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Strategy Settings
+172788.04% |
28.21% | |
172788.04% | |
Drawdown: | 30.61% |
Balance: | $1,728,880.39 |
Highest: | (Jul 23) $1,779,180.39 |
Profit: | $1,727,880.39 |
Deposits: | $1,000.00 |
Test Started: | Jun 24, 2013 |
Test Ended: | Jul 24, 2013 |
Timeframe: | 1 Minute |
Model Type: | n/a |
Added: | Jul 25, 2013 at 13:14 |
Trades: | 263 |
Profitability: |
|
Pips: | 597.1 |
Average Win: | 5.62 pips / $23,620.48 |
Average Loss: | -1.16 pips / -$10,874.18 |
Lots: | 143,197.53 |
Commissions: | 0 |
Longs Won: | (0/0) 0% |
Shorts Won: | (133/263) 50% |
Best Trade ($): | (Jul 12) 179,470.00 |
Worst Trade ($): | (Jul 11) -32,530.00 |
Best Trade (Pips): | (Jul 11) 26.0 |
Worst Trade (Pips): | (Jun 28) -2.5 |
Avg. Trade Length: | 42s |
Profit Factor: | 2.22 |
Standard Deviation: | $31,224.69 |
Sharpe Ratio | 0.29 |
Z-Score (Probability): | 1.24 (78.50%) |
Expectancy | 2.3 Pips / $6,569.89 |
AHPR: | 3.45% |
GHPR: | 2.88% |
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% | 0.03% | 0.58% | 8.78% |
Consecutive Losing Trades | 159 | 143 | 127 | 111 | 95 | 79 | 64 | 48 | 32 | 16 |
Trading Activity (263)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
07.24.2013 17:26 | 07.24.2013 17:27 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32357 | 1.32334 | 2.3 | 15,470.00 | 1m | 0.90% |
07.24.2013 17:26 | 07.24.2013 17:26 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32321 | 1.32339 | -1.8 | -25,530.00 | 0s | -1.48% |
07.24.2013 17:26 | 07.24.2013 17:26 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32361 | 1.32344 | 1.7 | 9,470.00 | 0s | 0.56% |
07.24.2013 16:20 | 07.24.2013 16:21 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32171 | 1.32162 | 0.9 | 1,470.00 | 1m | 0.09% |
07.24.2013 10:28 | 07.24.2013 10:28 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32323 | 1.32328 | -0.5 | -12,530.00 | 0s | -0.72% |
07.24.2013 10:28 | 07.24.2013 10:28 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32249 | 1.32256 | -0.7 | -14,530.00 | 0s | -0.83% |
07.24.2013 09:58 | 07.24.2013 09:59 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32165 | 1.32173 | -0.8 | -15,530.00 | 1m | -0.88% |
07.24.2013 09:58 | 07.24.2013 09:58 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32151 | 1.32167 | -1.6 | -23,530.00 | 0s | -1.33% |
07.24.2013 09:58 | 07.24.2013 09:58 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32196 | 1.32169 | 2.7 | 19,470.00 | 0s | 1.11% |
07.23.2013 17:49 | 07.23.2013 17:50 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32264 | 1.32261 | 0.3 | -4,530.00 | 1m | -0.25% |
07.23.2013 17:41 | 07.23.2013 17:45 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.3217 | 1.32121 | 4.9 | 41,470.00 | 4m | 2.39% |
07.23.2013 17:41 | 07.23.2013 17:41 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32134 | 1.32152 | -1.8 | -25,530.00 | 0s | -1.45% |
07.23.2013 15:34 | 07.23.2013 15:35 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.3194 | 1.31939 | 0.1 | -6,530.00 | 1m | -0.37% |
07.22.2013 17:37 | 07.22.2013 17:39 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32178 | 1.32094 | 8.4 | 76,470.00 | 2m | 4.52% |
07.22.2013 17:03 | 07.22.2013 17:04 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.3211 | 1.32075 | 3.5 | 27,470.00 | 1m | 1.65% |
07.22.2013 17:03 | 07.22.2013 17:03 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.3207 | 1.32087 | -1.7 | -24,530.00 | 0s | -1.45% |
07.19.2013 22:40 | 07.19.2013 22:41 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.3154 | 1.31461 | 7.9 | 71,470.00 | 1m | 4.41% |
07.19.2013 22:40 | 07.19.2013 22:40 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.31501 | 1.31518 | -1.7 | -24,530.00 | 0s | -1.49% |
07.19.2013 06:00 | 07.19.2013 06:04 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.31501 | 1.31419 | 8.2 | 74,470.00 | 4m | 4.75% |
07.19.2013 06:00 | 07.19.2013 06:00 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.31466 | 1.31491 | -2.5 | -32,530.00 | 0s | -2.03% |
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