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Strategy Settings
+409.67% |
1.05% | |
36.78% | |
Drawdown: | 40.88% |
Balance: | $25,483.43 |
Highest: | (Jun 06) $25,640.75 |
Profit: | $20,483.46 |
Deposits: | $5,000.00 |
Test Started: | Jan 02, 2013 |
Test Ended: | Jun 07, 2013 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Jun 15, 2013 at 12:36 |
Trades: | 246 |
Profitability: |
|
Pips: | 911.4 |
Average Win: | 64.00 pips / $656.69 |
Average Loss: | -69.63 pips / -$614.14 |
Lots: | 211.05 |
Commissions: | 0 |
Longs Won: | (68/128) 53% |
Shorts Won: | (67/118) 56% |
Best Trade ($): | (May 10) 6,870.06 |
Worst Trade ($): | (May 09) -4,062.41 |
Best Trade (Pips): | (Apr 24) 124.5 |
Worst Trade (Pips): | (Jan 10) -100.0 |
Avg. Trade Length: | 2d |
Profit Factor: | 1.30 |
Standard Deviation: | $986.75 |
Sharpe Ratio | 0.11 |
Z-Score (Probability): | -4.04 (99.99%) |
Expectancy | 3.7 Pips / $83.27 |
AHPR: | 1.27% |
GHPR: | 0.66% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | 0.01% | 0.1% | 0.58% | 1.99% | 5.17% | 11.27% | 21.77% | 38.53% | 63.74% |
Consecutive Losing Trades | 41 | 37 | 33 | 29 | 25 | 21 | 17 | 12 | 8 | 4 |
Trading Activity (246)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.07.2013 15:39 | 06.07.2013 23:54 | USDCHF | Buy | 0.75 | 0.9 | 1.1 | 0.9309 | 0.93572 | 48.2 | 380.68 | 8h 15m | 1.52% |
06.07.2013 07:19 | 06.07.2013 16:21 | USDCHF | Sell | 0.50 | 0.9 | 0.8 | 0.9259 | 0.9359 | -100.0 | -538.00 | 9h 2m | -2.10% |
06.06.2013 07:22 | 06.06.2013 18:59 | USDCHF | Sell | 0.50 | 0.9 | 0.8 | 0.94074 | 0.93109 | 96.5 | 514.44 | 11h 37m | 2.05% |
06.05.2013 15:15 | 06.06.2013 17:46 | USDCHF | Sell | 0.75 | 1.0 | 0.8 | 0.94436 | 0.93635 | 80.1 | 635.12 | 1d | 2.59% |
06.04.2013 06:34 | 06.06.2013 10:53 | USDCHF | Buy | 0.50 | 0.9 | 1.1 | 0.94936 | 0.93936 | -100.0 | -535.83 | 2d | -2.14% |
06.05.2013 07:12 | 06.05.2013 20:26 | USDCHF | Sell | 0.50 | 0.9 | 0.8 | 0.94626 | 0.94341 | 28.5 | 147.28 | 13h 14m | 0.59% |
06.03.2013 09:32 | 06.03.2013 18:14 | USDCHF | Sell | 0.50 | 1.0 | 0.8 | 0.95513 | 0.94753 | 76.0 | 397.27 | 8h 42m | 1.66% |
06.03.2013 17:19 | 06.03.2013 18:14 | USDCHF | Sell | 0.63 | 1.0 | 0.8 | 0.95513 | 0.94753 | 76.0 | 500.57 | 55m | 2.05% |
06.03.2013 15:59 | 06.03.2013 18:10 | USDCHF | Buy | 0.75 | 1.0 | 1.1 | 0.96013 | 0.95013 | -100.0 | -795.02 | 2h 11m | -3.21% |
05.31.2013 23:14 | 06.03.2013 17:00 | USDCHF | Buy | 0.50 | 1.0 | 1.1 | 0.95515 | 0.95901 | 38.6 | 197.59 | 2d | 0.80% |
05.31.2013 05:59 | 05.31.2013 18:52 | USDCHF | Buy | 0.50 | 1.0 | 1.1 | 0.95514 | 0.95901 | 38.7 | 198.00 | 12h 53m | 0.81% |
05.30.2013 06:58 | 05.31.2013 11:26 | USDCHF | Sell | 0.50 | 1.0 | 0.8 | 0.9601 | 0.9525 | 76.0 | 393.53 | 1d | 1.68% |
05.30.2013 15:49 | 05.31.2013 11:26 | USDCHF | Sell | 0.63 | 1.0 | 0.8 | 0.9601 | 0.9525 | 76.0 | 495.86 | 19h 37m | 2.08% |
05.30.2013 15:11 | 05.30.2013 16:30 | USDCHF | Buy | 0.75 | 1.0 | 1.1 | 0.9651 | 0.9551 | -100.0 | -790.91 | 1h 19m | -3.26% |
05.29.2013 10:10 | 05.29.2013 14:02 | USDCHF | Sell | 0.75 | 1.0 | 0.8 | 0.97355 | 0.96548 | 80.7 | 621.24 | 3h 52m | 2.63% |
05.29.2013 08:24 | 05.29.2013 13:46 | USDCHF | Buy | 0.50 | 1.0 | 1.1 | 0.97855 | 0.96855 | -100.0 | -520.02 | 5h 22m | -2.15% |
05.28.2013 09:57 | 05.28.2013 18:38 | USDCHF | Buy | 0.50 | 1.0 | 1.1 | 0.96919 | 0.97285 | 36.6 | 184.34 | 8h 41m | 0.77% |
05.27.2013 06:55 | 05.28.2013 14:19 | USDCHF | Buy | 0.50 | 1.0 | 1.1 | 0.96359 | 0.96724 | 36.5 | 185.02 | 1d | 0.78% |
05.24.2013 06:58 | 05.24.2013 14:52 | USDCHF | Sell | 0.50 | 1.0 | 0.8 | 0.96816 | 0.9633 | 48.6 | 248.48 | 7h 54m | 1.05% |
05.23.2013 06:54 | 05.23.2013 11:44 | USDCHF | Sell | 0.50 | 1.0 | 0.8 | 0.97797 | 0.96706 | 109.1 | 560.31 | 4h 50m | 2.44% |
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