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Strategy Settings
| +1328.04% |
| 0.05% | |
| 1.47% | |
| Drawdown: | 66.50% |
| Balance: | $1,425.08 |
| Highest: | (Aug 29) $1,455.37 |
| Profit: | $1,328.04 |
| Deposits: | $100.00 |
| Test Started: | Sep 28, 1998 |
| Test Ended: | Sep 30, 2013 |
| Timeframe: | 1 Day |
| Model Type: | Every Tick |
| Added: | Oct 09, 2014 at 17:42 |
| Trades: | 2,064 |
| Profitability: |
|
| Pips: | 13,856.6 |
| Average Win: | 59.34 pips / $5.91 |
| Average Loss: | -105.98 pips / -$10.64 |
| Lots: | 20.64 |
| Commissions: | 0 |
| Longs Won: | (708/1,031) 68% |
| Shorts Won: | (699/1,033) 67% |
| Best Trade ($): | (Oct 27) 38.72 |
| Worst Trade ($): | (Dec 19) -124.47 |
| Best Trade (Pips): | (Oct 27) 387.2 |
| Worst Trade (Pips): | (Dec 19) -1,245.0 |
| Avg. Trade Length: | 2d |
| Profit Factor: | 1.19 |
| Standard Deviation: | $10.86 |
| Sharpe Ratio | 0.07 |
| Z-Score (Probability): | 0.60 (45.14%) |
| Expectancy | 6.7 Pips / $0.64 |
| AHPR: | 0.16% |
| GHPR: | 0.13% |
| 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% | 0.04% | 0.41% | 3.22% | 19.73% |
| Consecutive Losing Trades | 134 | 121 | 107 | 94 | 80 | 67 | 54 | 40 | 27 | 13 |
Trading Activity (2064)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 09.30.2013 00:00 | 09.30.2013 19:11 | EURUSD | Sell | 0.01 | - | - | 1.34935 | 1.35378 | -44.3 | -4.43 | 19h 11m | -0.31% |
| 09.27.2013 00:00 | 09.30.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.34887 | 1.3491 | 2.3 | 0.20 | 3d | 0.01% |
| 09.26.2013 00:00 | 09.27.2013 00:00 | EURUSD | Sell | 0.01 | - | - | 1.3526 | 1.34875 | 38.5 | 3.85 | 1d | 0.27% |
| 09.23.2013 00:01 | 09.26.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.35472 | 1.35256 | -21.6 | -2.29 | 2d | -0.16% |
| 09.18.2013 00:00 | 09.23.2013 00:01 | EURUSD | Sell | 0.01 | - | - | 1.33578 | 1.35471 | -189.3 | -18.91 | 5d | -1.31% |
| 09.13.2013 00:00 | 09.18.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.32995 | 1.33591 | 59.6 | 5.88 | 5d | 0.41% |
| 09.09.2013 00:00 | 09.13.2013 00:00 | EURUSD | Sell | 0.01 | - | - | 1.31626 | 1.32993 | -136.7 | -13.65 | 4d | -0.94% |
| 09.06.2013 00:00 | 09.09.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.31204 | 1.31619 | 41.5 | 4.12 | 3d | 0.28% |
| 09.05.2013 00:00 | 09.06.2013 00:00 | EURUSD | Sell | 0.01 | - | - | 1.32057 | 1.31203 | 85.4 | 8.54 | 1d | 0.59% |
| 08.29.2013 00:00 | 09.05.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.334 | 1.32058 | -134.2 | -13.60 | 7d | -0.93% |
| 08.28.2013 00:00 | 08.29.2013 00:00 | EURUSD | Sell | 0.01 | - | - | 1.33925 | 1.33398 | 52.7 | 5.28 | 1d | 0.36% |
| 08.27.2013 00:00 | 08.28.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.3369 | 1.33918 | 22.8 | 2.25 | 1d | 0.16% |
| 08.23.2013 00:00 | 08.27.2013 00:00 | EURUSD | Sell | 0.01 | - | - | 1.33552 | 1.33688 | -13.6 | -1.35 | 4d | -0.09% |
| 08.22.2013 00:00 | 08.23.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.33551 | 1.33549 | -0.2 | -0.05 | 1d | 0.00% |
| 08.20.2013 00:00 | 08.22.2013 00:00 | EURUSD | Sell | 0.01 | - | - | 1.33341 | 1.33552 | -21.1 | -2.09 | 2d | -0.14% |
| 08.19.2013 00:00 | 08.20.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.33333 | 1.33338 | 0.5 | 0.02 | 1d | 0.00% |
| 08.16.2013 00:00 | 08.19.2013 00:00 | EURUSD | Sell | 0.01 | - | - | 1.33471 | 1.33327 | 14.4 | 1.44 | 3d | 0.10% |
| 08.12.2013 00:00 | 08.16.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.33216 | 1.33472 | 25.6 | 2.40 | 4d | 0.17% |
| 08.07.2013 00:00 | 08.12.2013 00:00 | EURUSD | Sell | 0.01 | - | - | 1.33045 | 1.33212 | -16.7 | -1.65 | 5d | -0.11% |
| 08.06.2013 00:00 | 08.07.2013 00:00 | EURUSD | Buy | 0.01 | - | - | 1.32592 | 1.33043 | 45.1 | 4.48 | 1d | 0.31% |
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