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Strategy Settings
+12494.4% |
0.33% | |
10.53% | |
Drawdown: | 15.86% |
Balance: | $1,259,439.84 |
Highest: | (Dec 29) $1,259,439.84 |
Profit: | $1,249,439.86 |
Deposits: | $10,000.00 |
Test Started: | Jan 10, 2008 |
Test Ended: | Dec 29, 2011 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Mar 04, 2013 at 07:11 |
Trades: | 684 |
Profitability: |
|
Pips: | 5,470.7 |
Average Win: | 8.38 pips / $1,918.74 |
Average Loss: | -20.39 pips / -$5,078.96 |
Lots: | 16,473.19 |
Commissions: | 0 |
Longs Won: | (297/302) 98% |
Shorts Won: | (378/382) 98% |
Best Trade ($): | (Dec 10) 27,500.00 |
Worst Trade ($): | (Aug 19) -10,486.00 |
Best Trade (Pips): | (Jan 17) 55.0 |
Worst Trade (Pips): | (May 01) -20.7 |
Avg. Trade Length: | 3h 0m |
Profit Factor: | 28.33 |
Standard Deviation: | $3,373.32 |
Sharpe Ratio | 0.71 |
Z-Score (Probability): | 1.12 (73.72%) |
Expectancy | 8.0 Pips / $1,826.67 |
AHPR: | 0.71% |
GHPR: | 0.71% |
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 | 248 | 223 | 198 | 174 | 149 | 124 | 99 | 74 | 50 | 25 |
Trading Activity (684)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.29.2011 13:10 | 12.29.2011 13:23 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.28937 | 1.28837 | 10.0 | 5,000.00 | 13m | 0.40% |
12.29.2011 01:50 | 12.29.2011 04:27 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.29249 | 1.29228 | 2.1 | 1,050.00 | 2h 37m | 0.08% |
12.28.2011 18:35 | 12.28.2011 19:16 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.29401 | 1.2938 | 2.1 | 1,050.00 | 41m | 0.08% |
12.14.2011 00:40 | 12.14.2011 01:32 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.30427 | 1.30327 | 10.0 | 5,000.00 | 52m | 0.40% |
12.13.2011 23:10 | 12.13.2011 23:40 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.30382 | 1.30352 | 3.0 | 1,500.00 | 30m | 0.12% |
12.13.2011 22:00 | 12.13.2011 22:25 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.30359 | 1.30277 | 8.2 | 4,100.00 | 25m | 0.33% |
12.13.2011 19:05 | 12.13.2011 19:13 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.30981 | 1.30781 | 20.0 | 10,000.00 | 8m | 0.81% |
12.13.2011 01:10 | 12.13.2011 01:40 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.31845 | 1.3176 | 8.5 | 4,250.00 | 30m | 0.35% |
12.08.2011 17:10 | 12.08.2011 18:10 | EURUSD | Sell | 50.00 | 1.4 | 1.3 | 1.3327 | 1.33196 | 7.4 | 3,700.00 | 1h 0m | 0.30% |
11.23.2011 20:45 | 11.23.2011 20:59 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.33587 | 1.33387 | 20.0 | 10,000.00 | 14m | 0.82% |
11.23.2011 17:55 | 11.23.2011 18:40 | EURUSD | Sell | 50.00 | 1.4 | 1.3 | 1.33641 | 1.33572 | 6.9 | 3,450.00 | 45m | 0.29% |
11.23.2011 13:45 | 11.23.2011 13:54 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.34016 | 1.33916 | 10.0 | 5,000.00 | 9m | 0.41% |
11.16.2011 07:50 | 11.16.2011 08:00 | EURUSD | Sell | 50.00 | 1.3 | 1.3 | 1.34666 | 1.34566 | 10.0 | 5,000.00 | 10m | 0.42% |
11.15.2011 12:35 | 11.15.2011 12:59 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.35532 | 1.35432 | 10.0 | 5,000.00 | 24m | 0.42% |
11.10.2011 05:05 | 11.10.2011 05:35 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.35462 | 1.35433 | 2.9 | 1,450.00 | 30m | 0.12% |
11.10.2011 02:30 | 11.10.2011 03:00 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.3548 | 1.35405 | 7.5 | 3,750.00 | 30m | 0.32% |
11.09.2011 16:20 | 11.09.2011 16:28 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.36053 | 1.35953 | 10.0 | 5,000.00 | 8m | 0.42% |
11.04.2011 16:45 | 11.04.2011 17:45 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.37488 | 1.37434 | 5.4 | 2,700.00 | 1h 0m | 0.23% |
11.03.2011 04:40 | 11.03.2011 05:45 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.36938 | 1.36865 | 7.3 | 3,650.00 | 1h 5m | 0.31% |
11.01.2011 17:40 | 11.01.2011 17:50 | EURUSD | Sell | 50.00 | 1.4 | 1.4 | 1.37091 | 1.36891 | 20.0 | 10,000.00 | 10m | 0.86% |
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