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Strategy Settings
+247.24% |
0.34% | |
10.84% | |
Drawdown: | 37.08% |
Balance: | $1,041.79 |
Highest: | (Jan 23) $1,130.39 |
Profit: | $741.79 |
Deposits: | $300.00 |
Test Started: | Feb 27, 2013 |
Test Ended: | Feb 25, 2014 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Feb 27, 2014 at 03:26 |
Trades: | 856 |
Profitability: |
|
Pips: | 2,022.0 |
Average Win: | 8.92 pips / $1.96 |
Average Loss: | -34.62 pips / -$5.31 |
Lots: | 10.98 |
Commissions: | 0 |
Longs Won: | (349/407) 85% |
Shorts Won: | (378/449) 84% |
Best Trade ($): | (Mar 13) 61.19 |
Worst Trade ($): | (Feb 25) -35.99 |
Best Trade (Pips): | (Mar 18) 77.2 |
Worst Trade (Pips): | (Jun 13) -116.5 |
Avg. Trade Length: | 15h 25m |
Profit Factor: | 2.08 |
Standard Deviation: | $6.15 |
Sharpe Ratio | 0.11 |
Z-Score (Probability): | 1.12 (73.72%) |
Expectancy | 2.4 Pips / $0.87 |
AHPR: | 0.15% |
GHPR: | 0.15% |
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 | 196 | 177 | 157 | 137 | 118 | 98 | 78 | 59 | 39 | 20 |
Trading Activity (856)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.23.2014 17:28 | 02.25.2014 23:59 | EURCHF | Buy | 0.03 | - | - | 1.22985 | 1.21917 | -106.8 | -35.99 | 33d | -3.26% |
01.24.2014 11:22 | 02.25.2014 23:59 | EURCHF | Buy | 0.05 | - | - | 1.22385 | 1.21917 | -46.8 | -26.29 | 32d | -2.46% |
01.23.2014 07:39 | 01.24.2014 11:22 | EURCHF | Buy | 0.02 | - | - | 1.23255 | 1.22364 | -89.1 | -20.03 | 1d | -1.78% |
01.23.2014 03:44 | 01.23.2014 17:28 | EURCHF | Buy | 0.01 | - | - | 1.23525 | 1.22965 | -56.0 | -6.29 | 13h 44m | -0.56% |
01.23.2014 00:26 | 01.23.2014 03:44 | EURCHF | Sell | 0.01 | - | - | 1.23588 | 1.23528 | 6.0 | 0.67 | 3h 18m | 0.06% |
01.21.2014 13:44 | 01.23.2014 00:26 | EURCHF | Buy | 0.01 | - | - | 1.23534 | 1.23594 | 6.0 | 0.68 | 1d | 0.06% |
01.21.2014 08:05 | 01.21.2014 13:44 | EURCHF | Sell | 0.02 | - | - | 1.23666 | 1.23536 | 13.0 | 2.92 | 5h 39m | 0.26% |
01.20.2014 22:13 | 01.21.2014 13:44 | EURCHF | Sell | 0.01 | - | - | 1.23396 | 1.23536 | -14.0 | -1.58 | 15h 31m | -0.14% |
01.20.2014 08:04 | 01.20.2014 22:13 | EURCHF | Buy | 0.01 | - | - | 1.23342 | 1.23403 | 6.1 | 0.68 | 14h 9m | 0.06% |
01.20.2014 07:01 | 01.20.2014 08:04 | EURCHF | Sell | 0.01 | - | - | 1.23404 | 1.23343 | 6.1 | 0.68 | 1h 3m | 0.06% |
01.16.2014 15:02 | 01.20.2014 07:01 | EURCHF | Buy | 0.01 | - | - | 1.23339 | 1.23406 | 6.7 | 0.75 | 3d | 0.07% |
01.14.2014 08:59 | 01.16.2014 15:02 | EURCHF | Sell | 0.01 | - | - | 1.23209 | 1.23347 | -13.8 | -1.55 | 2d | -0.14% |
01.14.2014 19:35 | 01.16.2014 15:02 | EURCHF | Sell | 0.02 | - | - | 1.23479 | 1.23347 | 13.2 | 2.97 | 1d | 0.26% |
01.13.2014 17:52 | 01.14.2014 08:58 | EURCHF | Buy | 0.01 | - | - | 1.23145 | 1.23206 | 6.1 | 0.69 | 15h 6m | 0.06% |
01.13.2014 15:34 | 01.13.2014 17:10 | EURCHF | Sell | 0.01 | - | - | 1.23229 | 1.23169 | 6.0 | 0.68 | 1h 36m | 0.06% |
01.13.2014 14:27 | 01.13.2014 15:34 | EURCHF | Buy | 0.01 | - | - | 1.23174 | 1.23235 | 6.1 | 0.69 | 1h 7m | 0.06% |
01.06.2014 13:18 | 01.13.2014 14:27 | EURCHF | Sell | 0.03 | - | - | 1.23225 | 1.2317 | 5.5 | 1.86 | 7d | 0.17% |
01.07.2014 23:17 | 01.13.2014 14:27 | EURCHF | Sell | 0.05 | - | - | 1.23825 | 1.2317 | 65.5 | 36.79 | 5d | 3.39% |
01.02.2014 08:19 | 01.07.2014 23:17 | EURCHF | Sell | 0.02 | - | - | 1.22955 | 1.23845 | -89.0 | -19.99 | 5d | -1.81% |
12.31.2013 19:55 | 01.06.2014 13:18 | EURCHF | Sell | 0.01 | - | - | 1.22685 | 1.23245 | -56.0 | -6.29 | 5d | -0.57% |
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