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Strategy Settings
+74.64% |
0.03% | |
0.8% | |
Drawdown: | 10.88% |
Balance: | $17,463.76 |
Highest: | (Jan 21) $17,463.76 |
Profit: | $7,463.78 |
Deposits: | $10,000.00 |
Test Started: | May 03, 2007 |
Test Ended: | Jan 21, 2013 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Jan 31, 2013 at 19:21 |
Trades: | 427 |
Profitability: |
|
Pips: | 5,284.8 |
Average Win: | 16.76 pips / $45.87 |
Average Loss: | -36.76 pips / -$300.53 |
Lots: | 247.10 |
Commissions: | 0 |
Longs Won: | (0/0) 0% |
Shorts Won: | (392/427) 91% |
Best Trade ($): | (Oct 23) 207.09 |
Worst Trade ($): | (Oct 01) -604.00 |
Best Trade (Pips): | (May 17) 173.0 |
Worst Trade (Pips): | (Aug 10) -60.0 |
Avg. Trade Length: | 2h 5m |
Profit Factor: | 1.71 |
Standard Deviation: | $122.04 |
Sharpe Ratio | 0.13 |
Z-Score (Probability): | -0.89 (-62.66%) |
Expectancy | 12.4 Pips / $17.48 |
AHPR: | 0.13% |
GHPR: | 0.13% |
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% | 1.35% |
Consecutive Losing Trades | 58 | 52 | 46 | 41 | 35 | 29 | 23 | 17 | 12 | 6 |
Trading Activity (427)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.21.2013 15:17 | 01.21.2013 16:02 | GBPUSD | Sell | 1.52 | 1.6 | - | 1.58425 | 1.58425 | 0.0 | 0.00 | 45m | 0.00% |
01.18.2013 12:59 | 01.21.2013 06:39 | GBPUSD | Sell | 0.10 | 1.6 | - | 1.59549 | 1.58783 | 76.6 | 76.43 | 2d | 0.44% |
01.18.2013 08:45 | 01.18.2013 12:59 | GBPUSD | Sell | 0.50 | 1.6 | - | 1.59549 | 1.59199 | 35.0 | 140.00 | 4h 14m | 0.81% |
01.18.2013 08:37 | 01.18.2013 08:45 | GBPUSD | Sell | 1.00 | 1.6 | - | 1.59549 | 1.59438 | 11.1 | 55.50 | 8m | 0.32% |
01.17.2013 14:20 | 01.17.2013 14:33 | GBPUSD | Sell | 1.00 | 1.6 | - | 1.5975 | 1.5975 | 0.0 | 0.00 | 13m | 0.00% |
01.16.2013 12:50 | 01.16.2013 13:07 | GBPUSD | Sell | 0.53 | 1.6 | - | 1.59917 | 1.59917 | 0.0 | 0.00 | 17m | 0.00% |
01.16.2013 12:45 | 01.16.2013 12:50 | GBPUSD | Sell | 1.06 | 1.6 | - | 1.59917 | 1.59806 | 11.1 | 58.83 | 5m | 0.34% |
01.09.2013 13:02 | 01.09.2013 13:32 | GBPUSD | Sell | 1.41 | 1.6 | - | 1.60094 | 1.60094 | 0.0 | 0.00 | 30m | 0.00% |
12.27.2012 17:05 | 12.27.2012 19:50 | GBPUSD | Sell | 0.64 | 1.6 | - | 1.61005 | 1.61005 | 0.0 | 0.00 | 2h 45m | 0.00% |
12.27.2012 17:00 | 12.27.2012 17:05 | GBPUSD | Sell | 1.29 | 1.6 | - | 1.61005 | 1.60806 | 19.9 | 129.35 | 5m | 0.76% |
11.14.2012 15:46 | 11.14.2012 15:51 | GBPUSD | Sell | 0.49 | 1.6 | - | 1.5857 | 1.5857 | 0.0 | 0.00 | 5m | 0.00% |
11.14.2012 11:17 | 11.14.2012 15:46 | GBPUSD | Sell | 0.98 | 1.6 | - | 1.5857 | 1.58469 | 10.1 | 49.49 | 4h 29m | 0.29% |
11.09.2012 13:05 | 11.09.2012 14:30 | GBPUSD | Sell | 0.68 | 1.6 | - | 1.59287 | 1.59287 | 0.0 | 0.00 | 1h 25m | 0.00% |
11.09.2012 12:35 | 11.09.2012 13:05 | GBPUSD | Sell | 1.37 | 1.6 | - | 1.59287 | 1.59183 | 10.4 | 71.76 | 30m | 0.43% |
11.07.2012 13:17 | 11.07.2012 23:17 | GBPUSD | Sell | 1.05 | 1.6 | - | 1.5957 | 1.59839 | -26.9 | -282.45 | 10h 0m | -1.65% |
10.23.2012 12:45 | 10.24.2012 06:19 | GBPUSD | Sell | 0.14 | 1.6 | - | 1.59758 | 1.5959 | 16.8 | 23.28 | 17h 34m | 0.14% |
10.23.2012 12:35 | 10.23.2012 12:45 | GBPUSD | Sell | 0.73 | 1.6 | - | 1.59758 | 1.59407 | 35.1 | 207.09 | 10m | 1.22% |
10.23.2012 12:33 | 10.23.2012 12:35 | GBPUSD | Sell | 1.47 | 1.6 | - | 1.59758 | 1.59629 | 12.9 | 95.46 | 2m | 0.57% |
10.03.2012 07:05 | 10.03.2012 07:43 | GBPUSD | Sell | 0.73 | 1.6 | - | 1.61085 | 1.61085 | 0.0 | 0.00 | 38m | 0.00% |
10.03.2012 06:25 | 10.03.2012 07:05 | GBPUSD | Sell | 1.46 | 1.6 | - | 1.61085 | 1.60976 | 10.9 | 79.57 | 40m | 0.47% |
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