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Strategy Settings
+21.86% |
0.02% | |
0.53% | |
Drawdown: | 18.33% |
Balance: | $12,185.92 |
Highest: | (Feb 12) $12,185.92 |
Profit: | $2,185.93 |
Deposits: | $10,000.00 |
Test Started: | Jan 09, 2012 |
Test Ended: | Feb 12, 2015 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jan 09, 2016 at 12:40 |
Trades: | 174 |
Profitability: |
|
Pips: | 754.0 |
Average Win: | 9.10 pips / $17.95 |
Average Loss: | -10.20 pips / -$3.84 |
Lots: | 15.69 |
Commissions: | 0 |
Longs Won: | (69/95) 72% |
Shorts Won: | (62/79) 78% |
Best Trade ($): | (Jul 14) 312.82 |
Worst Trade ($): | (Apr 30) -14.26 |
Best Trade (Pips): | (Jun 05) 19.1 |
Worst Trade (Pips): | (Apr 30) -35.0 |
Avg. Trade Length: | 1d |
Profit Factor: | 14.23 |
Standard Deviation: | $45.84 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -5.37 (99.99%) |
Expectancy | 4.3 Pips / $12.56 |
AHPR: | 0.11% |
GHPR: | 0.11% |
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 | 3175 | 2857 | 2540 | 2222 | 1905 | 1587 | 1270 | 952 | 635 | 317 |
Trading Activity (174)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.12.2015 15:00 | 02.12.2015 15:35 | EURGBP | Buy | 0.02 | - | 0.7 | 0.73735 | 0.73885 | 15.0 | 4.35 | 35m | 0.04% |
02.12.2015 14:30 | 02.12.2015 15:35 | EURGBP | Buy | 0.01 | - | 0.7 | 0.73885 | 0.73885 | 0.0 | 0.00 | 1h 5m | 0.00% |
01.08.2015 12:45 | 01.08.2015 16:23 | EURGBP | Buy | 0.01 | - | 0.8 | 0.78189 | 0.78241 | 5.2 | 0.75 | 3h 38m | 0.01% |
01.08.2015 14:05 | 01.08.2015 16:23 | EURGBP | Buy | 0.02 | - | 0.8 | 0.78117 | 0.78241 | 12.4 | 3.61 | 2h 18m | 0.03% |
12.16.2014 11:50 | 12.16.2014 12:34 | EURGBP | Sell | 0.01 | - | 0.8 | 0.79634 | 0.79534 | 10.0 | 1.45 | 44m | 0.01% |
12.05.2014 16:00 | 12.05.2014 16:07 | EURGBP | Buy | 0.01 | - | 0.8 | 0.78666 | 0.78766 | 10.0 | 1.46 | 7m | 0.01% |
08.19.2014 15:05 | 08.19.2014 15:35 | EURGBP | Sell | 0.04 | - | 0.8 | 0.80245 | 0.80119 | 12.6 | 7.32 | 30m | 0.06% |
08.19.2014 13:35 | 08.19.2014 15:35 | EURGBP | Sell | 0.02 | - | 0.8 | 0.802 | 0.80119 | 8.1 | 2.36 | 2h 0m | 0.02% |
08.19.2014 12:50 | 08.19.2014 15:35 | EURGBP | Sell | 0.01 | - | 0.8 | 0.80153 | 0.80119 | 3.4 | 0.49 | 2h 45m | 0.00% |
08.05.2014 18:50 | 08.06.2014 11:27 | EURGBP | Buy | 0.16 | - | 0.8 | 0.79222 | 0.79327 | 10.5 | 24.03 | 16h 37m | 0.20% |
08.05.2014 20:55 | 08.06.2014 11:27 | EURGBP | Buy | 0.32 | - | 0.8 | 0.79193 | 0.79327 | 13.4 | 61.54 | 14h 32m | 0.51% |
08.05.2014 12:45 | 08.06.2014 11:27 | EURGBP | Buy | 0.01 | - | 0.8 | 0.79386 | 0.79327 | -5.9 | -0.88 | 22h 42m | -0.01% |
08.05.2014 14:05 | 08.06.2014 11:27 | EURGBP | Buy | 0.02 | - | 0.8 | 0.79355 | 0.79327 | -2.8 | -0.87 | 21h 22m | -0.01% |
08.05.2014 17:15 | 08.06.2014 11:27 | EURGBP | Buy | 0.04 | - | 0.8 | 0.79319 | 0.79327 | 0.8 | 0.38 | 18h 12m | 0.00% |
08.05.2014 17:30 | 08.06.2014 11:27 | EURGBP | Buy | 0.08 | - | 0.8 | 0.79275 | 0.79327 | 5.2 | 5.86 | 17h 57m | 0.05% |
08.01.2014 15:10 | 08.04.2014 17:21 | EURGBP | Sell | 0.04 | - | 0.8 | 0.79649 | 0.79678 | -2.9 | -1.67 | 3d | -0.01% |
08.01.2014 18:05 | 08.04.2014 17:21 | EURGBP | Sell | 0.16 | - | 0.8 | 0.79764 | 0.79678 | 8.6 | 20.04 | 2d | 0.17% |
08.01.2014 13:30 | 08.04.2014 17:21 | EURGBP | Sell | 0.01 | - | 0.8 | 0.79582 | 0.79678 | -9.6 | -1.39 | 3d | -0.01% |
08.01.2014 18:55 | 08.04.2014 17:21 | EURGBP | Sell | 0.32 | - | 0.8 | 0.79833 | 0.79678 | 15.5 | 72.15 | 2d | 0.60% |
08.01.2014 16:25 | 08.04.2014 17:21 | EURGBP | Sell | 0.08 | - | 0.8 | 0.79718 | 0.79678 | 4.0 | 4.67 | 3d | 0.04% |
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