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Strategy Settings
+502.46% |
0.52% | |
16.95% | |
Drawdown: | 84.76% |
Balance: | $6,024.63 |
Highest: | (Dec 20) $6,024.63 |
Profit: | $5,024.57 |
Deposits: | $1,000.00 |
Test Started: | Jan 10, 2010 |
Test Ended: | Dec 20, 2010 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Mar 16, 2014 at 08:04 |
Trades: | 4,548 |
Profitability: |
|
Pips: | -2,694.9 |
Average Win: | 7.02 pips / $3.40 |
Average Loss: | -31.75 pips / -$8.28 |
Lots: | 113.96 |
Commissions: | 0 |
Longs Won: | (1,917/2,385) 80% |
Shorts Won: | (1,738/2,163) 80% |
Best Trade ($): | (Jul 05) 255.59 |
Worst Trade ($): | (Jul 05) -162.37 |
Best Trade (Pips): | (Jun 15) 48.0 |
Worst Trade (Pips): | (Jul 06) -202.5 |
Avg. Trade Length: | 1h 45m |
Profit Factor: | 1.68 |
Standard Deviation: | $14.19 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | 14.53 (99.99%) |
Expectancy | -0.6 Pips / $1.10 |
AHPR: | 0.04% |
GHPR: | 0.04% |
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 | 728 | 655 | 582 | 509 | 437 | 364 | 291 | 218 | 146 | 73 |
Trading Activity (4548)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.20.2010 18:45 | 12.20.2010 18:48 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.55058 | 1.55108 | 5.0 | 0.50 | 3m | 0.01% |
12.20.2010 17:30 | 12.20.2010 18:05 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.55041 | 1.55091 | 5.0 | 0.50 | 35m | 0.01% |
12.20.2010 17:15 | 12.20.2010 17:19 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.55051 | 1.55101 | 5.0 | 0.50 | 4m | 0.01% |
12.20.2010 16:30 | 12.20.2010 16:59 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.55104 | 1.55154 | 5.0 | 0.50 | 29m | 0.01% |
12.20.2010 15:15 | 12.20.2010 16:22 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.55071 | 1.55121 | 5.0 | 0.50 | 1h 7m | 0.01% |
12.20.2010 12:00 | 12.20.2010 12:28 | GBPUSD | Sell | 0.01 | - | 1.6 | 1.5557 | 1.5552 | 5.0 | 0.50 | 28m | 0.01% |
12.20.2010 11:15 | 12.20.2010 11:22 | GBPUSD | Sell | 0.01 | - | 1.6 | 1.55541 | 1.55491 | 5.0 | 0.50 | 7m | 0.01% |
12.20.2010 11:00 | 12.20.2010 11:01 | GBPUSD | Sell | 0.01 | - | 1.6 | 1.55731 | 1.55681 | 5.0 | 0.50 | 1m | 0.01% |
12.20.2010 09:30 | 12.20.2010 10:13 | GBPUSD | Sell | 0.01 | - | 1.6 | 1.55524 | 1.55474 | 5.0 | 0.50 | 43m | 0.01% |
12.20.2010 07:30 | 12.20.2010 09:24 | GBPUSD | Sell | 0.01 | - | 1.6 | 1.55339 | 1.55542 | -20.3 | -2.03 | 1h 54m | -0.03% |
12.20.2010 09:17 | 12.20.2010 09:24 | GBPUSD | Sell | 0.03 | - | 1.6 | 1.55641 | 1.55542 | 9.9 | 2.97 | 7m | 0.05% |
12.20.2010 00:30 | 12.20.2010 01:20 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.54984 | 1.55034 | 5.0 | 0.50 | 50m | 0.01% |
12.17.2010 11:30 | 12.17.2010 21:16 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.56101 | 1.55355 | -74.6 | -7.46 | 9h 46m | -0.12% |
12.17.2010 19:00 | 12.17.2010 21:16 | GBPUSD | Buy | 0.03 | - | 1.6 | 1.5506 | 1.55355 | 29.5 | 8.85 | 2h 16m | 0.15% |
12.17.2010 15:36 | 12.17.2010 19:00 | GBPUSD | Buy | 0.17 | - | 1.6 | 1.54893 | 1.5504 | 14.7 | 24.99 | 3h 24m | 0.42% |
12.17.2010 14:43 | 12.17.2010 19:00 | GBPUSD | Buy | 0.11 | - | 1.6 | 1.55198 | 1.5504 | -15.8 | -17.38 | 4h 17m | -0.29% |
12.17.2010 16:11 | 12.17.2010 16:39 | GBPUSD | Buy | 0.25 | - | 1.6 | 1.54587 | 1.54848 | 26.1 | 65.25 | 28m | 1.10% |
12.17.2010 13:36 | 12.17.2010 16:39 | GBPUSD | Buy | 0.07 | - | 1.6 | 1.55499 | 1.54848 | -65.1 | -45.57 | 3h 3m | -0.76% |
12.17.2010 11:47 | 12.17.2010 14:40 | GBPUSD | Buy | 0.03 | - | 1.6 | 1.558 | 1.55349 | -45.1 | -13.53 | 2h 53m | -0.23% |
12.17.2010 14:08 | 12.17.2010 14:40 | GBPUSD | Buy | 0.13 | - | 1.6 | 1.55199 | 1.55349 | 15.0 | 19.50 | 32m | 0.33% |
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