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Strategy Settings
+17254.78% |
0.28% | |
8.9% | |
Drawdown: | 69.88% |
Balance: | $173,547.79 |
Highest: | (Dec 20) $173,547.79 |
Profit: | $172,547.79 |
Deposits: | $1,000.00 |
Test Started: | Jan 02, 2008 |
Test Ended: | Dec 20, 2012 |
Timeframe: | - |
Model Type: | n/a |
Added: | Mar 08, 2015 at 12:24 |
Trades: | 1,473 |
Profitability: |
|
Pips: | 4,416.5 |
Average Win: | 13.15 pips / $481.52 |
Average Loss: | -42.22 pips / -$1,506.36 |
Lots: | 5,326.14 |
Commissions: | 0 |
Longs Won: | (0/0) 0% |
Shorts Won: | (1,203/1,473) 81% |
Best Trade ($): | (Jul 22) 6,477.36 |
Worst Trade ($): | (Feb 12) -13,666.32 |
Best Trade (Pips): | (Sep 04) 49.9 |
Worst Trade (Pips): | (Feb 12) -66.6 |
Avg. Trade Length: | 3h 56m |
Profit Factor: | 1.42 |
Standard Deviation: | $1,447.73 |
Sharpe Ratio | 0.12 |
Z-Score (Probability): | -18.16 (99.99%) |
Expectancy | 3.0 Pips / $117.14 |
AHPR: | 0.41% |
GHPR: | 0.35% |
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% | 0.1% | 1.34% | 13.06% |
Consecutive Losing Trades | 115 | 104 | 92 | 81 | 69 | 58 | 46 | 35 | 23 | 12 |
Trading Activity (1473)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.19.2012 18:50 | 12.20.2012 00:32 | EURUSD | Sell | 26.04 | - | - | 1.32134 | 1.32048 | 8.6 | 2,239.44 | 5h 42m | 1.34% |
12.19.2012 19:08 | 12.20.2012 00:32 | EURUSD | Sell | 26.04 | - | - | 1.32199 | 1.32048 | 15.1 | 3,932.04 | 5h 24m | 2.32% |
12.07.2012 07:05 | 12.07.2012 07:41 | EURUSD | Sell | 25.42 | - | - | 1.29297 | 1.29141 | 15.6 | 3,965.52 | 36m | 2.43% |
12.07.2012 04:50 | 12.07.2012 06:00 | EURUSD | Sell | 24.84 | - | - | 1.2938 | 1.2923 | 15.0 | 3,726.00 | 1h 10m | 2.33% |
12.06.2012 15:25 | 12.07.2012 02:31 | EURUSD | Sell | 23.96 | - | - | 1.29658 | 1.29507 | 15.1 | 3,617.96 | 11h 6m | 2.32% |
12.06.2012 13:40 | 12.07.2012 02:31 | EURUSD | Sell | 23.96 | - | - | 1.29593 | 1.29507 | 8.6 | 2,060.56 | 12h 51m | 1.34% |
11.21.2012 01:25 | 11.21.2012 02:23 | EURUSD | Sell | 23.41 | - | - | 1.27601 | 1.27451 | 15.0 | 3,511.50 | 58m | 2.33% |
11.09.2012 10:01 | 11.12.2012 02:49 | EURUSD | Sell | 22.58 | - | - | 1.27164 | 1.27014 | 15.0 | 3,387.00 | 2d | 2.30% |
11.09.2012 09:25 | 11.12.2012 02:49 | EURUSD | Sell | 22.58 | - | - | 1.27099 | 1.27014 | 8.5 | 1,919.30 | 2d | 1.32% |
11.07.2012 11:11 | 11.07.2012 18:55 | EURUSD | Sell | 21.78 | - | - | 1.27725 | 1.27574 | 15.1 | 3,288.78 | 7h 44m | 2.32% |
11.07.2012 10:40 | 11.07.2012 18:55 | EURUSD | Sell | 21.78 | - | - | 1.2766 | 1.27574 | 8.6 | 1,873.08 | 8h 15m | 1.34% |
11.07.2012 09:20 | 11.07.2012 10:20 | EURUSD | Sell | 21.29 | - | - | 1.27635 | 1.27485 | 15.0 | 3,193.50 | 1h 0m | 2.33% |
11.05.2012 06:00 | 11.05.2012 07:14 | EURUSD | Sell | 20.80 | - | - | 1.27982 | 1.27831 | 15.1 | 3,140.80 | 1h 14m | 2.35% |
11.05.2012 04:15 | 11.05.2012 05:24 | EURUSD | Sell | 20.32 | - | - | 1.28001 | 1.27851 | 15.0 | 3,048.00 | 1h 9m | 2.33% |
10.23.2012 12:00 | 10.24.2012 03:47 | EURUSD | Sell | 19.60 | - | - | 1.29698 | 1.29612 | 8.6 | 1,685.60 | 15h 47m | 1.34% |
10.23.2012 12:19 | 10.24.2012 03:47 | EURUSD | Sell | 19.60 | - | - | 1.29763 | 1.29612 | 15.1 | 2,959.60 | 15h 28m | 2.32% |
10.14.2012 21:55 | 10.14.2012 22:13 | EURUSD | Sell | 19.15 | - | - | 1.29128 | 1.28976 | 15.2 | 2,910.80 | 18m | 2.36% |
10.09.2012 16:25 | 10.09.2012 19:46 | EURUSD | Sell | 18.69 | - | - | 1.28802 | 1.28646 | 15.6 | 2,915.64 | 3h 21m | 2.43% |
09.26.2012 01:25 | 09.26.2012 02:12 | EURUSD | Sell | 18.26 | - | - | 1.28776 | 1.28625 | 15.1 | 2,757.26 | 47m | 2.35% |
09.24.2012 07:31 | 09.24.2012 08:29 | EURUSD | Sell | 17.61 | - | - | 1.29192 | 1.2904 | 15.2 | 2,676.72 | 58m | 2.33% |
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