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Strategy Settings
| +29848.5% |
| 0.76% | |
| 25.54% | |
| Drawdown: | 57.38% |
| Balance: | $29,948.50 |
| Highest: | (Feb 10) $29,960.50 |
| Profit: | $29,848.50 |
| Deposits: | $100.00 |
| Test Started: | Jan 22, 2008 |
| Test Ended: | Feb 12, 2010 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Mar 22, 2013 at 11:12 |
| Trades: | 1,923 |
| Profitability: |
|
| Pips: | 5,969.7 |
| Average Win: | 8.86 pips / $44.30 |
| Average Loss: | -10.87 pips / -$54.35 |
| Lots: | 961.50 |
| Commissions: | 0 |
| Longs Won: | (756/998) 75% |
| Shorts Won: | (606/925) 65% |
| Best Trade ($): | (Jan 22) 100.00 |
| Worst Trade ($): | (Feb 01) -100.00 |
| Best Trade (Pips): | (Jan 22) 20.0 |
| Worst Trade (Pips): | (Feb 01) -20.0 |
| Avg. Trade Length: | 1m |
| Profit Factor: | 1.98 |
| Standard Deviation: | $58.45 |
| Sharpe Ratio | 0.11 |
| Z-Score (Probability): | 0.54 (41.08%) |
| Expectancy | 3.1 Pips / $15.52 |
| AHPR: | 0.34% |
| GHPR: | 0.30% |
| 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 | 551 | 496 | 441 | 386 | 331 | 275 | 220 | 165 | 110 | 55 |
Trading Activity (1923)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 02.12.2010 11:17 | 02.12.2010 11:17 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.56371 | 1.56293 | 7.8 | 39.00 | 0s | 0.13% |
| 02.12.2010 10:58 | 02.12.2010 11:00 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.5657 | 1.56585 | -1.5 | -7.50 | 2m | -0.03% |
| 02.12.2010 08:59 | 02.12.2010 09:00 | GBPUSD | Buy | 0.50 | 1.6 | 1.6 | 1.57118 | 1.57138 | 2.0 | 10.00 | 1m | 0.03% |
| 02.12.2010 08:43 | 02.12.2010 08:43 | GBPUSD | Buy | 0.50 | 1.6 | 1.6 | 1.56867 | 1.56937 | 7.0 | 35.00 | 0s | 0.12% |
| 02.11.2010 17:20 | 02.11.2010 17:20 | GBPUSD | Buy | 0.50 | 1.6 | 1.6 | 1.56257 | 1.56236 | -2.1 | -10.50 | 0s | -0.04% |
| 02.11.2010 12:52 | 02.11.2010 12:52 | GBPUSD | Buy | 0.50 | 1.6 | 1.6 | 1.56235 | 1.56272 | 3.7 | 18.50 | 0s | 0.06% |
| 02.11.2010 12:47 | 02.11.2010 12:48 | GBPUSD | Buy | 0.50 | 1.6 | 1.6 | 1.56077 | 1.56062 | -1.5 | -7.50 | 1m | -0.03% |
| 02.10.2010 11:58 | 02.10.2010 12:03 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.56814 | 1.56792 | 2.2 | 11.00 | 5m | 0.04% |
| 02.10.2010 11:38 | 02.10.2010 11:49 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.5679 | 1.5699 | -20.0 | -100.00 | 11m | -0.33% |
| 02.10.2010 11:31 | 02.10.2010 11:32 | GBPUSD | Buy | 0.50 | 1.6 | 1.6 | 1.57086 | 1.57112 | 2.6 | 13.00 | 1m | 0.04% |
| 02.10.2010 11:31 | 02.10.2010 11:31 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.57208 | 1.57008 | 20.0 | 100.00 | 0s | 0.34% |
| 02.10.2010 11:23 | 02.10.2010 11:27 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.57383 | 1.57583 | -20.0 | -100.00 | 4m | -0.33% |
| 02.10.2010 11:18 | 02.10.2010 11:18 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.57439 | 1.57372 | 6.7 | 33.50 | 0s | 0.11% |
| 02.09.2010 18:20 | 02.09.2010 18:22 | GBPUSD | Buy | 0.50 | 1.6 | 1.6 | 1.57275 | 1.57394 | 11.9 | 59.50 | 2m | 0.20% |
| 02.09.2010 18:04 | 02.09.2010 18:06 | GBPUSD | Buy | 0.50 | 1.6 | 1.6 | 1.56907 | 1.57107 | 20.0 | 100.00 | 2m | 0.34% |
| 02.09.2010 12:03 | 02.09.2010 12:11 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.55631 | 1.55831 | -20.0 | -100.00 | 8m | -0.33% |
| 02.05.2010 15:12 | 02.05.2010 15:12 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.56825 | 1.56769 | 5.6 | 28.00 | 0s | 0.09% |
| 02.05.2010 12:44 | 02.05.2010 12:59 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.57183 | 1.57208 | -2.5 | -12.50 | 15m | -0.04% |
| 02.05.2010 08:57 | 02.05.2010 09:01 | GBPUSD | Sell | 0.50 | 1.6 | 1.6 | 1.56782 | 1.56727 | 5.5 | 27.50 | 4m | 0.09% |
| 02.04.2010 13:01 | 02.04.2010 13:03 | GBPUSD | Buy | 0.50 | 1.6 | 1.6 | 1.5848 | 1.5868 | 20.0 | 100.00 | 2m | 0.34% |
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