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Strategy Settings
+153.48% |
0.31% | |
9.68% | |
Drawdown: | 26.59% |
Balance: | $253,482.77 |
Highest: | (Sep 28) $264,704.24 |
Profit: | $153,483.00 |
Deposits: | $100,000.00 |
Test Started: | Dec 01, 2009 |
Test Ended: | Sep 29, 2010 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Nov 15, 2011 at 16:32 |
Trades: | 5,740 |
Profitability: |
|
Pips: | 12,548.4 |
Average Win: | 11.13 pips / $69.55 |
Average Loss: | -22.29 pips / -$90.44 |
Lots: | 1,930.10 |
Commissions: | 0 |
Longs Won: | (0/0) 0% |
Shorts Won: | (4,204/5,740) 73% |
Best Trade ($): | (Mar 25) 9,404.05 |
Worst Trade ($): | (Jul 20) -2,839.20 |
Best Trade (Pips): | (Mar 25) 498.2 |
Worst Trade (Pips): | (Jul 20) -345.7 |
Avg. Trade Length: | 7h 3m |
Profit Factor: | 2.10 |
Standard Deviation: | $361.50 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -27.29 (99.99%) |
Expectancy | 2.2 Pips / $26.74 |
AHPR: | 0.02% |
GHPR: | 0.02% |
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 | 2801 | 2521 | 2241 | 1961 | 1681 | 1401 | 1120 | 840 | 560 | 280 |
Trading Activity (5740)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.28.2010 09:48 | 09.29.2010 23:59 | EURUSD | Sell | 0.36 | 1.4 | - | 1.3404 | 1.36217 | -217.7 | -784.62 | 1d | -0.30% |
09.28.2010 09:38 | 09.29.2010 23:59 | EURUSD | Sell | 0.18 | 1.4 | - | 1.3389 | 1.36217 | -232.7 | -419.31 | 1d | -0.16% |
09.28.2010 19:41 | 09.29.2010 23:59 | EURUSD | Sell | 1.80 | 1.4 | - | 1.35847 | 1.36217 | -37.0 | -670.50 | 1d | -0.26% |
09.28.2010 18:44 | 09.29.2010 23:59 | EURUSD | Sell | 1.62 | 1.4 | - | 1.35791 | 1.36217 | -42.6 | -694.17 | 1d | -0.27% |
09.28.2010 09:58 | 09.29.2010 23:59 | EURUSD | Sell | 0.54 | 1.4 | - | 1.34051 | 1.36217 | -216.6 | -1,170.99 | 1d | -0.44% |
09.29.2010 20:32 | 09.29.2010 23:59 | EURUSD | Sell | 2.52 | 1.4 | - | 1.36345 | 1.36217 | 12.8 | 322.56 | 3h 27m | 0.13% |
09.28.2010 18:11 | 09.29.2010 23:59 | EURUSD | Sell | 1.44 | 1.4 | - | 1.35692 | 1.36217 | -52.5 | -759.60 | 1d | -0.30% |
09.28.2010 12:59 | 09.29.2010 23:59 | EURUSD | Sell | 0.90 | 1.4 | - | 1.34547 | 1.36217 | -167.0 | -1,505.25 | 1d | -0.58% |
09.29.2010 18:30 | 09.29.2010 23:59 | EURUSD | Sell | 2.34 | 1.4 | - | 1.36285 | 1.36217 | 6.8 | 159.12 | 5h 29m | 0.06% |
09.28.2010 15:31 | 09.29.2010 23:59 | EURUSD | Sell | 1.26 | 1.4 | - | 1.34712 | 1.36217 | -150.5 | -1,899.45 | 1d | -0.74% |
09.28.2010 13:43 | 09.29.2010 23:59 | EURUSD | Sell | 1.08 | 1.4 | - | 1.34672 | 1.36217 | -154.5 | -1,671.30 | 1d | -0.64% |
09.28.2010 10:08 | 09.29.2010 23:59 | EURUSD | Sell | 0.72 | 1.4 | - | 1.34063 | 1.36217 | -215.4 | -1,552.68 | 1d | -0.59% |
09.29.2010 09:33 | 09.29.2010 23:59 | EURUSD | Sell | 2.16 | 1.4 | - | 1.36244 | 1.36217 | 2.7 | 58.32 | 14h 26m | 0.02% |
09.29.2010 06:35 | 09.29.2010 23:59 | EURUSD | Sell | 1.98 | 1.4 | - | 1.35897 | 1.36217 | -32.0 | -633.60 | 17h 24m | -0.25% |
09.28.2010 09:20 | 09.28.2010 09:38 | EURUSD | Sell | 0.36 | 1.4 | - | 1.3395 | 1.33897 | 5.3 | 19.08 | 18m | 0.01% |
09.28.2010 09:30 | 09.28.2010 09:38 | EURUSD | Sell | 0.54 | 1.4 | - | 1.33962 | 1.33897 | 6.5 | 35.10 | 8m | 0.01% |
09.28.2010 09:10 | 09.28.2010 09:38 | EURUSD | Sell | 0.18 | 1.4 | - | 1.3389 | 1.33897 | -0.7 | -1.26 | 28m | 0.00% |
09.21.2010 09:24 | 09.28.2010 09:09 | EURUSD | Sell | 0.36 | 1.4 | - | 1.30729 | 1.33889 | -316.0 | -1,143.90 | 6d | -0.43% |
09.22.2010 16:28 | 09.28.2010 09:09 | EURUSD | Sell | 1.80 | 1.4 | - | 1.34125 | 1.33889 | 23.6 | 397.80 | 5d | 0.16% |
09.21.2010 09:14 | 09.28.2010 09:09 | EURUSD | Sell | 0.18 | 1.4 | - | 1.3066 | 1.33889 | -322.9 | -584.37 | 6d | -0.22% |
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