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Strategy Settings
+13791.44% |
0.17% | |
5.08% | |
Drawdown: | 59.53% |
Balance: | $13,891,436.83 |
Highest: | (Feb 17) $14,925,432.20 |
Profit: | $13,791,436.87 |
Deposits: | $100,000.00 |
Test Started: | Jan 02, 2009 |
Test Ended: | Mar 09, 2017 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Mar 09, 2017 at 15:50 |
Trades: | 2,242 |
Profitability: |
|
Pips: | 25,676.0 |
Average Win: | 52.61 pips / $10,841.83 |
Average Loss: | -79.79 pips / -$4,245.60 |
Lots: | 35,258.57 |
Commissions: | 0 |
Longs Won: | (830/1,188) 69% |
Shorts Won: | (715/1,054) 67% |
Best Trade ($): | (Jan 15) 990,583.95 |
Worst Trade ($): | (Mar 09) -421,456.02 |
Best Trade (Pips): | (Aug 10) 274.8 |
Worst Trade (Pips): | (Aug 10) -591.6 |
Avg. Trade Length: | 2d |
Profit Factor: | 5.66 |
Standard Deviation: | $41,090.00 |
Sharpe Ratio | 0.13 |
Z-Score (Probability): | -25.50 (99.99%) |
Expectancy | 11.5 Pips / $6,151.40 |
AHPR: | 0.23% |
GHPR: | 0.22% |
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 | 3268 | 2941 | 2614 | 2288 | 1961 | 1634 | 1307 | 980 | 654 | 327 |
Trading Activity (2242)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.08.2017 12:00 | 03.09.2017 17:45 | USDCAD | Sell | 648.96 | - | - | 1.34303 | 1.35158 | -85.5 | -421,456.02 | 1d | -2.94% |
03.03.2017 12:00 | 03.09.2017 17:45 | USDCAD | Sell | 324.48 | - | - | 1.34121 | 1.35158 | -103.7 | -257,614.47 | 6d | -1.77% |
03.01.2017 12:00 | 03.09.2017 17:45 | USDCAD | Sell | 20.28 | - | - | 1.33263 | 1.35158 | -189.5 | -29,240.97 | 8d | -0.20% |
03.02.2017 20:00 | 03.09.2017 17:45 | USDCAD | Sell | 162.24 | - | - | 1.33925 | 1.35158 | -123.3 | -152,866.69 | 6d | -1.04% |
03.02.2017 12:00 | 03.09.2017 17:45 | USDCAD | Sell | 81.12 | - | - | 1.33718 | 1.35158 | -144.0 | -88,857.21 | 7d | -0.60% |
03.01.2017 18:00 | 03.09.2017 17:45 | USDCAD | Sell | 40.56 | - | - | 1.33519 | 1.35158 | -163.9 | -50,799.57 | 7d | -0.34% |
02.28.2017 22:00 | 03.09.2017 17:45 | USDCAD | Sell | 10.14 | - | - | 1.32919 | 1.35158 | -223.9 | -17,234.55 | 8d | -0.12% |
03.01.2017 01:00 | 03.09.2017 17:45 | USDCAD | Sell | 10.14 | - | - | 1.33089 | 1.35158 | -206.9 | -15,925.89 | 8d | -0.11% |
02.16.2017 11:00 | 02.17.2017 18:00 | USDCAD | Buy | 10.14 | - | - | 1.30402 | 1.31109 | 70.7 | 5,389.49 | 1d | 0.04% |
02.14.2017 21:00 | 02.17.2017 18:00 | USDCAD | Buy | 10.14 | - | - | 1.30647 | 1.31109 | 46.2 | 3,464.72 | 2d | 0.02% |
02.14.2017 14:00 | 02.14.2017 18:00 | USDCAD | Buy | 22.77 | - | - | 1.30294 | 1.30997 | 70.3 | 12,060.21 | 4h 0m | 0.08% |
02.14.2017 07:00 | 02.14.2017 18:00 | USDCAD | Buy | 15.18 | - | - | 1.30547 | 1.30997 | 45.0 | 5,108.36 | 11h 0m | 0.03% |
02.13.2017 21:00 | 02.14.2017 18:00 | USDCAD | Buy | 10.12 | - | - | 1.3072 | 1.30997 | 27.7 | 2,061.62 | 21h 0m | 0.01% |
02.13.2017 14:00 | 02.14.2017 18:00 | USDCAD | Buy | 10.12 | - | - | 1.30896 | 1.30997 | 10.1 | 701.95 | 1d | 0.00% |
02.07.2017 12:00 | 02.09.2017 11:00 | USDCAD | Sell | 10.12 | - | - | 1.31962 | 1.31407 | 55.5 | 4,070.59 | 1d | 0.03% |
02.07.2017 11:00 | 02.09.2017 11:00 | USDCAD | Sell | 10.12 | - | - | 1.31766 | 1.31407 | 35.9 | 2,561.14 | 2d | 0.02% |
02.03.2017 18:00 | 02.06.2017 16:00 | USDCAD | Buy | 10.11 | - | - | 1.30028 | 1.30769 | 74.1 | 5,650.58 | 2d | 0.04% |
02.03.2017 16:00 | 02.06.2017 16:00 | USDCAD | Buy | 10.11 | - | - | 1.30238 | 1.30769 | 53.1 | 4,027.03 | 3d | 0.03% |
02.02.2017 10:00 | 02.03.2017 15:00 | USDCAD | Buy | 10.11 | - | - | 1.30131 | 1.30506 | 37.5 | 2,826.81 | 1d | 0.02% |
02.02.2017 11:00 | 02.03.2017 15:00 | USDCAD | Buy | 10.11 | - | - | 1.2986 | 1.30506 | 64.6 | 4,926.18 | 1d | 0.03% |
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