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Strategy Settings
+44.69% |
0.03% | |
0.76% | |
Drawdown: | 9.06% |
Balance: | $14,469.50 |
Highest: | (Dec 30) $14,469.50 |
Profit: | $4,469.36 |
Deposits: | $10,000.00 |
Test Started: | Jan 03, 2010 |
Test Ended: | Dec 30, 2013 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Jan 06, 2014 at 12:57 |
Trades: | 2,260 |
Profitability: |
|
Pips: | 5,757.5 |
Average Win: | 18.65 pips / $4.78 |
Average Loss: | -33.80 pips / -$4.34 |
Lots: | 68.39 |
Commissions: | 0 |
Longs Won: | (753/1,168) 64% |
Shorts Won: | (813/1,092) 74% |
Best Trade ($): | (Sep 26) 105.50 |
Worst Trade ($): | (Apr 20) -16.37 |
Best Trade (Pips): | (May 09) 84.0 |
Worst Trade (Pips): | (Apr 20) -116.3 |
Avg. Trade Length: | 18h 48m |
Profit Factor: | 2.48 |
Standard Deviation: | $9.96 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -10.94 (99.99%) |
Expectancy | 2.5 Pips / $1.98 |
AHPR: | 0.02% |
GHPR: | 0.02% |
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 | 3333 | 3000 | 2667 | 2333 | 2000 | 1667 | 1333 | 1000 | 667 | 333 |
Trading Activity (2260)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2013 16:06 | 12.30.2013 23:59 | USDCAD | Sell | 0.01 | - | 1.1 | 1.0659 | 1.06469 | 12.1 | 0.83 | 7h 53m | 0.01% |
12.30.2013 15:17 | 12.30.2013 16:04 | USDCAD | Sell | 0.01 | - | 1.1 | 1.06842 | 1.06592 | 25.0 | 1.73 | 47m | 0.01% |
12.27.2013 19:14 | 12.30.2013 15:08 | USDCAD | Sell | 0.04 | - | 1.1 | 1.07093 | 1.06843 | 25.0 | 6.95 | 2d | 0.05% |
12.27.2013 11:34 | 12.30.2013 15:08 | USDCAD | Sell | 0.01 | - | 1.1 | 1.06593 | 1.06843 | -25.0 | -1.72 | 3d | -0.01% |
12.27.2013 15:31 | 12.30.2013 15:08 | USDCAD | Sell | 0.02 | - | 1.1 | 1.06843 | 1.06843 | 0.0 | 0.01 | 2d | 0.00% |
12.20.2013 15:50 | 12.20.2013 20:27 | USDCAD | Sell | 0.01 | - | - | 1.06795 | 1.06543 | 25.2 | 1.75 | 4h 37m | 0.01% |
12.20.2013 14:01 | 12.20.2013 15:50 | USDCAD | Sell | 0.01 | - | 1.1 | 1.07045 | 1.06795 | 25.0 | 1.73 | 1h 49m | 0.01% |
12.19.2013 17:09 | 12.20.2013 13:58 | USDCAD | Sell | 0.01 | - | 1.1 | 1.06786 | 1.07042 | -25.6 | -1.76 | 20h 49m | -0.01% |
12.20.2013 13:41 | 12.20.2013 13:58 | USDCAD | Sell | 0.04 | - | 1.1 | 1.07305 | 1.07042 | 26.3 | 7.27 | 17m | 0.05% |
12.20.2013 13:30 | 12.20.2013 13:58 | USDCAD | Sell | 0.02 | - | 1.1 | 1.07042 | 1.07042 | 0.0 | 0.00 | 28m | 0.00% |
12.18.2013 19:40 | 12.19.2013 16:57 | USDCAD | Sell | 0.01 | - | 1.1 | 1.0628 | 1.06787 | -50.7 | -3.49 | 21h 17m | -0.02% |
12.18.2013 20:40 | 12.19.2013 16:57 | USDCAD | Sell | 0.04 | - | 1.1 | 1.06787 | 1.06787 | 0.0 | 0.08 | 20h 17m | 0.00% |
12.18.2013 19:47 | 12.19.2013 16:57 | USDCAD | Sell | 0.02 | - | 1.1 | 1.06534 | 1.06787 | -25.3 | -3.46 | 21h 10m | -0.02% |
12.18.2013 22:04 | 12.19.2013 16:57 | USDCAD | Sell | 0.08 | - | 1.1 | 1.07046 | 1.06787 | 25.9 | 14.49 | 18h 53m | 0.10% |
12.18.2013 19:29 | 12.18.2013 19:36 | USDCAD | Sell | 0.01 | - | 1.1 | 1.06364 | 1.06114 | 25.0 | 1.73 | 7m | 0.01% |
12.18.2013 19:10 | 12.18.2013 19:29 | USDCAD | Sell | 0.01 | - | 1.1 | 1.06613 | 1.06363 | 25.0 | 1.73 | 19m | 0.01% |
12.18.2013 18:48 | 12.18.2013 19:08 | USDCAD | Sell | 0.01 | - | 1.1 | 1.06356 | 1.06615 | -25.9 | -1.79 | 20m | -0.01% |
12.18.2013 19:00 | 12.18.2013 19:08 | USDCAD | Sell | 0.02 | - | 1.1 | 1.06615 | 1.06615 | 0.0 | 0.00 | 8m | 0.00% |
12.18.2013 19:00 | 12.18.2013 19:08 | USDCAD | Sell | 0.04 | - | 1.1 | 1.06878 | 1.06615 | 26.3 | 7.28 | 8m | 0.05% |
12.18.2013 15:51 | 12.18.2013 18:47 | USDCAD | Sell | 0.02 | - | 1.1 | 1.06611 | 1.06357 | 25.4 | 3.52 | 2h 56m | 0.02% |
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