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Strategy Settings
+25.88% |
0.01% | |
0.38% | |
Drawdown: | 19.16% |
Balance: | $112,907.48 |
Highest: | (Feb 03) $117,743.20 |
Profit: | $23,530.51 |
Deposits: | $89,377.00 |
Test Started: | Feb 25, 2010 |
Test Ended: | Feb 06, 2015 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Mar 28, 2015 at 16:56 |
Trades: | 199 |
Profitability: |
|
Pips: | 584.9 |
Average Win: | 36.49 pips / $1,610.62 |
Average Loss: | -20.09 pips / -$906.19 |
Lots: | 882.10 |
Commissions: | 0 |
Longs Won: | (38/99) 38% |
Shorts Won: | (43/100) 43% |
Best Trade ($): | (Dec 11) 3,340.30 |
Worst Trade ($): | (Oct 02) -2,101.40 |
Best Trade (Pips): | (Dec 01) 59.8 |
Worst Trade (Pips): | (Aug 09) -49.2 |
Avg. Trade Length: | 3h 13m |
Profit Factor: | 1.22 |
Standard Deviation: | $1,356.39 |
Sharpe Ratio | 0.09 |
Z-Score (Probability): | -4.94 (99.99%) |
Expectancy | 2.9 Pips / $118.24 |
AHPR: | 0.13% |
GHPR: | 0.12% |
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% | 0.06% | 0.58% | 4.0% | 21.88% |
Consecutive Losing Trades | 125 | 112 | 100 | 87 | 75 | 62 | 50 | 37 | 25 | 12 |
Trading Activity (199)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.06.2015 16:45 | 02.06.2015 16:48 | NZDUSD | Sell | 5.74 | 0.7 | 0.7 | 0.73699 | 0.74012 | -31.3 | -1,796.62 | 3m | -1.57% |
02.06.2015 16:35 | 02.06.2015 16:35 | NZDUSD | Sell | 5.82 | 0.7 | 0.7 | 0.73468 | 0.73775 | -30.7 | -1,786.74 | 0s | -1.53% |
02.03.2015 06:55 | 02.03.2015 14:35 | NZDUSD | Sell | 5.24 | 0.7 | 0.7 | 0.72021 | 0.7226 | -23.9 | -1,252.36 | 7h 40m | -1.06% |
02.03.2015 06:50 | 02.03.2015 11:19 | NZDUSD | Sell | 5.40 | 0.7 | 0.7 | 0.7224 | 0.71807 | 43.3 | 2,338.20 | 4h 29m | 2.03% |
02.03.2015 06:35 | 02.03.2015 07:41 | NZDUSD | Sell | 5.65 | 0.7 | 0.7 | 0.72347 | 0.71936 | 41.1 | 2,322.15 | 1h 6m | 2.05% |
01.28.2015 23:15 | 01.29.2015 00:45 | NZDUSD | Sell | 4.82 | 0.7 | 0.7 | 0.73662 | 0.73153 | 50.9 | 2,349.27 | 1h 30m | 2.12% |
01.28.2015 23:10 | 01.29.2015 00:06 | NZDUSD | Sell | 5.05 | 0.7 | 0.7 | 0.73719 | 0.73217 | 50.2 | 2,426.02 | 56m | 2.24% |
01.28.2015 23:05 | 01.28.2015 23:33 | NZDUSD | Sell | 5.29 | 0.7 | 0.7 | 0.73824 | 0.7336 | 46.4 | 2,454.56 | 28m | 2.32% |
01.21.2015 18:45 | 01.21.2015 19:33 | NZDUSD | Sell | 5.17 | 0.8 | 0.8 | 0.7608 | 0.75596 | 48.4 | 2,502.28 | 48m | 2.42% |
01.21.2015 18:25 | 01.21.2015 18:28 | NZDUSD | Sell | 5.21 | 0.8 | 0.8 | 0.76347 | 0.76504 | -15.7 | -817.97 | 3m | -0.79% |
01.15.2015 13:05 | 01.15.2015 13:20 | NZDUSD | Buy | 5.27 | 0.8 | 0.8 | 0.77704 | 0.77464 | -24.0 | -1,264.80 | 15m | -1.20% |
01.15.2015 13:00 | 01.15.2015 13:04 | NZDUSD | Buy | 5.34 | 0.8 | 0.8 | 0.77853 | 0.77582 | -27.1 | -1,447.14 | 4m | -1.35% |
01.15.2015 12:50 | 01.15.2015 12:53 | NZDUSD | Buy | 5.40 | 0.8 | 0.8 | 0.77819 | 0.77598 | -22.1 | -1,193.40 | 3m | -1.10% |
01.14.2015 16:55 | 01.14.2015 17:14 | NZDUSD | Buy | 5.20 | 0.8 | 0.8 | 0.77711 | 0.77562 | -14.9 | -774.80 | 19m | -0.71% |
01.14.2015 16:50 | 01.14.2015 17:12 | NZDUSD | Buy | 5.48 | 0.8 | 0.8 | 0.77743 | 0.77591 | -15.2 | -832.96 | 22m | -0.76% |
01.14.2015 16:35 | 01.14.2015 16:40 | NZDUSD | Buy | 5.52 | 0.8 | 0.8 | 0.7775 | 0.77621 | -12.9 | -712.08 | 5m | -0.65% |
12.17.2014 22:45 | 12.18.2014 00:45 | NZDUSD | Sell | 5.71 | 0.8 | 0.8 | 0.77243 | 0.77423 | -18.0 | -1,151.14 | 2h 0m | -1.02% |
12.17.2014 22:50 | 12.18.2014 00:45 | NZDUSD | Sell | 5.43 | 0.8 | 0.8 | 0.77213 | 0.77423 | -21.0 | -1,257.59 | 1h 55m | -1.13% |
12.17.2014 23:00 | 12.17.2014 23:03 | NZDUSD | Sell | 5.35 | 0.8 | 0.8 | 0.76852 | 0.77106 | -25.4 | -1,358.90 | 3m | -1.19% |
12.17.2014 22:15 | 12.17.2014 22:28 | NZDUSD | Buy | 5.82 | 0.8 | 0.8 | 0.77846 | 0.77673 | -17.3 | -1,006.86 | 13m | -0.86% |
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