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Strategy Settings
+112.49% |
0.05% | |
1.58% | |
Drawdown: | 21.99% |
Balance: | $21,249.29 |
Highest: | (Oct 08) $24,774.24 |
Profit: | $11,249.29 |
Deposits: | $10,000.00 |
Test Started: | Jan 01, 2012 |
Test Ended: | Dec 15, 2015 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Dec 23, 2015 at 15:58 |
Trades: | 1,533 |
Profitability: |
|
Pips: | 116,426.5 |
Average Win: | 121.34 pips / $72.08 |
Average Loss: | -101.00 pips / -$245.01 |
Lots: | 244.68 |
Commissions: | 0 |
Longs Won: | (591/741) 79% |
Shorts Won: | (629/792) 79% |
Best Trade ($): | (Oct 08) 456.60 |
Worst Trade ($): | (Oct 08) -409.37 |
Best Trade (Pips): | (Jan 25) 230.0 |
Worst Trade (Pips): | (Jan 27) -101.0 |
Avg. Trade Length: | 22h 17m |
Profit Factor: | 1.15 |
Standard Deviation: | $149.26 |
Sharpe Ratio | 0.05 |
Z-Score (Probability): | -14.29 (99.99%) |
Expectancy | 75.9 Pips / $7.34 |
AHPR: | 0.05% |
GHPR: | 0.05% |
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% | 0.08% | 0.69% | 4.46% | 23.03% |
Consecutive Losing Trades | 87 | 78 | 69 | 61 | 52 | 43 | 35 | 26 | 17 | 9 |
Trading Activity (1533)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.15.2015 16:13 | 12.15.2015 23:59 | GBPJPY | Sell | 0.42 | 184.1 | 180.8 | 183.113 | 183.056 | 5.7 | 19.80 | 7h 46m | 0.09% |
12.15.2015 14:14 | 12.15.2015 15:55 | GBPJPY | Buy | 0.43 | 182.9 | 186.2 | 183.92 | 182.91 | -101.0 | -359.24 | 1h 41m | -1.66% |
12.14.2015 12:06 | 12.15.2015 13:58 | GBPJPY | Sell | 0.43 | 183.8 | 180.5 | 182.818 | 183.828 | -101.0 | -359.22 | 1d | -1.64% |
12.14.2015 11:32 | 12.14.2015 11:32 | GBPJPY | Sell | 0.21 | 184.3 | 182.0 | 184.313 | 183.111 | 120.2 | 109.37 | 0s | 0.50% |
12.14.2015 11:32 | 12.14.2015 11:32 | GBPJPY | Sell | 0.05 | 184.3 | 182.0 | 184.313 | 183.109 | 120.4 | 29.88 | 0s | 0.14% |
12.14.2015 11:32 | 12.14.2015 11:32 | GBPJPY | Sell | 0.10 | 184.3 | 182.0 | 184.313 | 183.11 | 120.3 | 49.76 | 0s | 0.23% |
12.14.2015 11:32 | 12.14.2015 11:32 | GBPJPY | Sell | 0.02 | 184.3 | 182.0 | 184.313 | 183.108 | 120.5 | 9.96 | 0s | 0.05% |
12.14.2015 11:32 | 12.14.2015 11:32 | GBPJPY | Sell | 0.01 | 184.3 | 182.0 | 184.313 | 183.107 | 120.6 | 9.97 | 0s | 0.05% |
12.09.2015 18:39 | 12.14.2015 11:32 | GBPJPY | Sell | 0.43 | 184.3 | 182.0 | 184.313 | 183.112 | 120.1 | 218.56 | 4d | 1.02% |
12.09.2015 16:53 | 12.09.2015 18:28 | GBPJPY | Buy | 0.43 | 184.3 | 187.7 | 185.358 | 184.348 | -101.0 | -359.24 | 1h 35m | -1.64% |
12.08.2015 13:38 | 12.09.2015 16:37 | GBPJPY | Sell | 0.44 | 185.3 | 182.0 | 184.309 | 185.319 | -101.0 | -367.60 | 1d | -1.65% |
12.03.2015 17:22 | 12.08.2015 13:19 | GBPJPY | Buy | 0.45 | 184.5 | 187.8 | 185.466 | 184.456 | -101.0 | -375.96 | 4d | -1.66% |
12.02.2015 17:31 | 12.03.2015 15:35 | GBPJPY | Sell | 0.46 | 185.4 | 182.1 | 184.397 | 185.407 | -101.0 | -384.30 | 22h 4m | -1.67% |
11.30.2015 16:58 | 12.02.2015 17:17 | GBPJPY | Buy | 0.46 | 184.4 | 187.7 | 185.41 | 184.4 | -101.0 | -384.30 | 2d | -1.64% |
11.27.2015 12:06 | 11.30.2015 16:51 | GBPJPY | Sell | 0.47 | 185.4 | 182.1 | 184.376 | 185.386 | -101.0 | -392.65 | 3d | -1.65% |
11.24.2015 09:19 | 11.27.2015 11:04 | GBPJPY | Sell | 0.23 | 186.6 | 184.3 | 186.585 | 184.285 | 230.0 | 437.57 | 3d | 1.87% |
11.20.2015 17:54 | 11.24.2015 09:19 | GBPJPY | Sell | 0.46 | 186.6 | 184.3 | 186.585 | 185.384 | 120.1 | 228.48 | 3d | 0.99% |
11.20.2015 17:27 | 11.20.2015 17:27 | GBPJPY | Sell | 0.01 | 187.9 | 185.6 | 187.898 | 186.69 | 120.8 | 9.99 | 0s | 0.04% |
11.19.2015 12:25 | 11.20.2015 17:27 | GBPJPY | Sell | 0.45 | 187.9 | 185.6 | 187.898 | 186.698 | 120.0 | 228.29 | 1d | 1.01% |
11.20.2015 17:27 | 11.20.2015 17:27 | GBPJPY | Sell | 0.05 | 187.9 | 185.6 | 187.898 | 186.693 | 120.5 | 29.90 | 0s | 0.13% |
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