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Strategy Settings
| +82.28% |
| 0.01% | |
| 0.41% | |
| Drawdown: | 12.07% |
| Balance: | $18,228.33 |
| Highest: | (Feb 07) $19,049.52 |
| Profit: | $8,228.33 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 11, 2005 |
| Test Ended: | Mar 21, 2017 |
| Timeframe: | 1 Hour |
| Model Type: | Open Prices |
| Added: | Apr 13, 2017 at 13:16 |
| Trades: | 249 |
| Profitability: |
|
| Pips: | 2,240.9 |
| Average Win: | 48.64 pips / $164.45 |
| Average Loss: | -67.49 pips / -$220.50 |
| Lots: | 86.53 |
| Commissions: | 0 |
| Longs Won: | (78/123) 63% |
| Shorts Won: | (86/126) 68% |
| Best Trade ($): | (Jun 03) 648.82 |
| Worst Trade ($): | (Mar 07) -400.92 |
| Best Trade (Pips): | (Nov 20) 198.5 |
| Worst Trade (Pips): | (Feb 25) -75.0 |
| Avg. Trade Length: | 1d |
| Profit Factor: | 1.44 |
| Standard Deviation: | $212.31 |
| Sharpe Ratio | 0.14 |
| Z-Score (Probability): | -1.06 (-71.13%) |
| Expectancy | 9.0 Pips / $33.05 |
| AHPR: | 0.25% |
| GHPR: | 0.24% |
| 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% | 0.27% | 6.08% |
| Consecutive Losing Trades | 83 | 74 | 66 | 58 | 50 | 41 | 33 | 25 | 17 | 8 |
Trading Activity (249)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.20.2017 13:00 | 03.21.2017 12:00 | USDCHF | Sell | 0.49 | 1.0 | - | 0.99827 | 0.99571 | 25.6 | 125.98 | 23h 0m | 0.70% |
| 03.09.2017 17:00 | 03.14.2017 11:00 | USDCHF | Buy | 0.49 | 1.0 | - | 1.01336 | 1.00945 | -39.1 | -189.80 | 4d | -1.04% |
| 02.23.2017 15:00 | 02.28.2017 18:00 | USDCHF | Buy | 0.50 | 1.0 | - | 1.00887 | 1.00137 | -75.0 | -374.53 | 5d | -2.01% |
| 02.15.2017 23:00 | 02.16.2017 19:00 | USDCHF | Buy | 0.51 | 1.0 | - | 1.00516 | 0.99766 | -75.0 | -382.84 | 20h 0m | -2.01% |
| 02.02.2017 22:00 | 02.07.2017 00:00 | USDCHF | Sell | 0.51 | 1.0 | - | 0.99245 | 0.99087 | 15.8 | 81.32 | 4d | 0.43% |
| 01.25.2017 10:00 | 01.25.2017 12:00 | USDCHF | Sell | 0.51 | 1.0 | - | 1.00208 | 0.99863 | 34.5 | 176.19 | 2h 0m | 0.94% |
| 01.06.2017 21:00 | 01.09.2017 19:00 | USDCHF | Sell | 0.50 | 1.0 | - | 1.01776 | 1.015 | 27.6 | 135.96 | 2d | 0.73% |
| 12.19.2016 08:00 | 12.20.2016 09:00 | USDCHF | Buy | 0.50 | 1.0 | - | 1.0251 | 1.02848 | 33.8 | 164.32 | 1d | 0.89% |
| 11.04.2016 06:00 | 11.04.2016 15:00 | USDCHF | Sell | 0.49 | 1.0 | - | 0.97518 | 0.97152 | 36.6 | 184.60 | 9h 0m | 1.01% |
| 09.28.2016 16:00 | 09.30.2016 13:00 | USDCHF | Buy | 0.49 | 1.0 | - | 0.97011 | 0.97255 | 24.4 | 122.93 | 1d | 0.68% |
| 09.08.2016 19:00 | 09.12.2016 20:00 | USDCHF | Sell | 0.49 | 1.0 | - | 0.97242 | 0.97285 | -4.3 | -21.66 | 4d | -0.12% |
| 09.05.2016 17:00 | 09.06.2016 18:00 | USDCHF | Sell | 0.48 | 1.0 | - | 0.98038 | 0.9724 | 79.8 | 393.91 | 1d | 2.21% |
| 08.12.2016 15:00 | 08.12.2016 16:00 | USDCHF | Sell | 0.47 | 1.0 | - | 0.9763 | 0.97118 | 51.2 | 247.78 | 1h 0m | 1.41% |
| 07.12.2016 12:00 | 07.12.2016 19:00 | USDCHF | Buy | 0.46 | 1.0 | - | 0.98095 | 0.98717 | 62.2 | 289.84 | 7h 0m | 1.68% |
| 07.05.2016 19:00 | 07.08.2016 17:00 | USDCHF | Sell | 0.47 | 1.0 | - | 0.97403 | 0.98153 | -75.0 | -357.84 | 2d | -2.03% |
| 06.30.2016 13:00 | 07.01.2016 18:00 | USDCHF | Buy | 0.48 | 1.0 | - | 0.97856 | 0.97106 | -75.0 | -369.64 | 1d | -2.05% |
| 06.14.2016 00:00 | 06.14.2016 14:00 | USDCHF | Buy | 0.48 | 1.0 | - | 0.96365 | 0.96643 | 27.8 | 138.08 | 14h 0m | 0.77% |
| 05.11.2016 18:00 | 05.13.2016 11:00 | USDCHF | Buy | 0.48 | 1.0 | - | 0.97153 | 0.97327 | 17.4 | 85.81 | 1d | 0.48% |
| 05.04.2016 08:00 | 05.05.2016 15:00 | USDCHF | Sell | 0.49 | 1.0 | - | 0.95678 | 0.96428 | -75.0 | -381.09 | 1d | -2.10% |
| 04.18.2016 14:00 | 04.20.2016 18:00 | USDCHF | Buy | 0.49 | 1.0 | - | 0.96528 | 0.96443 | -8.5 | -43.19 | 2d | -0.24% |
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