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Strategy Settings
+27.7% |
0.01% | |
0.4% | |
Drawdown: | 11.30% |
Balance: | $12,769.90 |
Highest: | (Nov 27) $13,231.85 |
Profit: | $2,769.99 |
Deposits: | $10,000.00 |
Test Started: | Jan 04, 2010 |
Test Ended: | Dec 31, 2014 |
Timeframe: | 30 Minutes |
Model Type: | n/a |
Added: | Jan 03, 2015 at 10:29 |
Trades: | 360 |
Profitability: |
|
Pips: | 1,084.6 |
Average Win: | 12.21 pips / $17.77 |
Average Loss: | -91.21 pips / -$95.63 |
Lots: | 40.20 |
Commissions: | 0 |
Longs Won: | (154/165) 93% |
Shorts Won: | (174/195) 89% |
Best Trade ($): | (Apr 02) 430.51 |
Worst Trade ($): | (Dec 31) -247.79 |
Best Trade (Pips): | (Jul 03) 137.7 |
Worst Trade (Pips): | (Dec 31) -292.7 |
Avg. Trade Length: | 2d |
Profit Factor: | 1.91 |
Standard Deviation: | $54.76 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -1.25 (-79.02%) |
Expectancy | 3.0 Pips / $7.69 |
AHPR: | 0.07% |
GHPR: | 0.07% |
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 | 134 | 120 | 107 | 93 | 80 | 67 | 53 | 40 | 27 | 13 |
Trading Activity (360)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.27.2014 18:00 | 12.31.2014 23:59 | USDCAD | Sell | 0.10 | - | 1.2 | 1.13246 | 1.16173 | -292.7 | -247.79 | 34d | -1.87% |
12.10.2014 18:30 | 12.31.2014 23:59 | USDCAD | Sell | 0.20 | - | 1.2 | 1.1472 | 1.16173 | -145.3 | -244.67 | 21d | -1.88% |
12.22.2014 15:00 | 12.31.2014 23:59 | USDCAD | Sell | 0.40 | - | 1.2 | 1.16248 | 1.16173 | 7.5 | 30.51 | 9d | 0.24% |
11.27.2014 15:00 | 11.27.2014 16:22 | USDCAD | Buy | 0.10 | - | 1.1 | 1.12511 | 1.12584 | 7.3 | 6.48 | 1h 22m | 0.05% |
11.21.2014 14:00 | 11.24.2014 19:15 | USDCAD | Buy | 0.10 | - | 1.1 | 1.12817 | 1.1291 | 9.3 | 7.95 | 3d | 0.06% |
11.19.2014 23:00 | 11.19.2014 23:36 | USDCAD | Sell | 0.10 | - | 1.1 | 1.13498 | 1.13416 | 8.2 | 7.23 | 36m | 0.05% |
11.14.2014 17:00 | 11.19.2014 22:06 | USDCAD | Buy | 0.10 | - | 1.1 | 1.13489 | 1.13582 | 9.3 | 7.32 | 5d | 0.06% |
10.28.2014 19:00 | 10.28.2014 21:09 | USDCAD | Sell | 0.10 | - | 1.1 | 1.11929 | 1.11856 | 7.3 | 6.53 | 2h 9m | 0.05% |
10.28.2014 16:30 | 10.28.2014 18:41 | USDCAD | Buy | 0.10 | - | 1.1 | 1.11807 | 1.1188 | 7.3 | 6.52 | 2h 11m | 0.05% |
10.14.2014 10:30 | 10.22.2014 17:05 | USDCAD | Sell | 0.20 | - | 1.1 | 1.12343 | 1.12033 | 31.0 | 57.42 | 8d | 0.44% |
10.09.2014 19:30 | 10.22.2014 17:05 | USDCAD | Sell | 0.10 | - | 1.1 | 1.11647 | 1.12033 | -38.6 | -33.02 | 12d | -0.25% |
10.02.2014 05:00 | 10.02.2014 13:07 | USDCAD | Buy | 0.10 | - | 1.1 | 1.1122 | 1.11329 | 10.9 | 9.79 | 8h 7m | 0.07% |
09.19.2014 18:00 | 09.22.2014 06:02 | USDCAD | Sell | 0.10 | - | 1.1 | 1.09418 | 1.09304 | 11.4 | 10.56 | 2d | 0.08% |
09.17.2014 23:00 | 09.18.2014 11:03 | USDCAD | Sell | 0.10 | - | 1.1 | 1.10039 | 1.09901 | 13.8 | 12.95 | 12h 3m | 0.10% |
09.16.2014 16:00 | 09.16.2014 17:49 | USDCAD | Buy | 0.10 | - | 1.1 | 1.10151 | 1.10228 | 7.7 | 6.99 | 1h 49m | 0.05% |
09.11.2014 14:00 | 09.11.2014 14:38 | USDCAD | Sell | 0.10 | - | 1.1 | 1.10068 | 1.09987 | 8.1 | 7.36 | 38m | 0.06% |
08.29.2014 19:30 | 09.04.2014 15:27 | USDCAD | Sell | 0.10 | - | 1.1 | 1.08675 | 1.08603 | 7.2 | 7.41 | 5d | 0.06% |
08.25.2014 02:00 | 08.27.2014 10:16 | USDCAD | Sell | 0.20 | - | 1.1 | 1.0968 | 1.09071 | 60.9 | 112.19 | 2d | 0.86% |
07.25.2014 18:30 | 08.27.2014 10:16 | USDCAD | Sell | 0.10 | - | 1.1 | 1.07997 | 1.09071 | -107.4 | -94.44 | 32d | -0.72% |
07.25.2014 12:00 | 07.25.2014 13:06 | USDCAD | Sell | 0.10 | - | 1.1 | 1.07642 | 1.07595 | 4.7 | 4.37 | 1h 6m | 0.03% |
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