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Strategy Settings
+733.21% |
0.24% | |
7.49% | |
Drawdown: | 17.99% |
Balance: | $4,165.76 |
Highest: | (Jul 01) $4,165.76 |
Profit: | $3,666.07 |
Deposits: | $500.00 |
Test Started: | Feb 01, 2011 |
Test Ended: | Jul 01, 2013 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Mar 05, 2014 at 18:02 |
Trades: | 682 |
Profitability: |
|
Pips: | 3,745.0 |
Average Win: | 39.46 pips / $39.34 |
Average Loss: | -46.66 pips / -$46.78 |
Lots: | 68.20 |
Commissions: | 0 |
Longs Won: | (210/334) 62% |
Shorts Won: | (203/348) 58% |
Best Trade ($): | (Aug 08) 158.89 |
Worst Trade ($): | (Sep 06) -95.00 |
Best Trade (Pips): | (Aug 08) 159.0 |
Worst Trade (Pips): | (Sep 06) -95.0 |
Avg. Trade Length: | 9h 22m |
Profit Factor: | 1.29 |
Standard Deviation: | $43.43 |
Sharpe Ratio | 0.17 |
Z-Score (Probability): | -0.26 (-20.52%) |
Expectancy | 5.5 Pips / $5.38 |
AHPR: | 0.33% |
GHPR: | 0.31% |
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% | 0.02% | 0.51% | 8.29% |
Consecutive Losing Trades | 89 | 80 | 71 | 62 | 53 | 45 | 36 | 27 | 18 | 9 |
Trading Activity (682)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.28.2013 17:38 | 07.01.2013 02:59 | EURUSD | Sell | 0.10 | - | - | 1.3026 | 1.3011 | 15.0 | 14.57 | 2d | 0.35% |
06.21.2013 15:47 | 06.21.2013 18:05 | EURUSD | Sell | 0.10 | - | - | 1.3163 | 1.3126 | 37.0 | 37.00 | 2h 18m | 0.90% |
06.19.2013 23:19 | 06.20.2013 08:11 | EURUSD | Sell | 0.10 | - | - | 1.3292 | 1.3257 | 35.0 | 33.72 | 8h 52m | 0.83% |
06.19.2013 21:36 | 06.19.2013 21:45 | EURUSD | Sell | 0.10 | - | - | 1.3333 | 1.3288 | 45.0 | 45.00 | 9m | 1.12% |
06.12.2013 19:06 | 06.13.2013 09:10 | EURUSD | Buy | 0.10 | - | - | 1.3343 | 1.3383 | 40.0 | 39.68 | 14h 4m | 0.99% |
06.11.2013 17:24 | 06.11.2013 18:15 | EURUSD | Buy | 0.10 | - | - | 1.3301 | 1.3264 | -37.0 | -37.00 | 51m | -0.92% |
06.06.2013 19:29 | 06.11.2013 17:23 | EURUSD | Buy | 0.10 | - | - | 1.3266 | 1.3301 | 35.0 | 34.68 | 4d | 0.87% |
06.06.2013 19:03 | 06.06.2013 19:27 | EURUSD | Buy | 0.10 | - | - | 1.3243 | 1.3277 | 34.0 | 34.00 | 24m | 0.86% |
06.03.2013 18:39 | 06.06.2013 09:21 | EURUSD | Buy | 0.10 | - | - | 1.308 | 1.3115 | 35.0 | 34.47 | 2d | 0.88% |
05.30.2013 16:38 | 05.31.2013 12:20 | EURUSD | Buy | 0.10 | - | - | 1.3031 | 1.2983 | -48.0 | -48.11 | 19h 42m | -1.21% |
05.29.2013 14:13 | 05.30.2013 12:53 | EURUSD | Buy | 0.10 | - | - | 1.2956 | 1.299 | 34.0 | 33.68 | 22h 40m | 0.85% |
05.28.2013 17:54 | 05.29.2013 13:43 | EURUSD | Sell | 0.10 | - | - | 1.2875 | 1.2914 | -39.0 | -39.43 | 19h 49m | -0.99% |
05.23.2013 12:08 | 05.23.2013 18:48 | EURUSD | Buy | 0.10 | - | - | 1.289 | 1.2924 | 34.0 | 34.00 | 6h 40m | 0.86% |
05.22.2013 20:52 | 05.23.2013 03:23 | EURUSD | Sell | 0.10 | - | - | 1.2874 | 1.2839 | 35.0 | 33.72 | 6h 31m | 0.86% |
05.22.2013 17:41 | 05.22.2013 18:22 | EURUSD | Sell | 0.10 | - | - | 1.2911 | 1.2877 | 34.0 | 34.00 | 41m | 0.88% |
05.22.2013 17:14 | 05.22.2013 17:26 | EURUSD | Buy | 0.10 | - | - | 1.2984 | 1.2947 | -37.0 | -37.00 | 12m | -0.94% |
05.17.2013 16:59 | 05.20.2013 00:44 | EURUSD | Sell | 0.10 | - | - | 1.2813 | 1.2848 | -35.0 | -35.43 | 2d | -0.90% |
05.14.2013 14:32 | 05.14.2013 23:47 | EURUSD | Sell | 0.10 | - | - | 1.2963 | 1.2916 | 47.0 | 47.00 | 9h 15m | 1.20% |
05.09.2013 21:42 | 05.10.2013 11:45 | EURUSD | Sell | 0.10 | - | - | 1.3042 | 1.3002 | 40.0 | 39.57 | 14h 3m | 1.02% |
05.03.2013 17:21 | 05.06.2013 17:25 | EURUSD | Buy | 0.10 | - | - | 1.3133 | 1.3079 | -54.0 | -54.11 | 3d | -1.38% |
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