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Strategy Settings
+34.56% |
0.03% | |
0.8% | |
Drawdown: | 9.80% |
Balance: | $13,455.59 |
Highest: | (Jun 13) $13,455.59 |
Profit: | $3,455.58 |
Deposits: | $10,000.00 |
Test Started: | May 18, 2011 |
Test Ended: | Jun 13, 2014 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Oct 07, 2014 at 06:48 |
Trades: | 26 |
Profitability: |
|
Pips: | 451.0 |
Average Win: | 33.20 pips / $284.56 |
Average Loss: | -69.83 pips / -$701.20 |
Lots: | 24.74 |
Commissions: | 0 |
Longs Won: | (8/11) 72% |
Shorts Won: | (14/15) 93% |
Best Trade ($): | (Apr 04) 705.30 |
Worst Trade ($): | (Apr 23) -782.48 |
Best Trade (Pips): | (Apr 04) 114.4 |
Worst Trade (Pips): | (Apr 03) -80.2 |
Avg. Trade Length: | 13h 9m |
Profit Factor: | 2.23 |
Standard Deviation: | $395.96 |
Sharpe Ratio | 0.35 |
Z-Score (Probability): | 1.38 (83.24%) |
Expectancy | 17.3 Pips / $132.91 |
AHPR: | 1.21% |
GHPR: | 1.15% |
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% | 0.03% | 0.66% | 9.37% |
Consecutive Losing Trades | 19 | 17 | 15 | 13 | 12 | 10 | 8 | 6 | 4 | 2 |
Trading Activity (26)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.13.2014 13:15 | 06.13.2014 14:00 | EURUSD | Sell | 1.44 | 1.4 | - | 1.35643 | 1.35418 | 22.5 | 314.23 | 45m | 2.39% |
05.19.2014 18:03 | 05.20.2014 10:00 | EURUSD | Sell | 1.34 | 1.4 | - | 1.37165 | 1.3695 | 21.5 | 276.73 | 15h 57m | 2.15% |
10.29.2013 17:30 | 10.29.2013 18:00 | EURUSD | Buy | 1.05 | 1.4 | - | 1.3786 | 1.38045 | 18.5 | 187.01 | 30m | 1.48% |
07.18.2013 20:30 | 07.19.2013 06:00 | EURUSD | Buy | 1.09 | 1.3 | - | 1.3094 | 1.31377 | 43.7 | 466.29 | 9h 30m | 3.82% |
04.22.2013 18:45 | 04.23.2013 11:18 | EURUSD | Buy | 1.06 | 1.3 | - | 1.30479 | 1.2975 | -72.9 | -782.48 | 16h 33m | -6.02% |
04.04.2013 16:40 | 04.04.2013 21:00 | EURUSD | Buy | 0.62 | 1.3 | - | 1.28233 | 1.29377 | 114.4 | 705.30 | 4h 20m | 5.74% |
02.28.2013 07:16 | 02.28.2013 13:00 | EURUSD | Sell | 1.18 | 1.3 | - | 1.31396 | 1.31194 | 20.2 | 230.61 | 5h 44m | 1.91% |
02.13.2013 17:30 | 02.14.2013 09:00 | EURUSD | Sell | 0.81 | 1.3 | - | 1.34726 | 1.34326 | 40.0 | 314.58 | 15h 30m | 2.68% |
02.13.2013 02:00 | 02.13.2013 15:34 | EURUSD | Sell | 1.18 | 1.4 | - | 1.34519 | 1.35151 | -63.2 | -753.70 | 13h 34m | -6.03% |
01.16.2013 13:30 | 01.17.2013 12:00 | EURUSD | Buy | 0.87 | 1.3 | - | 1.33056 | 1.33392 | 33.6 | 279.59 | 22h 30m | 2.29% |
01.08.2013 04:30 | 01.08.2013 16:00 | EURUSD | Sell | 1.19 | 1.3 | - | 1.31068 | 1.31 | 6.8 | 73.12 | 11h 30m | 0.60% |
11.28.2012 00:16 | 11.29.2012 11:00 | EURUSD | Buy | 1.10 | 1.3 | - | 1.29394 | 1.29634 | 24.0 | 248.10 | 1d | 2.09% |
11.09.2012 11:00 | 11.13.2012 04:00 | EURUSD | Sell | 0.90 | 1.3 | - | 1.2754 | 1.2699 | 55.0 | 486.33 | 3d | 4.26% |
11.07.2012 14:07 | 11.07.2012 16:00 | EURUSD | Sell | 0.73 | 1.3 | - | 1.28259 | 1.27619 | 64.0 | 462.52 | 1h 53m | 4.22% |
10.31.2012 03:30 | 11.01.2012 11:00 | EURUSD | Sell | 1.00 | 1.3 | - | 1.29585 | 1.29403 | 18.2 | 170.63 | 1d | 1.58% |
10.15.2012 01:00 | 10.15.2012 04:00 | EURUSD | Sell | 0.81 | 1.3 | - | 1.29549 | 1.29002 | 54.7 | 437.82 | 3h 0m | 4.23% |
09.28.2012 10:00 | 09.28.2012 17:00 | EURUSD | Sell | 1.06 | 1.3 | - | 1.29254 | 1.2895 | 30.4 | 315.39 | 7h 0m | 3.15% |
08.02.2012 05:15 | 08.02.2012 12:00 | EURUSD | Buy | 0.90 | 1.2 | - | 1.22422 | 1.22711 | 28.9 | 254.59 | 6h 45m | 2.61% |
07.20.2012 10:15 | 07.20.2012 14:37 | EURUSD | Buy | 0.99 | 1.2 | - | 1.22694 | 1.22064 | -63.0 | -629.77 | 4h 22m | -6.06% |
04.18.2012 17:00 | 04.19.2012 11:00 | EURUSD | Buy | 0.78 | 1.3 | - | 1.30949 | 1.31389 | 44.0 | 331.87 | 18h 0m | 3.30% |
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