Strategy Settings
| +472.15% |
| 0.48% | |
| 15.6% | |
| Drawdown: | 13.92% |
| Balance: | $17,178.86 |
| Highest: | (Dec 30) $17,178.86 |
| Profit: | $14,178.70 |
| Deposits: | $3,000.00 |
| Test Started: | Jan 03, 2011 |
| Test Ended: | Dec 30, 2011 |
| Timeframe: | 15 Minutes |
| Model Type: | n/a |
| Added: | Feb 07, 2012 at 07:41 |
| Trades: | 1,539 |
| Profitability: | |
| Pips: | 2,439.4 |
| Average Win: | 2.32 pips / $12.00 |
| Average Loss: | -9.18 pips / -$31.80 |
| Lots: | 713.30 |
| Commissions: | 0 |
| Longs Won: | (617/655) 94% |
| Shorts Won: | (824/884) 93% |
| Best Trade ($): | (Dec 21) 80.15 |
| Worst Trade ($): | (Aug 04) -438.02 |
| Best Trade (Pips): | (Aug 30) 18.1 |
| Worst Trade (Pips): | (Feb 08) -100.6 |
| Avg. Trade Length: | 38m |
| Profit Factor: | 5.55 |
| Standard Deviation: | $30.04 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -0.22 (-17.42%) |
| Expectancy | 1.6 Pips / $9.21 |
| AHPR: | 0.12% |
| GHPR: | 0.11% |
| 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 | 540 | 486 | 432 | 378 | 324 | 270 | 216 | 162 | 108 | 54 |
Trading Activity (1539)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.29.2011 23:59 | 12.30.2011 00:01 | EURCHF | Buy | 1.30 | 1.2 | 1.2 | 1.21789 | 1.21824 | 3.5 | 49.35 | 2m | 0.29% |
| 12.29.2011 23:53 | 12.29.2011 23:55 | EURCHF | Sell | 1.30 | 1.2 | 1.2 | 1.21837 | 1.21797 | 4.0 | 56.55 | 2m | 0.33% |
| 12.29.2011 23:40 | 12.29.2011 23:53 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.21831 | 1.21801 | 3.0 | 39.14 | 13m | 0.23% |
| 12.29.2011 23:26 | 12.29.2011 23:38 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.21832 | 1.21802 | 3.0 | 39.15 | 12m | 0.23% |
| 12.29.2011 23:17 | 12.29.2011 23:26 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.21835 | 1.218 | 3.5 | 45.67 | 9m | 0.27% |
| 12.29.2011 23:06 | 12.29.2011 23:17 | EURCHF | Buy | 1.20 | 1.2 | 1.2 | 1.21803 | 1.21833 | 3.0 | 39.15 | 11m | 0.23% |
| 12.29.2011 22:17 | 12.29.2011 22:37 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.2183 | 1.21827 | 0.3 | 3.92 | 20m | 0.02% |
| 12.29.2011 01:08 | 12.29.2011 02:42 | EURCHF | Buy | 1.20 | 1.2 | 1.2 | 1.21915 | 1.21915 | 0.0 | 0.00 | 1h 34m | 0.00% |
| 12.29.2011 00:50 | 12.29.2011 01:06 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.21963 | 1.21933 | 3.0 | 39.15 | 16m | 0.23% |
| 12.29.2011 00:34 | 12.29.2011 00:50 | EURCHF | Buy | 1.20 | 1.2 | 1.2 | 1.21933 | 1.21963 | 3.0 | 39.15 | 16m | 0.23% |
| 12.29.2011 00:30 | 12.29.2011 00:32 | EURCHF | Buy | 1.20 | 1.2 | 1.2 | 1.21935 | 1.21966 | 3.1 | 40.45 | 2m | 0.24% |
| 12.28.2011 23:44 | 12.29.2011 00:29 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.21956 | 1.21954 | 0.2 | -4.00 | 45m | -0.02% |
| 12.28.2011 23:36 | 12.28.2011 23:39 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.21957 | 1.21925 | 3.2 | 41.76 | 3m | 0.25% |
| 12.28.2011 23:31 | 12.28.2011 23:34 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.21966 | 1.21936 | 3.0 | 39.14 | 3m | 0.23% |
| 12.28.2011 23:29 | 12.28.2011 23:31 | EURCHF | Buy | 1.20 | 1.2 | 1.2 | 1.21916 | 1.21966 | 5.0 | 65.25 | 2m | 0.39% |
| 12.28.2011 23:20 | 12.28.2011 23:29 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.21957 | 1.21927 | 3.0 | 39.15 | 9m | 0.24% |
| 12.28.2011 23:14 | 12.28.2011 23:20 | EURCHF | Buy | 1.20 | 1.2 | 1.2 | 1.21919 | 1.21949 | 3.0 | 39.15 | 6m | 0.24% |
| 12.28.2011 23:05 | 12.28.2011 23:13 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.2197 | 1.21936 | 3.4 | 44.36 | 8m | 0.27% |
| 12.28.2011 22:52 | 12.28.2011 23:05 | EURCHF | Buy | 1.20 | 1.2 | 1.2 | 1.21937 | 1.2197 | 3.3 | 43.06 | 13m | 0.26% |
| 12.28.2011 22:25 | 12.28.2011 22:47 | EURCHF | Sell | 1.20 | 1.2 | 1.2 | 1.21968 | 1.21968 | 0.0 | 0.00 | 22m | 0.00% |
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