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Strategy Settings
+466.86% |
0.43% | |
13.61% | |
Drawdown: | 4.41% |
Balance: | $28,342.95 |
Highest: | (Nov 12) $28,353.95 |
Profit: | $23,343.03 |
Deposits: | $5,000.00 |
Test Started: | Oct 01, 2009 |
Test Ended: | Nov 13, 2010 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Mar 21, 2014 at 14:44 |
Trades: | 13,308 |
Profitability: |
|
Pips: | 23,402.0 |
Average Win: | 3.95 pips / $3.94 |
Average Loss: | -29.41 pips / -$29.43 |
Lots: | 1,330.80 |
Commissions: | 0 |
Longs Won: | (5,822/6,037) 96% |
Shorts Won: | (6,613/7,271) 90% |
Best Trade ($): | (Dec 07) 28.00 |
Worst Trade ($): | (May 07) -181.25 |
Best Trade (Pips): | (Dec 07) 28.0 |
Worst Trade (Pips): | (May 07) -181.0 |
Avg. Trade Length: | 27m |
Profit Factor: | 1.91 |
Standard Deviation: | $10.33 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | 1.70 (91.08%) |
Expectancy | 1.8 Pips / $1.75 |
AHPR: | 0.01% |
GHPR: | 0.01% |
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 | 963 | 867 | 771 | 674 | 578 | 482 | 385 | 289 | 193 | 96 |
Trading Activity (13308)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.12.2010 21:18 | 11.13.2010 00:59 | EURUSD | Sell | 0.10 | - | - | 1.3681 | 1.3692 | -11.0 | -11.00 | 3h 41m | -0.04% |
11.12.2010 20:06 | 11.12.2010 20:07 | EURUSD | Sell | 0.10 | - | - | 1.3704 | 1.3695 | 9.0 | 9.00 | 1m | 0.03% |
11.12.2010 19:03 | 11.12.2010 19:51 | EURUSD | Sell | 0.10 | - | - | 1.3712 | 1.3704 | 8.0 | 8.00 | 48m | 0.03% |
11.12.2010 18:32 | 11.12.2010 18:53 | EURUSD | Sell | 0.10 | - | - | 1.3715 | 1.3707 | 8.0 | 8.00 | 21m | 0.03% |
11.12.2010 18:23 | 11.12.2010 18:26 | EURUSD | Sell | 0.10 | - | - | 1.3723 | 1.3716 | 7.0 | 7.00 | 3m | 0.02% |
11.12.2010 18:20 | 11.12.2010 18:20 | EURUSD | Sell | 0.10 | - | - | 1.3728 | 1.3722 | 6.0 | 6.00 | 0s | 0.02% |
11.12.2010 18:15 | 11.12.2010 18:19 | EURUSD | Sell | 0.10 | - | - | 1.3762 | 1.3734 | 28.0 | 28.00 | 4m | 0.10% |
11.12.2010 18:04 | 11.12.2010 18:15 | EURUSD | Buy | 0.10 | - | - | 1.3746 | 1.3761 | 15.0 | 15.00 | 11m | 0.05% |
11.12.2010 16:36 | 11.12.2010 16:52 | EURUSD | Buy | 0.10 | - | - | 1.3724 | 1.3736 | 12.0 | 12.00 | 16m | 0.04% |
11.12.2010 13:59 | 11.12.2010 16:31 | EURUSD | Buy | 0.10 | - | - | 1.3721 | 1.3732 | 11.0 | 11.00 | 2h 32m | 0.04% |
11.12.2010 13:35 | 11.12.2010 13:36 | EURUSD | Buy | 0.10 | - | - | 1.368 | 1.3687 | 7.0 | 7.00 | 1m | 0.02% |
11.12.2010 13:29 | 11.12.2010 13:29 | EURUSD | Buy | 0.10 | - | - | 1.3676 | 1.3682 | 6.0 | 6.00 | 0s | 0.02% |
11.12.2010 13:26 | 11.12.2010 13:26 | EURUSD | Buy | 0.10 | - | - | 1.3667 | 1.3672 | 5.0 | 5.00 | 0s | 0.02% |
11.12.2010 13:25 | 11.12.2010 13:25 | EURUSD | Buy | 0.10 | - | - | 1.3659 | 1.3663 | 4.0 | 4.00 | 0s | 0.01% |
11.12.2010 13:18 | 11.12.2010 13:25 | EURUSD | Buy | 0.10 | - | - | 1.3658 | 1.3662 | 4.0 | 4.00 | 7m | 0.01% |
11.12.2010 13:15 | 11.12.2010 13:15 | EURUSD | Buy | 0.10 | - | - | 1.3654 | 1.3658 | 4.0 | 4.00 | 0s | 0.01% |
11.12.2010 12:22 | 11.12.2010 13:13 | EURUSD | Buy | 0.10 | - | - | 1.3643 | 1.3652 | 9.0 | 9.00 | 51m | 0.03% |
11.12.2010 12:03 | 11.12.2010 12:15 | EURUSD | Buy | 0.10 | - | - | 1.3641 | 1.3648 | 7.0 | 7.00 | 12m | 0.02% |
11.12.2010 10:39 | 11.12.2010 11:36 | EURUSD | Sell | 0.10 | - | - | 1.3584 | 1.3638 | -54.0 | -54.00 | 57m | -0.19% |
11.12.2010 10:37 | 11.12.2010 10:37 | EURUSD | Sell | 0.10 | - | - | 1.3593 | 1.3586 | 7.0 | 7.00 | 0s | 0.02% |
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