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Strategy Settings
+13.47% |
0.04% | |
1.06% | |
Drawdown: | 74.07% |
Balance: | $340.36 |
Highest: | (May 05) $632.67 |
Profit: | $40.41 |
Deposits: | $300.00 |
Test Started: | Jan 03, 2011 |
Test Ended: | Dec 30, 2011 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Jul 17, 2017 at 16:15 |
Trades: | 436 |
Profitability: |
|
Pips: | 1,080.6 |
Average Win: | 44.06 pips / $14.26 |
Average Loss: | -29.94 pips / -$10.95 |
Lots: | 14.44 |
Commissions: | 0 |
Longs Won: | (76/184) 41% |
Shorts Won: | (115/252) 45% |
Best Trade ($): | (May 12) 37.54 |
Worst Trade ($): | (May 18) -21.30 |
Best Trade (Pips): | (Mar 16) 150.0 |
Worst Trade (Pips): | (Jun 01) -75.3 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.02 |
Standard Deviation: | $13.48 |
Sharpe Ratio | 0.03 |
Z-Score (Probability): | -6.64 (99.99%) |
Expectancy | 2.5 Pips / $0.09 |
AHPR: | 0.11% |
GHPR: | 0.03% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | 46.78% | 58.8% | 67.22% | 73.91% | 79.56% | 84.49% | 88.9% | 92.9% | 96.58% |
Consecutive Losing Trades | 31 | 28 | 25 | 22 | 19 | 16 | 12 | 9 | 6 | 3 |
Trading Activity (436)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.29.2011 21:12 | 12.30.2011 16:56 | USDJPY | Sell | 0.02 | 78.0 | 77.0 | 77.619 | 77.019 | 60.0 | 15.38 | 19h 44m | 4.73% |
12.29.2011 21:12 | 12.30.2011 15:20 | USDJPY | Sell | 0.02 | 78.0 | 77.3 | 77.619 | 77.284 | 33.5 | 8.47 | 18h 8m | 2.68% |
12.28.2011 16:58 | 12.29.2011 05:58 | USDJPY | Buy | 0.06 | 77.7 | 78.1 | 77.911 | 77.746 | -16.5 | -12.56 | 13h 0m | -3.82% |
12.28.2011 16:58 | 12.29.2011 05:58 | USDJPY | Buy | 0.06 | 77.7 | 78.2 | 77.911 | 77.746 | -16.5 | -12.56 | 13h 0m | -3.68% |
12.27.2011 14:36 | 12.28.2011 17:43 | USDJPY | Sell | 0.04 | 78.0 | 77.4 | 77.804 | 78.023 | -21.9 | -11.64 | 1d | -3.29% |
12.28.2011 09:29 | 12.28.2011 16:58 | USDJPY | Sell | 0.06 | 77.9 | 77.6 | 77.746 | 77.911 | -16.5 | -12.71 | 7h 29m | -3.47% |
12.28.2011 09:29 | 12.28.2011 16:58 | USDJPY | Sell | 0.06 | 77.9 | 77.4 | 77.746 | 77.911 | -16.5 | -12.71 | 7h 29m | -3.36% |
12.27.2011 14:36 | 12.28.2011 14:28 | USDJPY | Sell | 0.04 | 78.0 | 77.6 | 77.804 | 77.585 | 21.9 | 10.88 | 23h 52m | 2.96% |
11.29.2011 09:37 | 12.23.2011 19:57 | USDJPY | Sell | 0.02 | 78.3 | 77.1 | 77.884 | 78.017 | -13.3 | -8.72 | 24d | -2.32% |
11.25.2011 13:50 | 12.23.2011 19:57 | USDJPY | Buy | 0.02 | 77.1 | 78.4 | 77.533 | 78.007 | 47.4 | 12.72 | 28d | 3.50% |
12.22.2011 14:16 | 12.23.2011 08:44 | USDJPY | Buy | 0.08 | 78.0 | 78.4 | 78.126 | 78.013 | -11.3 | -11.51 | 18h 28m | -2.98% |
12.22.2011 14:16 | 12.23.2011 08:44 | USDJPY | Buy | 0.08 | 78.0 | 78.2 | 78.126 | 78.013 | -11.3 | -11.51 | 18h 28m | -3.07% |
12.21.2011 13:46 | 12.22.2011 14:35 | USDJPY | Buy | 0.07 | 77.8 | 78.2 | 77.887 | 78.151 | 26.4 | 23.86 | 1d | 6.57% |
12.21.2011 13:46 | 12.21.2011 20:24 | USDJPY | Buy | 0.07 | 77.8 | 78.0 | 77.887 | 78.029 | 14.2 | 12.74 | 6h 38m | 3.64% |
12.21.2011 08:42 | 12.21.2011 13:46 | USDJPY | Sell | 0.05 | 77.9 | 77.4 | 77.695 | 77.887 | -19.2 | -12.33 | 5h 4m | -3.29% |
12.21.2011 08:42 | 12.21.2011 13:46 | USDJPY | Sell | 0.05 | 77.9 | 77.5 | 77.695 | 77.887 | -19.2 | -12.33 | 5h 4m | -3.40% |
12.15.2011 08:48 | 12.16.2011 17:23 | USDJPY | Sell | 0.05 | 78.1 | 77.7 | 77.955 | 77.661 | 29.4 | 18.42 | 1d | 5.17% |
12.15.2011 08:48 | 12.15.2011 14:20 | USDJPY | Sell | 0.05 | 78.1 | 77.8 | 77.955 | 77.773 | 18.2 | 11.70 | 5h 32m | 3.39% |
12.14.2011 12:43 | 12.15.2011 08:55 | USDJPY | Buy | 0.08 | 77.9 | 78.3 | 78.042 | 77.919 | -12.3 | -12.39 | 20h 12m | -3.35% |
12.14.2011 12:43 | 12.15.2011 08:55 | USDJPY | Buy | 0.08 | 77.9 | 78.2 | 78.042 | 77.919 | -12.3 | -12.39 | 20h 12m | -3.47% |
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