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Strategy Settings
+1491.13% |
0.17% | |
5.33% | |
Drawdown: | 16.08% |
Balance: | $31,822.67 |
Highest: | (Jan 03) $33,071.28 |
Profit: | $29,822.56 |
Deposits: | $2,000.00 |
Test Started: | Jan 04, 2010 |
Test Ended: | May 21, 2014 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | May 23, 2014 at 19:17 |
Trades: | 1,506 |
Profitability: |
|
Pips: | 6,914.4 |
Average Win: | 36.42 pips / $177.52 |
Average Loss: | -43.47 pips / -$218.35 |
Lots: | 743.14 |
Commissions: | 0 |
Longs Won: | (443/723) 61% |
Shorts Won: | (463/783) 59% |
Best Trade ($): | (Jun 11) 1,352.95 |
Worst Trade ($): | (Jul 11) -1,922.37 |
Best Trade (Pips): | (Jun 11) 136.7 |
Worst Trade (Pips): | (Jul 11) -138.3 |
Avg. Trade Length: | 8h 31m |
Profit Factor: | 1.23 |
Standard Deviation: | $258.29 |
Sharpe Ratio | 0.12 |
Z-Score (Probability): | 1.59 (88.81%) |
Expectancy | 4.6 Pips / $19.80 |
AHPR: | 0.20% |
GHPR: | 0.18% |
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% | 0.12% | 1.51% | 13.79% |
Consecutive Losing Trades | 146 | 131 | 117 | 102 | 87 | 73 | 58 | 44 | 29 | 15 |
Trading Activity (1506)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.15.2014 17:48 | 05.21.2014 21:35 | EURUSD | Sell | 1.37 | - | - | 1.3716 | 1.36859 | 30.1 | 400.75 | 6d | 1.28% |
04.30.2014 15:47 | 05.06.2014 10:15 | EURUSD | Buy | 1.33 | - | - | 1.3854 | 1.38976 | 43.6 | 576.85 | 5d | 1.87% |
04.04.2014 02:47 | 04.04.2014 17:00 | EURUSD | Sell | 1.32 | - | - | 1.3723 | 1.36901 | 32.9 | 434.28 | 14h 13m | 1.43% |
03.31.2014 15:16 | 04.03.2014 14:15 | EURUSD | Buy | 1.34 | - | - | 1.37886 | 1.37529 | -35.7 | -480.93 | 2d | -1.56% |
03.25.2014 19:31 | 03.27.2014 10:17 | EURUSD | Buy | 1.36 | - | - | 1.38079 | 1.3769 | -38.9 | -531.11 | 1d | -1.69% |
03.24.2014 21:11 | 03.25.2014 12:07 | EURUSD | Buy | 1.37 | - | - | 1.38449 | 1.3817 | -27.9 | -382.75 | 14h 56m | -1.20% |
03.20.2014 15:12 | 03.24.2014 10:15 | EURUSD | Sell | 1.41 | - | - | 1.3774 | 1.38163 | -42.3 | -602.41 | 3d | -1.86% |
03.19.2014 22:43 | 03.20.2014 12:27 | EURUSD | Sell | 1.38 | - | - | 1.3833 | 1.38001 | 32.9 | 445.24 | 13h 44m | 1.39% |
03.19.2014 21:21 | 03.19.2014 22:03 | EURUSD | Sell | 1.36 | - | - | 1.38587 | 1.38199 | 38.8 | 527.68 | 42m | 1.68% |
03.07.2014 16:30 | 03.13.2014 19:31 | EURUSD | Buy | 1.34 | - | - | 1.38797 | 1.39121 | 32.4 | 431.10 | 6d | 1.39% |
03.06.2014 17:10 | 03.06.2014 18:02 | EURUSD | Buy | 1.32 | - | - | 1.38128 | 1.38452 | 32.4 | 427.68 | 52m | 1.40% |
03.06.2014 16:37 | 03.06.2014 17:00 | EURUSD | Buy | 1.31 | - | - | 1.3794 | 1.38266 | 32.6 | 427.06 | 23m | 1.42% |
02.28.2014 13:49 | 03.03.2014 18:10 | EURUSD | Buy | 1.33 | - | - | 1.37943 | 1.37474 | -46.9 | -624.28 | 3d | -2.03% |
02.28.2014 13:00 | 02.28.2014 13:23 | EURUSD | Buy | 1.32 | - | - | 1.37734 | 1.3806 | 32.6 | 430.32 | 23m | 1.42% |
02.26.2014 21:42 | 02.27.2014 19:14 | EURUSD | Sell | 1.35 | - | - | 1.3678 | 1.37119 | -33.9 | -466.24 | 21h 32m | -1.51% |
02.20.2014 11:29 | 02.21.2014 17:48 | EURUSD | Sell | 1.36 | - | - | 1.37016 | 1.37336 | -32.0 | -438.08 | 1d | -1.40% |
02.12.2014 18:31 | 02.13.2014 06:55 | EURUSD | Sell | 1.40 | - | - | 1.35803 | 1.36182 | -37.9 | -539.50 | 12h 24m | -1.70% |
02.07.2014 16:30 | 02.07.2014 16:43 | EURUSD | Buy | 1.41 | - | - | 1.3626 | 1.35945 | -31.5 | -444.15 | 13m | -1.38% |
02.06.2014 21:21 | 02.07.2014 16:30 | EURUSD | Buy | 1.40 | - | - | 1.35934 | 1.36256 | 32.2 | 450.27 | 19h 9m | 1.42% |
01.31.2014 16:54 | 02.05.2014 16:06 | EURUSD | Sell | 1.43 | - | - | 1.35113 | 1.35437 | -32.4 | -472.41 | 4d | -1.46% |
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