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Strategy Settings
| +73.98% |
| 73.98% | |
| 73.98% | |
| Drawdown: | 13.15% |
| Balance: | $17,397.62 |
| Highest: | (Dec 27) $17,397.62 |
| Profit: | $7,397.62 |
| Deposits: | $10,000.00 |
| Test Started: | Dec 28, 2007 |
| Test Ended: | Dec 27, 2007 |
| Timeframe: | 1 Hour |
| Model Type: | Every Tick |
| Added: | Jan 05, 2011 at 12:20 |
| Trades: | 184 |
| Profitability: |
|
| Pips: | 1,175.0 |
| Average Win: | 22.25 pips / $145.98 |
| Average Loss: | -29.88 pips / -$201.57 |
| Lots: | 124.60 |
| Commissions: | 0 |
| Longs Won: | (83/113) 73% |
| Shorts Won: | (45/71) 63% |
| Best Trade ($): | (Dec 26) 840.00 |
| Worst Trade ($): | (Dec 13) -341.70 |
| Best Trade (Pips): | (Jan 03) 60.0 |
| Worst Trade (Pips): | (Nov 30) -67.0 |
| Avg. Trade Length: | -52m |
| Profit Factor: | 1.66 |
| Standard Deviation: | $222.57 |
| Sharpe Ratio | 0.18 |
| Z-Score (Probability): | 0.10 (7.96%) |
| Expectancy | 6.4 Pips / $40.20 |
| AHPR: | 0.32% |
| GHPR: | 0.30% |
| 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% | 0.19% | 5.2% |
| Consecutive Losing Trades | 86 | 78 | 69 | 60 | 52 | 43 | 35 | 26 | 17 | 9 |
Trading Activity (0)
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