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Strategy Settings
+560.94% |
0.27% | |
8.31% | |
Drawdown: | 13.31% |
Balance: | $6,609.43 |
Highest: | (May 16) $6,709.26 |
Profit: | $5,609.43 |
Deposits: | $1,000.00 |
Test Started: | Jun 09, 2011 |
Test Ended: | May 19, 2013 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jun 11, 2013 at 06:50 |
Trades: | 821 |
Profitability: |
|
Pips: | 1,918.1 |
Average Win: | 5.64 pips / $16.49 |
Average Loss: | -6.63 pips / -$19.39 |
Lots: | 254.07 |
Commissions: | 0 |
Longs Won: | (262/361) 72% |
Shorts Won: | (338/460) 73% |
Best Trade ($): | (Apr 07) 153.00 |
Worst Trade ($): | (Mar 06) -232.00 |
Best Trade (Pips): | (Aug 07) 60.0 |
Worst Trade (Pips): | (Jun 20) -40.0 |
Avg. Trade Length: | 33m |
Profit Factor: | 2.31 |
Standard Deviation: | $25.84 |
Sharpe Ratio | 0.23 |
Z-Score (Probability): | -0.14 (-11.14%) |
Expectancy | 2.3 Pips / $6.83 |
AHPR: | 0.23% |
GHPR: | 0.23% |
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 | 341 | 307 | 273 | 239 | 204 | 170 | 136 | 102 | 68 | 34 |
Trading Activity (821)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.19.2013 22:00 | 05.19.2013 23:32 | GBPUSD | Buy | 0.67 | 1.5 | 1.5 | 1.51876 | 1.51779 | -9.7 | -64.99 | 1h 32m | -0.97% |
05.19.2013 21:00 | 05.19.2013 21:55 | GBPUSD | Sell | 0.67 | 1.5 | 1.5 | 1.51871 | 1.51923 | -5.2 | -34.84 | 55m | -0.52% |
05.16.2013 21:25 | 05.16.2013 21:54 | GBPUSD | Sell | 0.67 | 1.5 | 1.5 | 1.52783 | 1.52721 | 6.2 | 41.54 | 29m | 0.62% |
05.16.2013 21:23 | 05.16.2013 21:23 | GBPUSD | Sell | 0.66 | 1.5 | 1.5 | 1.52772 | 1.52707 | 6.5 | 42.90 | 0s | 0.65% |
05.16.2013 21:14 | 05.16.2013 21:14 | GBPUSD | Sell | 0.66 | 1.5 | 1.5 | 1.52765 | 1.52709 | 5.6 | 36.96 | 0s | 0.56% |
05.15.2013 23:31 | 05.16.2013 00:55 | GBPUSD | Sell | 0.66 | 1.5 | 1.5 | 1.52336 | 1.52395 | -5.9 | -38.94 | 1h 24m | -0.59% |
05.15.2013 21:36 | 05.15.2013 22:13 | GBPUSD | Buy | 0.66 | 1.5 | 1.5 | 1.52263 | 1.52281 | 1.8 | 11.88 | 37m | 0.18% |
05.14.2013 22:01 | 05.14.2013 22:44 | GBPUSD | Sell | 0.66 | 1.5 | 1.5 | 1.52202 | 1.52209 | -0.7 | -4.62 | 43m | -0.07% |
05.14.2013 21:00 | 05.14.2013 21:39 | GBPUSD | Buy | 0.66 | 1.5 | 1.5 | 1.52103 | 1.52137 | 3.4 | 22.44 | 39m | 0.34% |
05.13.2013 23:54 | 05.14.2013 00:00 | GBPUSD | Sell | 0.66 | 1.5 | 1.5 | 1.53076 | 1.53042 | 3.4 | 22.44 | 6m | 0.34% |
05.12.2013 23:16 | 05.13.2013 00:09 | GBPUSD | Buy | 0.66 | 1.5 | 1.5 | 1.53464 | 1.53472 | 0.8 | 5.28 | 53m | 0.08% |
05.12.2013 21:08 | 05.12.2013 21:58 | GBPUSD | Buy | 0.66 | 1.5 | 1.5 | 1.5356 | 1.53549 | -1.1 | -7.26 | 50m | -0.11% |
05.09.2013 21:09 | 05.09.2013 21:17 | GBPUSD | Buy | 0.65 | 1.5 | 1.6 | 1.54428 | 1.54492 | 6.4 | 41.60 | 8m | 0.64% |
05.08.2013 21:59 | 05.08.2013 22:01 | GBPUSD | Sell | 0.65 | 1.6 | 1.5 | 1.55432 | 1.55388 | 4.4 | 28.60 | 2m | 0.44% |
05.05.2013 23:33 | 05.06.2013 00:03 | GBPUSD | Sell | 0.65 | 1.6 | 1.6 | 1.55728 | 1.55695 | 3.3 | 21.45 | 30m | 0.33% |
05.02.2013 21:09 | 05.02.2013 21:50 | GBPUSD | Buy | 0.65 | 1.5 | 1.6 | 1.55253 | 1.55305 | 5.2 | 33.80 | 41m | 0.52% |
05.01.2013 22:18 | 05.01.2013 23:11 | GBPUSD | Sell | 0.65 | 1.6 | 1.6 | 1.55633 | 1.55664 | -3.1 | -20.15 | 53m | -0.31% |
04.28.2013 23:24 | 04.29.2013 00:04 | GBPUSD | Sell | 0.65 | 1.6 | 1.5 | 1.54877 | 1.54874 | 0.3 | 1.95 | 40m | 0.03% |
04.28.2013 21:31 | 04.28.2013 22:00 | GBPUSD | Sell | 0.64 | 1.6 | 1.5 | 1.54881 | 1.5482 | 6.1 | 39.04 | 29m | 0.61% |
04.28.2013 21:06 | 04.28.2013 21:14 | GBPUSD | Sell | 0.64 | 1.6 | 1.5 | 1.54873 | 1.54769 | 10.4 | 66.56 | 8m | 1.05% |
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