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Strategy Settings
+82.87% |
0.17% | |
5.19% | |
Drawdown: | 9.73% |
Balance: | $1,828.70 |
Highest: | (Sep 14) $2,018.81 |
Profit: | $828.66 |
Deposits: | $1,000.00 |
Test Started: | Jan 04, 2012 |
Test Ended: | Dec 27, 2012 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Aug 24, 2014 at 02:30 |
Trades: | 81 |
Profitability: |
|
Pips: | 830.3 |
Average Win: | 41.39 pips / $41.36 |
Average Loss: | -23.28 pips / -$23.29 |
Lots: | 8.10 |
Commissions: | 0 |
Longs Won: | (18/39) 46% |
Shorts Won: | (24/42) 57% |
Best Trade ($): | (Jul 26) 105.50 |
Worst Trade ($): | (Feb 29) -25.15 |
Best Trade (Pips): | (Jul 26) 105.5 |
Worst Trade (Pips): | (Jan 11) -25.0 |
Avg. Trade Length: | 13h 10m |
Profit Factor: | 1.91 |
Standard Deviation: | $39.79 |
Sharpe Ratio | 0.29 |
Z-Score (Probability): | 0.91 (63.71%) |
Expectancy | 10.3 Pips / $10.23 |
AHPR: | 0.78% |
GHPR: | 0.75% |
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% | 0.54% | 8.52% |
Consecutive Losing Trades | 79 | 71 | 63 | 55 | 47 | 39 | 31 | 24 | 16 | 8 |
Trading Activity (81)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.27.2012 15:30 | 12.27.2012 19:47 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.32337 | 1.32296 | 4.1 | 4.10 | 4h 17m | 0.22% |
12.26.2012 15:00 | 12.26.2012 15:59 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.32493 | 1.32243 | -25.0 | -25.00 | 59m | -1.35% |
11.16.2012 15:15 | 11.16.2012 17:34 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.26968 | 1.27218 | -25.0 | -25.00 | 2h 19m | -1.33% |
11.07.2012 12:30 | 11.08.2012 04:02 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.27579 | 1.27452 | 12.7 | 12.84 | 15h 32m | 0.69% |
11.05.2012 08:00 | 11.06.2012 04:01 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.27912 | 1.27983 | -7.1 | -7.05 | 20h 1m | -0.38% |
10.09.2012 07:45 | 10.09.2012 11:35 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29248 | 1.29498 | -25.0 | -25.00 | 3h 50m | -1.32% |
09.28.2012 14:30 | 09.28.2012 16:11 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.28526 | 1.28776 | -25.0 | -25.00 | 1h 41m | -1.30% |
09.21.2012 13:00 | 09.21.2012 13:47 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30342 | 1.30092 | -25.0 | -25.00 | 47m | -1.29% |
09.21.2012 11:30 | 09.21.2012 12:21 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29719 | 1.29969 | -25.0 | -25.00 | 51m | -1.27% |
09.21.2012 08:45 | 09.21.2012 11:16 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3026 | 1.3001 | -25.0 | -25.00 | 2h 31m | -1.25% |
09.17.2012 13:45 | 09.17.2012 14:21 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31602 | 1.31352 | -25.0 | -25.00 | 36m | -1.24% |
09.13.2012 17:30 | 09.14.2012 06:01 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.29521 | 1.30442 | 92.1 | 91.95 | 12h 31m | 4.77% |
09.07.2012 13:00 | 09.10.2012 06:08 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.27665 | 1.27905 | 24.0 | 23.85 | 2d | 1.25% |
09.06.2012 15:00 | 09.07.2012 06:34 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.26349 | 1.26478 | 12.9 | 12.75 | 15h 34m | 0.67% |
08.30.2012 14:45 | 08.31.2012 00:01 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.25046 | 1.25116 | -7.0 | -6.95 | 9h 16m | -0.37% |
08.10.2012 14:45 | 08.10.2012 15:19 | EURUSD | Buy | 0.10 | 1.2 | 1.2 | 1.23125 | 1.22875 | -25.0 | -25.00 | 34m | -1.30% |
08.05.2012 23:45 | 08.06.2012 00:04 | EURUSD | Buy | 0.10 | 1.2 | 1.3 | 1.24369 | 1.24119 | -25.0 | -25.15 | 19m | -1.29% |
08.02.2012 13:15 | 08.03.2012 03:30 | EURUSD | Sell | 0.10 | 1.2 | 1.2 | 1.22104 | 1.21773 | 33.1 | 33.15 | 14h 15m | 1.73% |
08.02.2012 12:45 | 08.02.2012 13:04 | EURUSD | Sell | 0.10 | 1.2 | 1.2 | 1.22754 | 1.21814 | 94.0 | 94.00 | 19m | 5.16% |
08.02.2012 12:15 | 08.02.2012 12:39 | EURUSD | Buy | 0.10 | 1.2 | 1.2 | 1.23447 | 1.23197 | -25.0 | -25.00 | 24m | -1.35% |
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