Strategy Settings
| +17.14% |
| 0.53% | |
| 17.14% | |
| Drawdown: | 91.52% |
| Balance: | $11,713.83 |
| Highest: | (Jan 31) $11,713.83 |
| Profit: | $1,713.83 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 01, 2014 |
| Test Ended: | Jan 31, 2014 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Feb 05, 2014 at 08:39 |
| Trades: | 15 |
| Profitability: | |
| Pips: | -415.5 |
| Average Win: | 15.81 pips / $284.13 |
| Average Loss: | -147.35 pips / -$352.89 |
| Lots: | 9.10 |
| Commissions: | 0 |
| Longs Won: | (9/9) 100% |
| Shorts Won: | (2/6) 33% |
| Best Trade ($): | (Jan 31) 3,038.54 |
| Worst Trade ($): | (Jan 31) -512.17 |
| Best Trade (Pips): | (Jan 31) 74.2 |
| Worst Trade (Pips): | (Jan 31) -287.7 |
| Avg. Trade Length: | 8d |
| Profit Factor: | 2.21 |
| Standard Deviation: | $827.96 |
| Sharpe Ratio | 0.15 |
| Z-Score (Probability): | -2.36 (-107.14%) |
| Expectancy | -27.7 Pips / $114.26 |
| AHPR: | 1.41% |
| GHPR: | 1.06% |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | 0.02% | 0.23% | 1.07% | 3.17% | 7.36% | 14.61% | 26.11% | 43.16% | 67.25% |
| Consecutive Losing Trades | 33 | 30 | 27 | 23 | 20 | 17 | 13 | 10 | 7 | 3 |
Trading Activity (15)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01.02.2014 15:15 | 01.31.2014 21:59 | AUDCAD | Sell | 0.10 | - | - | 0.9454 | 0.97417 | -287.7 | -274.39 | 29d | -2.72% |
| 01.03.2014 03:45 | 01.31.2014 21:59 | AUDCAD | Sell | 0.20 | - | - | 0.95208 | 0.97417 | -220.9 | -427.18 | 28d | -4.35% |
| 01.08.2014 14:15 | 01.31.2014 21:59 | AUDCAD | Sell | 0.60 | - | - | 0.96612 | 0.97417 | -80.5 | -512.17 | 23d | -5.46% |
| 01.10.2014 14:00 | 01.31.2014 21:59 | AUDCAD | Sell | 1.80 | - | - | 0.97414 | 0.97417 | -0.3 | -197.82 | 21d | -2.23% |
| 01.12.2014 23:45 | 01.31.2014 21:59 | AUDCAD | Sell | 5.40 | - | - | 0.98159 | 0.97417 | 74.2 | 3,038.54 | 18d | 35.03% |
| 01.10.2014 07:15 | 01.10.2014 09:44 | AUDCAD | Buy | 0.10 | - | - | 0.96496 | 0.96536 | 4.0 | 3.21 | 2h 29m | 0.03% |
| 01.09.2014 23:00 | 01.10.2014 01:25 | AUDCAD | Buy | 0.10 | - | - | 0.96388 | 0.96505 | 11.7 | 10.37 | 2h 25m | 0.10% |
| 01.08.2014 16:30 | 01.08.2014 19:25 | AUDCAD | Buy | 0.10 | - | - | 0.96309 | 0.96343 | 3.4 | 2.67 | 2h 55m | 0.03% |
| 01.07.2014 00:45 | 01.07.2014 07:52 | AUDCAD | Buy | 0.10 | - | - | 0.95333 | 0.9534 | 0.7 | 0.23 | 7h 7m | 0.00% |
| 01.03.2014 21:00 | 01.05.2014 23:33 | AUDCAD | Buy | 0.10 | - | - | 0.95113 | 0.95276 | 16.3 | 14.31 | 2d | 0.14% |
| 01.03.2014 13:30 | 01.03.2014 15:09 | AUDCAD | Buy | 0.10 | - | - | 0.95347 | 0.95568 | 22.1 | 19.56 | 1h 39m | 0.19% |
| 01.03.2014 01:00 | 01.03.2014 02:31 | AUDCAD | Buy | 0.10 | - | - | 0.9489 | 0.95049 | 15.9 | 13.96 | 1h 31m | 0.14% |
| 01.02.2014 08:00 | 01.02.2014 15:20 | AUDCAD | Buy | 0.10 | - | - | 0.94608 | 0.94613 | 0.5 | 0.05 | 7h 20m | 0.00% |
| 01.02.2014 03:00 | 01.02.2014 05:07 | AUDCAD | Sell | 0.10 | - | - | 0.94842 | 0.9474 | 10.2 | 8.81 | 2h 7m | 0.09% |
| 01.01.2014 22:00 | 01.02.2014 01:32 | AUDCAD | Buy | 0.10 | - | - | 0.94564 | 0.94713 | 14.9 | 13.68 | 3h 32m | 0.14% |
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