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Strategy Settings
+3000.24% |
1.27% | |
45.84% | |
Drawdown: | 80.84% |
Balance: | $310,024.00 |
Highest: | (Aug 02) $367,073.50 |
Profit: | $300,024.00 |
Deposits: | $10,000.00 |
Test Started: | Nov 04, 2011 |
Test Ended: | Aug 03, 2012 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Aug 04, 2012 at 07:20 |
Trades: | 108 |
Profitability: |
|
Pips: | 2,605.9 |
Average Win: | 58.72 pips / $7,105.71 |
Average Loss: | -30.23 pips / -$4,022.69 |
Lots: | 13,225.00 |
Commissions: | 0 |
Longs Won: | (0/0) 0% |
Shorts Won: | (66/108) 61% |
Best Trade ($): | (Aug 01) 61,232.00 |
Worst Trade ($): | (Aug 03) -27,090.00 |
Best Trade (Pips): | (Aug 01) 646.4 |
Worst Trade (Pips): | (Aug 03) -227.6 |
Avg. Trade Length: | 4d |
Profit Factor: | 2.78 |
Standard Deviation: | $9,139.60 |
Sharpe Ratio | 0.34 |
Z-Score (Probability): | 3.90 (99.99%) |
Expectancy | 24.1 Pips / $2,778.00 |
AHPR: | 3.72% |
GHPR: | 3.23% |
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% | 0.07% | 1.07% | 11.76% |
Consecutive Losing Trades | 77 | 69 | 62 | 54 | 46 | 39 | 31 | 23 | 15 | 8 |
Trading Activity (108)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
08.02.2012 19:56 | 08.03.2012 23:59 | EURUSD | Sell | 100.00 | - | - | 1.21567 | 1.23843 | -227.6 | -23,097.00 | 1d | -6.29% |
08.03.2012 18:13 | 08.03.2012 23:59 | EURUSD | Sell | 225.00 | - | - | 1.23568 | 1.23843 | -27.5 | -6,862.50 | 5h 46m | -2.17% |
08.03.2012 10:56 | 08.03.2012 23:59 | EURUSD | Sell | 150.00 | - | - | 1.22067 | 1.23843 | -177.6 | -27,090.00 | 13h 3m | -7.88% |
08.02.2012 11:46 | 08.02.2012 15:50 | EURUSD | Sell | 150.00 | - | - | 1.22764 | 1.22361 | 40.3 | 5,595.00 | 4h 4m | 1.55% |
08.01.2012 23:55 | 08.02.2012 15:50 | EURUSD | Sell | 100.00 | - | - | 1.22262 | 1.22361 | -9.9 | -1,401.00 | 15h 55m | -0.39% |
08.01.2012 05:09 | 08.01.2012 21:19 | EURUSD | Sell | 100.00 | - | - | 1.22894 | 1.2239 | 50.4 | 4,740.00 | 16h 10m | 1.32% |
05.09.2012 17:44 | 08.01.2012 03:09 | EURUSD | Sell | 100.00 | - | - | 1.29403 | 1.22939 | 646.4 | 61,232.00 | 83d | 20.62% |
05.08.2012 18:36 | 05.09.2012 15:14 | EURUSD | Sell | 100.00 | - | - | 1.29982 | 1.29481 | 50.1 | 4,673.00 | 20h 38m | 1.60% |
05.07.2012 05:33 | 05.08.2012 15:34 | EURUSD | Sell | 100.00 | - | - | 1.29811 | 1.29911 | -10.0 | -1,337.00 | 1d | -0.46% |
05.07.2012 13:02 | 05.08.2012 15:34 | EURUSD | Sell | 150.00 | - | - | 1.30312 | 1.29911 | 40.1 | 5,509.50 | 1d | 1.92% |
05.04.2012 22:01 | 05.07.2012 00:00 | EURUSD | Sell | 100.00 | - | - | 1.30895 | 1.30125 | 77.0 | 7,363.00 | 2d | 2.62% |
05.03.2012 15:44 | 05.04.2012 18:35 | EURUSD | Sell | 100.00 | - | - | 1.31449 | 1.30948 | 50.1 | 4,673.00 | 1d | 1.69% |
05.02.2012 16:45 | 05.03.2012 15:33 | EURUSD | Sell | 100.00 | - | - | 1.31486 | 1.30986 | 50.0 | 4,589.00 | 22h 48m | 1.69% |
04.23.2012 16:26 | 05.02.2012 12:24 | EURUSD | Sell | 100.00 | - | - | 1.31346 | 1.31447 | -10.1 | -1,643.00 | 8d | -0.61% |
04.24.2012 16:26 | 05.02.2012 12:24 | EURUSD | Sell | 150.00 | - | - | 1.31848 | 1.31447 | 40.1 | 5,121.00 | 7d | 1.92% |
04.16.2012 08:15 | 04.23.2012 15:26 | EURUSD | Sell | 100.00 | - | - | 1.30237 | 1.31236 | -99.9 | -10,549.00 | 7d | -3.98% |
04.20.2012 23:47 | 04.23.2012 15:26 | EURUSD | Sell | 225.00 | - | - | 1.32237 | 1.31236 | 100.1 | 21,764.25 | 2d | 8.84% |
04.16.2012 18:10 | 04.23.2012 15:26 | EURUSD | Sell | 150.00 | - | - | 1.30737 | 1.31236 | -49.9 | -8,323.50 | 6d | -3.27% |
04.13.2012 19:46 | 04.16.2012 03:34 | EURUSD | Sell | 100.00 | - | - | 1.30831 | 1.30331 | 50.0 | 4,663.00 | 2d | 1.79% |
04.11.2012 19:14 | 04.13.2012 15:46 | EURUSD | Sell | 100.00 | - | - | 1.31155 | 1.31254 | -9.9 | -1,438.00 | 1d | -0.56% |
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