Strategy Settings
+4877.52% |
0.43% | |
13.75% | |
Drawdown: | 19.39% |
Balance: | $24,887.94 |
Highest: | (Jun 30) $25,267.31 |
Profit: | $24,387.60 |
Deposits: | $500.00 |
Test Started: | Jan 02, 2012 |
Test Ended: | Jun 30, 2014 |
Timeframe: | 30 Minutes |
Model Type: | Every Tick |
Added: | Aug 27 2014 at 01:58 |
Comments:
No comments entered. |
Model Quality: | 90.0 |
Bars in test: | 907981 |
Ticks Modelled: | 1809768 |
Views: | 527 |
Broker: | - |
Trades: | 1,081 |
Profitability: | |
Pips: | 7,775.0 |
Average Win: | 29.63 pips / $41.61 |
Average Loss: | -205.86 pips / -$158.29 |
Lots: | 153.30 |
Commissions: | 0 |
Longs Won: | (549/606) 90% |
Shorts Won: | (429/475) 90% |
Best Trade ($): | (Feb 10) 986.49 |
Worst Trade ($): | (Feb 07) -865.39 |
Best Trade (Pips): | (Jan 04) 31.0 |
Worst Trade (Pips): | (Jan 24) -280.0 |
Avg. Trade Length: | 1d |
Profit Factor: | 2.50 |
Standard Deviation: | $117.00 |
Sharpe Ratio | 0.26 |
Z-Score (Probability): | -0.86 (-61.03%) |
Expectancy | 7.2 Pips / $22.56 |
AHPR: | 0.37% |
GHPR: | 0.36% |
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 | 157 | 142 | 126 | 110 | 94 | 79 | 63 | 47 | 31 | 16 |
Trading Activity (1081)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.09.2014 09:10 | 06.30.2014 23:59 | EURJPY | Buy | 0.29 | 137.9 | 140.2 | 139.9 | 138.71 | -119.0 | -350.81 | 21d | -1.39% |
06.19.2014 23:10 | 06.30.2014 23:59 | EURJPY | Buy | 0.35 | 137.0 | 139.1 | 138.75 | 138.71 | -4.0 | -23.38 | 11d | -0.09% |
06.30.2014 21:00 | 06.30.2014 23:59 | EURJPY | Buy | 0.54 | 135.9 | 139.0 | 138.72 | 138.71 | -1.0 | -5.18 | 2h 59m | -0.02% |
06.27.2014 21:00 | 06.30.2014 16:56 | EURJPY | Buy | 0.53 | 135.6 | 138.7 | 138.37 | 138.67 | 30.0 | 151.11 | 2d | 0.60% |
06.26.2014 21:00 | 06.27.2014 11:27 | EURJPY | Sell | 0.53 | 141.2 | 138.1 | 138.36 | 138.06 | 30.0 | 151.48 | 14h 27m | 0.61% |
05.29.2014 21:00 | 06.26.2014 15:46 | EURJPY | Sell | 0.51 | 141.2 | 138.1 | 138.38 | 138.08 | 30.0 | 112.82 | 27d | 0.45% |
06.18.2014 23:10 | 06.19.2014 10:31 | EURJPY | Buy | 0.35 | 136.7 | 138.8 | 138.54 | 138.85 | 31.0 | 100.94 | 11h 21m | 0.41% |
06.17.2014 23:10 | 06.18.2014 20:00 | EURJPY | Buy | 0.35 | 136.6 | 138.7 | 138.41 | 138.72 | 31.0 | 103.15 | 20h 50m | 0.42% |
06.03.2014 23:10 | 06.09.2014 00:09 | EURJPY | Buy | 0.34 | 137.9 | 140.0 | 139.72 | 140.03 | 31.0 | 94.85 | 5d | 0.39% |
06.04.2014 09:10 | 06.09.2014 00:09 | EURJPY | Buy | 0.29 | 137.7 | 140.0 | 139.73 | 140.01 | 28.0 | 73.45 | 4d | 0.30% |
06.02.2014 23:11 | 06.03.2014 14:05 | EURJPY | Buy | 0.34 | 137.4 | 139.5 | 139.23 | 139.54 | 31.0 | 100.21 | 14h 54m | 0.41% |
05.27.2014 09:10 | 06.03.2014 11:04 | EURJPY | Buy | 0.28 | 137.1 | 139.4 | 139.07 | 139.35 | 28.0 | 69.15 | 7d | 0.28% |
05.29.2014 23:10 | 05.30.2014 16:58 | EURJPY | Buy | 0.34 | 136.7 | 138.8 | 138.47 | 138.78 | 31.0 | 100.21 | 17h 48m | 0.41% |
05.28.2014 23:10 | 05.29.2014 09:05 | EURJPY | Sell | 0.34 | 140.2 | 138.1 | 138.4 | 138.09 | 31.0 | 98.82 | 9h 55m | 0.41% |
05.28.2014 21:00 | 05.29.2014 09:05 | EURJPY | Sell | 0.51 | 141.3 | 138.2 | 138.46 | 138.16 | 30.0 | 143.33 | 12h 5m | 0.60% |
05.27.2014 23:10 | 05.28.2014 09:15 | EURJPY | Sell | 0.33 | 140.8 | 138.7 | 139.05 | 138.74 | 31.0 | 97.49 | 10h 5m | 0.41% |
05.27.2014 21:00 | 05.28.2014 09:15 | EURJPY | Sell | 0.50 | 141.8 | 138.7 | 139.04 | 138.74 | 30.0 | 142.91 | 12h 15m | 0.60% |
05.23.2014 21:00 | 05.27.2014 02:32 | EURJPY | Buy | 0.50 | 136.2 | 139.3 | 139.02 | 139.32 | 30.0 | 140.99 | 3d | 0.60% |
05.22.2014 23:10 | 05.27.2014 02:31 | EURJPY | Buy | 0.33 | 137.2 | 139.3 | 138.96 | 139.27 | 31.0 | 95.18 | 4d | 0.41% |
05.20.2014 09:10 | 05.27.2014 02:07 | EURJPY | Buy | 0.27 | 136.9 | 139.2 | 138.94 | 139.22 | 28.0 | 66.68 | 6d | 0.28% |
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