Strategy Settings
| +108.22% |
| 0.04% | |
| 1.22% | |
| Drawdown: | 18.71% |
| Balance: | $104,109.47 |
| Highest: | (Dec 28) $104,109.47 |
| Profit: | $54,109.47 |
| Deposits: | $50,000.00 |
| Test Started: | Jan 07, 2011 |
| Test Ended: | Dec 28, 2015 |
| Timeframe: | 1 Day |
| Model Type: | Every Tick |
| Added: | Jan 20, 2016 at 13:27 |
| Trades: | 5 |
| Profitability: | |
| Pips: | 3,445.0 |
| Average Win: | 897.75 pips / $14,026.97 |
| Average Loss: | -146.00 pips / -$1,998.39 |
| Lots: | 9.05 |
| Commissions: | 0 |
| Longs Won: | (3/4) 75% |
| Shorts Won: | (1/1) 100% |
| Best Trade ($): | (Jan 29) 20,724.31 |
| Worst Trade ($): | (Jul 10) -1,998.39 |
| Best Trade (Pips): | (Dec 28) 1,571.0 |
| Worst Trade (Pips): | (Jul 10) -146.0 |
| Avg. Trade Length: | 172d |
| Profit Factor: | 28.08 |
| Standard Deviation: | $10,916.00 |
| Sharpe Ratio | 0.96 |
| Z-Score (Probability): | 1.84 (93.42%) |
| Expectancy | 689.0 Pips / $10,821.89 |
| AHPR: | 16.90% |
| GHPR: | 15.80% |
| 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% | 0.17% | 1.84% | 15.17% |
| Consecutive Losing Trades | 52 | 47 | 42 | 36 | 31 | 26 | 21 | 16 | 10 | 5 |
Trading Activity (5)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.26.2015 00:02 | 12.28.2015 23:59 | USDCAD | Buy | 1.78 | 1.2 | 1.4 | 1.2322 | 1.3893 | 1,571.0 | 19,435.92 | 216d | 22.95% |
| 12.29.2014 11:08 | 01.29.2015 16:21 | USDCAD | Buy | 2.69 | 1.2 | 1.3 | 1.1641 | 1.2621 | 980.0 | 20,724.31 | 31d | 32.41% |
| 11.12.2013 10:17 | 12.11.2014 16:37 | USDCAD | Buy | 1.91 | 1.1 | 1.2 | 1.0503 | 1.1543 | 1,040.0 | 15,841.29 | 394d | 32.93% |
| 07.02.2013 12:04 | 07.10.2013 22:48 | USDCAD | Buy | 1.41 | 1.0 | 1.2 | 1.0553 | 1.0407 | -146.0 | -1,998.39 | 8d | -3.99% |
| 01.07.2011 13:29 | 08.08.2011 14:35 | USDCAD | Sell | 1.26 | 1.0 | 0.8 | 0.9913 | 0.9913 | 0.0 | 106.34 | 213d | 0.21% |
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