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Strategy Settings
+67.64% |
0.49% | |
15.75% | |
Drawdown: | 81.20% |
Balance: | $251.47 |
Highest: | (Nov 11) $251.77 |
Profit: | $101.46 |
Deposits: | $150.00 |
Test Started: | Jul 28, 2008 |
Test Ended: | Nov 11, 2008 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Dec 16, 2013 at 14:26 |
Trades: | 1,097 |
Profitability: |
|
Pips: | -3,187.0 |
Average Win: | 12.71 pips / $0.42 |
Average Loss: | -67.32 pips / -$1.26 |
Lots: | 18.33 |
Commissions: | 0 |
Longs Won: | (526/659) 79% |
Shorts Won: | (357/438) 81% |
Best Trade ($): | (Oct 24) 19.30 |
Worst Trade ($): | (Nov 04) -15.82 |
Best Trade (Pips): | (Oct 24) 193.0 |
Worst Trade (Pips): | (Oct 24) -348.0 |
Avg. Trade Length: | 1h 17m |
Profit Factor: | 1.38 |
Standard Deviation: | $1.69 |
Sharpe Ratio | 0.05 |
Z-Score (Probability): | -2.60 (-115.16%) |
Expectancy | -2.9 Pips / $0.09 |
AHPR: | 0.05% |
GHPR: | 0.05% |
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% | 0.03% | 0.36% | 2.94% | 18.92% |
Consecutive Losing Trades | 200 | 180 | 160 | 140 | 120 | 100 | 80 | 60 | 40 | 20 |
Trading Activity (1097)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.11.2008 17:00 | 11.11.2008 17:13 | GBPUSD | Buy | 0.01 | - | - | 1.5419 | 1.5389 | -30.0 | -0.30 | 13m | -0.12% |
11.11.2008 16:45 | 11.11.2008 16:45 | GBPUSD | Buy | 0.01 | - | - | 1.5445 | 1.5455 | 10.0 | 0.10 | 0s | 0.04% |
11.11.2008 16:00 | 11.11.2008 16:34 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.5503 | 1.5466 | -37.0 | -0.37 | 34m | -0.15% |
11.11.2008 16:30 | 11.11.2008 16:34 | GBPUSD | Buy | 0.02 | - | 1.6 | 1.5442 | 1.5466 | 24.0 | 0.48 | 4m | 0.19% |
11.11.2008 15:45 | 11.11.2008 15:51 | GBPUSD | Buy | 0.01 | - | - | 1.5527 | 1.5537 | 10.0 | 0.10 | 6m | 0.04% |
11.11.2008 14:30 | 11.11.2008 14:31 | GBPUSD | Buy | 0.01 | - | - | 1.5543 | 1.5553 | 10.0 | 0.10 | 1m | 0.04% |
11.11.2008 14:15 | 11.11.2008 14:15 | GBPUSD | Sell | 0.01 | - | - | 1.5653 | 1.5642 | 11.0 | 0.11 | 0s | 0.04% |
11.11.2008 13:30 | 11.11.2008 13:30 | GBPUSD | Buy | 0.01 | - | - | 1.5544 | 1.5554 | 10.0 | 0.10 | 0s | 0.04% |
11.11.2008 12:30 | 11.11.2008 12:45 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.556 | 1.5561 | 1.0 | 0.01 | 15m | 0.00% |
11.11.2008 12:15 | 11.11.2008 12:17 | GBPUSD | Buy | 0.01 | - | - | 1.5557 | 1.5567 | 10.0 | 0.10 | 2m | 0.04% |
11.11.2008 12:00 | 11.11.2008 12:04 | GBPUSD | Buy | 0.01 | - | - | 1.5533 | 1.5543 | 10.0 | 0.10 | 4m | 0.04% |
11.11.2008 11:45 | 11.11.2008 11:46 | GBPUSD | Buy | 0.01 | - | - | 1.5569 | 1.5579 | 10.0 | 0.10 | 1m | 0.04% |
11.11.2008 10:00 | 11.11.2008 10:03 | GBPUSD | Buy | 0.01 | - | - | 1.5585 | 1.5595 | 10.0 | 0.10 | 3m | 0.04% |
11.11.2008 09:00 | 11.11.2008 09:09 | GBPUSD | Buy | 0.01 | - | - | 1.5586 | 1.5596 | 10.0 | 0.10 | 9m | 0.04% |
11.11.2008 05:15 | 11.11.2008 05:45 | GBPUSD | Sell | 0.01 | - | 1.6 | 1.5686 | 1.5685 | 1.0 | 0.01 | 30m | 0.00% |
11.11.2008 02:30 | 11.11.2008 03:11 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.5586 | 1.5587 | 1.0 | 0.01 | 41m | 0.00% |
11.11.2008 02:00 | 11.11.2008 02:05 | GBPUSD | Buy | 0.01 | - | - | 1.559 | 1.5602 | 12.0 | 0.12 | 5m | 0.05% |
11.11.2008 01:45 | 11.11.2008 01:47 | GBPUSD | Buy | 0.01 | - | - | 1.5596 | 1.5606 | 10.0 | 0.10 | 2m | 0.04% |
11.10.2008 21:30 | 11.10.2008 21:51 | GBPUSD | Buy | 0.02 | - | 1.6 | 1.5585 | 1.5605 | 20.0 | 0.40 | 21m | 0.16% |
11.10.2008 20:15 | 11.10.2008 21:51 | GBPUSD | Buy | 0.01 | - | 1.6 | 1.5634 | 1.5605 | -29.0 | -0.29 | 1h 36m | -0.12% |
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