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Strategy Settings
+823026.73% |
0.35% | |
11.18% | |
Drawdown: | 58.66% |
Balance: | $2,469,627.22 |
Highest: | (Jan 22) $2,469,627.22 |
Profit: | $2,469,327.13 |
Deposits: | $300.00 |
Test Started: | Jan 26, 2009 |
Test Ended: | Jan 22, 2016 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Jan 25, 2016 at 18:55 |
Trades: | 11,786 |
Profitability: |
|
Pips: | 32,492.9 |
Average Win: | 9.84 pips / $486.03 |
Average Loss: | -12.54 pips / -$387.70 |
Lots: | 61,973.44 |
Commissions: | 0 |
Longs Won: | (4,006/5,852) 68% |
Shorts Won: | (4,050/5,934) 68% |
Best Trade ($): | (Jan 21) 17,986.50 |
Worst Trade ($): | (Oct 15) -13,772.40 |
Best Trade (Pips): | (Dec 27) 74.0 |
Worst Trade (Pips): | (Apr 20) -108.7 |
Avg. Trade Length: | 1h 29m |
Profit Factor: | 2.71 |
Standard Deviation: | $1,334.04 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -46.36 (99.99%) |
Expectancy | 2.8 Pips / $209.51 |
AHPR: | 0.08% |
GHPR: | 0.08% |
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 | 6369 | 5732 | 5096 | 4459 | 3822 | 3185 | 2548 | 1911 | 1274 | 637 |
Trading Activity (11786)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.22.2016 06:43 | 01.22.2016 07:01 | EURUSD | Sell | 81.89 | 1.1 | - | 1.08421 | 1.08266 | 15.5 | 12,692.95 | 18m | 0.52% |
01.22.2016 05:03 | 01.22.2016 06:35 | EURUSD | Buy | 81.56 | 1.1 | - | 1.08317 | 1.08364 | 4.7 | 3,833.32 | 1h 32m | 0.16% |
01.22.2016 05:57 | 01.22.2016 06:35 | EURUSD | Buy | 81.56 | 1.1 | - | 1.0829 | 1.08364 | 7.4 | 6,035.44 | 38m | 0.25% |
01.21.2016 06:25 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.0905 | 1.08971 | 7.9 | 6,315.26 | 1h 36m | 0.26% |
01.21.2016 05:01 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.0893 | 1.08971 | -4.1 | -3,277.54 | 3h 0m | -0.14% |
01.21.2016 07:40 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.09196 | 1.08971 | 22.5 | 17,986.50 | 21m | 0.74% |
01.21.2016 07:11 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.09157 | 1.08971 | 18.6 | 14,868.84 | 50m | 0.62% |
01.21.2016 07:10 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.09115 | 1.08971 | 14.4 | 11,511.36 | 51m | 0.48% |
01.21.2016 04:50 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.08901 | 1.08971 | -7.0 | -5,595.80 | 3h 11m | -0.23% |
01.21.2016 07:08 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.09075 | 1.08971 | 10.4 | 8,313.76 | 53m | 0.35% |
01.21.2016 06:15 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.08995 | 1.08971 | 2.4 | 1,918.56 | 1h 46m | 0.08% |
01.21.2016 04:06 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.0888 | 1.08971 | -9.1 | -7,274.54 | 3h 55m | -0.30% |
01.21.2016 05:55 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.08969 | 1.08971 | -0.2 | -159.88 | 2h 6m | -0.01% |
01.21.2016 06:22 | 01.21.2016 08:01 | EURUSD | Sell | 79.94 | 1.1 | - | 1.09023 | 1.08971 | 5.2 | 4,156.88 | 1h 39m | 0.17% |
01.20.2016 04:20 | 01.20.2016 06:03 | EURUSD | Sell | 79.83 | 1.1 | - | 1.09521 | 1.09551 | -3.0 | -2,394.90 | 1h 43m | -0.10% |
01.20.2016 05:42 | 01.20.2016 06:03 | EURUSD | Sell | 79.83 | 1.1 | - | 1.09597 | 1.09551 | 4.6 | 3,672.18 | 21m | 0.15% |
01.20.2016 05:01 | 01.20.2016 06:03 | EURUSD | Sell | 79.83 | 1.1 | - | 1.09551 | 1.09551 | 0.0 | 0.00 | 1h 2m | 0.00% |
01.20.2016 05:41 | 01.20.2016 06:03 | EURUSD | Sell | 79.83 | 1.1 | - | 1.09574 | 1.09551 | 2.3 | 1,836.09 | 22m | 0.08% |
01.19.2016 06:12 | 01.19.2016 08:23 | EURUSD | Buy | 79.54 | 1.1 | - | 1.08778 | 1.08754 | -2.4 | -1,908.96 | 2h 11m | -0.08% |
01.19.2016 05:36 | 01.19.2016 08:23 | EURUSD | Buy | 79.54 | 1.1 | - | 1.08806 | 1.08754 | -5.2 | -4,136.08 | 2h 47m | -0.17% |
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