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Strategy Settings
+345.1% |
0.11% | |
3.21% | |
Drawdown: | 14.70% |
Balance: | $8,901.90 |
Highest: | (Nov 19) $8,901.90 |
Profit: | $6,901.90 |
Deposits: | $2,000.00 |
Test Started: | Jan 03, 2012 |
Test Ended: | Nov 19, 2015 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Nov 22, 2015 at 13:40 |
Trades: | 446 |
Profitability: |
|
Pips: | 3,511.0 |
Average Win: | 19.38 pips / $38.37 |
Average Loss: | -79.33 pips / -$157.98 |
Lots: | 91.94 |
Commissions: | 0 |
Longs Won: | (94/105) 89% |
Shorts Won: | (300/341) 87% |
Best Trade ($): | (Aug 24) 339.00 |
Worst Trade ($): | (Jun 30) -445.50 |
Best Trade (Pips): | (Jan 17) 45.0 |
Worst Trade (Pips): | (Jun 11) -99.0 |
Avg. Trade Length: | 12h 56m |
Profit Factor: | 1.84 |
Standard Deviation: | $81.07 |
Sharpe Ratio | 0.24 |
Z-Score (Probability): | 0.14 (11.13%) |
Expectancy | 7.9 Pips / $15.48 |
AHPR: | 0.34% |
GHPR: | 0.34% |
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% | 1.23% |
Consecutive Losing Trades | 56 | 51 | 45 | 39 | 34 | 28 | 23 | 17 | 11 | 6 |
Trading Activity (446)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.19.2015 17:21 | 11.19.2015 19:15 | EURUSD | Sell | 0.20 | 1.1 | 1.1 | 1.07399 | 1.07359 | 4.0 | 8.00 | 1h 54m | 0.09% |
11.12.2015 22:18 | 11.13.2015 06:03 | EURUSD | Sell | 0.20 | 1.1 | 1.1 | 1.08084 | 1.07784 | 30.0 | 60.00 | 7h 45m | 0.68% |
11.06.2015 15:40 | 11.09.2015 09:04 | EURUSD | Buy | 0.30 | 1.1 | 1.1 | 1.07478 | 1.07578 | 10.0 | 30.00 | 2d | 0.34% |
11.06.2015 13:55 | 11.06.2015 14:07 | EURUSD | Sell | 0.59 | 1.1 | 1.1 | 1.07334 | 1.07134 | 20.0 | 118.00 | 12m | 1.36% |
11.06.2015 13:30 | 11.06.2015 13:30 | EURUSD | Sell | 0.59 | 1.1 | 1.1 | 1.0796 | 1.0776 | 20.0 | 118.00 | 0s | 1.38% |
10.30.2015 15:45 | 10.30.2015 16:23 | EURUSD | Sell | 0.29 | 1.1 | 1.1 | 1.1057 | 1.1027 | 30.0 | 87.00 | 38m | 1.03% |
10.28.2015 18:55 | 10.29.2015 09:02 | EURUSD | Sell | 0.58 | 1.1 | 1.1 | 1.09042 | 1.09482 | -44.0 | -255.20 | 14h 7m | -2.92% |
10.28.2015 18:25 | 10.28.2015 18:33 | EURUSD | Sell | 0.58 | 1.1 | 1.1 | 1.09385 | 1.09185 | 20.0 | 116.00 | 8m | 1.35% |
10.28.2015 18:01 | 10.28.2015 18:03 | EURUSD | Sell | 0.57 | 1.1 | 1.1 | 1.0995 | 1.0975 | 20.0 | 114.00 | 2m | 1.34% |
10.22.2015 20:50 | 10.23.2015 09:37 | EURUSD | Buy | 0.28 | 1.1 | 1.1 | 1.11114 | 1.11194 | 8.0 | 22.40 | 12h 47m | 0.26% |
10.22.2015 13:40 | 10.22.2015 15:53 | EURUSD | Sell | 0.56 | 1.1 | 1.1 | 1.11678 | 1.11478 | 20.0 | 112.00 | 2h 13m | 1.34% |
10.22.2015 13:10 | 10.22.2015 13:16 | EURUSD | Sell | 0.55 | 1.1 | 1.1 | 1.11989 | 1.11789 | 20.0 | 110.00 | 6m | 1.33% |
10.22.2015 12:30 | 10.22.2015 12:49 | EURUSD | Sell | 0.55 | 1.1 | 1.1 | 1.12387 | 1.12187 | 20.0 | 110.00 | 19m | 1.35% |
10.14.2015 20:03 | 10.15.2015 07:30 | EURUSD | Sell | 0.18 | 1.1 | 1.1 | 1.14744 | 1.14444 | 30.0 | 54.00 | 11h 27m | 0.67% |
10.09.2015 17:03 | 10.13.2015 03:05 | EURUSD | Sell | 0.18 | 1.1 | 1.1 | 1.13708 | 1.13628 | 8.0 | 14.40 | 3d | 0.18% |
10.09.2015 12:03 | 10.09.2015 14:59 | EURUSD | Sell | 0.18 | 1.1 | 1.1 | 1.13554 | 1.13544 | 1.0 | 1.80 | 2h 56m | 0.02% |
10.06.2015 16:48 | 10.07.2015 07:06 | EURUSD | Sell | 0.18 | 1.1 | 1.1 | 1.12624 | 1.12324 | 30.0 | 54.00 | 14h 18m | 0.67% |
10.02.2015 16:47 | 10.02.2015 17:18 | EURUSD | Sell | 0.18 | 1.1 | 1.1 | 1.12432 | 1.12132 | 30.0 | 54.00 | 31m | 0.68% |
10.02.2015 15:56 | 10.02.2015 16:47 | EURUSD | Sell | 0.18 | 1.1 | 1.1 | 1.12739 | 1.12439 | 30.0 | 54.00 | 51m | 0.68% |
10.02.2015 14:41 | 10.02.2015 15:55 | EURUSD | Sell | 0.18 | 1.1 | 1.1 | 1.12839 | 1.12759 | 8.0 | 14.40 | 1h 14m | 0.18% |
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