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Strategy Settings
| +84.88% |
| 0.03% | |
| 0.85% | |
| Drawdown: | 12.23% |
| Balance: | $184,879.68 |
| Highest: | (Apr 16) $196,596.78 |
| Profit: | $84,879.68 |
| Deposits: | $100,000.00 |
| Test Started: | Jan 03, 2005 |
| Test Ended: | Dec 30, 2010 |
| Timeframe: | 1 Minute |
| Model Type: | Every Tick |
| Added: | Apr 08, 2012 at 23:25 |
| Trades: | 617 |
| Profitability: |
|
| Pips: | 2,526.1 |
| Average Win: | 37.09 pips / $1,047.81 |
| Average Loss: | -21.41 pips / -$566.04 |
| Lots: | 1,790.40 |
| Commissions: | 0 |
| Longs Won: | (117/283) 41% |
| Shorts Won: | (152/334) 45% |
| Best Trade ($): | (May 23) 9,578.60 |
| Worst Trade ($): | (Sep 19) -3,316.80 |
| Best Trade (Pips): | (Dec 15) 239.6 |
| Worst Trade (Pips): | (Oct 07) -103.1 |
| Avg. Trade Length: | 1h 24m |
| Profit Factor: | 1.43 |
| Standard Deviation: | $1,144.49 |
| Sharpe Ratio | 0.10 |
| Z-Score (Probability): | 0.41 (31.81%) |
| Expectancy | 4.1 Pips / $137.57 |
| AHPR: | 0.10% |
| GHPR: | 0.10% |
| 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% | 0.02% | 1.69% |
| Consecutive Losing Trades | 327 | 294 | 261 | 229 | 196 | 163 | 131 | 98 | 65 | 33 |
Trading Activity (617)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.30.2010 12:19 | 12.30.2010 13:02 | GBPUSD | Sell | 2.10 | - | - | 1.54244 | 1.54394 | -15.0 | -315.00 | 43m | -0.17% |
| 12.28.2010 15:30 | 12.28.2010 16:45 | GBPUSD | Sell | 2.80 | - | - | 1.54183 | 1.53904 | 27.9 | 781.20 | 1h 15m | 0.42% |
| 12.27.2010 14:28 | 12.27.2010 14:56 | GBPUSD | Sell | 3.00 | - | - | 1.53941 | 1.542 | -25.9 | -777.00 | 28m | -0.42% |
| 12.14.2010 15:16 | 12.14.2010 16:35 | GBPUSD | Sell | 2.60 | - | - | 1.57654 | 1.57624 | 3.0 | 78.00 | 1h 19m | 0.04% |
| 12.13.2010 17:04 | 12.13.2010 18:56 | GBPUSD | Buy | 1.90 | - | - | 1.58682 | 1.58786 | 10.4 | 197.60 | 1h 52m | 0.11% |
| 12.13.2010 10:10 | 12.13.2010 11:43 | GBPUSD | Sell | 2.90 | - | - | 1.57364 | 1.57357 | 0.7 | 20.30 | 1h 33m | 0.01% |
| 12.09.2010 17:08 | 12.09.2010 17:39 | GBPUSD | Sell | 2.40 | - | - | 1.57157 | 1.57393 | -23.6 | -566.40 | 31m | -0.31% |
| 12.08.2010 12:10 | 12.08.2010 13:01 | GBPUSD | Buy | 2.10 | - | - | 1.57807 | 1.57727 | -8.0 | -168.00 | 51m | -0.09% |
| 12.03.2010 14:44 | 12.03.2010 15:57 | GBPUSD | Buy | 2.80 | - | - | 1.56924 | 1.56802 | -12.2 | -341.60 | 1h 13m | -0.18% |
| 11.22.2010 12:09 | 11.22.2010 15:01 | GBPUSD | Sell | 2.40 | - | - | 1.60134 | 1.59643 | 49.1 | 1,178.40 | 2h 52m | 0.64% |
| 11.16.2010 16:37 | 11.16.2010 18:06 | GBPUSD | Sell | 2.70 | - | - | 1.59284 | 1.58863 | 42.1 | 1,136.70 | 1h 29m | 0.62% |
| 11.16.2010 12:01 | 11.16.2010 13:15 | GBPUSD | Sell | 2.70 | - | - | 1.59964 | 1.59934 | 3.0 | 81.00 | 1h 14m | 0.04% |
| 11.12.2010 11:03 | 11.12.2010 11:30 | GBPUSD | Sell | 2.30 | - | - | 1.59865 | 1.60351 | -48.6 | -1,117.80 | 27m | -0.61% |
| 11.09.2010 17:10 | 11.09.2010 18:40 | GBPUSD | Sell | 2.60 | - | - | 1.6083 | 1.60585 | 24.5 | 637.00 | 1h 30m | 0.35% |
| 11.03.2010 11:12 | 11.03.2010 12:02 | GBPUSD | Buy | 2.20 | - | - | 1.61411 | 1.6128 | -13.1 | -288.20 | 50m | -0.16% |
| 10.15.2010 15:01 | 10.15.2010 16:45 | GBPUSD | Sell | 2.60 | - | - | 1.60242 | 1.60417 | -17.5 | -455.00 | 1h 44m | -0.25% |
| 10.08.2010 15:43 | 10.08.2010 16:57 | GBPUSD | Buy | 2.50 | - | - | 1.59288 | 1.59348 | 6.0 | 150.00 | 1h 14m | 0.08% |
| 10.08.2010 14:36 | 10.08.2010 14:56 | GBPUSD | Buy | 4.40 | - | - | 1.59105 | 1.58712 | -39.3 | -1,729.20 | 20m | -0.93% |
| 10.07.2010 19:06 | 10.07.2010 20:03 | GBPUSD | Sell | 2.40 | - | - | 1.58543 | 1.58592 | -4.9 | -117.60 | 57m | -0.06% |
| 10.07.2010 15:39 | 10.07.2010 16:32 | GBPUSD | Sell | 2.50 | - | - | 1.59184 | 1.59439 | -25.5 | -637.50 | 53m | -0.34% |
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