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Strategy Settings
| +973017.01% |
| 0.32% | |
| 10.05% | |
| Drawdown: | 44.50% |
| Balance: | $8,163,731.09 |
| Highest: | (Nov 10) $8,843,650.35 |
| Profit: | $8,162,894.39 |
| Deposits: | $839.00 |
| Test Started: | Jan 02, 2004 |
| Test Ended: | Nov 18, 2011 |
| Timeframe: | 5 Minutes |
| Model Type: | Open Prices |
| Added: | Nov 18, 2011 at 15:55 |
| Trades: | 20,251 |
| Profitability: |
|
| Pips: | 105,497.1 |
| Average Win: | 38.68 pips / $3,881.16 |
| Average Loss: | -55.79 pips / -$5,935.50 |
| Lots: | 274,321.37 |
| Commissions: | 0 |
| Longs Won: | (5,397/10,483) 51% |
| Shorts Won: | (7,679/9,768) 78% |
| Best Trade ($): | (Oct 24) 495,013.53 |
| Worst Trade ($): | (Oct 27) -622,589.20 |
| Best Trade (Pips): | (Feb 12) 137.5 |
| Worst Trade (Pips): | (Dec 18) -178.0 |
| Avg. Trade Length: | 17h 5m |
| Profit Factor: | 1.19 |
| Standard Deviation: | $20,879.70 |
| Sharpe Ratio | 0.05 |
| Z-Score (Probability): | -66.66 (99.99%) |
| Expectancy | 5.2 Pips / $403.09 |
| AHPR: | 0.05% |
| GHPR: | 0.05% |
| 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% | 0.05% | 0.48% | 3.55% | 20.68% |
| Consecutive Losing Trades | 1376 | 1238 | 1100 | 963 | 825 | 688 | 550 | 413 | 275 | 138 |
Trading Activity (20251)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.18.2011 15:20 | 11.18.2011 16:39 | EURUSD | Buy | 182.61 | 1.3 | 1.4 | 1.3567 | 1.35244 | -42.6 | -57,519.64 | 1h 19m | -0.70% |
| 11.17.2011 13:00 | 11.18.2011 13:05 | EURUSD | Buy | 209.89 | 1.3 | 1.4 | 1.34672 | 1.35983 | 131.1 | 202,513.82 | 1d | 2.53% |
| 11.18.2011 05:25 | 11.18.2011 12:55 | EURUSD | Buy | 733.40 | 1.3 | 1.4 | 1.34862 | 1.35751 | 88.9 | 479,960.40 | 7h 30m | 6.37% |
| 11.17.2011 05:50 | 11.18.2011 12:50 | EURUSD | Buy | 0.02 | 1.3 | 1.4 | 1.34804 | 1.35578 | 77.4 | 11.40 | 1d | 0.00% |
| 11.17.2011 18:45 | 11.18.2011 12:50 | EURUSD | Buy | 0.38 | 1.3 | 1.4 | 1.34784 | 1.35547 | 76.3 | 213.48 | 18h 5m | 0.00% |
| 11.18.2011 05:25 | 11.18.2011 12:50 | EURUSD | Buy | 189.20 | 1.3 | 1.4 | 1.34862 | 1.35572 | 71.0 | 99,018.16 | 7h 25m | 1.33% |
| 11.17.2011 21:50 | 11.18.2011 12:50 | EURUSD | Buy | 121.09 | 1.3 | 1.4 | 1.34681 | 1.35548 | 86.7 | 77,308.57 | 15h 0m | 1.05% |
| 11.18.2011 08:35 | 11.18.2011 12:50 | EURUSD | Sell | 0.07 | 1.4 | 1.3 | 1.35087 | 1.35617 | -53.0 | -27.34 | 4h 15m | 0.00% |
| 11.18.2011 00:15 | 11.18.2011 10:35 | EURUSD | Sell | 226.65 | 1.4 | 1.3 | 1.34671 | 1.3548 | -80.9 | -135,426.87 | 10h 20m | -1.81% |
| 11.18.2011 01:05 | 11.18.2011 10:30 | EURUSD | Buy | 0.02 | 1.3 | 1.4 | 1.34583 | 1.35432 | 84.9 | 12.54 | 9h 25m | 0.00% |
| 11.17.2011 20:00 | 11.18.2011 10:30 | EURUSD | Buy | 0.02 | 1.3 | 1.4 | 1.34664 | 1.3545 | 78.6 | 11.60 | 14h 30m | 0.00% |
| 11.17.2011 18:45 | 11.18.2011 08:35 | EURUSD | Buy | 0.02 | 1.3 | 1.4 | 1.34784 | 1.35087 | 30.3 | 4.48 | 13h 50m | 0.00% |
| 11.18.2011 01:05 | 11.18.2011 03:20 | EURUSD | Buy | 0.17 | 1.3 | 1.3 | 1.34583 | 1.34758 | 17.5 | 22.07 | 2h 15m | 0.00% |
| 11.17.2011 17:20 | 11.18.2011 01:05 | EURUSD | Buy | 0.02 | 1.3 | 1.4 | 1.35101 | 1.34467 | -63.4 | -9.44 | 7h 45m | 0.00% |
| 11.17.2011 23:45 | 11.18.2011 01:05 | EURUSD | Sell | 0.19 | 1.4 | 1.3 | 1.34627 | 1.3451 | 11.7 | 16.19 | 1h 20m | 0.00% |
| 11.17.2011 10:55 | 11.18.2011 00:15 | EURUSD | Buy | 226.65 | 1.3 | 1.4 | 1.34585 | 1.34671 | 8.6 | 14,328.66 | 13h 20m | 0.19% |
| 11.17.2011 10:55 | 11.17.2011 19:10 | EURUSD | Buy | 182.61 | 1.3 | 1.4 | 1.34585 | 1.34514 | -7.1 | -9,633.26 | 8h 15m | -0.13% |
| 11.17.2011 15:35 | 11.17.2011 18:35 | EURUSD | Sell | 0.38 | 1.4 | 1.3 | 1.35109 | 1.34811 | 29.8 | 84.03 | 3h 0m | 0.00% |
| 11.17.2011 13:30 | 11.17.2011 16:10 | EURUSD | Buy | 0.02 | 1.3 | 1.4 | 1.34561 | 1.35369 | 80.8 | 11.93 | 2h 40m | 0.00% |
| 11.17.2011 04:30 | 11.17.2011 10:50 | EURUSD | Sell | 189.20 | 1.4 | 1.3 | 1.34719 | 1.34441 | 27.8 | 39,103.12 | 6h 20m | 0.52% |
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