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Strategy Settings
| +9168.79% |
| 0.31% | |
| 9.77% | |
| Drawdown: | 43.32% |
| Balance: | $92,687.96 |
| Highest: | (Dec 28) $92,687.96 |
| Profit: | $91,687.93 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 01, 2008 |
| Test Ended: | Dec 28, 2011 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Dec 30, 2014 at 10:13 |
| Trades: | 363 |
| Profitability: |
|
| Pips: | 5,641.4 |
| Average Win: | 49.71 pips / $850.91 |
| Average Loss: | -30.83 pips / -$559.43 |
| Lots: | 650.32 |
| Commissions: | 0 |
| Longs Won: | (89/182) 48% |
| Shorts Won: | (120/181) 66% |
| Best Trade ($): | (Nov 30) 7,286.10 |
| Worst Trade ($): | (Nov 30) -3,808.74 |
| Best Trade (Pips): | (Dec 16) 160.7 |
| Worst Trade (Pips): | (Dec 17) -91.6 |
| Avg. Trade Length: | 7h 5m |
| Profit Factor: | 2.06 |
| Standard Deviation: | $1,257.80 |
| Sharpe Ratio | 0.31 |
| Z-Score (Probability): | -5.79 (99.99%) |
| Expectancy | 15.5 Pips / $252.58 |
| AHPR: | 1.35% |
| GHPR: | 1.26% |
| 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% | 0.14% | 4.52% |
| Consecutive Losing Trades | 166 | 149 | 133 | 116 | 99 | 83 | 66 | 50 | 33 | 17 |
Trading Activity (363)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.28.2011 17:45 | 12.28.2011 18:35 | EURUSD | Sell | 7.55 | 1.3 | 1.3 | 1.29499 | 1.29314 | 18.5 | 1,396.75 | 50m | 1.53% |
| 12.28.2011 17:00 | 12.28.2011 18:33 | EURUSD | Sell | 7.46 | 1.3 | 1.3 | 1.29843 | 1.29358 | 48.5 | 3,618.10 | 1h 33m | 4.13% |
| 12.28.2011 17:15 | 12.28.2011 18:32 | EURUSD | Sell | 6.60 | 1.3 | 1.3 | 1.29914 | 1.29429 | 48.5 | 3,201.00 | 1h 17m | 3.79% |
| 12.28.2011 16:45 | 12.28.2011 17:37 | EURUSD | Sell | 7.27 | 1.3 | 1.3 | 1.29917 | 1.29507 | 41.0 | 2,980.70 | 52m | 3.66% |
| 12.28.2011 16:30 | 12.28.2011 16:46 | EURUSD | Sell | 7.90 | 1.3 | 1.3 | 1.30135 | 1.29818 | 31.7 | 2,504.30 | 16m | 3.17% |
| 12.21.2011 13:45 | 12.21.2011 15:21 | EURUSD | Sell | 7.52 | 1.3 | 1.3 | 1.30867 | 1.30359 | 50.8 | 3,820.16 | 1h 36m | 5.08% |
| 12.16.2011 14:45 | 12.16.2011 16:06 | EURUSD | Buy | 7.70 | 1.3 | 1.3 | 1.30768 | 1.30535 | -23.3 | -1,794.10 | 1h 21m | -2.33% |
| 12.13.2011 18:30 | 12.14.2011 06:30 | EURUSD | Sell | 5.38 | 1.3 | 1.3 | 1.30874 | 1.30366 | 50.8 | 2,735.30 | 12h 0m | 3.69% |
| 12.13.2011 18:15 | 12.14.2011 06:15 | EURUSD | Sell | 6.07 | 1.3 | 1.3 | 1.30821 | 1.30339 | 48.2 | 2,928.29 | 12h 0m | 4.11% |
| 12.13.2011 18:00 | 12.13.2011 22:12 | EURUSD | Sell | 6.69 | 1.3 | 1.3 | 1.30904 | 1.30248 | 65.6 | 4,388.64 | 4h 12m | 6.56% |
| 12.08.2011 16:15 | 12.08.2011 22:33 | EURUSD | Sell | 7.31 | 1.3 | 1.3 | 1.33434 | 1.33708 | -27.4 | -2,002.94 | 6h 18m | -2.91% |
| 12.08.2011 16:30 | 12.08.2011 22:26 | EURUSD | Sell | 6.67 | 1.3 | 1.3 | 1.33289 | 1.33611 | -32.2 | -2,147.74 | 5h 56m | -2.94% |
| 12.08.2011 16:45 | 12.08.2011 22:26 | EURUSD | Sell | 6.01 | 1.3 | 1.3 | 1.33275 | 1.33611 | -33.6 | -2,019.36 | 5h 41m | -2.85% |
| 12.02.2011 18:15 | 12.02.2011 22:04 | EURUSD | Sell | 7.54 | 1.3 | 1.3 | 1.33797 | 1.34108 | -31.1 | -2,344.94 | 3h 49m | -3.11% |
| 11.30.2011 15:30 | 12.01.2011 03:30 | EURUSD | Buy | 6.80 | 1.3 | 1.4 | 1.3436 | 1.34404 | 4.4 | 272.68 | 12h 0m | 0.36% |
| 11.30.2011 15:45 | 11.30.2011 20:14 | EURUSD | Buy | 6.64 | 1.3 | 1.4 | 1.34729 | 1.34297 | -43.2 | -2,868.48 | 4h 29m | -3.68% |
| 11.30.2011 16:15 | 11.30.2011 18:55 | EURUSD | Buy | 7.41 | 1.3 | 1.4 | 1.34987 | 1.34473 | -51.4 | -3,808.74 | 2h 40m | -4.65% |
| 11.30.2011 15:15 | 11.30.2011 16:00 | EURUSD | Buy | 7.45 | 1.3 | 1.4 | 1.34214 | 1.35192 | 97.8 | 7,286.10 | 45m | 9.77% |
| 11.09.2011 12:15 | 11.09.2011 15:26 | EURUSD | Sell | 5.92 | 1.4 | 1.4 | 1.36958 | 1.36184 | 77.4 | 4,582.08 | 3h 11m | 6.55% |
| 11.09.2011 12:00 | 11.09.2011 13:25 | EURUSD | Sell | 6.52 | 1.4 | 1.4 | 1.37052 | 1.36323 | 72.9 | 4,753.08 | 1h 25m | 7.29% |
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