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Strategy Settings
+7011.63% |
0.39% | |
12.43% | |
Drawdown: | 8.83% |
Balance: | $3,555,812.87 |
Highest: | (Dec 29) $3,555,812.87 |
Profit: | $3,505,812.59 |
Deposits: | $50,000.00 |
Test Started: | Jan 02, 2009 |
Test Ended: | Dec 30, 2011 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Jan 01, 2012 at 08:23 |
Trades: | 1,679 |
Profitability: |
|
Pips: | 8,985.0 |
Average Win: | 14.93 pips / $5,518.19 |
Average Loss: | -35.80 pips / -$12,649.72 |
Lots: | 59,687.40 |
Commissions: | 0 |
Longs Won: | (686/831) 82% |
Shorts Won: | (676/848) 79% |
Best Trade ($): | (Mar 26) 188,444.15 |
Worst Trade ($): | (Nov 24) -21,250.00 |
Best Trade (Pips): | (Mar 26) 377.5 |
Worst Trade (Pips): | (Jan 02) -42.5 |
Avg. Trade Length: | 4h 12m |
Profit Factor: | 1.87 |
Standard Deviation: | $16,127.17 |
Sharpe Ratio | 0.11 |
Z-Score (Probability): | -1.58 (-89.31%) |
Expectancy | 5.4 Pips / $2,088.04 |
AHPR: | 0.29% |
GHPR: | 0.25% |
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 | 281 | 253 | 225 | 197 | 169 | 141 | 112 | 84 | 56 | 28 |
Trading Activity (1679)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2011 14:51 | 12.30.2011 14:51 | EURUSD | Buy | 50.00 | 1.3 | - | 1.29835 | 1.29835 | 0.0 | 0.00 | 0s | 0.00% |
12.29.2011 15:02 | 12.29.2011 20:43 | EURUSD | Buy | 50.00 | 1.3 | - | 1.29235 | 1.29235 | 0.0 | 0.00 | 5h 41m | 0.00% |
12.29.2011 11:34 | 12.29.2011 12:00 | EURUSD | Sell | 50.00 | 1.3 | - | 1.2881 | 1.2881 | 0.0 | 0.00 | 26m | 0.00% |
12.28.2011 14:25 | 12.29.2011 07:27 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3021 | 1.29435 | 77.5 | 37,832.45 | 17h 2m | 1.08% |
12.23.2011 06:38 | 12.23.2011 06:38 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30835 | 1.30835 | 0.0 | 0.00 | 0s | 0.00% |
12.22.2011 10:36 | 12.22.2011 13:50 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3041 | 1.3041 | 0.0 | 0.00 | 3h 14m | 0.00% |
12.22.2011 08:05 | 12.22.2011 08:05 | EURUSD | Buy | 50.00 | 1.3 | - | 1.31035 | 1.31035 | 0.0 | 0.00 | 0s | 0.00% |
12.21.2011 10:53 | 12.21.2011 17:49 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3121 | 1.30835 | 37.5 | 18,750.00 | 6h 56m | 0.54% |
12.21.2011 08:13 | 12.21.2011 10:22 | EURUSD | Buy | 50.00 | 1.3 | - | 1.31435 | 1.31435 | 0.0 | 0.00 | 2h 9m | 0.00% |
12.20.2011 09:52 | 12.20.2011 10:00 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30635 | 1.30635 | 0.0 | 0.00 | 8m | 0.00% |
12.16.2011 14:46 | 12.16.2011 17:47 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3021 | 1.3021 | 0.0 | 0.00 | 3h 1m | 0.00% |
12.16.2011 12:31 | 12.16.2011 12:55 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30635 | 1.30635 | 0.0 | 0.00 | 24m | 0.00% |
12.15.2011 12:52 | 12.15.2011 13:42 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30235 | 1.30235 | 0.0 | 0.00 | 50m | 0.00% |
12.15.2011 09:45 | 12.15.2011 09:45 | EURUSD | Sell | 50.00 | 1.3 | - | 1.2961 | 1.30035 | -42.5 | -21,250.00 | 0s | -0.60% |
12.15.2011 07:46 | 12.15.2011 07:46 | EURUSD | Buy | 50.00 | 1.3 | - | 1.30235 | 1.30235 | 0.0 | 0.00 | 0s | 0.00% |
12.14.2011 11:43 | 12.14.2011 12:16 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3001 | 1.3001 | 0.0 | 0.00 | 33m | 0.00% |
12.13.2011 15:28 | 12.14.2011 10:02 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3161 | 1.30635 | 97.5 | 48,444.15 | 18h 34m | 1.40% |
12.13.2011 11:05 | 12.13.2011 11:05 | EURUSD | Buy | 50.00 | 1.3 | - | 1.32235 | 1.32235 | 0.0 | 0.00 | 0s | 0.00% |
12.12.2011 07:10 | 12.12.2011 07:50 | EURUSD | Sell | 50.00 | 1.3 | - | 1.3321 | 1.3321 | 0.0 | 0.00 | 40m | 0.00% |
12.09.2011 15:05 | 12.09.2011 15:05 | EURUSD | Buy | 50.00 | 1.3 | - | 1.33835 | 1.3341 | -42.5 | -21,250.00 | 0s | -0.61% |
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