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Strategy Settings
+71.79% |
0.02% | |
0.63% | |
Drawdown: | 23.91% |
Balance: | $171,787.13 |
Highest: | (Apr 20) $171,798.28 |
Profit: | $71,789.28 |
Deposits: | $100,000.00 |
Test Started: | Apr 01, 2008 |
Test Ended: | Apr 20, 2015 |
Timeframe: | 30 Minutes |
Model Type: | Every Tick |
Added: | May 20, 2015 at 10:10 |
Trades: | 6,782 |
Profitability: |
|
Pips: | 35,895.1 |
Average Win: | 23.38 pips / $24.42 |
Average Loss: | -33.89 pips / -$19.38 |
Lots: | 499.25 |
Commissions: | 0 |
Longs Won: | (2,750/4,017) 68% |
Shorts Won: | (1,890/2,765) 68% |
Best Trade ($): | (Feb 14) 8,877.50 |
Worst Trade ($): | (May 07) -628.12 |
Best Trade (Pips): | (Jan 25) 328.6 |
Worst Trade (Pips): | (May 07) -337.4 |
Avg. Trade Length: | 19h 16m |
Profit Factor: | 2.73 |
Standard Deviation: | $178.90 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -0.04 (-3.20%) |
Expectancy | 5.3 Pips / $10.59 |
AHPR: | 0.01% |
GHPR: | 0.01% |
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 | 8850 | 7965 | 7080 | 6195 | 5310 | 4425 | 3540 | 2655 | 1770 | 885 |
Trading Activity (6782)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
04.20.2015 17:05 | 04.20.2015 23:58 | NZDCAD | Buy | 0.05 | - | - | 0.93738 | 0.93711 | -2.7 | -1.45 | 6h 53m | 0.00% |
04.20.2015 22:00 | 04.20.2015 23:58 | NZDCAD | Sell | 0.05 | - | - | 0.93572 | 0.9373 | -15.8 | -6.80 | 1h 58m | 0.00% |
04.20.2015 17:41 | 04.20.2015 23:58 | NZDCAD | Buy | 0.05 | - | - | 0.93437 | 0.93711 | 27.4 | 10.84 | 6h 17m | 0.01% |
04.20.2015 01:45 | 04.20.2015 23:58 | NZDCAD | Buy | 0.05 | - | - | 0.94039 | 0.93711 | -32.8 | -13.74 | 22h 13m | -0.01% |
04.17.2015 23:00 | 04.20.2015 01:41 | NZDCAD | Buy | 0.05 | - | - | 0.94014 | 0.94214 | 20.0 | 7.97 | 2d | 0.00% |
04.17.2015 15:37 | 04.17.2015 17:32 | NZDCAD | Buy | 0.05 | - | - | 0.93175 | 0.93525 | 35.0 | 13.94 | 1h 55m | 0.01% |
04.17.2015 15:30 | 04.17.2015 17:32 | NZDCAD | Buy | 0.05 | - | - | 0.93778 | 0.93525 | -25.3 | -10.68 | 2h 2m | -0.01% |
04.17.2015 15:30 | 04.17.2015 17:32 | NZDCAD | Buy | 0.05 | - | - | 0.93477 | 0.93525 | 4.8 | 1.61 | 2h 2m | 0.00% |
04.17.2015 08:03 | 04.17.2015 15:31 | NZDCAD | Sell | 0.05 | - | - | 0.93422 | 0.93473 | -5.1 | -2.43 | 7h 28m | 0.00% |
04.17.2015 10:35 | 04.17.2015 15:31 | NZDCAD | Sell | 0.05 | - | - | 0.93723 | 0.93473 | 25.0 | 9.86 | 4h 56m | 0.01% |
04.16.2015 23:48 | 04.17.2015 04:55 | NZDCAD | Sell | 0.05 | - | - | 0.93495 | 0.93293 | 20.2 | 7.62 | 5h 7m | 0.00% |
04.16.2015 17:30 | 04.16.2015 21:01 | NZDCAD | Buy | 0.05 | - | - | 0.93621 | 0.93569 | -5.2 | -2.48 | 3h 31m | 0.00% |
04.16.2015 20:46 | 04.16.2015 21:01 | NZDCAD | Buy | 0.05 | - | - | 0.93319 | 0.93569 | 25.0 | 9.85 | 15m | 0.01% |
04.16.2015 13:44 | 04.16.2015 16:40 | NZDCAD | Sell | 0.05 | - | - | 0.93927 | 0.93577 | 35.0 | 13.94 | 2h 56m | 0.01% |
04.16.2015 09:31 | 04.16.2015 16:40 | NZDCAD | Sell | 0.05 | - | - | 0.93321 | 0.93577 | -25.6 | -10.81 | 7h 9m | -0.01% |
04.16.2015 10:27 | 04.16.2015 16:40 | NZDCAD | Sell | 0.05 | - | - | 0.93623 | 0.93577 | 4.6 | 1.53 | 6h 13m | 0.00% |
04.16.2015 01:30 | 04.16.2015 05:21 | NZDCAD | Sell | 0.05 | - | - | 0.93454 | 0.93254 | 20.0 | 7.81 | 3h 51m | 0.00% |
04.15.2015 17:02 | 04.15.2015 20:30 | NZDCAD | Buy | 0.05 | - | - | 0.9409 | 0.93569 | -52.1 | -21.63 | 3h 28m | -0.01% |
04.15.2015 18:54 | 04.15.2015 20:30 | NZDCAD | Buy | 0.10 | - | - | 0.93167 | 0.93569 | 40.2 | 32.13 | 1h 36m | 0.02% |
04.15.2015 17:37 | 04.15.2015 20:30 | NZDCAD | Buy | 0.05 | - | - | 0.93788 | 0.93569 | -21.9 | -9.30 | 2h 53m | -0.01% |
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