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Strategy Settings
+6.21M% |
0.51% | |
16.38% | |
Drawdown: | 19.62% |
Balance: | $62,101,339.91 |
Highest: | (Mar 26) $62,990,344.84 |
Profit: | $62,100,339.88 |
Deposits: | $1,000.00 |
Test Started: | Apr 10, 2009 |
Test Ended: | Apr 02, 2015 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | May 28, 2015 at 12:15 |
Trades: | 2,885 |
Profitability: |
|
Pips: | 55,948.1 |
Average Win: | 51.70 pips / $62,217.46 |
Average Loss: | -42.92 pips / -$56,967.35 |
Lots: | 415,050.53 |
Commissions: | 0 |
Longs Won: | (904/1,279) 70% |
Shorts Won: | (996/1,606) 62% |
Best Trade ($): | (Jan 23) 2,206,014.90 |
Worst Trade ($): | (Mar 23) -1,005,999.41 |
Best Trade (Pips): | (Jan 23) 420.6 |
Worst Trade (Pips): | (Jun 30) -231.1 |
Avg. Trade Length: | 1d |
Profit Factor: | 2.11 |
Standard Deviation: | $160,203.60 |
Sharpe Ratio | 0.28 |
Z-Score (Probability): | -11.30 (99.99%) |
Expectancy | 19.4 Pips / $21,525.25 |
AHPR: | 0.39% |
GHPR: | 0.38% |
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 (2885)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
04.02.2015 10:00 | 04.02.2015 10:07 | EURUSD | Buy | 689.40 | 1.1 | 1.1 | 1.08111 | 1.08191 | 8.0 | 55,152.00 | 7m | 0.09% |
04.01.2015 12:00 | 04.02.2015 08:29 | EURUSD | Sell | 693.44 | 1.1 | 1.0 | 1.07317 | 1.07842 | -52.5 | -363,182.27 | 20h 29m | -0.58% |
03.30.2015 11:00 | 03.31.2015 15:14 | EURUSD | Sell | 688.07 | 1.1 | 1.1 | 1.08314 | 1.07612 | 70.2 | 483,314.13 | 1d | 0.78% |
03.27.2015 10:00 | 03.27.2015 18:10 | EURUSD | Sell | 699.89 | 1.1 | 1.0 | 1.08095 | 1.09354 | -125.9 | -881,161.51 | 8h 10m | -1.40% |
03.23.2015 03:45 | 03.27.2015 14:15 | EURUSD | Sell | 889.14 | 1.1 | 1.1 | 1.08012 | 1.087 | -68.8 | -609,487.69 | 4d | -0.97% |
03.23.2015 15:15 | 03.27.2015 14:15 | EURUSD | Sell | 889.14 | 1.1 | 1.1 | 1.09181 | 1.08704 | 47.7 | 426,360.41 | 3d | 0.68% |
03.26.2015 10:00 | 03.26.2015 10:05 | EURUSD | Buy | 699.58 | 1.1 | 1.1 | 1.10147 | 1.10187 | 4.0 | 27,983.20 | 5m | 0.04% |
03.20.2015 14:00 | 03.24.2015 14:43 | EURUSD | Buy | 688.30 | 1.1 | 1.1 | 1.07162 | 1.10082 | 292.0 | 2,008,046.42 | 4d | 3.29% |
03.24.2015 07:00 | 03.24.2015 09:00 | EURUSD | Sell | 937.57 | 1.1 | 1.1 | 1.09191 | 1.09178 | 1.3 | 12,188.41 | 2h 0m | 0.02% |
03.24.2015 01:00 | 03.24.2015 05:00 | EURUSD | Sell | 931.94 | 1.1 | 1.1 | 1.09585 | 1.09192 | 39.3 | 366,252.42 | 4h 0m | 0.60% |
03.20.2015 01:00 | 03.23.2015 10:15 | EURUSD | Sell | 953.03 | 1.1 | 1.0 | 1.06684 | 1.0774 | -105.6 | -1,005,999.41 | 3d | -1.63% |
03.20.2015 14:01 | 03.23.2015 10:00 | EURUSD | Sell | 953.03 | 1.1 | 1.0 | 1.07234 | 1.07925 | -69.1 | -658,143.46 | 2d | -1.06% |
03.19.2015 06:15 | 03.20.2015 14:45 | EURUSD | Sell | 884.95 | 1.1 | 1.0 | 1.07736 | 1.07405 | 33.1 | 293,290.13 | 1d | 0.47% |
03.18.2015 12:17 | 03.18.2015 15:27 | EURUSD | Sell | 890.66 | 1.1 | 1.0 | 1.06224 | 1.06046 | 17.8 | 158,537.48 | 3h 10m | 0.26% |
03.18.2015 07:30 | 03.18.2015 15:27 | EURUSD | Sell | 890.66 | 1.1 | 1.0 | 1.05952 | 1.06045 | -9.3 | -82,831.38 | 7h 57m | -0.13% |
03.16.2015 18:00 | 03.18.2015 09:58 | EURUSD | Sell | 959.18 | 1.1 | 1.0 | 1.05746 | 1.06213 | -46.7 | -447,131.35 | 1d | -0.72% |
03.17.2015 09:58 | 03.18.2015 09:53 | EURUSD | Sell | 959.18 | 1.1 | 1.0 | 1.06142 | 1.06172 | -3.0 | -28,372.54 | 23h 55m | -0.05% |
03.16.2015 01:00 | 03.16.2015 07:15 | EURUSD | Sell | 950.26 | 1.1 | 1.0 | 1.04993 | 1.05118 | -12.5 | -118,782.50 | 6h 15m | -0.19% |
03.16.2015 03:24 | 03.16.2015 07:00 | EURUSD | Sell | 950.26 | 1.1 | 1.0 | 1.05246 | 1.05104 | 14.2 | 134,936.92 | 3h 36m | 0.22% |
03.13.2015 09:00 | 03.16.2015 03:35 | EURUSD | Sell | 686.30 | 1.1 | 1.0 | 1.0579 | 1.05364 | 42.6 | 292,652.05 | 2d | 0.47% |
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