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Strategy Settings
+3789.46% |
1.02% | |
35.67% | |
Drawdown: | 1.52% |
Balance: | $1,944,728.30 |
Highest: | (Dec 30) $1,948,528.30 |
Profit: | $1,894,728.27 |
Deposits: | $50,000.00 |
Test Started: | Jan 04, 2010 |
Test Ended: | Dec 30, 2010 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Dec 11, 2011 at 07:26 |
Trades: | 1,841 |
Profitability: |
|
Pips: | 4,231.4 |
Average Win: | 6.00 pips / $2,736.35 |
Average Loss: | -8.44 pips / -$3,922.31 |
Lots: | 84,279.90 |
Commissions: | 0 |
Longs Won: | (760/911) 83% |
Shorts Won: | (609/930) 65% |
Best Trade ($): | (Feb 26) 3,000.00 |
Worst Trade ($): | (May 07) -8,600.00 |
Best Trade (Pips): | (Jan 04) 6.0 |
Worst Trade (Pips): | (May 07) -17.2 |
Avg. Trade Length: | 32m |
Profit Factor: | 2.02 |
Standard Deviation: | $3,216.80 |
Sharpe Ratio | 0.20 |
Z-Score (Probability): | 2.78 (99.45%) |
Expectancy | 2.3 Pips / $1,029.18 |
AHPR: | 0.20% |
GHPR: | 0.20% |
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 | 496 | 446 | 397 | 347 | 297 | 248 | 198 | 149 | 99 | 50 |
Trading Activity (1841)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2010 23:59 | 12.30.2010 23:59 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.33022 | 1.33008 | -1.4 | -700.00 | 0s | -0.04% |
12.30.2010 18:24 | 12.30.2010 18:28 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.32822 | 1.32882 | 6.0 | 3,000.00 | 4m | 0.15% |
12.30.2010 17:39 | 12.30.2010 18:24 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.327 | 1.32822 | -12.2 | -6,100.00 | 45m | -0.31% |
12.30.2010 15:23 | 12.30.2010 15:27 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.328 | 1.3274 | 6.0 | 3,000.00 | 4m | 0.15% |
12.30.2010 09:30 | 12.30.2010 09:34 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.32522 | 1.32582 | 6.0 | 3,000.00 | 4m | 0.15% |
12.29.2010 20:14 | 12.29.2010 20:18 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.32322 | 1.32382 | 6.0 | 3,000.00 | 4m | 0.15% |
12.29.2010 13:00 | 12.29.2010 13:01 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.31422 | 1.31482 | 6.0 | 3,000.00 | 1m | 0.15% |
12.29.2010 10:27 | 12.29.2010 10:30 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.312 | 1.3114 | 6.0 | 3,000.00 | 3m | 0.16% |
12.29.2010 09:22 | 12.29.2010 10:27 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.31322 | 1.312 | -12.2 | -6,100.00 | 1h 5m | -0.31% |
12.29.2010 08:35 | 12.29.2010 09:22 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.313 | 1.31322 | -2.2 | -1,100.00 | 47m | -0.06% |
12.29.2010 01:52 | 12.29.2010 01:55 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.31222 | 1.31282 | 6.0 | 3,000.00 | 3m | 0.15% |
12.28.2010 23:47 | 12.28.2010 23:48 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.31 | 1.3094 | 6.0 | 3,000.00 | 1m | 0.16% |
12.28.2010 18:03 | 12.28.2010 18:07 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.311 | 1.3104 | 6.0 | 3,000.00 | 4m | 0.16% |
12.28.2010 17:35 | 12.28.2010 17:36 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.31222 | 1.31282 | 6.0 | 3,000.00 | 1m | 0.16% |
12.28.2010 15:59 | 12.28.2010 15:59 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.314 | 1.3134 | 6.0 | 3,000.00 | 0s | 0.16% |
12.28.2010 12:40 | 12.28.2010 12:44 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.324 | 1.3234 | 6.0 | 3,000.00 | 4m | 0.16% |
12.28.2010 10:15 | 12.28.2010 10:19 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.32422 | 1.32482 | 6.0 | 3,000.00 | 4m | 0.16% |
12.28.2010 06:59 | 12.28.2010 07:03 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.322 | 1.3214 | 6.0 | 3,000.00 | 4m | 0.16% |
12.27.2010 18:40 | 12.27.2010 18:44 | EURUSD | Buy | 50.00 | 1.3 | 1.3 | 1.31522 | 1.31582 | 6.0 | 3,000.00 | 4m | 0.16% |
12.27.2010 17:59 | 12.27.2010 18:40 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.314 | 1.31522 | -12.2 | -6,100.00 | 41m | -0.32% |
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