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Strategy Settings
+13.69% |
0.04% | |
1.07% | |
Drawdown: | 17.09% |
Balance: | $11,369.32 |
Highest: | (Dec 30) $11,369.32 |
Profit: | $1,369.32 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2008 |
Test Ended: | Dec 30, 2008 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Jan 05, 2011 at 12:20 |
Trades: | 181 |
Profitability: |
|
Pips: | 746.0 |
Average Win: | 23.22 pips / $57.88 |
Average Loss: | -57.19 pips / -$153.90 |
Lots: | 47.80 |
Commissions: | 0 |
Longs Won: | (87/115) 75% |
Shorts Won: | (51/66) 77% |
Best Trade ($): | (Feb 05) 420.00 |
Worst Trade ($): | (Sep 17) -240.00 |
Best Trade (Pips): | (Jan 10) 60.0 |
Worst Trade (Pips): | (Mar 19) -130.0 |
Avg. Trade Length: | 6h 27m |
Profit Factor: | 1.21 |
Standard Deviation: | $115.72 |
Sharpe Ratio | 0.08 |
Z-Score (Probability): | 0.60 (45.14%) |
Expectancy | 4.1 Pips / $7.57 |
AHPR: | 0.08% |
GHPR: | 0.07% |
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% | 0.15% | 1.04% | 5.76% | 25.98% |
Consecutive Losing Trades | 74 | 66 | 59 | 52 | 44 | 37 | 30 | 22 | 15 | 7 |
Trading Activity (181)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2008 09:53 | 12.30.2008 11:00 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.419 | 1.4191 | 1.0 | 1.00 | 1h 7m | 0.01% |
12.29.2008 18:38 | 12.29.2008 18:55 | EURUSD | Sell | 0.20 | 1.4 | 1.4 | 1.4088 | 1.4028 | 60.0 | 120.00 | 17m | 1.07% |
12.29.2008 07:52 | 12.29.2008 10:54 | EURUSD | Buy | 0.20 | 1.4 | 1.4 | 1.4266 | 1.4326 | 60.0 | 120.00 | 3h 2m | 1.08% |
12.26.2008 13:33 | 12.29.2008 01:57 | EURUSD | Buy | 0.30 | 1.4 | 1.4 | 1.4099 | 1.4159 | 60.0 | 177.66 | 2d | 1.62% |
12.24.2008 12:03 | 12.26.2008 04:32 | EURUSD | Buy | 0.30 | 1.4 | 1.4 | 1.4014 | 1.4035 | 21.0 | 53.64 | 1d | 0.49% |
12.19.2008 12:04 | 12.19.2008 13:42 | EURUSD | Sell | 0.10 | 1.4 | 1.4 | 1.3937 | 1.3936 | 1.0 | 1.00 | 1h 38m | 0.01% |
12.18.2008 09:46 | 12.18.2008 09:50 | EURUSD | Buy | 0.10 | 1.5 | 1.5 | 1.4607 | 1.4667 | 60.0 | 60.00 | 4m | 0.55% |
12.17.2008 14:58 | 12.17.2008 15:01 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.4291 | 1.4292 | 1.0 | 1.00 | 3m | 0.01% |
12.16.2008 17:15 | 12.16.2008 19:24 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.3838 | 1.3898 | 60.0 | 60.00 | 2h 9m | 0.56% |
12.15.2008 14:01 | 12.15.2008 15:16 | EURUSD | Buy | 0.10 | 1.4 | 1.4 | 1.3572 | 1.3632 | 60.0 | 60.00 | 1h 15m | 0.56% |
12.12.2008 13:56 | 12.14.2008 23:56 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3409 | 1.343 | 21.0 | 21.00 | 2d | 0.20% |
12.11.2008 12:34 | 12.11.2008 14:35 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3237 | 1.3238 | 1.0 | 1.00 | 2h 1m | 0.01% |
12.10.2008 15:16 | 12.10.2008 18:43 | EURUSD | Buy | 0.20 | 1.3 | 1.3 | 1.303 | 1.3031 | 1.0 | 2.00 | 3h 27m | 0.02% |
12.09.2008 16:36 | 12.09.2008 17:45 | EURUSD | Buy | 0.20 | 1.3 | 1.3 | 1.2938 | 1.2998 | 60.0 | 120.00 | 1h 9m | 1.14% |
12.08.2008 08:11 | 12.08.2008 16:09 | EURUSD | Buy | 0.20 | 1.3 | 1.3 | 1.2896 | 1.2917 | 21.0 | 42.00 | 7h 58m | 0.40% |
12.04.2008 15:43 | 12.04.2008 16:22 | EURUSD | Buy | 0.30 | 1.3 | 1.3 | 1.2721 | 1.2781 | 60.0 | 180.00 | 39m | 1.74% |
12.04.2008 08:59 | 12.04.2008 09:05 | EURUSD | Sell | 0.30 | 1.3 | 1.3 | 1.2592 | 1.2571 | 21.0 | 63.00 | 6m | 0.61% |
12.02.2008 10:21 | 12.02.2008 13:04 | EURUSD | Buy | 0.30 | 1.3 | 1.3 | 1.266 | 1.2681 | 21.0 | 63.00 | 2h 43m | 0.62% |
11.28.2008 09:30 | 11.28.2008 10:45 | EURUSD | Sell | 0.30 | 1.3 | 1.3 | 1.2868 | 1.2867 | 1.0 | 3.00 | 1h 15m | 0.03% |
11.25.2008 13:47 | 11.25.2008 14:19 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3014 | 1.3074 | 60.0 | 60.00 | 32m | 0.59% |
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