Trade ($): | (May 06) -23,750.00 |
Best Trade (Pips): | (Jan 02) 15.0 |
Worst Trade (Pips): | (Mar 03) -47.5 |
Avg. Trade Length: | 35m |
Profit Factor: | 1.61 |
Standard Deviation: | $9,178.16 |
Sharpe Ratio | 0.11 |
Z-Score (Probability): | 0.84 (59.90%) |
Expectancy | 4.0 Pips / $1,747.96 |
AHPR: | 0.31% |
GHPR: | 0.27% |
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 | 146 | 131 | 117 | 102 | 87 | 73 | 58 | 44 | 29 | 15 |
Trading Activity (1482)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.09.2012 19:14 | 01.09.2012 20:23 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.27635 | 1.27615 | -2.0 | -1,000.00 | 1h 9m | -0.04% |
01.09.2012 16:16 | 01.09.2012 19:14 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2721 | 1.27635 | -42.5 | -21,250.00 | 2h 58m | -0.80% |
01.09.2012 12:50 | 01.09.2012 12:50 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2741 | 1.2726 | 15.0 | 7,500.00 | 0s | 0.28% |
01.09.2012 10:12 | 01.09.2012 12:50 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.27835 | 1.2741 | -42.5 | -21,250.00 | 2h 38m | -0.79% |
01.09.2012 08:35 | 01.09.2012 08:35 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.27635 | 1.27785 | 15.0 | 7,500.00 | 0s | 0.28% |
01.09.2012 07:33 | 01.09.2012 07:33 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.27435 | 1.27585 | 15.0 | 7,500.00 | 0s | 0.28% |
01.09.2012 06:39 | 01.09.2012 06:39 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.27235 | 1.27385 | 15.0 | 7,500.00 | 0s | 0.28% |
01.08.2012 23:15 | 01.08.2012 23:15 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2681 | 1.2681 | 0.0 | 0.00 | 0s | 0.00% |
01.06.2012 15:26 | 01.06.2012 15:26 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2701 | 1.2686 | 15.0 | 7,500.00 | 0s | 0.28% |
01.06.2012 14:43 | 01.06.2012 14:43 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2721 | 1.2706 | 15.0 | 7,500.00 | 0s | 0.28% |
01.06.2012 13:39 | 01.06.2012 13:39 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2741 | 1.2726 | 15.0 | 7,500.00 | 0s | 0.29% |
01.06.2012 13:31 | 01.06.2012 13:31 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2761 | 1.2746 | 15.0 | 7,500.00 | 0s | 0.29% |
01.05.2012 16:19 | 01.05.2012 16:19 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2781 | 1.2766 | 15.0 | 7,500.00 | 0s | 0.29% |
01.05.2012 14:04 | 01.05.2012 14:04 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2801 | 1.2786 | 15.0 | 7,500.00 | 0s | 0.29% |
01.05.2012 12:17 | 01.05.2012 12:17 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2821 | 1.2806 | 15.0 | 7,500.00 | 0s | 0.29% |
01.05.2012 10:06 | 01.05.2012 10:06 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2841 | 1.2826 | 15.0 | 7,500.00 | 0s | 0.29% |
01.05.2012 08:54 | 01.05.2012 08:54 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2861 | 1.2846 | 15.0 | 7,500.00 | 0s | 0.29% |
01.05.2012 08:50 | 01.05.2012 08:50 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2881 | 1.2866 | 15.0 | 7,500.00 | 0s | 0.29% |
01.05.2012 08:46 | 01.05.2012 08:46 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2901 | 1.2886 | 15.0 | 7,500.00 | 0s | 0.29% |
01.04.2012 15:37 | 01.04.2012 17:48 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.2901 | 1.29435 | -42.5 | -21,250.00 | 2h 11m | -0.82% |
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