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Strategy Settings
+507.11% |
1.16% | |
41.46% | |
Drawdown: | 50.09% |
Balance: | $30,355.29 |
Highest: | (Jun 07) $30,432.64 |
Profit: | $25,355.36 |
Deposits: | $5,000.00 |
Test Started: | Jan 02, 2013 |
Test Ended: | Jun 07, 2013 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Jun 16, 2013 at 10:10 |
Trades: | 282 |
Profitability: |
|
Pips: | 3,357.0 |
Average Win: | 88.61 pips / $625.95 |
Average Loss: | -68.14 pips / -$469.44 |
Lots: | 181.01 |
Commissions: | 0 |
Longs Won: | (68/138) 49% |
Shorts Won: | (76/144) 52% |
Best Trade ($): | (May 09) 9,155.85 |
Worst Trade ($): | (May 23) -4,389.73 |
Best Trade (Pips): | (Mar 08) 280.5 |
Worst Trade (Pips): | (Jan 04) -100.0 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.39 |
Standard Deviation: | $963.85 |
Sharpe Ratio | 0.12 |
Z-Score (Probability): | -7.57 (99.99%) |
Expectancy | 11.9 Pips / $89.91 |
AHPR: | 0.88% |
GHPR: | 0.64% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | 0.01% | 0.09% | 0.5% | 1.82% | 5.21% | 12.72% | 27.52% | 54.38% |
Consecutive Losing Trades | 65 | 58 | 52 | 45 | 39 | 32 | 26 | 19 | 13 | 6 |
Trading Activity (282)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.07.2013 16:15 | 06.07.2013 23:54 | USDJPY | Buy | 0.60 | 95.8 | 111.8 | 96.797 | 97.52 | 72.3 | 440.31 | 7h 39m | 1.47% |
06.07.2013 15:41 | 06.07.2013 17:00 | USDJPY | Sell | 0.50 | 97.3 | 81.3 | 96.297 | 97.297 | -100.0 | -517.66 | 1h 19m | -1.70% |
06.07.2013 15:30 | 06.07.2013 15:35 | USDJPY | Sell | 0.50 | 95.4 | 81.3 | 96.299 | 95.364 | 93.5 | 486.44 | 5m | 1.62% |
06.07.2013 07:30 | 06.07.2013 14:03 | USDJPY | Sell | 0.50 | 97.3 | 81.3 | 96.297 | 95.36 | 93.7 | 487.53 | 6h 33m | 1.68% |
06.07.2013 12:22 | 06.07.2013 14:03 | USDJPY | Sell | 0.31 | 97.3 | 81.3 | 96.297 | 95.36 | 93.7 | 302.27 | 1h 41m | 1.02% |
06.07.2013 09:08 | 06.07.2013 14:03 | USDJPY | Sell | 0.22 | 97.3 | 81.3 | 96.297 | 95.36 | 93.7 | 214.51 | 4h 55m | 0.73% |
06.07.2013 09:36 | 06.07.2013 13:12 | USDJPY | Buy | 0.26 | 95.8 | 111.8 | 96.797 | 95.797 | -100.0 | -273.38 | 3h 36m | -0.94% |
06.07.2013 08:30 | 06.07.2013 13:12 | USDJPY | Buy | 0.60 | 95.8 | 111.8 | 96.797 | 95.797 | -100.0 | -630.86 | 4h 42m | -2.11% |
06.07.2013 06:32 | 06.07.2013 07:22 | USDJPY | Sell | 0.50 | 95.9 | 81.3 | 96.299 | 95.933 | 36.6 | 186.98 | 50m | 0.63% |
06.06.2013 14:14 | 06.06.2013 19:15 | USDJPY | Sell | 1.24 | 99.9 | 83.9 | 98.894 | 97 | 189.4 | 2,411.86 | 5h 1m | 8.85% |
06.06.2013 14:11 | 06.06.2013 18:54 | USDJPY | Sell | 0.60 | 100.0 | 84.0 | 98.959 | 97.948 | 101.1 | 614.79 | 4h 43m | 2.31% |
06.06.2013 03:44 | 06.06.2013 17:55 | USDJPY | Buy | 1.03 | 98.4 | 114.4 | 99.394 | 98.394 | -100.0 | -1,054.60 | 14h 11m | -3.74% |
06.06.2013 08:12 | 06.06.2013 17:55 | USDJPY | Buy | 0.50 | 98.5 | 114.5 | 99.459 | 98.459 | -100.0 | -511.61 | 9h 43m | -1.88% |
06.05.2013 14:45 | 06.06.2013 03:44 | USDJPY | Sell | 0.86 | 100.4 | 84.4 | 99.394 | 99.396 | -0.2 | -8.91 | 12h 59m | -0.03% |
06.05.2013 11:33 | 06.06.2013 02:42 | USDJPY | Buy | 0.72 | 98.9 | 114.9 | 99.894 | 98.894 | -100.0 | -733.48 | 15h 9m | -2.53% |
06.05.2013 07:12 | 06.05.2013 11:33 | USDJPY | Sell | 0.60 | 100.9 | 84.9 | 99.894 | 99.894 | 0.0 | -4.52 | 4h 21m | -0.02% |
06.05.2013 06:32 | 06.05.2013 08:40 | USDJPY | Buy | 0.50 | 99.4 | 115.4 | 100.394 | 99.394 | -100.0 | -506.82 | 2h 8m | -1.72% |
06.04.2013 14:10 | 06.04.2013 18:10 | USDJPY | Buy | 0.50 | 100.0 | 114.9 | 99.884 | 100.009 | 12.5 | 58.72 | 4h 0m | 0.20% |
06.04.2013 08:17 | 06.04.2013 13:46 | USDJPY | Buy | 0.50 | 100.0 | 114.9 | 99.884 | 100.049 | 16.5 | 78.69 | 5h 29m | 0.27% |
06.03.2013 08:35 | 06.03.2013 18:29 | USDJPY | Sell | 0.50 | 99.2 | 85.4 | 100.373 | 99.248 | 112.5 | 562.99 | 9h 54m | 1.96% |
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