Strategy Settings
| +939.41% |
| 0.11% | |
| 3.45% | |
| Drawdown: | 10.62% |
| Balance: | $10,391.94 |
| Highest: | (Oct 04) $10,391.94 |
| Profit: | $9,394.12 |
| Deposits: | $1,000.00 |
| Test Started: | Feb 04, 2008 |
| Test Ended: | Oct 04, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Feb 18, 2016 at 11:03 |
| Trades: | 2,446 |
| Profitability: | |
| Pips: | 25,307.0 |
| Average Win: | 16.37 pips / $5.94 |
| Average Loss: | -35.00 pips / -$11.98 |
| Lots: | 101.64 |
| Commissions: | 0 |
| Longs Won: | (1,156/1,330) 86% |
| Shorts Won: | (1,003/1,116) 89% |
| Best Trade ($): | (Jul 06) 159.38 |
| Worst Trade ($): | (Jul 06) -58.87 |
| Best Trade (Pips): | (Sep 08) 100.0 |
| Worst Trade (Pips): | (Feb 27) -173.8 |
| Avg. Trade Length: | 3h 51m |
| Profit Factor: | 3.73 |
| Standard Deviation: | $10.62 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -0.99 (-67.81%) |
| Expectancy | 10.3 Pips / $3.84 |
| AHPR: | 0.10% |
| GHPR: | 0.10% |
| 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 | 867 | 781 | 694 | 607 | 520 | 434 | 347 | 260 | 173 | 87 |
Trading Activity (2446)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10.03.2013 23:00 | 10.04.2013 02:42 | GBPCAD | Sell | 0.04 | - | 1.7 | 1.66856 | 1.66854 | 0.2 | 0.12 | 3h 42m | 0.00% |
| 10.02.2013 23:00 | 10.03.2013 03:02 | GBPCAD | Sell | 0.04 | - | 1.7 | 1.67653 | 1.67614 | 3.9 | 1.46 | 4h 2m | 0.01% |
| 10.01.2013 23:21 | 10.02.2013 01:51 | GBPCAD | Buy | 0.04 | - | 1.7 | 1.67274 | 1.67296 | 2.2 | 0.52 | 2h 30m | 0.01% |
| 10.01.2013 05:22 | 10.01.2013 10:04 | GBPCAD | Sell | 0.04 | - | - | 1.67175 | 1.67175 | 0.0 | 0.00 | 4h 42m | 0.00% |
| 10.01.2013 06:02 | 10.01.2013 10:04 | GBPCAD | Sell | 0.04 | - | - | 1.67625 | 1.67175 | 45.0 | 15.05 | 4h 2m | 0.15% |
| 09.30.2013 23:00 | 10.01.2013 10:04 | GBPCAD | Sell | 0.04 | - | 1.7 | 1.66724 | 1.67175 | -45.1 | -15.02 | 11h 4m | -0.14% |
| 09.30.2013 00:00 | 09.30.2013 09:44 | GBPCAD | Sell | 0.04 | - | 1.7 | 1.66503 | 1.66502 | 0.1 | 0.04 | 9h 44m | 0.00% |
| 09.26.2013 23:21 | 09.27.2013 01:47 | GBPCAD | Sell | 0.04 | - | 1.6 | 1.65395 | 1.65344 | 5.1 | 1.75 | 2h 26m | 0.02% |
| 09.25.2013 23:00 | 09.26.2013 05:32 | GBPCAD | Sell | 0.04 | - | 1.6 | 1.65831 | 1.65835 | -0.4 | 0.02 | 6h 32m | 0.00% |
| 09.25.2013 00:10 | 09.25.2013 04:39 | GBPCAD | Buy | 0.04 | - | 1.7 | 1.64813 | 1.64835 | 2.2 | 0.73 | 4h 29m | 0.01% |
| 09.24.2013 23:37 | 09.25.2013 00:10 | GBPCAD | Sell | 0.04 | - | 1.6 | 1.64868 | 1.64813 | 5.5 | 1.89 | 33m | 0.02% |
| 09.24.2013 00:00 | 09.24.2013 16:59 | GBPCAD | Buy | 0.04 | - | 1.7 | 1.64953 | 1.64503 | -45.0 | -15.05 | 16h 59m | -0.14% |
| 09.24.2013 15:29 | 09.24.2013 16:59 | GBPCAD | Buy | 0.04 | - | - | 1.6405 | 1.64503 | 45.3 | 15.15 | 1h 30m | 0.15% |
| 09.24.2013 11:38 | 09.24.2013 16:59 | GBPCAD | Buy | 0.04 | - | - | 1.645 | 1.64503 | 0.3 | 0.10 | 5h 21m | 0.00% |
| 09.23.2013 23:09 | 09.24.2013 00:00 | GBPCAD | Sell | 0.04 | - | 1.6 | 1.65015 | 1.64953 | 6.2 | 2.13 | 51m | 0.02% |
| 09.23.2013 00:34 | 09.23.2013 03:00 | GBPCAD | Buy | 0.04 | - | 1.7 | 1.64863 | 1.64917 | 5.4 | 1.81 | 2h 26m | 0.02% |
| 09.23.2013 00:07 | 09.23.2013 00:34 | GBPCAD | Sell | 0.04 | - | 1.6 | 1.64925 | 1.64863 | 6.2 | 2.08 | 27m | 0.02% |
| 09.19.2013 23:00 | 09.20.2013 15:13 | GBPCAD | Sell | 0.04 | - | 1.6 | 1.64494 | 1.64716 | -22.2 | -7.37 | 16h 13m | -0.07% |
| 09.20.2013 07:04 | 09.20.2013 15:13 | GBPCAD | Sell | 0.04 | - | - | 1.64945 | 1.64716 | 22.9 | 7.66 | 8h 9m | 0.07% |
| 09.18.2013 23:40 | 09.19.2013 02:20 | GBPCAD | Sell | 0.04 | - | - | 1.65096 | 1.64873 | 22.3 | 7.60 | 2h 40m | 0.07% |
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