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Strategy Settings
+8.09M% |
1.5% | |
56.31% | |
Drawdown: | 14.12% |
Balance: | $80,857,503.34 |
Highest: | (Apr 04) $82,320,304.92 |
Profit: | $80,856,503.34 |
Deposits: | $1,000.00 |
Test Started: | Jun 01, 2012 |
Test Ended: | Jun 30, 2014 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Jul 02, 2014 at 14:52 |
Trades: | 6,787 |
Profitability: |
|
Pips: | 16,124.3 |
Average Win: | 4.91 pips / $24,520.18 |
Average Loss: | -20.00 pips / -$99,482.65 |
Lots: | 3,197,432.44 |
Commissions: | 0 |
Longs Won: | (3,108/3,459) 89% |
Shorts Won: | (2,989/3,328) 89% |
Best Trade ($): | (Jun 19) 494,699.40 |
Worst Trade ($): | (Jun 17) -211,291.12 |
Best Trade (Pips): | (Jun 06) 64.8 |
Worst Trade (Pips): | (Jun 05) -20.0 |
Avg. Trade Length: | 37m |
Profit Factor: | 2.18 |
Standard Deviation: | $61,849.67 |
Sharpe Ratio | 0.17 |
Z-Score (Probability): | 6.63 (99.99%) |
Expectancy | 2.4 Pips / $11,913.44 |
AHPR: | 0.17% |
GHPR: | 0.17% |
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 | 813 | 732 | 650 | 569 | 488 | 407 | 325 | 244 | 163 | 81 |
Trading Activity (6787)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.27.2014 23:53 | 06.30.2014 04:44 | USDJPY | Buy | 1000.00 | 101.3 | - | 101.476 | 101.276 | -20.0 | -198,166.19 | 2d | -0.24% |
06.30.2014 03:53 | 06.30.2014 03:55 | USDJPY | Sell | 1000.00 | 101.3 | - | 101.325 | 101.303 | 2.2 | 21,665.99 | 2m | 0.03% |
06.27.2014 06:39 | 06.30.2014 03:55 | USDJPY | Sell | 1000.00 | 101.3 | - | 101.326 | 101.303 | 2.3 | 21,560.92 | 2d | 0.03% |
06.27.2014 06:07 | 06.27.2014 06:07 | USDJPY | Sell | 1000.00 | 101.4 | - | 101.476 | 101.446 | 3.0 | 29,521.34 | 0s | 0.04% |
06.26.2014 16:47 | 06.26.2014 16:49 | USDJPY | Sell | 1000.00 | 101.6 | - | 101.627 | 101.584 | 4.3 | 42,278.46 | 2m | 0.05% |
06.25.2014 15:52 | 06.25.2014 20:04 | USDJPY | Sell | 1000.00 | 101.8 | - | 101.627 | 101.827 | -20.0 | -196,462.60 | 4h 12m | -0.24% |
06.25.2014 16:52 | 06.25.2014 17:59 | USDJPY | Buy | 1000.00 | 101.8 | - | 101.777 | 101.797 | 2.0 | 19,595.90 | 1h 7m | 0.02% |
06.25.2014 15:30 | 06.25.2014 15:30 | USDJPY | Sell | 1000.00 | 101.7 | - | 101.777 | 101.73 | 4.7 | 46,149.69 | 0s | 0.06% |
06.24.2014 22:23 | 06.25.2014 02:46 | USDJPY | Sell | 1000.00 | 101.9 | - | 101.927 | 101.912 | 1.5 | 13,575.34 | 4h 23m | 0.02% |
06.24.2014 17:12 | 06.24.2014 17:21 | USDJPY | Buy | 1000.00 | 102.1 | - | 102.078 | 102.109 | 3.1 | 30,308.67 | 9m | 0.04% |
06.23.2014 06:42 | 06.23.2014 10:00 | USDJPY | Sell | 1000.00 | 101.9 | - | 101.928 | 101.906 | 2.2 | 21,537.48 | 3h 18m | 0.03% |
06.23.2014 00:00 | 06.23.2014 03:02 | USDJPY | Sell | 1000.00 | 102.1 | - | 101.925 | 102.125 | -20.0 | -195,889.47 | 3h 2m | -0.24% |
06.23.2014 00:00 | 06.23.2014 00:03 | USDJPY | Buy | 1000.00 | 102.1 | - | 102.079 | 102.107 | 2.8 | 27,373.32 | 3m | 0.03% |
06.20.2014 14:12 | 06.20.2014 15:44 | USDJPY | Buy | 1000.00 | 102.1 | - | 102.083 | 102.099 | 1.6 | 15,620.02 | 1h 32m | 0.02% |
06.19.2014 20:14 | 06.19.2014 20:17 | USDJPY | Buy | 1000.00 | 102.0 | - | 101.932 | 101.962 | 3.0 | 29,371.69 | 3m | 0.04% |
06.19.2014 09:26 | 06.19.2014 09:57 | USDJPY | Sell | 1000.00 | 101.8 | - | 101.782 | 101.756 | 2.6 | 25,500.28 | 31m | 0.03% |
06.18.2014 22:32 | 06.18.2014 22:32 | USDJPY | Sell | 1000.00 | 101.9 | - | 101.932 | 101.91 | 2.2 | 21,536.64 | 0s | 0.03% |
06.18.2014 21:18 | 06.18.2014 21:31 | USDJPY | Sell | 1000.00 | 102.1 | - | 102.083 | 102.064 | 1.9 | 18,564.73 | 13m | 0.02% |
06.18.2014 21:03 | 06.18.2014 21:05 | USDJPY | Buy | 1000.00 | 102.3 | - | 102.233 | 102.255 | 2.2 | 21,463.80 | 2m | 0.03% |
06.18.2014 21:00 | 06.18.2014 21:00 | USDJPY | Buy | 1000.00 | 102.3 | - | 102.237 | 102.311 | 7.4 | 72,277.45 | 0s | 0.09% |
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