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Strategy Settings
+184.11% |
0.29% | |
9.07% | |
Drawdown: | 5.86% |
Balance: | $28,410.06 |
Highest: | (Dec 30) $28,410.06 |
Profit: | $18,410.50 |
Deposits: | $10,000.00 |
Test Started: | Jan 03, 2011 |
Test Ended: | Dec 30, 2011 |
Timeframe: | 1 Hour |
Model Type: | Open Prices |
Added: | Mar 02, 2014 at 01:54 |
Trades: | 751 |
Profitability: |
|
Pips: | 18,783.4 |
Average Win: | 107.70 pips / $105.71 |
Average Loss: | -48.72 pips / -$47.89 |
Lots: | 75.10 |
Commissions: | 0 |
Longs Won: | (174/381) 45% |
Shorts Won: | (180/370) 48% |
Best Trade ($): | (Mar 18) 724.25 |
Worst Trade ($): | (Mar 16) -142.44 |
Best Trade (Pips): | (Mar 18) 737.3 |
Worst Trade (Pips): | (Mar 16) -145.0 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.97 |
Standard Deviation: | $112.03 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -3.87 (99.99%) |
Expectancy | 25.0 Pips / $24.51 |
AHPR: | 0.14% |
GHPR: | 0.14% |
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 | 593 | 534 | 474 | 415 | 356 | 297 | 237 | 178 | 119 | 59 |
Trading Activity (751)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2011 10:00 | 12.30.2011 22:59 | EURJPY | Sell | 0.10 | 101.6 | - | 100.288 | 99.61 | 67.8 | 66.59 | 12h 59m | 0.23% |
12.30.2011 00:00 | 12.30.2011 22:59 | EURJPY | Sell | 0.10 | 101.1 | - | 100.524 | 99.61 | 91.4 | 89.77 | 22h 59m | 0.32% |
12.29.2011 23:00 | 12.30.2011 22:59 | EURJPY | Sell | 0.10 | 101.6 | - | 100.601 | 99.61 | 99.1 | 97.09 | 23h 59m | 0.35% |
12.30.2011 10:00 | 12.30.2011 22:59 | EURJPY | Sell | 0.10 | 101.4 | - | 100.288 | 99.61 | 67.8 | 66.59 | 12h 59m | 0.24% |
12.30.2011 04:00 | 12.30.2011 10:00 | EURJPY | Buy | 0.10 | 99.1 | - | 100.381 | 100.288 | -9.3 | -9.13 | 6h 0m | -0.03% |
12.30.2011 04:00 | 12.30.2011 10:00 | EURJPY | Buy | 0.10 | 99.6 | - | 100.381 | 100.288 | -9.3 | -9.13 | 6h 0m | -0.03% |
12.29.2011 02:00 | 12.30.2011 00:00 | EURJPY | Buy | 0.10 | 99.8 | - | 100.462 | 100.524 | 6.2 | 6.09 | 22h 0m | 0.02% |
12.28.2011 15:00 | 12.29.2011 23:00 | EURJPY | Buy | 0.10 | 100.0 | - | 101.411 | 100.601 | -81.0 | -79.57 | 1d | -0.28% |
12.28.2011 16:00 | 12.29.2011 13:00 | EURJPY | Buy | 0.10 | 100.2 | - | 100.968 | 100.218 | -75.0 | -73.67 | 21h 0m | -0.26% |
12.14.2011 17:00 | 12.29.2011 02:00 | EURJPY | Buy | 0.10 | 100.5 | - | 101.153 | 100.453 | -70.0 | -68.77 | 14d | -0.24% |
12.27.2011 14:00 | 12.28.2011 16:00 | EURJPY | Sell | 0.10 | 102.8 | - | 101.704 | 100.968 | 73.6 | 72.21 | 1d | 0.26% |
12.27.2011 14:00 | 12.28.2011 16:00 | EURJPY | Sell | 0.10 | 103.0 | - | 101.704 | 100.968 | 73.6 | 72.21 | 1d | 0.26% |
12.23.2011 18:00 | 12.28.2011 15:00 | EURJPY | Sell | 0.10 | 102.8 | - | 101.872 | 101.411 | 46.1 | 45.04 | 4d | 0.16% |
12.27.2011 12:00 | 12.27.2011 14:00 | EURJPY | Buy | 0.10 | 101.1 | - | 101.822 | 101.704 | -11.8 | -11.59 | 2h 0m | -0.04% |
12.27.2011 12:00 | 12.27.2011 13:00 | EURJPY | Buy | 0.10 | 100.5 | - | 101.822 | 101.706 | -11.6 | -11.39 | 1h 0m | -0.04% |
12.23.2011 16:00 | 12.27.2011 12:00 | EURJPY | Sell | 0.10 | 103.1 | - | 101.813 | 101.822 | -0.9 | -1.05 | 3d | 0.00% |
12.23.2011 16:00 | 12.27.2011 12:00 | EURJPY | Sell | 0.10 | 102.9 | - | 101.813 | 101.822 | -0.9 | -1.05 | 3d | 0.00% |
12.22.2011 11:00 | 12.23.2011 18:00 | EURJPY | Buy | 0.10 | 100.8 | - | 102.246 | 101.872 | -37.4 | -36.74 | 1d | -0.13% |
12.22.2011 11:00 | 12.23.2011 16:00 | EURJPY | Buy | 0.10 | 101.5 | - | 102.246 | 101.813 | -43.3 | -42.53 | 1d | -0.15% |
12.22.2011 11:00 | 12.23.2011 15:00 | EURJPY | Buy | 0.10 | 100.9 | - | 102.246 | 101.885 | -36.1 | -35.46 | 1d | -0.13% |
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