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Strategy Settings
+267.11% |
0.12% | |
3.63% | |
Drawdown: | 8.56% |
Balance: | $3,671.14 |
Highest: | (Jan 06) $3,671.14 |
Profit: | $2,671.14 |
Deposits: | $1,000.00 |
Test Started: | Jan 08, 2009 |
Test Ended: | Jan 06, 2012 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Jan 08, 2012 at 20:29 |
Trades: | 708 |
Profitability: |
|
Pips: | 2,684.1 |
Average Win: | 9.75 pips / $9.74 |
Average Loss: | -27.58 pips / -$27.63 |
Lots: | 70.80 |
Commissions: | 0 |
Longs Won: | (282/342) 82% |
Shorts Won: | (313/366) 85% |
Best Trade ($): | (Dec 07) 27.40 |
Worst Trade ($): | (Jan 14) -119.00 |
Best Trade (Pips): | (Dec 07) 27.4 |
Worst Trade (Pips): | (Jan 14) -119.0 |
Avg. Trade Length: | 3h 8m |
Profit Factor: | 1.86 |
Standard Deviation: | $20.33 |
Sharpe Ratio | 0.13 |
Z-Score (Probability): | 0.36 (28.11%) |
Expectancy | 3.8 Pips / $3.77 |
AHPR: | 0.19% |
GHPR: | 0.18% |
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 | 133 | 120 | 106 | 93 | 80 | 66 | 53 | 40 | 27 | 13 |
Trading Activity (708)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.06.2012 20:45 | 01.06.2012 21:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2728 | 1.2718 | 10.0 | 10.00 | 45m | 0.27% |
01.04.2012 19:00 | 01.04.2012 19:44 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2955 | 1.2954 | 1.0 | 1.00 | 44m | 0.03% |
01.03.2012 14:15 | 01.03.2012 14:59 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3016 | 1.303 | 14.0 | 14.00 | 44m | 0.38% |
12.29.2011 15:35 | 12.29.2011 17:22 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2913 | 1.2912 | 1.0 | 1.00 | 1h 47m | 0.03% |
12.29.2011 15:30 | 12.29.2011 15:35 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2914 | 1.2913 | 1.0 | 1.00 | 5m | 0.03% |
12.29.2011 03:45 | 12.29.2011 09:15 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2927 | 1.2917 | 10.0 | 10.00 | 5h 30m | 0.28% |
12.15.2011 01:18 | 12.15.2011 06:45 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2987 | 1.298 | 7.0 | 7.00 | 5h 27m | 0.19% |
12.14.2011 18:15 | 12.14.2011 18:24 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3004 | 1.2988 | 16.0 | 16.00 | 9m | 0.44% |
12.14.2011 08:30 | 12.14.2011 08:57 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3039 | 1.3023 | 16.0 | 16.00 | 27m | 0.45% |
12.14.2011 07:16 | 12.14.2011 08:02 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3042 | 1.3041 | 1.0 | 1.00 | 46m | 0.03% |
12.13.2011 05:00 | 12.13.2011 06:46 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3199 | 1.3198 | 1.0 | 1.00 | 1h 46m | 0.03% |
12.13.2011 02:15 | 12.13.2011 02:54 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3189 | 1.3188 | 1.0 | 1.00 | 39m | 0.03% |
12.08.2011 20:15 | 12.08.2011 21:59 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3339 | 1.3338 | 1.0 | 1.00 | 1h 44m | 0.03% |
12.05.2011 00:30 | 12.05.2011 01:40 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3422 | 1.3408 | 14.0 | 14.00 | 1h 10m | 0.39% |
12.01.2011 17:06 | 12.01.2011 17:53 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3472 | 1.3486 | 14.0 | 14.00 | 47m | 0.39% |
11.30.2011 20:04 | 11.30.2011 20:39 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3429 | 1.3443 | 14.0 | 14.00 | 35m | 0.39% |
11.30.2011 19:15 | 11.30.2011 19:37 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3429 | 1.3443 | 14.0 | 14.00 | 22m | 0.40% |
11.30.2011 18:17 | 11.30.2011 18:24 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3443 | 1.3458 | 15.0 | 15.00 | 7m | 0.43% |
11.28.2011 13:30 | 11.28.2011 13:46 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3351 | 1.3365 | 14.0 | 14.00 | 16m | 0.40% |
11.25.2011 22:48 | 11.28.2011 04:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3241 | 1.329 | -49.0 | -49.33 | 2d | -1.39% |
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