Strategy Settings
| +14.56M% |
| 0.62% | |
| 20.51% | |
| Drawdown: | 23.87% |
| Balance: | $145,597,692.78 |
| Highest: | (Mar 28) $145,597,692.78 |
| Profit: | $145,596,692.71 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 02, 2008 |
| Test Ended: | Mar 28, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Jul 24, 2013 at 21:50 |
| Trades: | 17,856 |
| Profitability: |
|
| Pips: | 69,701.1 |
| Average Win: | 12.25 pips / $24,031.55 |
| Average Loss: | -52.31 pips / -$98,753.51 |
| Lots: | 4,751,523.82 |
| Commissions: | 0 |
| Longs Won: | (7,505/8,682) 86% |
| Shorts Won: | (8,042/9,174) 87% |
| Best Trade ($): | (May 07) 1,008,368.36 |
| Worst Trade ($): | (Sep 06) -795,352.68 |
| Best Trade (Pips): | (Mar 18) 222.0 |
| Worst Trade (Pips): | (Sep 06) -140.2 |
| Avg. Trade Length: | 2h 51m |
| Profit Factor: | 1.64 |
| Standard Deviation: | $82,183.99 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -94.77 (99.99%) |
| Expectancy | 3.9 Pips / $8,153.94 |
| AHPR: | 0.07% |
| GHPR: | 0.07% |
| 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 | 1475 | 1327 | 1180 | 1032 | 885 | 737 | 590 | 442 | 295 | 147 |
Trading Activity (17856)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.28.2013 07:30 | 03.28.2013 11:00 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.27921 | 1.27622 | 29.9 | 234,285.62 | 3h 30m | 0.16% |
| 03.28.2013 10:15 | 03.28.2013 11:00 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.2805 | 1.27618 | 43.2 | 338,507.59 | 45m | 0.23% |
| 03.28.2013 08:45 | 03.28.2013 09:45 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.27998 | 1.27878 | 12.0 | 93,838.71 | 1h 0m | 0.06% |
| 03.27.2013 08:15 | 03.27.2013 10:01 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.28521 | 1.28246 | 27.5 | 214,431.64 | 1h 46m | 0.15% |
| 03.27.2013 06:00 | 03.27.2013 08:16 | EURUSD | Buy | 1000.00 | 1.3 | - | 1.2842 | 1.28501 | 8.1 | 63,035.51 | 2h 16m | 0.04% |
| 03.26.2013 06:45 | 03.26.2013 07:59 | EURUSD | Buy | 1000.00 | 1.3 | - | 1.28617 | 1.28702 | 8.5 | 66,044.55 | 1h 14m | 0.05% |
| 03.22.2013 07:30 | 03.22.2013 11:16 | EURUSD | Buy | 1000.00 | 1.3 | - | 1.29059 | 1.29199 | 14.0 | 108,361.65 | 3h 46m | 0.08% |
| 03.22.2013 09:45 | 03.22.2013 10:15 | EURUSD | Buy | 1000.00 | 1.3 | - | 1.28949 | 1.2904 | 9.1 | 70,521.32 | 30m | 0.05% |
| 03.22.2013 07:45 | 03.22.2013 08:42 | EURUSD | Buy | 1000.00 | 1.3 | - | 1.28895 | 1.28986 | 9.1 | 70,550.84 | 57m | 0.05% |
| 03.20.2013 11:45 | 03.20.2013 14:15 | EURUSD | Sell | 1000.00 | - | - | 1.29124 | 1.29472 | -34.8 | -268,783.98 | 2h 30m | -0.19% |
| 03.20.2013 11:30 | 03.20.2013 14:15 | EURUSD | Sell | 1000.00 | - | - | 1.28956 | 1.29472 | -51.6 | -398,541.77 | 2h 45m | -0.27% |
| 03.20.2013 08:30 | 03.20.2013 14:15 | EURUSD | Sell | 1000.00 | - | - | 1.28826 | 1.29472 | -64.6 | -498,949.58 | 5h 45m | -0.34% |
| 03.20.2013 12:30 | 03.20.2013 13:00 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.29305 | 1.29163 | 14.2 | 109,938.60 | 30m | 0.08% |
| 03.20.2013 09:30 | 03.20.2013 11:00 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.29031 | 1.28885 | 14.6 | 113,279.28 | 1h 30m | 0.08% |
| 03.20.2013 10:30 | 03.20.2013 11:00 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.29131 | 1.28904 | 22.7 | 176,100.04 | 30m | 0.12% |
| 03.19.2013 21:15 | 03.19.2013 21:34 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.29104 | 1.28812 | 29.2 | 226,686.95 | 19m | 0.16% |
| 03.18.2013 10:15 | 03.18.2013 15:36 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.29422 | 1.29305 | 11.7 | 90,483.04 | 5h 21m | 0.06% |
| 03.18.2013 14:45 | 03.18.2013 15:36 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.29581 | 1.29303 | 27.8 | 214,997.21 | 51m | 0.15% |
| 03.18.2013 10:00 | 03.18.2013 15:15 | EURUSD | Sell | 1000.00 | - | - | 1.29211 | 1.29305 | -9.4 | -72,696.34 | 5h 15m | -0.05% |
| 03.18.2013 13:15 | 03.18.2013 14:15 | EURUSD | Sell | 1000.00 | 1.3 | - | 1.29519 | 1.29435 | 8.4 | 64,896.93 | 1h 0m | 0.04% |
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