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Strategy Settings
+23.92% |
0.01% | |
0.21% | |
Drawdown: | 11.26% |
Balance: | $12,391.71 |
Highest: | (Aug 20) $12,391.71 |
Profit: | $2,391.70 |
Deposits: | $10,000.00 |
Test Started: | Jan 29, 2007 |
Test Ended: | Aug 20, 2015 |
Timeframe: | 4 Hours |
Model Type: | Every Tick |
Added: | Dec 31, 2015 at 00:05 |
Trades: | 36 |
Profitability: |
|
Pips: | 207.4 |
Average Win: | 39.93 pips / $238.21 |
Average Loss: | -32.42 pips / -$125.55 |
Lots: | 20.75 |
Commissions: | 0 |
Longs Won: | (12/21) 57% |
Shorts Won: | (7/15) 46% |
Best Trade ($): | (Aug 20) 597.77 |
Worst Trade ($): | (Jun 19) -337.50 |
Best Trade (Pips): | (Apr 20) 134.9 |
Worst Trade (Pips): | (Sep 17) -91.4 |
Avg. Trade Length: | 13h 54m |
Profit Factor: | 2.12 |
Standard Deviation: | $245.07 |
Sharpe Ratio | 0.28 |
Z-Score (Probability): | 0.19 (15.06%) |
Expectancy | 5.8 Pips / $66.44 |
AHPR: | 0.62% |
GHPR: | 0.60% |
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% | 0.23% | 5.73% |
Consecutive Losing Trades | 99 | 89 | 79 | 69 | 59 | 49 | 39 | 30 | 20 | 10 |
Trading Activity (36)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
08.19.2015 20:47 | 08.20.2015 03:16 | EURUSD | Buy | 1.34 | 1.1 | 1.1 | 1.10988 | 1.11438 | 45.0 | 597.77 | 6h 29m | 5.07% |
07.29.2015 18:06 | 07.29.2015 21:00 | EURUSD | Sell | 0.51 | 1.1 | 1.1 | 1.10171 | 1.10587 | -41.6 | -212.16 | 2h 54m | -1.77% |
07.24.2015 10:32 | 07.24.2015 16:32 | EURUSD | Sell | 0.80 | 1.1 | 1.1 | 1.09466 | 1.09596 | -13.0 | -104.00 | 6h 0m | -0.86% |
06.08.2015 09:53 | 06.08.2015 18:43 | EURUSD | Buy | 0.59 | 1.1 | 1.1 | 1.11415 | 1.12385 | 97.0 | 572.30 | 8h 50m | 4.96% |
05.12.2015 09:37 | 05.12.2015 12:37 | EURUSD | Buy | 0.75 | 1.1 | 1.1 | 1.12013 | 1.12744 | 73.1 | 548.25 | 3h 0m | 4.99% |
02.16.2015 20:25 | 02.17.2015 05:35 | EURUSD | Sell | 0.78 | 1.1 | 1.1 | 1.1325 | 1.13572 | -32.2 | -250.83 | 9h 10m | -2.23% |
10.10.2014 10:09 | 10.12.2014 23:00 | EURUSD | Sell | 0.41 | 1.3 | 1.3 | 1.2659 | 1.26317 | 27.3 | 111.93 | 2d | 1.01% |
12.20.2013 17:34 | 12.23.2013 21:56 | EURUSD | Buy | 1.10 | 1.4 | 1.4 | 1.36959 | 1.36885 | -7.4 | -82.83 | 3d | -0.74% |
11.07.2013 14:45 | 11.07.2013 14:45 | EURUSD | Sell | 1.00 | 1.4 | 1.3 | 1.34454 | 1.34387 | 6.7 | 67.00 | 0s | 0.60% |
04.25.2013 15:16 | 04.25.2013 16:15 | EURUSD | Buy | 0.70 | 1.3 | 1.3 | 1.3088 | 1.30578 | -30.2 | -211.40 | 59m | -1.86% |
01.17.2013 10:42 | 01.17.2013 16:00 | EURUSD | Buy | 0.72 | 1.3 | 1.3 | 1.33296 | 1.33434 | 13.8 | 99.36 | 5h 18m | 0.88% |
12.11.2012 06:31 | 12.12.2012 05:37 | EURUSD | Buy | 0.67 | 1.3 | 1.3 | 1.29566 | 1.29993 | 42.7 | 285.22 | 23h 6m | 2.60% |
10.11.2012 12:36 | 10.11.2012 21:15 | EURUSD | Buy | 0.63 | 1.3 | 1.3 | 1.29177 | 1.29255 | 7.8 | 49.14 | 8h 39m | 0.45% |
11.02.2011 10:06 | 11.02.2011 18:35 | EURUSD | Buy | 0.33 | 1.4 | 1.4 | 1.37686 | 1.37507 | -17.9 | -59.07 | 8h 29m | -0.54% |
09.19.2011 12:16 | 09.19.2011 21:08 | EURUSD | Sell | 0.22 | 1.4 | 1.4 | 1.36383 | 1.36541 | -15.8 | -34.76 | 8h 52m | -0.32% |
07.29.2011 16:29 | 08.01.2011 00:15 | EURUSD | Buy | 0.47 | 1.4 | 1.4 | 1.43677 | 1.43612 | -6.5 | -31.16 | 2d | -0.28% |
04.20.2011 02:40 | 04.20.2011 20:17 | EURUSD | Buy | 0.27 | 1.4 | 1.5 | 1.43541 | 1.4489 | 134.9 | 364.23 | 17h 37m | 3.41% |
02.08.2011 07:10 | 02.09.2011 02:04 | EURUSD | Buy | 0.58 | 1.4 | 1.4 | 1.36312 | 1.36203 | -10.9 | -63.97 | 18h 54m | -0.60% |
12.08.2010 01:55 | 12.08.2010 12:24 | EURUSD | Sell | 0.27 | 1.3 | 1.3 | 1.32409 | 1.32296 | 11.3 | 30.51 | 10h 29m | 0.28% |
09.07.2010 02:49 | 09.07.2010 03:44 | EURUSD | Sell | 0.84 | 1.3 | 1.3 | 1.28086 | 1.27946 | 14.0 | 117.60 | 55m | 1.11% |
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