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Strategy Settings
+586.3% |
0.28% | |
8.62% | |
Drawdown: | 49.45% |
Balance: | $68,629.65 |
Highest: | (Dec 02) $68,629.65 |
Profit: | $58,629.60 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2014 |
Test Ended: | Dec 02, 2015 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Dec 05, 2015 at 15:33 |
Trades: | 1,872 |
Profitability: |
|
Pips: | 7,213.4 |
Average Win: | 16.05 pips / $53.34 |
Average Loss: | -41.76 pips / -$51.04 |
Lots: | 393.04 |
Commissions: | 0 |
Longs Won: | (720/936) 76% |
Shorts Won: | (757/936) 80% |
Best Trade ($): | (Nov 19) 6,578.18 |
Worst Trade ($): | (Nov 19) -1,001.47 |
Best Trade (Pips): | (Apr 30) 101.3 |
Worst Trade (Pips): | (Mar 19) -312.7 |
Avg. Trade Length: | 17h 19m |
Profit Factor: | 3.91 |
Standard Deviation: | $262.05 |
Sharpe Ratio | 0.11 |
Z-Score (Probability): | -14.57 (99.99%) |
Expectancy | 3.9 Pips / $31.32 |
AHPR: | 0.11% |
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% | <0.01% | <0.01% |
Consecutive Losing Trades | 1344 | 1210 | 1075 | 941 | 806 | 672 | 538 | 403 | 269 | 134 |
Trading Activity (1872)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.02.2015 00:40 | 12.02.2015 20:17 | GBPUSD | Buy | 0.04 | - | 1.5 | 1.50794 | 1.494 | -139.4 | -55.76 | 19h 37m | -0.08% |
12.02.2015 00:50 | 12.02.2015 20:17 | GBPUSD | Buy | 0.08 | - | 1.5 | 1.50763 | 1.494 | -136.3 | -109.04 | 19h 27m | -0.16% |
12.02.2015 19:20 | 12.02.2015 20:17 | GBPUSD | Buy | 2.56 | - | 1.5 | 1.49124 | 1.494 | 27.6 | 706.56 | 57m | 1.04% |
12.02.2015 19:10 | 12.02.2015 20:17 | GBPUSD | Buy | 0.64 | - | 1.5 | 1.49226 | 1.494 | 17.4 | 111.36 | 1h 7m | 0.16% |
12.02.2015 16:55 | 12.02.2015 20:17 | GBPUSD | Buy | 0.32 | - | 1.5 | 1.4969 | 1.494 | -29.0 | -92.80 | 3h 22m | -0.14% |
12.02.2015 16:50 | 12.02.2015 20:17 | GBPUSD | Buy | 0.16 | - | 1.5 | 1.49782 | 1.494 | -38.2 | -61.12 | 3h 27m | -0.09% |
12.02.2015 19:15 | 12.02.2015 20:17 | GBPUSD | Buy | 1.28 | - | 1.5 | 1.49196 | 1.494 | 20.4 | 261.12 | 1h 2m | 0.39% |
12.01.2015 04:25 | 12.01.2015 14:45 | GBPUSD | Sell | 0.32 | - | 1.5 | 1.50935 | 1.50731 | 20.4 | 65.28 | 10h 20m | 0.10% |
12.01.2015 08:05 | 12.01.2015 14:45 | GBPUSD | Sell | 0.64 | - | 1.5 | 1.51001 | 1.50731 | 27.0 | 172.80 | 6h 40m | 0.26% |
11.30.2015 21:15 | 12.01.2015 14:45 | GBPUSD | Sell | 0.16 | - | 1.5 | 1.50622 | 1.50731 | -10.9 | -17.81 | 17h 30m | -0.03% |
11.30.2015 20:25 | 12.01.2015 14:45 | GBPUSD | Sell | 0.04 | - | 1.5 | 1.50423 | 1.50731 | -30.8 | -12.41 | 18h 20m | -0.02% |
11.30.2015 20:30 | 12.01.2015 14:45 | GBPUSD | Sell | 0.08 | - | 1.5 | 1.50455 | 1.50731 | -27.6 | -22.26 | 18h 15m | -0.03% |
12.01.2015 06:10 | 12.01.2015 07:41 | GBPUSD | Buy | 0.04 | - | 1.5 | 1.50794 | 1.50944 | 15.0 | 6.00 | 1h 31m | 0.01% |
11.30.2015 11:10 | 11.30.2015 12:52 | GBPUSD | Buy | 0.08 | - | 1.5 | 1.50056 | 1.50245 | 18.9 | 15.12 | 1h 42m | 0.02% |
11.30.2015 11:05 | 11.30.2015 12:52 | GBPUSD | Buy | 0.04 | - | 1.5 | 1.50172 | 1.50245 | 7.3 | 2.92 | 1h 47m | 0.00% |
11.30.2015 07:30 | 11.30.2015 10:56 | GBPUSD | Sell | 0.04 | - | 1.5 | 1.50312 | 1.50162 | 15.0 | 6.00 | 3h 26m | 0.01% |
11.30.2015 02:40 | 11.30.2015 09:42 | GBPUSD | Buy | 0.08 | - | 1.5 | 1.50249 | 1.50412 | 16.3 | 13.04 | 7h 2m | 0.02% |
11.30.2015 02:35 | 11.30.2015 09:42 | GBPUSD | Buy | 0.04 | - | 1.5 | 1.50287 | 1.50412 | 12.5 | 5.00 | 7h 7m | 0.01% |
11.27.2015 15:20 | 11.27.2015 16:52 | GBPUSD | Buy | 0.04 | - | 1.5 | 1.50415 | 1.50565 | 15.0 | 6.00 | 1h 32m | 0.01% |
11.27.2015 14:50 | 11.27.2015 15:17 | GBPUSD | Sell | 0.04 | - | 1.5 | 1.50626 | 1.50476 | 15.0 | 6.00 | 27m | 0.01% |
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