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Strategy Settings
+150.64% |
0.26% | |
8.05% | |
Drawdown: | 0.00% |
Balance: | $2,506.34 |
Highest: | (Dec 29) $2,506.34 |
Profit: | $1,506.36 |
Deposits: | $1,000.00 |
Test Started: | Jan 07, 2009 |
Test Ended: | Dec 29, 2009 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Jun 21, 2010 at 19:00 |
Trades: | 126 |
Profitability: |
|
Pips: | 1,363.4 |
Average Win: | 30.63 pips / $30.44 |
Average Loss: | -33.37 pips / -$29.27 |
Lots: | 13.33 |
Commissions: | 0 |
Longs Won: | (46/67) 68% |
Shorts Won: | (41/59) 69% |
Best Trade ($): | (Dec 15) 207.90 |
Worst Trade ($): | (Dec 28) -46.03 |
Best Trade (Pips): | (Mar 06) 129.3 |
Worst Trade (Pips): | (Jan 26) -62.1 |
Avg. Trade Length: | 6h 9m |
Profit Factor: | 2.32 |
Standard Deviation: | $40.51 |
Sharpe Ratio | 0.31 |
Z-Score (Probability): | 1.81 (92.97%) |
Expectancy | 10.8 Pips / $11.96 |
AHPR: | 0.76% |
GHPR: | 0.73% |
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% | 0.03% | 2.2% |
Consecutive Losing Trades | 86 | 77 | 69 | 60 | 51 | 43 | 34 | 26 | 17 | 9 |
Trading Activity (126)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.29.2009 08:00 | 12.29.2009 10:31 | EURUSD | Buy | 0.39 | 1.4 | - | 1.43817 | 1.44225 | 40.8 | 159.12 | 2h 31m | 6.78% |
12.28.2009 18:00 | 12.29.2009 05:17 | EURUSD | Sell | 0.31 | 1.4 | - | 1.43901 | 1.4365 | 25.1 | 77.47 | 11h 17m | 3.41% |
12.24.2009 17:00 | 12.28.2009 02:52 | EURUSD | Sell | 0.21 | 1.4 | - | 1.43568 | 1.43785 | -21.7 | -46.03 | 3d | -1.99% |
12.21.2009 18:00 | 12.22.2009 01:19 | EURUSD | Sell | 0.17 | 1.4 | - | 1.43177 | 1.4291 | 26.7 | 45.20 | 7h 19m | 1.99% |
12.15.2009 07:00 | 12.15.2009 09:40 | EURUSD | Sell | 0.30 | 1.5 | - | 1.46363 | 1.4567 | 69.3 | 207.90 | 2h 40m | 10.08% |
12.11.2009 08:00 | 12.11.2009 09:05 | EURUSD | Sell | 0.27 | 1.5 | - | 1.47218 | 1.47377 | -15.9 | -42.93 | 1h 5m | -2.04% |
12.09.2009 18:00 | 12.09.2009 20:35 | EURUSD | Sell | 0.12 | 1.5 | - | 1.4724 | 1.47108 | 13.2 | 15.84 | 2h 35m | 0.76% |
12.08.2009 09:00 | 12.08.2009 09:35 | EURUSD | Sell | 0.16 | 1.5 | - | 1.47958 | 1.48231 | -27.3 | -43.68 | 35m | -2.05% |
12.04.2009 14:00 | 12.04.2009 14:27 | EURUSD | Buy | 0.26 | 1.5 | - | 1.50701 | 1.50535 | -16.6 | -43.16 | 27m | -1.98% |
12.04.2009 08:00 | 12.04.2009 09:08 | EURUSD | Buy | 0.23 | 1.5 | - | 1.5069 | 1.50718 | 2.8 | 6.44 | 1h 8m | 0.30% |
12.03.2009 02:00 | 12.03.2009 09:04 | EURUSD | Buy | 0.20 | 1.5 | - | 1.50789 | 1.51124 | 33.5 | 67.00 | 7h 4m | 3.19% |
12.01.2009 09:00 | 12.01.2009 14:44 | EURUSD | Buy | 0.17 | 1.5 | - | 1.50291 | 1.50722 | 43.1 | 73.27 | 5h 44m | 3.61% |
11.30.2009 11:00 | 11.30.2009 16:06 | EURUSD | Sell | 0.12 | 1.5 | - | 1.50411 | 1.50302 | 10.9 | 13.08 | 5h 6m | 0.65% |
11.24.2009 20:00 | 11.25.2009 07:31 | EURUSD | Buy | 0.13 | 1.5 | - | 1.49704 | 1.49889 | 18.5 | 23.98 | 11h 31m | 1.20% |
11.24.2009 13:00 | 11.24.2009 14:34 | EURUSD | Buy | 0.18 | 1.5 | - | 1.49473 | 1.49631 | 15.8 | 28.44 | 1h 34m | 1.45% |
11.20.2009 11:00 | 11.20.2009 13:56 | EURUSD | Sell | 0.16 | 1.5 | - | 1.48713 | 1.48258 | 45.5 | 72.80 | 2h 56m | 3.85% |
11.19.2009 18:00 | 11.20.2009 02:08 | EURUSD | Buy | 0.12 | 1.5 | - | 1.49054 | 1.49091 | 3.7 | 4.38 | 8h 8m | 0.23% |
11.18.2009 20:00 | 11.19.2009 07:22 | EURUSD | Sell | 0.12 | 1.5 | - | 1.49468 | 1.49257 | 21.1 | 24.92 | 11h 22m | 1.34% |
11.17.2009 23:00 | 11.18.2009 08:36 | EURUSD | Buy | 0.12 | 1.5 | - | 1.48769 | 1.489 | 13.1 | 15.66 | 9h 36m | 0.85% |
11.13.2009 16:00 | 11.13.2009 16:10 | EURUSD | Sell | 0.16 | 1.5 | - | 1.4827 | 1.48505 | -23.5 | -37.60 | 10m | -2.00% |
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