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Strategy Settings
+796.49% |
3.01% | |
143.31% | |
Drawdown: | 39.78% |
Balance: | $44,824.41 |
Highest: | (Oct 14) $44,824.41 |
Profit: | $39,824.41 |
Deposits: | $5,000.00 |
Test Started: | Aug 01, 2011 |
Test Ended: | Oct 14, 2011 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Oct 14, 2011 at 03:19 |
Trades: | 60 |
Profitability: |
|
Pips: | 1,526.6 |
Average Win: | 90.92 pips / $1,855.27 |
Average Loss: | -60.18 pips / -$894.42 |
Lots: | 115.02 |
Commissions: | 0 |
Longs Won: | (14/25) 56% |
Shorts Won: | (20/35) 57% |
Best Trade ($): | (Oct 10) 7,953.00 |
Worst Trade ($): | (Oct 04) -6,094.08 |
Best Trade (Pips): | (Aug 04) 110.0 |
Worst Trade (Pips): | (Aug 10) -194.5 |
Avg. Trade Length: | 1d |
Profit Factor: | 2.71 |
Standard Deviation: | $2,073.01 |
Sharpe Ratio | 0.38 |
Z-Score (Probability): | 2.13 (96.68%) |
Expectancy | 25.4 Pips / $663.74 |
AHPR: | 4.34% |
GHPR: | 3.72% |
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% | 0.1% | 0.8% | 4.89% | 24.05% |
Consecutive Losing Trades | 50 | 45 | 40 | 35 | 30 | 25 | 20 | 15 | 10 | 5 |
Trading Activity (60)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.13.2011 02:30 | 10.14.2011 01:25 | EURUSD | Sell | 5.51 | 1.4 | 1.4 | 1.37734 | 1.3746 | 27.4 | 1,509.74 | 22h 55m | 3.49% |
10.12.2011 09:50 | 10.13.2011 01:45 | EURUSD | Buy | 3.93 | 1.4 | 1.4 | 1.37921 | 1.37743 | -17.8 | -699.54 | 15h 55m | -1.59% |
10.11.2011 00:55 | 10.12.2011 08:20 | EURUSD | Buy | 5.39 | 1.3 | 1.4 | 1.36282 | 1.37382 | 110.0 | 5,929.00 | 1d | 15.57% |
10.10.2011 14:25 | 10.11.2011 00:10 | EURUSD | Buy | 3.85 | 1.3 | 1.4 | 1.36511 | 1.36184 | -32.7 | -1,258.95 | 9h 45m | -3.20% |
10.10.2011 08:15 | 10.10.2011 14:06 | EURUSD | Buy | 5.27 | 1.3 | 1.4 | 1.35402 | 1.36502 | 110.0 | 5,797.00 | 5h 51m | 17.28% |
10.06.2011 18:00 | 10.10.2011 08:15 | EURUSD | Buy | 7.23 | 1.3 | 1.4 | 1.34278 | 1.35378 | 110.0 | 7,953.00 | 3d | 31.07% |
10.04.2011 21:35 | 10.06.2011 02:40 | EURUSD | Buy | 5.16 | 1.3 | 1.3 | 1.33512 | 1.33285 | -22.7 | -1,171.32 | 1d | -4.38% |
10.04.2011 07:25 | 10.04.2011 20:56 | EURUSD | Sell | 3.68 | 1.3 | 1.3 | 1.31834 | 1.3349 | -165.6 | -6,094.08 | 13h 31m | -18.55% |
10.03.2011 19:00 | 10.04.2011 06:40 | EURUSD | Sell | 2.63 | 1.3 | 1.3 | 1.32189 | 1.32219 | -3.0 | -78.90 | 11h 40m | -0.24% |
10.03.2011 09:25 | 10.03.2011 15:03 | EURUSD | Sell | 3.32 | 1.4 | 1.3 | 1.33499 | 1.32399 | 110.0 | 3,652.00 | 5h 38m | 12.47% |
10.02.2011 21:55 | 10.03.2011 08:40 | EURUSD | Sell | 2.37 | 1.4 | 1.3 | 1.33376 | 1.33538 | -16.2 | -383.94 | 10h 45m | -1.29% |
09.30.2011 13:45 | 10.02.2011 21:37 | EURUSD | Sell | 2.18 | 1.4 | 1.3 | 1.34446 | 1.33346 | 110.0 | 2,398.00 | 2d | 8.79% |
09.29.2011 17:30 | 09.30.2011 13:08 | EURUSD | Sell | 2.84 | 1.4 | 1.3 | 1.358 | 1.347 | 110.0 | 3,124.00 | 19h 38m | 12.94% |
09.27.2011 18:50 | 09.29.2011 16:45 | EURUSD | Buy | 2.03 | 1.3 | 1.4 | 1.36489 | 1.3588 | -60.9 | -1,236.27 | 1d | -4.87% |
09.27.2011 03:15 | 09.27.2011 18:12 | EURUSD | Buy | 2.32 | 1.3 | 1.4 | 1.35504 | 1.36604 | 110.0 | 2,552.00 | 14h 57m | 11.18% |
09.26.2011 09:55 | 09.27.2011 02:36 | EURUSD | Buy | 3.18 | 1.3 | 1.4 | 1.34505 | 1.35605 | 110.0 | 3,498.00 | 16h 41m | 18.09% |
09.22.2011 19:15 | 09.26.2011 09:10 | EURUSD | Sell | 2.27 | 1.4 | 1.3 | 1.34664 | 1.34728 | -6.4 | -145.28 | 3d | -0.75% |
09.22.2011 09:30 | 09.22.2011 18:30 | EURUSD | Sell | 1.62 | 1.4 | 1.3 | 1.34666 | 1.35172 | -50.6 | -819.72 | 9h 0m | -4.04% |
09.21.2011 23:00 | 09.22.2011 09:12 | EURUSD | Sell | 1.49 | 1.4 | 1.3 | 1.35829 | 1.34729 | 110.0 | 1,639.00 | 10h 12m | 8.78% |
09.21.2011 07:15 | 09.21.2011 20:18 | EURUSD | Sell | 1.50 | 1.4 | 1.4 | 1.36813 | 1.35713 | 110.0 | 1,650.00 | 13h 3m | 9.70% |
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