Strategy Settings
| +466.86% |
| 0.11% | |
| 3.27% | |
| Drawdown: | 43.70% |
| Balance: | $5,668.56 |
| Highest: | (Feb 17) $5,717.28 |
| Profit: | $4,668.56 |
| Deposits: | $1,000.00 |
| Test Started: | Feb 25, 2010 |
| Test Ended: | Jul 31, 2014 |
| Timeframe: | 15 Minutes |
| Model Type: | n/a |
| Added: | Aug 20, 2014 at 20:59 |
| Trades: | 676 |
| Profitability: |
|
| Pips: | 2,359.8 |
| Average Win: | 14.21 pips / $28.36 |
| Average Loss: | -23.14 pips / -$46.41 |
| Lots: | 135.20 |
| Commissions: | 0 |
| Longs Won: | (244/341) 71% |
| Shorts Won: | (238/335) 71% |
| Best Trade ($): | (May 07) 100.00 |
| Worst Trade ($): | (Jun 29) -170.48 |
| Best Trade (Pips): | (May 07) 50.0 |
| Worst Trade (Pips): | (Apr 15) -85.0 |
| Avg. Trade Length: | 5h 6m |
| Profit Factor: | 1.52 |
| Standard Deviation: | $45.60 |
| Sharpe Ratio | 0.14 |
| Z-Score (Probability): | -0.96 (-66.31%) |
| Expectancy | 3.5 Pips / $6.91 |
| AHPR: | 0.28% |
| GHPR: | 0.26% |
| 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% | 0.02% | 1.92% |
| Consecutive Losing Trades | 122 | 110 | 98 | 86 | 73 | 61 | 49 | 37 | 24 | 12 |
Trading Activity (676)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.30.2014 21:15 | 07.31.2014 01:45 | GBPUSD | Sell | 0.20 | 1.7 | 1.7 | 1.6917 | 1.69128 | 4.2 | 6.96 | 4h 30m | 0.12% |
| 07.24.2014 20:15 | 07.25.2014 05:15 | GBPUSD | Sell | 0.20 | 1.7 | 1.7 | 1.69842 | 1.69896 | -5.4 | -11.28 | 9h 0m | -0.20% |
| 07.18.2014 20:00 | 07.18.2014 23:45 | GBPUSD | Sell | 0.20 | 1.7 | 1.7 | 1.70741 | 1.7086 | -11.9 | -23.80 | 3h 45m | -0.42% |
| 07.01.2014 18:00 | 07.01.2014 20:00 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.71396 | 1.71633 | 23.7 | 47.40 | 2h 0m | 0.84% |
| 06.13.2014 13:15 | 06.13.2014 21:15 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.69622 | 1.69702 | 8.0 | 16.00 | 8h 0m | 0.28% |
| 05.14.2014 19:30 | 05.14.2014 20:45 | GBPUSD | Sell | 0.20 | 1.7 | 1.7 | 1.67857 | 1.6773 | 12.7 | 25.40 | 1h 15m | 0.45% |
| 05.06.2014 18:45 | 05.06.2014 21:45 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.69778 | 1.69822 | 4.4 | 8.80 | 3h 0m | 0.16% |
| 04.30.2014 21:00 | 04.30.2014 22:00 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.6874 | 1.6886 | 12.0 | 24.00 | 1h 0m | 0.43% |
| 04.11.2014 20:00 | 04.11.2014 23:00 | GBPUSD | Sell | 0.20 | 1.7 | 1.7 | 1.67428 | 1.67379 | 4.9 | 9.80 | 3h 0m | 0.18% |
| 03.27.2014 18:00 | 03.28.2014 02:30 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.6614 | 1.6614 | 0.0 | 0.04 | 8h 30m | 0.00% |
| 03.20.2014 18:45 | 03.20.2014 21:45 | GBPUSD | Sell | 0.20 | 1.7 | 1.6 | 1.65152 | 1.64999 | 15.3 | 30.60 | 3h 0m | 0.55% |
| 03.13.2014 16:45 | 03.13.2014 23:15 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.6686 | 1.66241 | -61.9 | -123.80 | 6h 30m | -2.19% |
| 03.13.2014 10:45 | 03.13.2014 11:17 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.66528 | 1.6671 | 18.2 | 36.40 | 32m | 0.65% |
| 02.26.2014 21:45 | 02.27.2014 02:30 | GBPUSD | Sell | 0.20 | 1.7 | 1.7 | 1.66554 | 1.66668 | -11.4 | -24.24 | 4h 45m | -0.43% |
| 02.17.2014 11:00 | 02.17.2014 17:30 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.67641 | 1.67286 | -35.5 | -71.00 | 6h 30m | -1.24% |
| 02.17.2014 07:00 | 02.17.2014 08:45 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.67893 | 1.67939 | 4.6 | 9.20 | 1h 45m | 0.16% |
| 02.13.2014 17:15 | 02.13.2014 19:30 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.66322 | 1.66475 | 15.3 | 30.60 | 2h 15m | 0.54% |
| 02.13.2014 14:00 | 02.13.2014 15:04 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.66322 | 1.66537 | 21.5 | 43.00 | 1h 4m | 0.76% |
| 02.13.2014 08:45 | 02.13.2014 10:25 | GBPUSD | Buy | 0.20 | 1.7 | 1.7 | 1.66116 | 1.6633 | 21.4 | 42.80 | 1h 40m | 0.77% |
| 01.30.2014 16:00 | 01.30.2014 18:43 | GBPUSD | Sell | 0.20 | 1.7 | 1.6 | 1.65059 | 1.64879 | 18.0 | 36.00 | 2h 43m | 0.65% |
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