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Strategy Settings
+26.46% |
0.02% | |
0.49% | |
Drawdown: | 2.23% |
Balance: | $12,646.44 |
Highest: | (Sep 17) $12,700.38 |
Profit: | $2,646.44 |
Deposits: | $10,000.00 |
Test Started: | Jan 05, 2009 |
Test Ended: | Dec 17, 2012 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Jan 04, 2013 at 00:52 |
Trades: | 692 |
Profitability: |
|
Pips: | 3,135.8 |
Average Win: | 11.12 pips / $10.42 |
Average Loss: | -55.00 pips / -$55.71 |
Lots: | 69.20 |
Commissions: | 0 |
Longs Won: | (283/312) 90% |
Shorts Won: | (340/380) 89% |
Best Trade ($): | (Jul 09) 11.54 |
Worst Trade ($): | (Jan 20) -56.12 |
Best Trade (Pips): | (Jan 05) 12.0 |
Worst Trade (Pips): | (Jan 06) -55.0 |
Avg. Trade Length: | 2h 25m |
Profit Factor: | 1.69 |
Standard Deviation: | $19.90 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | 0.48 (36.87%) |
Expectancy | 4.5 Pips / $3.82 |
AHPR: | 0.03% |
GHPR: | 0.03% |
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 | 227 | 204 | 182 | 159 | 136 | 114 | 91 | 68 | 45 | 23 |
Trading Activity (692)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.17.2012 18:00 | 12.17.2012 18:14 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31566 | 1.31644 | 7.8 | 7.10 | 14m | 0.06% |
12.12.2012 20:30 | 12.12.2012 21:25 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30625 | 1.30696 | 7.1 | 6.40 | 55m | 0.05% |
10.23.2012 17:45 | 10.23.2012 18:34 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29816 | 1.29745 | 7.1 | 6.40 | 49m | 0.05% |
10.17.2012 04:00 | 10.17.2012 06:51 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30913 | 1.30987 | 7.4 | 6.70 | 2h 51m | 0.05% |
10.15.2012 07:00 | 10.15.2012 07:07 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29155 | 1.29081 | 7.4 | 6.70 | 7m | 0.05% |
10.09.2012 22:00 | 10.09.2012 23:46 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.2885 | 1.2873 | 12.0 | 11.30 | 1h 46m | 0.09% |
10.09.2012 20:00 | 10.09.2012 20:16 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.28836 | 1.28765 | 7.1 | 6.40 | 16m | 0.05% |
10.01.2012 04:45 | 10.01.2012 08:53 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.28206 | 1.28756 | -55.0 | -55.70 | 4h 8m | -0.44% |
09.24.2012 06:45 | 09.24.2012 07:00 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29538 | 1.29465 | 7.3 | 6.60 | 15m | 0.05% |
09.17.2012 17:45 | 09.18.2012 10:34 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31163 | 1.30613 | -55.0 | -55.84 | 16h 49m | -0.44% |
09.17.2012 08:00 | 09.17.2012 14:15 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31211 | 1.31331 | 12.0 | 11.30 | 6h 15m | 0.09% |
09.12.2012 08:15 | 09.12.2012 08:44 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.28607 | 1.28679 | 7.2 | 6.50 | 29m | 0.05% |
09.10.2012 18:45 | 09.10.2012 19:04 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.27763 | 1.27834 | 7.1 | 6.40 | 19m | 0.05% |
08.23.2012 07:15 | 08.23.2012 07:47 | EURUSD | Buy | 0.10 | 1.2 | 1.3 | 1.25341 | 1.25412 | 7.1 | 6.40 | 32m | 0.05% |
08.22.2012 03:15 | 08.22.2012 09:21 | EURUSD | Buy | 0.10 | 1.2 | 1.2 | 1.24659 | 1.2473 | 7.1 | 6.40 | 6h 6m | 0.05% |
08.21.2012 20:15 | 08.21.2012 21:28 | EURUSD | Buy | 0.10 | 1.2 | 1.2 | 1.24588 | 1.24659 | 7.1 | 6.40 | 1h 13m | 0.05% |
08.16.2012 20:45 | 08.17.2012 07:48 | EURUSD | Buy | 0.10 | 1.2 | 1.2 | 1.23593 | 1.23713 | 12.0 | 11.16 | 11h 3m | 0.09% |
08.06.2012 08:15 | 08.06.2012 12:54 | EURUSD | Buy | 0.10 | 1.2 | 1.2 | 1.2373 | 1.2385 | 12.0 | 11.30 | 4h 39m | 0.09% |
08.02.2012 21:15 | 08.03.2012 01:22 | EURUSD | Sell | 0.10 | 1.2 | 1.2 | 1.21824 | 1.21704 | 12.0 | 11.38 | 4h 7m | 0.09% |
08.01.2012 23:30 | 08.02.2012 01:40 | EURUSD | Sell | 0.10 | 1.2 | 1.2 | 1.22332 | 1.22212 | 12.0 | 11.54 | 2h 10m | 0.09% |
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