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Strategy Settings
| +172.32% |
| 0.28% | |
| 8.76% | |
| Drawdown: | 27.90% |
| Balance: | $2,723.25 |
| Highest: | (Dec 06) $2,750.25 |
| Profit: | $1,723.19 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 04, 2010 |
| Test Ended: | Dec 28, 2010 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Aug 24, 2014 at 02:29 |
| Trades: | 201 |
| Profitability: |
|
| Pips: | 1,725.4 |
| Average Win: | 57.36 pips / $57.35 |
| Average Loss: | -24.34 pips / -$24.35 |
| Lots: | 20.10 |
| Commissions: | 0 |
| Longs Won: | (39/104) 37% |
| Shorts Won: | (42/97) 43% |
| Best Trade ($): | (May 10) 131.60 |
| Worst Trade ($): | (Mar 04) -25.46 |
| Best Trade (Pips): | (May 10) 131.6 |
| Worst Trade (Pips): | (Jan 06) -25.0 |
| Avg. Trade Length: | 6h 41m |
| Profit Factor: | 1.59 |
| Standard Deviation: | $44.58 |
| Sharpe Ratio | 0.16 |
| Z-Score (Probability): | -0.62 (-46.47%) |
| Expectancy | 8.6 Pips / $8.57 |
| AHPR: | 0.56% |
| GHPR: | 0.50% |
| 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% | 0.02% | 0.55% | 8.59% |
| Consecutive Losing Trades | 112 | 101 | 89 | 78 | 67 | 56 | 45 | 34 | 22 | 11 |
Trading Activity (201)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.28.2010 13:15 | 12.28.2010 15:53 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3201 | 1.31509 | 50.1 | 50.10 | 2h 38m | 1.87% |
| 12.28.2010 00:30 | 12.28.2010 13:10 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.32307 | 1.32057 | -25.0 | -25.00 | 12h 40m | -0.93% |
| 12.23.2010 16:30 | 12.23.2010 16:40 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31171 | 1.30921 | -25.0 | -25.00 | 10m | -0.92% |
| 12.21.2010 01:30 | 12.21.2010 07:05 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31765 | 1.31881 | 11.6 | 11.60 | 5h 35m | 0.43% |
| 12.17.2010 15:45 | 12.17.2010 18:43 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.31428 | 1.31678 | -25.0 | -25.00 | 2h 58m | -0.91% |
| 12.14.2010 13:15 | 12.14.2010 20:23 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.34322 | 1.33702 | 62.0 | 62.00 | 7h 8m | 2.32% |
| 12.14.2010 11:00 | 12.14.2010 11:14 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.34946 | 1.34696 | -25.0 | -25.00 | 14m | -0.93% |
| 12.14.2010 08:00 | 12.14.2010 09:23 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.34548 | 1.34298 | -25.0 | -25.00 | 1h 23m | -0.92% |
| 12.13.2010 12:00 | 12.13.2010 15:00 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.32776 | 1.33269 | 49.3 | 49.30 | 3h 0m | 1.84% |
| 12.09.2010 15:15 | 12.09.2010 17:00 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.31814 | 1.32064 | -25.0 | -25.00 | 1h 45m | -0.93% |
| 12.09.2010 09:45 | 12.09.2010 14:07 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.32318 | 1.32568 | -25.0 | -25.00 | 4h 22m | -0.92% |
| 12.06.2010 12:15 | 12.06.2010 13:20 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.32961 | 1.32711 | -25.0 | -25.00 | 1h 5m | -0.91% |
| 12.06.2010 00:15 | 12.06.2010 08:14 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.33802 | 1.33287 | 51.5 | 51.50 | 7h 59m | 1.91% |
| 12.03.2010 13:45 | 12.03.2010 16:08 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.33332 | 1.3398 | 64.8 | 64.80 | 2h 23m | 2.46% |
| 12.02.2010 15:00 | 12.02.2010 17:57 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31624 | 1.32026 | 40.2 | 40.20 | 2h 57m | 1.55% |
| 12.02.2010 13:45 | 12.02.2010 14:51 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.31219 | 1.31469 | -25.0 | -25.00 | 1h 6m | -0.95% |
| 12.01.2010 17:00 | 12.01.2010 17:17 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31478 | 1.31228 | -25.0 | -25.00 | 17m | -0.95% |
| 11.30.2010 09:00 | 11.30.2010 13:31 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30392 | 1.29817 | 57.5 | 57.50 | 4h 31m | 2.22% |
| 11.29.2010 10:15 | 11.29.2010 13:55 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.32089 | 1.31364 | 72.5 | 72.50 | 3h 40m | 2.88% |
| 11.29.2010 08:00 | 11.29.2010 08:30 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.33005 | 1.32755 | -25.0 | -25.00 | 30m | -0.98% |
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