Strategy Settings
| +22.37M% |
| 0.65% | |
| 21.31% | |
| Drawdown: | 50.14% |
| Balance: | $223,728,964.48 |
| Highest: | (Dec 31) $229,517,964.48 |
| Profit: | $223,727,964.34 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 01, 2008 |
| Test Ended: | Mar 28, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Jul 24, 2013 at 21:48 |
| Trades: | 11,838 |
| Profitability: |
|
| Pips: | 76,476.7 |
| Average Win: | 16.21 pips / $39,722.69 |
| Average Loss: | -61.43 pips / -$126,053.53 |
| Lots: | 3,251,904.86 |
| Commissions: | 0 |
| Longs Won: | (5,113/5,839) 87% |
| Shorts Won: | (5,238/5,999) 87% |
| Best Trade ($): | (Sep 19) 1,056,000.00 |
| Worst Trade ($): | (Jan 04) -2,595,200.00 |
| Best Trade (Pips): | (Nov 10) 173.8 |
| Worst Trade (Pips): | (Dec 19) -353.2 |
| Avg. Trade Length: | 5h 9m |
| Profit Factor: | 2.19 |
| Standard Deviation: | $122,761.49 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -69.38 (99.99%) |
| Expectancy | 6.5 Pips / $18,899.14 |
| AHPR: | 0.11% |
| GHPR: | 0.10% |
| 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 | 1776 | 1599 | 1421 | 1243 | 1066 | 888 | 710 | 533 | 355 | 178 |
Trading Activity (11838)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.28.2013 23:43 | 03.28.2013 23:59 | GBPUSD | Buy | 1000.00 | - | - | 1.51868 | 1.51893 | 2.5 | 25,000.00 | 16m | 0.01% |
| 03.25.2013 14:45 | 03.26.2013 02:13 | GBPUSD | Buy | 1000.00 | - | - | 1.5195 | 1.51805 | -14.5 | -145,800.00 | 11h 28m | -0.07% |
| 03.25.2013 05:35 | 03.26.2013 02:13 | GBPUSD | Buy | 1000.00 | - | - | 1.52386 | 1.51805 | -58.1 | -581,800.00 | 20h 38m | -0.26% |
| 03.25.2013 10:00 | 03.26.2013 02:13 | GBPUSD | Buy | 1000.00 | - | - | 1.52311 | 1.51805 | -50.6 | -506,800.00 | 16h 13m | -0.23% |
| 03.25.2013 12:00 | 03.26.2013 02:13 | GBPUSD | Buy | 1000.00 | - | - | 1.52113 | 1.51805 | -30.8 | -308,800.00 | 14h 13m | -0.14% |
| 03.25.2013 10:15 | 03.25.2013 10:31 | GBPUSD | Buy | 1000.00 | 1.5 | - | 1.52136 | 1.52287 | 15.1 | 151,000.00 | 16m | 0.07% |
| 03.22.2013 19:15 | 03.22.2013 20:17 | GBPUSD | Buy | 1000.00 | 1.5 | - | 1.52116 | 1.52352 | 23.6 | 236,000.00 | 1h 2m | 0.10% |
| 03.18.2013 20:15 | 03.19.2013 12:03 | GBPUSD | Buy | 1000.00 | 1.5 | - | 1.51016 | 1.51202 | 18.6 | 185,200.00 | 15h 48m | 0.08% |
| 03.19.2013 10:45 | 03.19.2013 11:45 | GBPUSD | Buy | 1000.00 | 1.5 | - | 1.50807 | 1.50933 | 12.6 | 126,000.00 | 1h 0m | 0.06% |
| 03.19.2013 00:41 | 03.19.2013 03:14 | GBPUSD | Buy | 1000.00 | 1.5 | - | 1.50954 | 1.5105 | 9.6 | 96,000.00 | 2h 33m | 0.04% |
| 03.18.2013 12:30 | 03.19.2013 03:00 | GBPUSD | Buy | 1000.00 | - | - | 1.51201 | 1.51056 | -14.5 | -145,800.00 | 14h 30m | -0.06% |
| 03.18.2013 20:00 | 03.18.2013 20:14 | GBPUSD | Buy | 1000.00 | 1.5 | - | 1.509 | 1.51028 | 12.8 | 128,000.00 | 14m | 0.06% |
| 03.18.2013 14:07 | 03.18.2013 16:16 | GBPUSD | Buy | 1000.00 | 1.5 | - | 1.51048 | 1.51177 | 12.9 | 129,000.00 | 2h 9m | 0.06% |
| 03.18.2013 00:56 | 03.18.2013 02:02 | GBPUSD | Sell | 1000.00 | 1.5 | - | 1.51199 | 1.5105 | 14.9 | 149,000.00 | 1h 6m | 0.07% |
| 03.15.2013 17:00 | 03.15.2013 17:13 | GBPUSD | Buy | 1000.00 | 1.5 | - | 1.51248 | 1.51348 | 10.0 | 100,000.00 | 13m | 0.04% |
| 03.15.2013 07:30 | 03.15.2013 08:30 | GBPUSD | Buy | 1000.00 | 1.5 | - | 1.50697 | 1.50906 | 20.9 | 209,000.00 | 1h 0m | 0.09% |
| 03.11.2013 16:30 | 03.12.2013 06:48 | GBPUSD | Sell | 1000.00 | 1.5 | - | 1.49002 | 1.48893 | 10.9 | 107,000.00 | 14h 18m | 0.05% |
| 03.11.2013 19:30 | 03.12.2013 00:46 | GBPUSD | Sell | 1000.00 | 1.5 | - | 1.49201 | 1.4911 | 9.1 | 89,000.00 | 5h 16m | 0.04% |
| 03.11.2013 03:59 | 03.11.2013 12:33 | GBPUSD | Sell | 1000.00 | 1.5 | - | 1.49239 | 1.4906 | 17.9 | 179,000.00 | 8h 34m | 0.08% |
| 03.11.2013 08:15 | 03.11.2013 12:00 | GBPUSD | Sell | 1000.00 | 1.5 | - | 1.49335 | 1.49178 | 15.7 | 157,000.00 | 3h 45m | 0.07% |
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