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Strategy Settings
| +907.17% |
| 0.11% | |
| 3.33% | |
| Drawdown: | 26.35% |
| Balance: | $100,716.77 |
| Highest: | (Jan 21) $100,716.77 |
| Profit: | $90,716.83 |
| Deposits: | $10,000.00 |
| Test Started: | Apr 05, 2007 |
| Test Ended: | Jan 21, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Jan 31, 2013 at 15:45 |
| Trades: | 1,762 |
| Profitability: |
|
| Pips: | 10,172.7 |
| Average Win: | 27.56 pips / $247.54 |
| Average Loss: | -80.88 pips / -$728.29 |
| Lots: | 1,708.57 |
| Commissions: | 0 |
| Longs Won: | (700/873) 80% |
| Shorts Won: | (708/889) 79% |
| Best Trade ($): | (Sep 27) 969.50 |
| Worst Trade ($): | (Aug 05) -3,185.95 |
| Best Trade (Pips): | (Nov 05) 93.0 |
| Worst Trade (Pips): | (Mar 17) -200.0 |
| Avg. Trade Length: | 11h 25m |
| Profit Factor: | 1.35 |
| Standard Deviation: | $514.85 |
| Sharpe Ratio | 0.14 |
| Z-Score (Probability): | 0.57 (43.13%) |
| Expectancy | 5.8 Pips / $51.49 |
| AHPR: | 0.14% |
| GHPR: | 0.13% |
| 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% | 0.02% | 1.64% |
| Consecutive Losing Trades | 138 | 124 | 111 | 97 | 83 | 69 | 55 | 41 | 28 | 14 |
Trading Activity (1762)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01.18.2013 20:30 | 01.21.2013 15:59 | EURUSD | Sell | 2.42 | 1.3 | 1.3 | 1.33179 | 1.33149 | 3.0 | 74.41 | 2d | 0.07% |
| 01.17.2013 10:30 | 01.17.2013 11:42 | EURUSD | Buy | 2.40 | 1.3 | 1.3 | 1.33513 | 1.33713 | 20.0 | 480.00 | 1h 12m | 0.48% |
| 01.16.2013 14:00 | 01.16.2013 15:13 | EURUSD | Buy | 2.39 | 1.3 | 1.3 | 1.32691 | 1.32931 | 24.0 | 573.60 | 1h 13m | 0.58% |
| 01.15.2013 20:00 | 01.16.2013 08:28 | EURUSD | Sell | 2.37 | 1.3 | 1.3 | 1.32978 | 1.32678 | 30.0 | 712.78 | 12h 28m | 0.72% |
| 01.11.2013 15:00 | 01.13.2013 22:25 | EURUSD | Buy | 2.36 | 1.3 | 1.3 | 1.33402 | 1.33632 | 23.0 | 542.80 | 2d | 0.55% |
| 01.11.2013 13:30 | 01.11.2013 13:33 | EURUSD | Buy | 2.35 | 1.3 | 1.3 | 1.33247 | 1.33417 | 17.0 | 399.50 | 3m | 0.41% |
| 01.10.2013 15:39 | 01.10.2013 17:19 | EURUSD | Buy | 2.34 | 1.3 | 1.3 | 1.32041 | 1.32261 | 22.0 | 514.80 | 1h 40m | 0.53% |
| 01.10.2013 14:45 | 01.10.2013 15:18 | EURUSD | Buy | 2.33 | 1.3 | 1.3 | 1.31886 | 1.32086 | 20.0 | 466.00 | 33m | 0.48% |
| 01.10.2013 13:45 | 01.10.2013 13:47 | EURUSD | Buy | 2.32 | 1.3 | 1.3 | 1.31471 | 1.31621 | 15.0 | 348.00 | 2m | 0.36% |
| 01.07.2013 17:00 | 01.07.2013 22:04 | EURUSD | Buy | 2.31 | 1.3 | 1.3 | 1.30988 | 1.31198 | 21.0 | 485.10 | 5h 4m | 0.50% |
| 01.07.2013 14:00 | 01.07.2013 15:11 | EURUSD | Buy | 2.30 | 1.3 | 1.3 | 1.30609 | 1.30799 | 19.0 | 437.00 | 1h 11m | 0.46% |
| 01.07.2013 10:00 | 01.07.2013 13:50 | EURUSD | Buy | 2.29 | 1.3 | 1.3 | 1.30375 | 1.30545 | 17.0 | 389.30 | 3h 50m | 0.41% |
| 01.03.2013 22:43 | 01.04.2013 11:35 | EURUSD | Sell | 2.27 | 1.3 | 1.3 | 1.30258 | 1.30008 | 25.0 | 569.20 | 12h 52m | 0.60% |
| 01.03.2013 21:30 | 01.03.2013 22:43 | EURUSD | Sell | 2.26 | 1.3 | 1.3 | 1.30522 | 1.30272 | 25.0 | 565.00 | 1h 13m | 0.60% |
| 01.02.2013 17:15 | 01.03.2013 02:52 | EURUSD | Sell | 2.25 | 1.3 | 1.3 | 1.31802 | 1.31532 | 27.0 | 612.56 | 9h 37m | 0.65% |
| 01.02.2013 04:00 | 01.02.2013 17:12 | EURUSD | Buy | 2.30 | 1.3 | 1.3 | 1.32873 | 1.31833 | -104.0 | -2,392.00 | 13h 12m | -2.49% |
| 12.27.2012 15:30 | 12.27.2012 15:31 | EURUSD | Sell | 2.29 | 1.3 | 1.3 | 1.32341 | 1.32191 | 15.0 | 343.50 | 1m | 0.36% |
| 12.20.2012 16:24 | 12.21.2012 01:21 | EURUSD | Sell | 2.28 | 1.3 | 1.3 | 1.32141 | 1.31921 | 22.0 | 503.31 | 8h 57m | 0.53% |
| 12.20.2012 16:00 | 12.20.2012 16:24 | EURUSD | Sell | 2.27 | 1.3 | 1.3 | 1.32374 | 1.32154 | 22.0 | 499.40 | 24m | 0.53% |
| 12.20.2012 13:44 | 12.20.2012 15:12 | EURUSD | Sell | 2.26 | 1.3 | 1.3 | 1.32764 | 1.32614 | 15.0 | 339.00 | 1h 28m | 0.36% |
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