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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
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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%
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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
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

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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