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Strategy Settings
+91.22% |
5.11% | |
346.37% | |
Drawdown: | 33.15% |
Balance: | $95.62 |
Highest: | (Oct 15) $96.13 |
Profit: | $45.61 |
Deposits: | $50.00 |
Test Started: | Oct 02, 2013 |
Test Ended: | Oct 15, 2013 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Oct 15, 2013 at 14:32 |
Trades: | 209 |
Profitability: |
|
Pips: | 464.9 |
Average Win: | 5.13 pips / $0.49 |
Average Loss: | -7.52 pips / -$0.68 |
Lots: | 2.24 |
Commissions: | 0 |
Longs Won: | (76/92) 82% |
Shorts Won: | (85/117) 72% |
Best Trade ($): | (Oct 09) 5.58 |
Worst Trade ($): | (Oct 03) -2.55 |
Best Trade (Pips): | (Oct 14) 19.3 |
Worst Trade (Pips): | (Oct 09) -29.4 |
Avg. Trade Length: | 1h 39m |
Profit Factor: | 2.39 |
Standard Deviation: | $0.90 |
Sharpe Ratio | 0.23 |
Z-Score (Probability): | 0.70 (51.60%) |
Expectancy | 2.2 Pips / $0.22 |
AHPR: | 0.32% |
GHPR: | 0.31% |
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 | 141 | 127 | 113 | 98 | 84 | 70 | 56 | 42 | 28 | 14 |
Trading Activity (209)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.15.2013 11:45 | 10.15.2013 14:10 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13688 | 1.13745 | -5.7 | -0.51 | 2h 25m | -0.53% |
10.15.2013 11:15 | 10.15.2013 11:43 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13675 | 1.13705 | 3.0 | 0.21 | 28m | 0.22% |
10.15.2013 09:50 | 10.15.2013 11:14 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13711 | 1.13653 | -5.8 | -0.53 | 1h 24m | -0.55% |
10.15.2013 10:40 | 10.15.2013 11:14 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13535 | 1.13653 | 11.8 | 0.95 | 34m | 1.00% |
10.15.2013 09:10 | 10.15.2013 09:46 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13564 | 1.13676 | 11.2 | 0.90 | 36m | 0.95% |
10.15.2013 07:55 | 10.15.2013 09:46 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13727 | 1.13676 | -5.1 | -0.47 | 1h 51m | -0.49% |
10.15.2013 07:10 | 10.15.2013 07:52 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13702 | 1.13732 | 3.0 | 0.21 | 42m | 0.22% |
10.15.2013 06:50 | 10.15.2013 07:05 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13688 | 1.13658 | 3.0 | 0.21 | 15m | 0.22% |
10.15.2013 06:45 | 10.15.2013 06:47 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13708 | 1.13738 | 3.0 | 0.21 | 2m | 0.22% |
10.15.2013 03:35 | 10.15.2013 06:44 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13535 | 1.13694 | 15.9 | 1.29 | 3h 9m | 1.38% |
10.15.2013 02:45 | 10.15.2013 06:44 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13793 | 1.13694 | -9.9 | -0.87 | 3h 59m | -0.93% |
10.15.2013 00:35 | 10.15.2013 02:44 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.1374 | 1.1377 | 3.0 | 0.22 | 2h 9m | 0.23% |
10.14.2013 22:20 | 10.15.2013 00:30 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13571 | 1.13614 | -4.3 | -0.43 | 2h 10m | -0.46% |
10.14.2013 22:45 | 10.15.2013 00:30 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13717 | 1.13614 | 10.3 | 0.79 | 1h 45m | 0.85% |
10.14.2013 22:15 | 10.14.2013 22:15 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13564 | 1.13594 | 3.0 | 0.21 | 0s | 0.23% |
10.14.2013 22:10 | 10.14.2013 22:10 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13548 | 1.13518 | 3.0 | 0.21 | 0s | 0.23% |
10.14.2013 22:05 | 10.14.2013 22:07 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13603 | 1.13633 | 3.0 | 0.21 | 2m | 0.23% |
10.14.2013 20:25 | 10.14.2013 22:03 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.1344 | 1.13515 | -7.5 | -0.67 | 1h 38m | -0.73% |
10.14.2013 21:35 | 10.14.2013 22:03 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13649 | 1.13515 | 13.4 | 1.08 | 28m | 1.18% |
10.14.2013 20:20 | 10.14.2013 20:21 | AUDNZD | Buy | 0.01 | - | 1.1 | 1.13451 | 1.13481 | 3.0 | 0.21 | 1m | 0.23% |
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