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Strategy Settings
| +40775.87% |
| 0.44% | |
| 13.92% | |
| Drawdown: | 24.58% |
| Balance: | $408,758.67 |
| Highest: | (Oct 17) $408,777.07 |
| Profit: | $407,758.66 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 08, 2010 |
| Test Ended: | Oct 23, 2013 |
| Timeframe: | 5 Minutes |
| Model Type: | n/a |
| Added: | Nov 16, 2013 at 15:57 |
| Trades: | 601 |
| Profitability: |
|
| Pips: | 4,185.1 |
| Average Win: | 11.64 pips / $1,009.02 |
| Average Loss: | -32.31 pips / -$2,095.08 |
| Lots: | 6,163.91 |
| Commissions: | 0 |
| Longs Won: | (236/282) 83% |
| Shorts Won: | (301/319) 94% |
| Best Trade ($): | (Jul 09) 14,484.12 |
| Worst Trade ($): | (Jul 11) -32,070.50 |
| Best Trade (Pips): | (Nov 13) 60.1 |
| Worst Trade (Pips): | (Jan 13) -55.0 |
| Avg. Trade Length: | 3h 40m |
| Profit Factor: | 4.04 |
| Standard Deviation: | $2,610.28 |
| Sharpe Ratio | 0.39 |
| Z-Score (Probability): | 1.53 (87.39%) |
| Expectancy | 7.0 Pips / $678.47 |
| AHPR: | 1.04% |
| GHPR: | 1.01% |
| 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 | 195 | 176 | 156 | 137 | 117 | 98 | 78 | 59 | 39 | 20 |
Trading Activity (601)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10.22.2013 19:05 | 10.23.2013 00:30 | EURUSD | Buy | 61.32 | 1.4 | - | 1.37801 | 1.37805 | 0.4 | -18.40 | 5h 25m | 0.00% |
| 10.17.2013 16:03 | 10.17.2013 17:56 | EURUSD | Buy | 60.18 | 1.4 | - | 1.36571 | 1.36697 | 12.6 | 7,582.68 | 1h 53m | 1.89% |
| 10.17.2013 10:28 | 10.17.2013 11:10 | EURUSD | Buy | 58.86 | 1.4 | - | 1.3618 | 1.3633 | 15.0 | 8,829.00 | 42m | 2.25% |
| 10.15.2013 13:35 | 10.15.2013 14:24 | EURUSD | Sell | 57.88 | 1.4 | - | 1.34956 | 1.34843 | 11.3 | 6,540.44 | 49m | 1.70% |
| 10.15.2013 13:17 | 10.15.2013 13:30 | EURUSD | Sell | 57.05 | 1.4 | - | 1.34954 | 1.34857 | 9.7 | 5,533.85 | 13m | 1.46% |
| 10.09.2013 09:48 | 10.09.2013 10:59 | EURUSD | Sell | 56.25 | 1.4 | - | 1.35282 | 1.35187 | 9.5 | 5,343.75 | 1h 11m | 1.43% |
| 10.04.2013 18:40 | 10.04.2013 20:28 | EURUSD | Sell | 55.76 | 1.4 | - | 1.35561 | 1.35503 | 5.8 | 3,234.08 | 1h 48m | 0.87% |
| 10.02.2013 16:41 | 10.02.2013 19:38 | EURUSD | Buy | 55.52 | 1.4 | - | 1.3584 | 1.35869 | 2.9 | 1,610.08 | 2h 57m | 0.44% |
| 09.18.2013 22:05 | 09.18.2013 23:37 | EURUSD | Buy | 54.19 | 1.4 | - | 1.35024 | 1.35188 | 16.4 | 8,887.16 | 1h 32m | 2.46% |
| 09.15.2013 23:27 | 09.16.2013 02:13 | EURUSD | Buy | 53.61 | 1.3 | - | 1.33624 | 1.337 | 7.6 | 3,843.84 | 2h 46m | 1.08% |
| 09.09.2013 19:00 | 09.10.2013 00:18 | EURUSD | Buy | 53.64 | 1.3 | - | 1.32594 | 1.32595 | 0.1 | -177.01 | 5h 18m | -0.05% |
| 09.05.2013 17:00 | 09.06.2013 04:14 | EURUSD | Sell | 53.52 | 1.3 | - | 1.31274 | 1.31259 | 1.5 | 749.28 | 11h 14m | 0.21% |
| 08.20.2013 16:35 | 08.21.2013 00:54 | EURUSD | Buy | 53.55 | 1.3 | - | 1.34245 | 1.34246 | 0.1 | -176.71 | 8h 19m | -0.05% |
| 08.13.2013 16:10 | 08.14.2013 09:18 | EURUSD | Sell | 53.50 | 1.3 | - | 1.32512 | 1.32505 | 0.7 | 321.00 | 17h 8m | 0.09% |
| 07.11.2013 05:52 | 07.11.2013 06:55 | EURUSD | Buy | 58.31 | 1.3 | - | 1.3112 | 1.3057 | -55.0 | -32,070.50 | 1h 3m | -8.25% |
| 07.09.2013 16:59 | 07.09.2013 17:31 | EURUSD | Sell | 56.14 | 1.3 | - | 1.27918 | 1.2766 | 25.8 | 14,484.12 | 32m | 3.87% |
| 07.04.2013 15:05 | 07.04.2013 19:26 | EURUSD | Sell | 55.89 | 1.3 | - | 1.29155 | 1.29125 | 3.0 | 1,676.70 | 4h 21m | 0.45% |
| 07.02.2013 21:18 | 07.02.2013 23:01 | EURUSD | Sell | 55.62 | 1.3 | - | 1.29799 | 1.29767 | 3.2 | 1,779.84 | 1h 43m | 0.48% |
| 06.28.2013 17:57 | 06.28.2013 20:59 | EURUSD | Sell | 55.55 | 1.3 | - | 1.30093 | 1.30084 | 0.9 | 499.95 | 3h 2m | 0.14% |
| 06.26.2013 12:30 | 06.26.2013 14:26 | EURUSD | Sell | 54.42 | 1.3 | - | 1.30353 | 1.30215 | 13.8 | 7,509.96 | 1h 56m | 2.07% |
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