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Strategy Settings
| +42748.62% |
| 7.21% | |
| 708.28% | |
| Drawdown: | 8.05% |
| Balance: | $4,284,862.35 |
| Highest: | (Mar 30) $4,284,862.35 |
| Profit: | $4,274,862.35 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 02, 2009 |
| Test Ended: | Mar 30, 2009 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Dec 04, 2012 at 12:39 |
| Trades: | 1,049 |
| Profitability: |
|
| Pips: | 3,639.1 |
| Average Win: | 4.58 pips / $6,412.19 |
| Average Loss: | -3.61 pips / -$10,852.06 |
| Lots: | 248,618.55 |
| Commissions: | 0 |
| Longs Won: | (444/506) 87% |
| Shorts Won: | (463/543) 85% |
| Best Trade ($): | (Feb 16) 86,160.25 |
| Worst Trade ($): | (Mar 18) -53,000.00 |
| Best Trade (Pips): | (Feb 16) 93.5 |
| Worst Trade (Pips): | (Jan 26) -13.5 |
| Avg. Trade Length: | 12s |
| Profit Factor: | 3.77 |
| Standard Deviation: | $11,418.17 |
| Sharpe Ratio | 0.59 |
| Z-Score (Probability): | -2.52 (-112.16%) |
| Expectancy | 3.5 Pips / $4,075.18 |
| AHPR: | 0.59% |
| GHPR: | 0.58% |
| 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 | 395 | 355 | 316 | 276 | 237 | 197 | 158 | 118 | 79 | 39 |
Trading Activity (1049)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.30.2009 08:27 | 03.30.2009 08:27 | GBPUSD | Sell | 500.00 | - | - | 1.42015 | 1.41985 | 3.0 | 15,000.00 | 0s | 0.35% |
| 03.30.2009 08:26 | 03.30.2009 08:27 | GBPUSD | Sell | 1000.00 | - | - | 1.42015 | 1.41984 | 3.1 | 15,500.00 | 1m | 0.36% |
| 03.27.2009 12:18 | 03.27.2009 12:18 | GBPUSD | Buy | 500.00 | - | - | 1.42985 | 1.43023 | 3.8 | 19,000.00 | 0s | 0.45% |
| 03.27.2009 12:18 | 03.27.2009 12:18 | GBPUSD | Buy | 1000.00 | - | - | 1.42985 | 1.43017 | 3.2 | 16,000.00 | 0s | 0.38% |
| 03.27.2009 12:14 | 03.27.2009 12:14 | GBPUSD | Sell | 500.00 | - | - | 1.43015 | 1.42977 | 3.8 | 19,000.00 | 0s | 0.45% |
| 03.27.2009 12:14 | 03.27.2009 12:14 | GBPUSD | Sell | 1000.00 | - | - | 1.43015 | 1.42983 | 3.2 | 16,000.00 | 0s | 0.38% |
| 03.27.2009 10:08 | 03.27.2009 10:08 | GBPUSD | Sell | 1000.00 | - | - | 1.44015 | 1.43983 | 3.2 | 16,000.00 | 0s | 0.39% |
| 03.27.2009 10:08 | 03.27.2009 10:08 | GBPUSD | Sell | 500.00 | - | - | 1.44015 | 1.43985 | 3.0 | 15,000.00 | 0s | 0.36% |
| 03.26.2009 16:15 | 03.26.2009 16:15 | GBPUSD | Sell | 500.00 | - | - | 1.45015 | 1.44972 | 4.3 | 21,500.00 | 0s | 0.52% |
| 03.26.2009 16:15 | 03.26.2009 16:15 | GBPUSD | Sell | 1000.00 | - | - | 1.45015 | 1.44967 | 4.8 | 24,000.00 | 0s | 0.58% |
| 03.26.2009 16:14 | 03.26.2009 16:14 | GBPUSD | Buy | 500.00 | - | - | 1.44985 | 1.45024 | 3.9 | 19,500.00 | 0s | 0.48% |
| 03.26.2009 16:14 | 03.26.2009 16:14 | GBPUSD | Buy | 1000.00 | - | - | 1.44985 | 1.45018 | 3.3 | 16,500.00 | 0s | 0.41% |
| 03.26.2009 16:13 | 03.26.2009 16:13 | GBPUSD | Sell | 1000.00 | - | - | 1.45015 | 1.44983 | 3.2 | 16,000.00 | 0s | 0.40% |
| 03.26.2009 16:13 | 03.26.2009 16:13 | GBPUSD | Sell | 500.00 | - | - | 1.45015 | 1.44962 | 5.3 | 26,500.00 | 0s | 0.66% |
| 03.26.2009 16:12 | 03.26.2009 16:12 | GBPUSD | Sell | 1000.00 | - | - | 1.45015 | 1.44981 | 3.4 | 17,000.00 | 0s | 0.42% |
| 03.26.2009 16:12 | 03.26.2009 16:12 | GBPUSD | Sell | 500.00 | - | - | 1.45015 | 1.45071 | -5.6 | -28,000.00 | 0s | -0.69% |
| 03.25.2009 17:41 | 03.25.2009 17:41 | GBPUSD | Sell | 500.00 | - | - | 1.46015 | 1.45981 | 3.4 | 17,000.00 | 0s | 0.42% |
| 03.25.2009 17:39 | 03.25.2009 17:41 | GBPUSD | Sell | 1000.00 | - | - | 1.46015 | 1.45984 | 3.1 | 15,500.00 | 2m | 0.39% |
| 03.25.2009 17:38 | 03.25.2009 17:38 | GBPUSD | Sell | 1000.00 | - | - | 1.46015 | 1.46049 | -3.4 | -34,000.00 | 0s | -0.84% |
| 03.25.2009 17:32 | 03.25.2009 17:34 | GBPUSD | Sell | 1000.00 | - | - | 1.46015 | 1.46046 | -3.1 | -31,000.00 | 2m | -0.76% |
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