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Strategy Settings
+2084.54% |
0.22% | |
6.68% | |
Drawdown: | 28.37% |
Balance: | $21,845.40 |
Highest: | (Dec 16) $21,845.40 |
Profit: | $20,845.40 |
Deposits: | $1,000.00 |
Test Started: | Jan 15, 2008 |
Test Ended: | Dec 16, 2011 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Apr 09, 2013 at 01:04 |
Trades: | 875 |
Profitability: |
|
Pips: | 2,145.0 |
Average Win: | 5.40 pips / $43.39 |
Average Loss: | -90.30 pips / -$590.66 |
Lots: | 719.38 |
Commissions: | 0 |
Longs Won: | (336/350) 96% |
Shorts Won: | (512/525) 97% |
Best Trade ($): | (Sep 12) 588.00 |
Worst Trade ($): | (Dec 01) -1,900.00 |
Best Trade (Pips): | (Sep 03) 39.0 |
Worst Trade (Pips): | (Mar 25) -100.0 |
Avg. Trade Length: | 1h 11m |
Profit Factor: | 2.31 |
Standard Deviation: | $152.97 |
Sharpe Ratio | 0.19 |
Z-Score (Probability): | -2.19 (-102.83%) |
Expectancy | 2.5 Pips / $23.82 |
AHPR: | 0.38% |
GHPR: | 0.35% |
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% | 0.94% |
Consecutive Losing Trades | 37 | 33 | 30 | 26 | 22 | 18 | 15 | 11 | 7 | 4 |
Trading Activity (875)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.16.2011 02:00 | 12.16.2011 10:39 | EURUSD | Sell | 2.19 | 1.3 | 1.3 | 1.302 | 1.3018 | 2.0 | 43.80 | 8h 39m | 0.20% |
12.15.2011 16:30 | 12.15.2011 17:44 | EURUSD | Sell | 2.17 | 1.3 | 1.3 | 1.3027 | 1.3023 | 4.0 | 86.80 | 1h 14m | 0.40% |
12.15.2011 16:45 | 12.15.2011 16:48 | EURUSD | Sell | 1.92 | 1.3 | 1.3 | 1.3042 | 1.3038 | 4.0 | 76.80 | 3m | 0.35% |
12.15.2011 16:15 | 12.15.2011 16:18 | EURUSD | Sell | 2.17 | 1.3 | 1.3 | 1.302 | 1.3019 | 1.0 | 21.70 | 3m | 0.10% |
12.15.2011 16:00 | 12.15.2011 16:02 | EURUSD | Sell | 2.16 | 1.3 | 1.3 | 1.3021 | 1.302 | 1.0 | 21.60 | 2m | 0.10% |
12.15.2011 10:00 | 12.15.2011 12:03 | EURUSD | Sell | 2.12 | 1.3 | 1.3 | 1.2995 | 1.2992 | 3.0 | 63.60 | 2h 3m | 0.30% |
12.15.2011 11:15 | 12.15.2011 11:44 | EURUSD | Sell | 1.89 | 1.3 | 1.3 | 1.3017 | 1.3015 | 2.0 | 37.80 | 29m | 0.18% |
12.15.2011 11:30 | 12.15.2011 11:31 | EURUSD | Sell | 1.65 | 1.3 | 1.3 | 1.303 | 1.3025 | 5.0 | 82.50 | 1m | 0.39% |
12.15.2011 10:45 | 12.15.2011 11:09 | EURUSD | Sell | 1.87 | 1.3 | 1.3 | 1.3013 | 1.3007 | 6.0 | 112.20 | 24m | 0.53% |
12.15.2011 11:00 | 12.15.2011 11:03 | EURUSD | Sell | 1.64 | 1.3 | 1.3 | 1.3023 | 1.3014 | 9.0 | 147.60 | 3m | 0.70% |
12.15.2011 06:30 | 12.15.2011 06:50 | EURUSD | Sell | 2.12 | 1.3 | 1.3 | 1.2996 | 1.2995 | 1.0 | 21.20 | 20m | 0.10% |
12.13.2011 14:15 | 12.13.2011 14:30 | EURUSD | Sell | 2.11 | 1.3 | 1.3 | 1.3228 | 1.3225 | 3.0 | 63.30 | 15m | 0.30% |
12.13.2011 11:30 | 12.13.2011 11:37 | EURUSD | Sell | 2.11 | 1.3 | 1.3 | 1.3205 | 1.3203 | 2.0 | 42.20 | 7m | 0.20% |
11.28.2011 01:15 | 11.28.2011 03:26 | EURUSD | Sell | 2.05 | 1.3 | 1.3 | 1.3292 | 1.3287 | 5.0 | 102.50 | 2h 11m | 0.50% |
11.28.2011 01:45 | 11.28.2011 03:26 | EURUSD | Sell | 1.82 | 1.3 | 1.3 | 1.3308 | 1.3287 | 21.0 | 382.20 | 1h 41m | 1.85% |
11.28.2011 01:30 | 11.28.2011 01:37 | EURUSD | Sell | 1.81 | 1.3 | 1.3 | 1.3306 | 1.3303 | 3.0 | 54.30 | 7m | 0.27% |
11.17.2011 16:00 | 11.17.2011 16:12 | EURUSD | Sell | 2.04 | 1.3 | 1.3 | 1.3492 | 1.3486 | 6.0 | 122.40 | 12m | 0.60% |
11.17.2011 09:45 | 11.17.2011 09:48 | EURUSD | Sell | 2.03 | 1.4 | 1.3 | 1.3517 | 1.3513 | 4.0 | 81.20 | 3m | 0.40% |
11.17.2011 08:45 | 11.17.2011 09:01 | EURUSD | Sell | 2.03 | 1.4 | 1.3 | 1.3507 | 1.3503 | 4.0 | 81.20 | 16m | 0.40% |
11.17.2011 08:00 | 11.17.2011 08:22 | EURUSD | Sell | 2.02 | 1.3 | 1.3 | 1.3488 | 1.3484 | 4.0 | 80.80 | 22m | 0.40% |
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