Strategy Settings
| +438.43% |
| 0.04% | |
| 1.06% | |
| Drawdown: | 31.82% |
| Balance: | $16,166.22 |
| Highest: | (Mar 04) $16,166.22 |
| Profit: | $13,166.20 |
| Deposits: | $3,000.00 |
| Test Started: | Jan 05, 2000 |
| Test Ended: | Mar 04, 2013 |
| Timeframe: | 1 Minute |
| Model Type: | Open Prices |
| Added: | Apr 18, 2013 at 17:27 |
| Trades: | 902 |
| Profitability: |
|
| Pips: | 2,138.7 |
| Average Win: | 7.29 pips / $44.72 |
| Average Loss: | -13.93 pips / -$85.30 |
| Lots: | 555.38 |
| Commissions: | 0 |
| Longs Won: | (386/568) 67% |
| Shorts Won: | (307/334) 91% |
| Best Trade ($): | (Nov 05) 587.76 |
| Worst Trade ($): | (Jun 17) -1,630.59 |
| Best Trade (Pips): | (Jan 02) 80.2 |
| Worst Trade (Pips): | (Jan 12) -162.8 |
| Avg. Trade Length: | 48m |
| Profit Factor: | 1.74 |
| Standard Deviation: | $104.67 |
| Sharpe Ratio | 0.19 |
| Z-Score (Probability): | -3.06 (-142.74%) |
| Expectancy | 2.4 Pips / $14.60 |
| AHPR: | 0.19% |
| GHPR: | 0.19% |
| 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% | 1.08% |
| Consecutive Losing Trades | 190 | 171 | 152 | 133 | 114 | 95 | 76 | 57 | 38 | 19 |
Trading Activity (902)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.04.2013 15:29 | 03.04.2013 15:53 | EURUSD | Sell | 1.28 | 1.3 | - | 1.30142 | 1.30078 | 6.4 | 81.92 | 24m | 0.51% |
| 02.21.2013 15:24 | 02.21.2013 15:28 | EURUSD | Sell | 1.27 | 1.4 | - | 1.32019 | 1.3194 | 7.9 | 100.33 | 4m | 0.63% |
| 02.14.2013 16:52 | 02.14.2013 16:58 | EURUSD | Sell | 1.27 | 1.4 | - | 1.33498 | 1.33423 | 7.5 | 95.25 | 6m | 0.60% |
| 02.01.2013 16:17 | 02.01.2013 16:28 | EURUSD | Buy | 1.26 | 1.3 | - | 1.36215 | 1.36271 | 5.6 | 70.56 | 11m | 0.45% |
| 01.14.2013 14:52 | 01.14.2013 15:18 | EURUSD | Buy | 1.26 | 1.3 | - | 1.33466 | 1.33447 | -1.9 | -23.94 | 26m | -0.15% |
| 01.14.2013 15:05 | 01.14.2013 15:18 | EURUSD | Buy | 1.26 | 1.3 | - | 1.33377 | 1.33447 | 7.0 | 88.20 | 13m | 0.56% |
| 01.04.2013 15:33 | 01.04.2013 15:39 | EURUSD | Sell | 1.26 | 1.3 | - | 1.30232 | 1.30169 | 6.3 | 79.38 | 6m | 0.51% |
| 12.19.2012 17:31 | 12.19.2012 18:09 | EURUSD | Buy | 1.26 | 1.3 | - | 1.32556 | 1.32664 | 10.8 | 136.08 | 38m | 0.88% |
| 12.19.2012 17:20 | 12.19.2012 18:09 | EURUSD | Buy | 1.26 | 1.3 | - | 1.32683 | 1.32664 | -1.9 | -23.94 | 49m | -0.15% |
| 12.05.2012 11:58 | 12.05.2012 12:14 | EURUSD | Buy | 1.26 | 1.3 | - | 1.3094 | 1.30887 | -5.3 | -66.78 | 16m | -0.43% |
| 12.05.2012 11:47 | 12.05.2012 12:14 | EURUSD | Buy | 1.26 | 1.3 | - | 1.31023 | 1.30887 | -13.6 | -171.36 | 27m | -1.09% |
| 12.05.2012 12:12 | 12.05.2012 12:14 | EURUSD | Buy | 1.26 | 1.3 | - | 1.3086 | 1.30887 | 2.7 | 34.02 | 2m | 0.22% |
| 10.17.2012 16:34 | 10.17.2012 16:40 | EURUSD | Buy | 1.25 | 1.3 | - | 1.31067 | 1.31122 | 5.5 | 68.75 | 6m | 0.44% |
| 09.18.2012 11:17 | 09.18.2012 11:22 | EURUSD | Buy | 1.25 | 1.3 | - | 1.30705 | 1.30758 | 5.3 | 66.25 | 5m | 0.42% |
| 09.17.2012 11:15 | 09.17.2012 11:33 | EURUSD | Buy | 1.24 | 1.3 | - | 1.30956 | 1.31038 | 8.2 | 101.68 | 18m | 0.65% |
| 09.13.2012 13:08 | 09.13.2012 13:11 | EURUSD | Buy | 1.23 | 1.3 | - | 1.29024 | 1.29076 | 5.2 | 63.96 | 3m | 0.41% |
| 09.12.2012 17:35 | 09.12.2012 17:54 | EURUSD | Buy | 1.23 | 1.3 | - | 1.28806 | 1.28869 | 6.3 | 77.49 | 19m | 0.50% |
| 09.11.2012 14:28 | 09.11.2012 15:08 | EURUSD | Buy | 1.22 | 1.2 | - | 1.2783 | 1.27828 | -0.2 | -2.44 | 40m | -0.02% |
| 09.11.2012 14:46 | 09.11.2012 15:08 | EURUSD | Buy | 1.22 | 1.2 | - | 1.27725 | 1.27828 | 10.3 | 125.66 | 22m | 0.82% |
| 07.23.2012 12:40 | 07.23.2012 12:44 | EURUSD | Sell | 1.21 | 1.2 | - | 1.21133 | 1.21081 | 5.2 | 62.92 | 4m | 0.41% |
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