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Strategy Settings
+39.63% |
0.03% | |
0.84% | |
Drawdown: | 15.55% |
Balance: | $13,963.28 |
Highest: | (Aug 05) $13,963.28 |
Profit: | $3,963.26 |
Deposits: | $10,000.00 |
Test Started: | Apr 28, 2011 |
Test Ended: | Aug 05, 2014 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Oct 07, 2014 at 06:57 |
Trades: | 42 |
Profitability: |
|
Pips: | 433.4 |
Average Win: | 28.57 pips / $297.15 |
Average Loss: | -67.24 pips / -$767.47 |
Lots: | 46.33 |
Commissions: | 0 |
Longs Won: | (19/23) 82% |
Shorts Won: | (15/19) 78% |
Best Trade ($): | (Jan 26) 1,348.54 |
Worst Trade ($): | (Jan 02) -858.76 |
Best Trade (Pips): | (Jan 26) 136.3 |
Worst Trade (Pips): | (May 03) -82.3 |
Avg. Trade Length: | 18h 17m |
Profit Factor: | 1.65 |
Standard Deviation: | $476.06 |
Sharpe Ratio | 0.22 |
Z-Score (Probability): | 0.80 (57.62%) |
Expectancy | 10.3 Pips / $94.36 |
AHPR: | 0.87% |
GHPR: | 0.80% |
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% | 0.04% | 0.29% | 1.7% | 7.81% | 30.0% |
Consecutive Losing Trades | 18 | 16 | 15 | 13 | 11 | 9 | 7 | 5 | 4 | 2 |
Trading Activity (42)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2014 00:00 | 08.05.2014 05:00 | NZDUSD | Sell | 1.79 | 0.9 | - | 0.85206 | 0.85122 | 8.4 | 142.73 | 5h 0m | 1.03% |
07.02.2014 11:00 | 07.08.2014 12:00 | NZDUSD | Buy | 1.30 | 0.9 | - | 0.87679 | 0.87974 | 29.5 | 422.26 | 6d | 3.15% |
06.30.2014 15:00 | 07.01.2014 05:00 | NZDUSD | Buy | 1.41 | 0.9 | - | 0.87427 | 0.87691 | 26.4 | 374.12 | 14h 0m | 2.87% |
06.25.2014 06:15 | 06.25.2014 12:00 | NZDUSD | Buy | 1.36 | 0.9 | - | 0.86784 | 0.86862 | 7.8 | 100.18 | 5h 45m | 0.78% |
06.24.2014 00:56 | 06.25.2014 02:33 | NZDUSD | Buy | 1.48 | 0.9 | - | 0.87209 | 0.86654 | -55.5 | -819.41 | 1d | -5.96% |
05.14.2014 17:53 | 05.15.2014 16:00 | NZDUSD | Sell | 1.36 | 0.9 | - | 0.86579 | 0.86437 | 14.2 | 153.16 | 22h 7m | 1.13% |
04.22.2014 19:30 | 04.23.2014 16:00 | NZDUSD | Sell | 1.30 | 0.9 | - | 0.8599 | 0.85728 | 26.2 | 324.16 | 20h 30m | 2.44% |
11.04.2013 17:19 | 11.05.2013 07:00 | NZDUSD | Sell | 1.15 | 0.8 | - | 0.8285 | 0.82655 | 19.5 | 209.89 | 13h 41m | 1.61% |
10.31.2013 17:14 | 11.01.2013 18:00 | NZDUSD | Sell | 0.89 | 0.8 | - | 0.82649 | 0.82307 | 34.2 | 293.27 | 1d | 2.30% |
10.22.2013 12:30 | 10.22.2013 16:00 | NZDUSD | Buy | 1.38 | 0.8 | - | 0.84475 | 0.84952 | 47.7 | 652.43 | 3h 30m | 5.39% |
10.14.2013 03:15 | 10.15.2013 06:34 | NZDUSD | Sell | 1.00 | 0.8 | - | 0.83169 | 0.83938 | -76.9 | -781.51 | 1d | -6.06% |
10.09.2013 18:15 | 10.10.2013 06:00 | NZDUSD | Sell | 1.37 | 0.8 | - | 0.82928 | 0.82456 | 47.2 | 606.64 | 11h 45m | 4.94% |
09.23.2013 05:04 | 09.23.2013 12:00 | NZDUSD | Buy | 1.15 | 0.8 | - | 0.837 | 0.83846 | 14.6 | 163.09 | 6h 56m | 1.35% |
08.29.2013 10:30 | 08.29.2013 13:00 | NZDUSD | Sell | 0.88 | 0.8 | - | 0.77991 | 0.77753 | 23.8 | 206.01 | 2h 30m | 1.73% |
07.30.2013 00:15 | 07.30.2013 17:17 | NZDUSD | Buy | 1.18 | 0.8 | - | 0.80356 | 0.79712 | -64.4 | -764.66 | 17h 2m | -6.03% |
06.18.2013 02:30 | 06.19.2013 10:00 | NZDUSD | Buy | 1.05 | 0.8 | - | 0.79979 | 0.80058 | 7.9 | 84.73 | 1d | 0.67% |
06.04.2013 22:45 | 06.05.2013 09:43 | NZDUSD | Buy | 0.93 | 0.8 | - | 0.80078 | 0.80098 | 2.0 | 20.18 | 10h 58m | 0.16% |
05.29.2013 01:15 | 05.29.2013 03:00 | NZDUSD | Sell | 1.49 | 0.8 | - | 0.80821 | 0.80578 | 24.3 | 356.05 | 1h 45m | 2.91% |
04.25.2013 01:30 | 04.25.2013 05:38 | NZDUSD | Sell | 1.35 | 0.9 | - | 0.84695 | 0.85269 | -57.4 | -780.62 | 4h 8m | -6.00% |
12.31.2012 11:02 | 01.02.2013 03:53 | NZDUSD | Sell | 1.39 | 0.8 | - | 0.82258 | 0.82855 | -59.7 | -858.76 | 1d | -6.20% |
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