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Strategy Settings
+487.93% |
0.12% | |
3.51% | |
Drawdown: | 13.60% |
Balance: | $58,793.02 |
Highest: | (Jun 23) $60,601.51 |
Profit: | $48,793.08 |
Deposits: | $10,000.00 |
Test Started: | Apr 06, 2007 |
Test Ended: | Jun 24, 2011 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Nov 21, 2011 at 05:57 |
Trades: | 542 |
Profitability: |
|
Pips: | 3,751.0 |
Average Win: | 15.00 pips / $175.10 |
Average Loss: | -25.56 pips / -$251.87 |
Lots: | 698.76 |
Commissions: | 0 |
Longs Won: | (264/329) 80% |
Shorts Won: | (170/213) 79% |
Best Trade ($): | (May 31) 1,717.20 |
Worst Trade ($): | (Oct 20) -2,974.80 |
Best Trade (Pips): | (Aug 14) 55.0 |
Worst Trade (Pips): | (Sep 07) -110.0 |
Avg. Trade Length: | 3h 26m |
Profit Factor: | 2.79 |
Standard Deviation: | $367.22 |
Sharpe Ratio | 0.33 |
Z-Score (Probability): | -0.74 (-54.07%) |
Expectancy | 6.9 Pips / $90.02 |
AHPR: | 0.33% |
GHPR: | 0.33% |
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 | 233 | 210 | 187 | 163 | 140 | 117 | 93 | 70 | 47 | 23 |
Trading Activity (542)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.24.2011 00:10 | 06.24.2011 09:11 | EURUSD | Buy | 0.01 | 1.4 | 1.4 | 1.4254 | 1.42847 | 30.7 | 2.97 | 9h 1m | 0.01% |
06.23.2011 18:56 | 06.24.2011 00:10 | EURUSD | Sell | 3.38 | 1.4 | 1.4 | 1.42025 | 1.42545 | -52.0 | -1,811.46 | 5h 14m | -2.99% |
06.23.2011 17:06 | 06.23.2011 18:56 | EURUSD | Sell | 3.38 | 1.4 | 1.4 | 1.4191 | 1.41858 | 5.2 | 141.96 | 1h 50m | 0.23% |
06.15.2011 23:50 | 06.16.2011 01:24 | EURUSD | Sell | 3.37 | 1.4 | 1.4 | 1.41882 | 1.41796 | 8.6 | 196.12 | 1h 34m | 0.33% |
06.13.2011 00:36 | 06.13.2011 01:59 | EURUSD | Sell | 3.35 | 1.4 | 1.4 | 1.43539 | 1.43439 | 10.0 | 301.50 | 1h 23m | 0.50% |
06.05.2011 21:00 | 06.06.2011 00:02 | EURUSD | Buy | 3.30 | 1.5 | 1.5 | 1.46072 | 1.4636 | 28.8 | 927.95 | 3h 2m | 1.57% |
06.03.2011 05:19 | 06.03.2011 06:39 | EURUSD | Buy | 3.30 | 1.4 | 1.5 | 1.44794 | 1.44807 | 1.3 | 9.90 | 1h 20m | 0.02% |
06.02.2011 15:11 | 06.02.2011 16:16 | EURUSD | Buy | 3.28 | 1.4 | 1.4 | 1.44291 | 1.4439 | 9.9 | 291.92 | 1h 5m | 0.50% |
05.31.2011 06:34 | 05.31.2011 09:48 | EURUSD | Buy | 3.18 | 1.4 | 1.4 | 1.4369 | 1.4424 | 55.0 | 1,717.20 | 3h 14m | 3.01% |
05.23.2011 12:01 | 05.23.2011 12:51 | EURUSD | Sell | 3.13 | 1.4 | 1.4 | 1.40398 | 1.40078 | 32.0 | 970.30 | 50m | 1.73% |
05.16.2011 02:08 | 05.16.2011 06:01 | EURUSD | Sell | 3.13 | 1.4 | 1.4 | 1.40887 | 1.40885 | 0.2 | -25.04 | 3h 53m | -0.04% |
05.12.2011 02:16 | 05.12.2011 05:41 | EURUSD | Sell | 3.10 | 1.4 | 1.4 | 1.42287 | 1.42118 | 16.9 | 492.90 | 3h 25m | 0.89% |
05.12.2011 00:29 | 05.12.2011 01:31 | EURUSD | Sell | 3.08 | 1.4 | 1.4 | 1.42179 | 1.42034 | 14.5 | 415.80 | 1h 2m | 0.75% |
05.11.2011 23:50 | 05.12.2011 00:20 | EURUSD | Sell | 3.08 | 1.4 | 1.4 | 1.42143 | 1.42091 | 5.2 | 74.52 | 30m | 0.14% |
05.10.2011 00:06 | 05.10.2011 08:03 | EURUSD | Buy | 0.01 | 1.4 | 1.4 | 1.43516 | 1.43567 | 5.1 | 0.41 | 7h 57m | 0.00% |
05.09.2011 17:59 | 05.10.2011 00:06 | EURUSD | Sell | 3.10 | 1.4 | 1.4 | 1.4339 | 1.43517 | -12.7 | -443.10 | 6h 7m | -0.80% |
05.08.2011 23:41 | 05.09.2011 01:09 | EURUSD | Sell | 3.04 | 1.4 | 1.4 | 1.439 | 1.43495 | 40.5 | 1,182.76 | 1h 28m | 2.18% |
04.28.2011 09:10 | 04.28.2011 09:34 | EURUSD | Buy | 3.01 | 1.5 | 1.5 | 1.48267 | 1.48441 | 17.4 | 493.64 | 24m | 0.92% |
04.25.2011 19:00 | 04.26.2011 00:15 | EURUSD | Sell | 0.01 | 1.5 | 1.5 | 1.45865 | 1.45315 | 55.0 | 5.34 | 5h 15m | 0.01% |
04.25.2011 13:41 | 04.25.2011 19:00 | EURUSD | Buy | 3.01 | 1.4 | 1.5 | 1.45888 | 1.45866 | -2.2 | -96.32 | 5h 19m | -0.18% |
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