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Strategy Settings
+374.17% |
1.44% | |
53.47% | |
Drawdown: | 26.84% |
Balance: | $23,708.52 |
Highest: | (Oct 14) $23,708.52 |
Profit: | $18,708.52 |
Deposits: | $5,000.00 |
Test Started: | Jun 27, 2011 |
Test Ended: | Oct 14, 2011 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Oct 16, 2011 at 04:16 |
Trades: | 77 |
Profitability: |
|
Pips: | 1,254.4 |
Average Win: | 94.81 pips / $895.87 |
Average Loss: | -83.01 pips / -$582.76 |
Lots: | 65.34 |
Commissions: | 0 |
Longs Won: | (19/38) 50% |
Shorts Won: | (24/39) 61% |
Best Trade ($): | (Oct 10) 3,630.00 |
Worst Trade ($): | (Oct 04) -2,089.67 |
Best Trade (Pips): | (Jul 06) 150.0 |
Worst Trade (Pips): | (Jul 13) -220.6 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.94 |
Standard Deviation: | $989.44 |
Sharpe Ratio | 0.24 |
Z-Score (Probability): | 0.82 (58.77%) |
Expectancy | 16.3 Pips / $242.97 |
AHPR: | 2.60% |
GHPR: | 2.04% |
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% | 0.03% | 0.28% | 1.64% | 7.65% | 29.71% |
Consecutive Losing Trades | 41 | 37 | 33 | 28 | 24 | 20 | 16 | 12 | 8 | 4 |
Trading Activity (77)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.13.2011 00:50 | 10.14.2011 20:59 | EURUSD | Buy | 1.87 | 1.4 | 1.4 | 1.37885 | 1.38771 | 88.6 | 1,656.82 | 1d | 7.51% |
10.12.2011 09:50 | 10.13.2011 00:30 | EURUSD | Buy | 1.34 | 1.4 | 1.4 | 1.37927 | 1.37704 | -22.3 | -298.82 | 14h 40m | -1.34% |
10.11.2011 00:40 | 10.12.2011 09:16 | EURUSD | Buy | 1.29 | 1.3 | 1.4 | 1.3638 | 1.3788 | 150.0 | 1,935.00 | 1d | 9.48% |
10.10.2011 08:50 | 10.11.2011 00:20 | EURUSD | Buy | 1.77 | 1.3 | 1.4 | 1.35813 | 1.3621 | 39.7 | 702.69 | 15h 30m | 3.56% |
10.06.2011 17:22 | 10.10.2011 08:42 | EURUSD | Buy | 2.42 | 1.3 | 1.4 | 1.34155 | 1.35655 | 150.0 | 3,630.00 | 3d | 22.57% |
10.04.2011 21:10 | 10.06.2011 02:35 | EURUSD | Buy | 2.20 | 1.3 | 1.4 | 1.33566 | 1.33315 | -25.1 | -552.20 | 1d | -3.32% |
10.04.2011 06:35 | 10.04.2011 20:56 | EURUSD | Sell | 1.57 | 1.3 | 1.3 | 1.32165 | 1.33496 | -133.1 | -2,089.67 | 14h 21m | -11.16% |
10.03.2011 19:00 | 10.04.2011 06:15 | EURUSD | Sell | 1.12 | 1.3 | 1.3 | 1.32189 | 1.32214 | -2.5 | -28.00 | 11h 15m | -0.15% |
10.03.2011 08:45 | 10.03.2011 18:47 | EURUSD | Sell | 1.03 | 1.4 | 1.3 | 1.33455 | 1.31955 | 150.0 | 1,545.00 | 10h 2m | 8.98% |
09.30.2011 13:45 | 10.03.2011 08:25 | EURUSD | Sell | 1.27 | 1.4 | 1.3 | 1.34446 | 1.33696 | 75.0 | 952.50 | 2d | 5.86% |
09.29.2011 17:05 | 09.30.2011 13:28 | EURUSD | Sell | 1.75 | 1.4 | 1.3 | 1.3594 | 1.3444 | 150.0 | 2,625.00 | 20h 23m | 19.26% |
09.27.2011 17:45 | 09.29.2011 16:45 | EURUSD | Buy | 1.25 | 1.3 | 1.4 | 1.36298 | 1.3588 | -41.8 | -522.50 | 1d | -3.69% |
09.27.2011 08:15 | 09.27.2011 17:30 | EURUSD | Sell | 0.89 | 1.4 | 1.3 | 1.35261 | 1.36091 | -83.0 | -738.70 | 9h 15m | -4.96% |
09.26.2011 09:10 | 09.27.2011 07:55 | EURUSD | Buy | 0.87 | 1.3 | 1.4 | 1.34734 | 1.35038 | 30.4 | 264.48 | 22h 45m | 1.81% |
09.22.2011 11:35 | 09.26.2011 08:50 | EURUSD | Sell | 0.87 | 1.4 | 1.3 | 1.3451 | 1.34432 | 7.8 | 67.86 | 3d | 0.47% |
09.22.2011 01:35 | 09.22.2011 11:18 | EURUSD | Sell | 0.80 | 1.4 | 1.3 | 1.35733 | 1.34233 | 150.0 | 1,200.00 | 9h 43m | 8.98% |
09.21.2011 06:15 | 09.22.2011 01:18 | EURUSD | Sell | 0.73 | 1.4 | 1.4 | 1.37016 | 1.35516 | 150.0 | 1,095.00 | 19h 3m | 8.93% |
09.20.2011 07:55 | 09.21.2011 05:55 | EURUSD | Buy | 0.72 | 1.3 | 1.4 | 1.36765 | 1.36932 | 16.7 | 120.24 | 22h 0m | 0.99% |
09.19.2011 08:00 | 09.20.2011 07:35 | EURUSD | Sell | 0.73 | 1.4 | 1.4 | 1.36841 | 1.36601 | 24.0 | 175.20 | 23h 35m | 1.46% |
09.18.2011 21:10 | 09.19.2011 07:40 | EURUSD | Sell | 1.00 | 1.4 | 1.4 | 1.37073 | 1.37027 | 4.6 | 46.00 | 10h 30m | 0.39% |
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