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Strategy Settings
+227.55% |
0.34% | |
10.7% | |
Drawdown: | 46.85% |
Balance: | $32,755.33 |
Highest: | (Dec 29) $32,755.33 |
Profit: | $22,755.32 |
Deposits: | $10,000.00 |
Test Started: | Jan 13, 2011 |
Test Ended: | Dec 29, 2011 |
Timeframe: | 1 Minute |
Model Type: | n/a |
Added: | Jan 25, 2012 at 22:51 |
Trades: | 113 |
Profitability: |
|
Pips: | 1,159.9 |
Average Win: | 72.61 pips / $1,174.51 |
Average Loss: | -46.80 pips / -$689.29 |
Lots: | 173.95 |
Commissions: | 0 |
Longs Won: | (30/68) 44% |
Shorts Won: | (24/45) 53% |
Best Trade ($): | (Aug 08) 3,853.52 |
Worst Trade ($): | (Nov 07) -4,675.32 |
Best Trade (Pips): | (Jan 13) 73.2 |
Worst Trade (Pips): | (Jan 18) -46.8 |
Avg. Trade Length: | 14h 12m |
Profit Factor: | 1.56 |
Standard Deviation: | $1,275.13 |
Sharpe Ratio | 0.20 |
Z-Score (Probability): | -0.74 (-54.07%) |
Expectancy | 10.3 Pips / $201.37 |
AHPR: | 1.24% |
GHPR: | 1.06% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | <0.01% | 0.01% | 0.07% | 0.4% | 1.72% | 5.86% | 16.95% | 43.25% |
Consecutive Losing Trades | 48 | 43 | 38 | 33 | 29 | 24 | 19 | 14 | 10 | 5 |
Trading Activity (113)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.28.2011 19:00 | 12.29.2011 11:55 | EURUSD | Sell | 2.54 | 1.3 | 1.3 | 1.29455 | 1.28723 | 73.2 | 1,808.19 | 16h 55m | 5.84% |
12.21.2011 21:41 | 12.22.2011 08:04 | EURUSD | Sell | 3.26 | 1.3 | 1.3 | 1.30456 | 1.30924 | -46.8 | -1,591.26 | 10h 23m | -4.89% |
12.13.2011 21:53 | 12.14.2011 15:56 | EURUSD | Sell | 0.77 | 1.3 | 1.3 | 1.30319 | 1.29587 | 73.2 | 558.48 | 18h 3m | 1.75% |
12.12.2011 17:35 | 12.13.2011 15:41 | EURUSD | Sell | 1.23 | 1.3 | 1.3 | 1.32001 | 1.31269 | 73.2 | 892.11 | 22h 6m | 2.87% |
12.12.2011 12:25 | 12.12.2011 16:48 | EURUSD | Sell | 4.37 | 1.3 | 1.3 | 1.32681 | 1.31949 | 73.2 | 3,198.84 | 4h 23m | 11.47% |
12.06.2011 08:21 | 12.06.2011 10:45 | EURUSD | Sell | 5.97 | 1.3 | 1.3 | 1.33598 | 1.34066 | -46.8 | -2,793.96 | 2h 24m | -9.11% |
11.30.2011 09:05 | 11.30.2011 11:32 | EURUSD | Sell | 3.06 | 1.3 | 1.3 | 1.32826 | 1.33294 | -46.8 | -1,432.08 | 2h 27m | -4.46% |
11.25.2011 12:08 | 11.25.2011 15:19 | EURUSD | Sell | 1.08 | 1.3 | 1.3 | 1.32519 | 1.32987 | -46.8 | -505.44 | 3h 11m | -1.55% |
11.25.2011 05:15 | 11.25.2011 10:59 | EURUSD | Sell | 1.23 | 1.3 | 1.3 | 1.33127 | 1.32395 | 73.2 | 900.36 | 5h 44m | 2.84% |
11.23.2011 13:02 | 11.24.2011 15:07 | EURUSD | Sell | 1.40 | 1.3 | 1.3 | 1.33906 | 1.33174 | 73.2 | 996.64 | 1d | 3.24% |
11.23.2011 05:22 | 11.23.2011 10:15 | EURUSD | Sell | 4.53 | 1.4 | 1.3 | 1.34676 | 1.33944 | 73.2 | 3,315.96 | 4h 53m | 12.10% |
11.21.2011 10:08 | 11.21.2011 16:13 | EURUSD | Sell | 2.29 | 1.4 | 1.3 | 1.34661 | 1.35129 | -46.8 | -1,071.72 | 6h 5m | -3.76% |
11.16.2011 04:15 | 11.16.2011 08:34 | EURUSD | Sell | 0.85 | 1.4 | 1.3 | 1.34594 | 1.35062 | -46.8 | -397.80 | 4h 19m | -1.38% |
11.15.2011 12:00 | 11.16.2011 02:07 | EURUSD | Sell | 1.24 | 1.4 | 1.3 | 1.3541 | 1.34678 | 73.2 | 899.37 | 14h 7m | 3.21% |
11.14.2011 16:01 | 11.15.2011 09:04 | EURUSD | Sell | 3.09 | 1.4 | 1.4 | 1.36367 | 1.35635 | 73.2 | 2,241.16 | 17h 3m | 8.71% |
11.10.2011 05:00 | 11.10.2011 09:36 | EURUSD | Sell | 0.78 | 1.4 | 1.3 | 1.35374 | 1.35842 | -46.8 | -365.04 | 4h 36m | -1.40% |
11.09.2011 15:48 | 11.10.2011 06:49 | EURUSD | Sell | 0.96 | 1.4 | 1.4 | 1.35876 | 1.35144 | 73.2 | 683.41 | 15h 1m | 2.69% |
11.09.2011 12:53 | 11.09.2011 14:40 | EURUSD | Sell | 4.43 | 1.4 | 1.4 | 1.36515 | 1.35783 | 73.2 | 3,242.76 | 1h 47m | 14.62% |
11.07.2011 10:30 | 11.07.2011 11:03 | EURUSD | Sell | 9.99 | 1.4 | 1.4 | 1.37087 | 1.37555 | -46.8 | -4,675.32 | 33m | -17.41% |
11.03.2011 02:20 | 11.03.2011 09:00 | EURUSD | Sell | 1.21 | 1.4 | 1.4 | 1.36874 | 1.37342 | -46.8 | -566.28 | 6h 40m | -2.07% |
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