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Strategy Settings
+88.9% |
0.4% | |
12.75% | |
Drawdown: | 56.82% |
Balance: | $188.90 |
Highest: | (Jan 14) $188.90 |
Profit: | $88.90 |
Deposits: | $100.00 |
Test Started: | Aug 08, 2008 |
Test Ended: | Jan 14, 2009 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Jul 27, 2013 at 15:10 |
Trades: | 247 |
Profitability: |
|
Pips: | 407.0 |
Average Win: | 27.12 pips / $1.36 |
Average Loss: | -47.77 pips / -$1.57 |
Lots: | 9.60 |
Commissions: | 0 |
Longs Won: | (103/157) 65% |
Shorts Won: | (60/90) 66% |
Best Trade ($): | (Dec 18) 16.40 |
Worst Trade ($): | (Dec 18) -10.84 |
Best Trade (Pips): | (Dec 18) 82.0 |
Worst Trade (Pips): | (Dec 18) -317.0 |
Avg. Trade Length: | 2h 50m |
Profit Factor: | 1.67 |
Standard Deviation: | $2.64 |
Sharpe Ratio | 0.14 |
Z-Score (Probability): | 0.66 (49.07%) |
Expectancy | 1.6 Pips / $0.36 |
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% | 0.1% | 1.32% | 12.98% |
Consecutive Losing Trades | 120 | 108 | 96 | 84 | 72 | 60 | 48 | 36 | 24 | 12 |
Trading Activity (247)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.14.2009 15:00 | 01.14.2009 15:04 | EURUSD | Buy | 0.02 | - | - | 1.31 | 1.3126 | 26.0 | 0.52 | 4m | 0.28% |
01.13.2009 20:00 | 01.13.2009 20:39 | EURUSD | Buy | 0.02 | - | - | 1.3162 | 1.3187 | 25.0 | 0.50 | 39m | 0.27% |
01.13.2009 17:00 | 01.13.2009 17:07 | EURUSD | Buy | 0.02 | - | - | 1.3179 | 1.3204 | 25.0 | 0.50 | 7m | 0.27% |
01.06.2009 19:00 | 01.06.2009 20:06 | EURUSD | Buy | 0.02 | - | 1.4 | 1.3485 | 1.3511 | 26.0 | 0.52 | 1h 6m | 0.28% |
01.06.2009 18:00 | 01.06.2009 18:14 | EURUSD | Buy | 0.02 | - | - | 1.3445 | 1.3471 | 26.0 | 0.52 | 14m | 0.28% |
01.06.2009 17:00 | 01.06.2009 17:07 | EURUSD | Buy | 0.02 | - | - | 1.3375 | 1.34 | 25.0 | 0.50 | 7m | 0.27% |
01.06.2009 16:00 | 01.06.2009 16:03 | EURUSD | Buy | 0.02 | - | - | 1.3416 | 1.3441 | 25.0 | 0.50 | 3m | 0.27% |
01.06.2009 15:00 | 01.06.2009 15:13 | EURUSD | Buy | 0.02 | - | - | 1.3384 | 1.3409 | 25.0 | 0.50 | 13m | 0.27% |
01.06.2009 11:00 | 01.06.2009 14:38 | EURUSD | Buy | 0.02 | - | 1.3 | 1.344 | 1.3369 | -71.0 | -1.42 | 3h 38m | -0.77% |
01.06.2009 12:00 | 01.06.2009 14:38 | EURUSD | Buy | 0.04 | - | 1.3 | 1.3387 | 1.3369 | -18.0 | -0.72 | 2h 38m | -0.39% |
01.06.2009 13:00 | 01.06.2009 14:38 | EURUSD | Buy | 0.08 | - | 1.3 | 1.3335 | 1.3369 | 34.0 | 2.72 | 1h 38m | 1.49% |
01.06.2009 08:00 | 01.06.2009 10:18 | EURUSD | Buy | 0.02 | - | 1.4 | 1.3542 | 1.3454 | -88.0 | -1.76 | 2h 18m | -0.96% |
01.06.2009 09:00 | 01.06.2009 10:18 | EURUSD | Buy | 0.04 | - | 1.4 | 1.3461 | 1.3454 | -7.0 | -0.28 | 1h 18m | -0.15% |
01.06.2009 10:00 | 01.06.2009 10:18 | EURUSD | Buy | 0.08 | - | 1.4 | 1.3421 | 1.3454 | 33.0 | 2.64 | 18m | 1.45% |
01.06.2009 02:00 | 01.06.2009 07:20 | EURUSD | Buy | 0.02 | - | 1.4 | 1.3594 | 1.3543 | -51.0 | -1.02 | 5h 20m | -0.56% |
01.06.2009 07:00 | 01.06.2009 07:20 | EURUSD | Buy | 0.08 | - | 1.4 | 1.3517 | 1.3543 | 26.0 | 2.08 | 20m | 1.15% |
01.06.2009 06:00 | 01.06.2009 07:20 | EURUSD | Buy | 0.04 | - | 1.4 | 1.3557 | 1.3543 | -14.0 | -0.56 | 1h 20m | -0.31% |
01.05.2009 21:00 | 01.05.2009 22:14 | EURUSD | Buy | 0.02 | - | 1.4 | 1.3603 | 1.3593 | -10.0 | -0.20 | 1h 14m | -0.11% |
01.05.2009 22:00 | 01.05.2009 22:14 | EURUSD | Buy | 0.04 | - | 1.4 | 1.3575 | 1.3593 | 18.0 | 0.72 | 14m | 0.39% |
01.05.2009 16:00 | 01.05.2009 20:08 | EURUSD | Buy | 0.02 | - | 1.4 | 1.3641 | 1.3619 | -22.0 | -0.44 | 4h 8m | -0.24% |
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