Strategy Settings
| +2560.35% |
| 0.15% | |
| 4.59% | |
| Drawdown: | 61.04% |
| Balance: | $26,603.50 |
| Highest: | (Jun 30) $27,262.00 |
| Profit: | $25,603.50 |
| Deposits: | $1,000.00 |
| Test Started: | Sep 30, 2010 |
| Test Ended: | Sep 29, 2016 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Oct 16, 2016 at 19:29 |
| Trades: | 715 |
| Profitability: |
|
| Pips: | 2,579.7 |
| Average Win: | 73.63 pips / $386.75 |
| Average Loss: | -119.67 pips / -$582.07 |
| Lots: | 357.50 |
| Commissions: | 0 |
| Longs Won: | (235/371) 63% |
| Shorts Won: | (221/344) 64% |
| Best Trade ($): | (Aug 25) 1,281.00 |
| Worst Trade ($): | (Oct 15) -600.00 |
| Best Trade (Pips): | (Oct 19) 210.0 |
| Worst Trade (Pips): | (Oct 13) -120.0 |
| Avg. Trade Length: | 3d |
| Profit Factor: | 1.17 |
| Standard Deviation: | $540.55 |
| Sharpe Ratio | 0.10 |
| Z-Score (Probability): | 1.55 (87.88%) |
| Expectancy | 3.6 Pips / $35.81 |
| AHPR: | 0.65% |
| GHPR: | 0.46% |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | 0.04% | 0.27% | 1.14% | 3.7% | 10.01% | 23.69% | 50.66% |
| Consecutive Losing Trades | 46 | 41 | 37 | 32 | 27 | 23 | 18 | 14 | 9 | 5 |
Trading Activity (715)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 09.21.2016 20:30 | 09.29.2016 23:59 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.11849 | 1.12203 | -35.4 | -72.00 | 8d | -0.27% |
| 09.20.2016 08:15 | 09.21.2016 18:00 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.12005 | 1.11895 | 11.0 | 65.50 | 1d | 0.25% |
| 09.08.2016 16:15 | 09.20.2016 07:05 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.12536 | 1.12114 | 42.2 | 316.00 | 11d | 1.20% |
| 09.01.2016 14:30 | 09.08.2016 15:55 | EURUSD | Buy | 0.50 | 1.1 | 1.1 | 1.11859 | 1.12573 | 71.4 | 357.00 | 7d | 1.38% |
| 08.26.2016 18:45 | 09.01.2016 14:28 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.12008 | 1.11908 | 10.0 | 113.00 | 5d | 0.44% |
| 08.19.2016 09:30 | 08.26.2016 18:36 | EURUSD | Buy | 0.50 | 1.1 | 1.2 | 1.13218 | 1.12018 | -120.0 | -600.00 | 7d | -2.27% |
| 08.16.2016 06:45 | 08.19.2016 08:46 | EURUSD | Buy | 0.50 | 1.1 | 1.1 | 1.12459 | 1.13044 | 58.5 | 292.50 | 3d | 1.12% |
| 08.09.2016 15:00 | 08.16.2016 06:33 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.11103 | 1.12303 | -120.0 | -526.50 | 6d | -1.98% |
| 08.03.2016 14:15 | 08.09.2016 13:48 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.11675 | 1.1112 | 55.5 | 340.50 | 5d | 1.29% |
| 07.29.2016 12:45 | 08.03.2016 14:08 | EURUSD | Buy | 0.50 | 1.1 | 1.1 | 1.11447 | 1.11727 | 28.0 | 140.00 | 5d | 0.53% |
| 07.20.2016 03:00 | 07.29.2016 12:30 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.10046 | 1.11246 | -120.0 | -484.50 | 9d | -1.82% |
| 06.30.2016 14:00 | 07.20.2016 02:54 | EURUSD | Buy | 0.50 | 1.1 | 1.1 | 1.11179 | 1.09979 | -120.0 | -600.00 | 19d | -2.20% |
| 06.28.2016 16:30 | 06.30.2016 12:31 | EURUSD | Buy | 0.50 | 1.1 | 1.1 | 1.10628 | 1.10899 | 27.1 | 135.50 | 1d | 0.50% |
| 06.27.2016 16:30 | 06.28.2016 15:33 | EURUSD | Buy | 0.50 | 1.1 | 1.1 | 1.10278 | 1.10384 | 10.6 | 53.00 | 23h 3m | 0.20% |
| 06.26.2016 23:30 | 06.27.2016 16:23 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.1043 | 1.10347 | 8.3 | 52.00 | 16h 53m | 0.19% |
| 06.24.2016 19:00 | 06.26.2016 22:24 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.11214 | 1.1069 | 52.4 | 262.00 | 2d | 0.98% |
| 06.24.2016 12:30 | 06.24.2016 18:47 | EURUSD | Buy | 0.50 | 1.1 | 1.1 | 1.10849 | 1.11172 | 32.3 | 161.50 | 6h 17m | 0.61% |
| 06.24.2016 06:45 | 06.24.2016 10:15 | EURUSD | Buy | 0.50 | 1.1 | 1.1 | 1.10732 | 1.10957 | 22.5 | 112.50 | 3h 30m | 0.42% |
| 06.24.2016 02:45 | 06.24.2016 03:56 | EURUSD | Sell | 0.50 | 1.1 | 1.1 | 1.10554 | 1.10071 | 48.3 | 241.50 | 1h 11m | 0.92% |
| 06.23.2016 15:45 | 06.24.2016 01:04 | EURUSD | Buy | 0.50 | 1.1 | 1.2 | 1.13759 | 1.12559 | -120.0 | -600.00 | 9h 19m | -2.24% |
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