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Strategy Settings
+982070.82% |
0.42% | |
13.47% | |
Drawdown: | 15.55% |
Balance: | $9,821,708.15 |
Highest: | (Apr 02) $9,821,708.15 |
Profit: | $9,820,708.18 |
Deposits: | $1,000.00 |
Test Started: | Apr 10, 2009 |
Test Ended: | Apr 02, 2015 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | May 29, 2015 at 16:23 |
Trades: | 3,217 |
Profitability: |
|
Pips: | 66,127.3 |
Average Win: | 55.59 pips / $8,633.54 |
Average Loss: | -42.76 pips / -$7,032.59 |
Lots: | 57,857.68 |
Commissions: | 0 |
Longs Won: | (1,095/1,627) 67% |
Shorts Won: | (976/1,590) 61% |
Best Trade ($): | (Jan 23) 406,301.08 |
Worst Trade ($): | (Mar 27) -146,855.73 |
Best Trade (Pips): | (Jan 23) 436.7 |
Worst Trade (Pips): | (Jun 30) -231.1 |
Avg. Trade Length: | 1d |
Profit Factor: | 2.22 |
Standard Deviation: | $21,674.28 |
Sharpe Ratio | 0.29 |
Z-Score (Probability): | -12.53 (99.99%) |
Expectancy | 20.6 Pips / $3,052.75 |
AHPR: | 0.29% |
GHPR: | 0.29% |
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 | 1397 | 1257 | 1117 | 978 | 838 | 698 | 559 | 419 | 279 | 140 |
Trading Activity (3217)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
04.01.2015 05:05 | 04.02.2015 16:26 | EURUSD | Buy | 132.85 | 1.1 | 1.1 | 1.07728 | 1.08761 | 103.3 | 136,715.94 | 1d | 1.41% |
04.01.2015 05:00 | 04.02.2015 16:26 | EURUSD | Buy | 132.85 | 1.1 | 1.1 | 1.07803 | 1.08707 | 90.4 | 119,578.28 | 1d | 1.25% |
03.30.2015 20:03 | 03.31.2015 15:14 | EURUSD | Sell | 146.23 | 1.1 | 1.1 | 1.08301 | 1.07589 | 71.2 | 104,177.18 | 19h 11m | 1.10% |
03.30.2015 11:00 | 03.31.2015 15:14 | EURUSD | Sell | 146.23 | 1.1 | 1.1 | 1.08314 | 1.07615 | 69.9 | 102,276.19 | 1d | 1.09% |
03.27.2015 10:00 | 03.27.2015 18:10 | EURUSD | Sell | 148.79 | 1.1 | 1.0 | 1.08095 | 1.09082 | -98.7 | -146,855.73 | 8h 10m | -1.54% |
03.23.2015 15:15 | 03.27.2015 14:15 | EURUSD | Sell | 81.78 | 1.1 | 1.1 | 1.09181 | 1.08704 | 47.7 | 39,215.15 | 3d | 0.41% |
03.23.2015 03:45 | 03.27.2015 14:15 | EURUSD | Sell | 81.78 | 1.1 | 1.1 | 1.08012 | 1.087 | -68.8 | -56,058.55 | 4d | -0.59% |
03.26.2015 08:00 | 03.26.2015 14:45 | EURUSD | Buy | 132.94 | 1.1 | 1.1 | 1.09807 | 1.0968 | -12.7 | -16,883.38 | 6h 45m | -0.18% |
03.26.2015 07:00 | 03.26.2015 14:45 | EURUSD | Buy | 132.94 | 1.1 | 1.1 | 1.0992 | 1.0968 | -24.0 | -31,905.60 | 7h 45m | -0.33% |
03.25.2015 08:55 | 03.25.2015 15:48 | EURUSD | Buy | 129.25 | 1.1 | 1.1 | 1.09097 | 1.09562 | 46.5 | 60,101.25 | 6h 53m | 0.63% |
03.24.2015 18:00 | 03.25.2015 15:07 | EURUSD | Buy | 166.18 | 1.1 | 1.1 | 1.09071 | 1.09737 | 66.6 | 110,459.85 | 21h 7m | 1.17% |
03.25.2015 05:00 | 03.25.2015 14:32 | EURUSD | Buy | 129.25 | 1.1 | 1.1 | 1.09378 | 1.1011 | 73.2 | 94,611.00 | 9h 32m | 1.02% |
03.24.2015 07:00 | 03.24.2015 09:00 | EURUSD | Sell | 89.47 | 1.1 | 1.1 | 1.09191 | 1.09178 | 1.3 | 1,163.11 | 2h 0m | 0.01% |
03.24.2015 01:00 | 03.24.2015 05:00 | EURUSD | Sell | 89.14 | 1.1 | 1.1 | 1.09585 | 1.09192 | 39.3 | 35,032.02 | 4h 0m | 0.38% |
03.23.2015 19:00 | 03.24.2015 01:00 | EURUSD | Buy | 164.33 | 1.1 | 1.1 | 1.09172 | 1.09585 | 41.3 | 67,654.66 | 6h 0m | 0.74% |
03.20.2015 04:00 | 03.23.2015 12:10 | EURUSD | Buy | 126.84 | 1.1 | 1.1 | 1.0696 | 1.08511 | 155.1 | 196,563.95 | 3d | 2.18% |
03.20.2015 01:00 | 03.23.2015 10:15 | EURUSD | Sell | 87.81 | 1.1 | 1.0 | 1.06684 | 1.0774 | -105.6 | -92,690.48 | 3d | -1.02% |
03.20.2015 14:01 | 03.23.2015 10:00 | EURUSD | Sell | 87.81 | 1.1 | 1.0 | 1.07234 | 1.07925 | -69.1 | -60,639.83 | 2d | -0.66% |
03.19.2015 06:15 | 03.20.2015 14:45 | EURUSD | Sell | 81.54 | 1.1 | 1.0 | 1.07736 | 1.07405 | 33.1 | 27,023.99 | 1d | 0.30% |
03.18.2015 07:30 | 03.18.2015 15:27 | EURUSD | Sell | 81.85 | 1.1 | 1.0 | 1.05952 | 1.06045 | -9.3 | -7,612.05 | 7h 57m | -0.08% |
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