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Strategy Settings
+86.67% |
0.26% | |
7.94% | |
Drawdown: | 13.52% |
Balance: | $18,666.48 |
Highest: | (Aug 28) $18,891.25 |
Profit: | $8,666.59 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2013 |
Test Ended: | Sep 04, 2013 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Aug 18, 2014 at 09:00 |
Trades: | 1,861 |
Profitability: |
|
Pips: | 21,278.9 |
Average Win: | 36.54 pips / $14.18 |
Average Loss: | -46.00 pips / -$17.12 |
Lots: | 71.52 |
Commissions: | 0 |
Longs Won: | (603/899) 67% |
Shorts Won: | (692/962) 71% |
Best Trade ($): | (Mar 17) 129.40 |
Worst Trade ($): | (Jul 11) -177.87 |
Best Trade (Pips): | (Feb 25) 249.9 |
Worst Trade (Pips): | (Jul 11) -243.4 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.89 |
Standard Deviation: | $23.88 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -29.60 (99.99%) |
Expectancy | 11.4 Pips / $4.66 |
AHPR: | 0.03% |
GHPR: | 0.03% |
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 | 1091 | 981 | 872 | 763 | 654 | 545 | 436 | 327 | 218 | 109 |
Trading Activity (1861)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.04.2013 15:33 | 09.04.2013 19:10 | EURUSD | Sell | 0.01 | - | - | 1.32102 | 1.32073 | 2.9 | 0.29 | 3h 37m | 0.00% |
09.04.2013 15:41 | 09.04.2013 19:10 | EURUSD | Sell | 0.02 | - | - | 1.32158 | 1.32073 | 8.5 | 1.70 | 3h 29m | 0.01% |
08.28.2013 14:00 | 09.04.2013 15:55 | EURUSD | Buy | 0.01 | - | - | 1.33139 | 1.32127 | -101.2 | -10.27 | 7d | -0.05% |
08.29.2013 07:00 | 09.04.2013 15:55 | EURUSD | Buy | 0.03 | - | - | 1.32719 | 1.32127 | -59.2 | -18.01 | 6d | -0.10% |
08.30.2013 13:41 | 09.04.2013 15:55 | EURUSD | Buy | 0.09 | - | - | 1.32194 | 1.32127 | -6.7 | -6.60 | 5d | -0.04% |
08.29.2013 15:30 | 09.04.2013 15:55 | EURUSD | Buy | 0.06 | - | - | 1.32244 | 1.32127 | -11.7 | -7.52 | 6d | -0.04% |
08.29.2013 07:55 | 09.04.2013 15:55 | EURUSD | Buy | 0.04 | - | - | 1.32592 | 1.32127 | -46.5 | -18.94 | 6d | -0.10% |
08.30.2013 15:10 | 09.04.2013 15:55 | EURUSD | Buy | 0.10 | - | - | 1.31827 | 1.32127 | 30.0 | 29.37 | 5d | 0.16% |
08.29.2013 15:15 | 09.04.2013 15:55 | EURUSD | Buy | 0.05 | - | - | 1.3225 | 1.32127 | -12.3 | -6.57 | 6d | -0.04% |
08.30.2013 13:20 | 09.04.2013 15:55 | EURUSD | Buy | 0.08 | - | - | 1.32194 | 1.32127 | -6.7 | -5.86 | 5d | -0.03% |
08.29.2013 06:15 | 09.04.2013 15:55 | EURUSD | Buy | 0.02 | - | - | 1.33124 | 1.32127 | -99.7 | -20.11 | 6d | -0.11% |
08.30.2013 07:02 | 09.04.2013 15:55 | EURUSD | Buy | 0.07 | - | - | 1.32243 | 1.32127 | -11.6 | -8.56 | 5d | -0.05% |
09.04.2013 11:13 | 09.04.2013 13:30 | EURUSD | Sell | 0.01 | - | - | 1.31826 | 1.31664 | 16.2 | 1.62 | 2h 17m | 0.01% |
09.02.2013 13:46 | 09.03.2013 18:19 | EURUSD | Buy | 0.01 | - | - | 1.32031 | 1.31737 | -29.4 | -2.96 | 1d | -0.02% |
09.03.2013 14:07 | 09.03.2013 18:19 | EURUSD | Buy | 0.05 | - | - | 1.3153 | 1.31737 | 20.7 | 10.35 | 4h 12m | 0.06% |
09.03.2013 06:34 | 09.03.2013 18:19 | EURUSD | Buy | 0.04 | - | - | 1.31693 | 1.31737 | 4.4 | 1.76 | 11h 45m | 0.01% |
09.03.2013 06:00 | 09.03.2013 18:19 | EURUSD | Buy | 0.03 | - | - | 1.31736 | 1.31737 | 0.1 | 0.03 | 12h 19m | 0.00% |
09.02.2013 14:49 | 09.03.2013 18:19 | EURUSD | Buy | 0.02 | - | - | 1.31926 | 1.31737 | -18.9 | -3.82 | 1d | -0.02% |
09.02.2013 06:46 | 09.02.2013 12:25 | EURUSD | Sell | 0.01 | - | - | 1.32224 | 1.32082 | 14.2 | 1.42 | 5h 39m | 0.01% |
09.02.2013 09:52 | 09.02.2013 12:25 | EURUSD | Sell | 0.02 | - | - | 1.3223 | 1.32082 | 14.8 | 2.96 | 2h 33m | 0.02% |
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