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Strategy Settings
+861.08% |
0.16% | |
4.76% | |
Drawdown: | 25.95% |
Balance: | $96,108.62 |
Highest: | (Nov 25) $96,169.31 |
Profit: | $86,107.69 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2008 |
Test Ended: | Jan 02, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Dec 15, 2013 at 17:04 |
Trades: | 1,518 |
Profitability: |
|
Pips: | 9,383.1 |
Average Win: | 17.02 pips / $170.19 |
Average Loss: | -24.43 pips / -$263.67 |
Lots: | 1,518.00 |
Commissions: | 0 |
Longs Won: | (550/725) 75% |
Shorts Won: | (571/793) 72% |
Best Trade ($): | (Nov 10) 390.35 |
Worst Trade ($): | (Aug 26) -482.90 |
Best Trade (Pips): | (Mar 14) 38.0 |
Worst Trade (Pips): | (Sep 18) -45.0 |
Avg. Trade Length: | 6h 37m |
Profit Factor: | 1.82 |
Standard Deviation: | $231.87 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -23.92 (99.99%) |
Expectancy | 6.2 Pips / $56.72 |
AHPR: | 0.15% |
GHPR: | 0.15% |
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 | 365 | 328 | 292 | 255 | 219 | 182 | 146 | 109 | 73 | 36 |
Trading Activity (1518)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2011 00:58 | 01.02.2012 02:00 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.21602 | 1.21439 | 16.3 | 161.34 | 2d | 0.17% |
12.31.2011 01:00 | 01.02.2012 02:00 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.21633 | 1.21439 | 19.4 | 193.75 | 2d | 0.20% |
12.21.2011 22:31 | 12.22.2011 00:55 | EURCHF | Buy | 1.00 | 1.2 | 1.2 | 1.22057 | 1.22114 | 5.7 | 53.32 | 2h 24m | 0.06% |
12.12.2011 21:18 | 12.13.2011 07:52 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.23589 | 1.23575 | 1.4 | 5.55 | 10h 34m | 0.01% |
12.09.2011 23:00 | 12.12.2011 02:00 | EURCHF | Buy | 1.00 | 1.2 | 1.2 | 1.23559 | 1.23713 | 15.4 | 153.91 | 2d | 0.16% |
12.10.2011 01:00 | 12.12.2011 02:00 | EURCHF | Buy | 1.00 | 1.2 | 1.2 | 1.23492 | 1.23713 | 22.1 | 223.96 | 2d | 0.23% |
12.06.2011 21:55 | 12.07.2011 04:25 | EURCHF | Buy | 1.00 | 1.2 | 1.2 | 1.24074 | 1.24111 | 3.7 | 31.58 | 6h 30m | 0.03% |
12.02.2011 00:17 | 12.02.2011 02:23 | EURCHF | Buy | 1.00 | 1.2 | 1.2 | 1.23253 | 1.23329 | 7.6 | 71.94 | 2h 6m | 0.08% |
12.01.2011 20:05 | 12.01.2011 20:07 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.23323 | 1.23773 | -45.0 | -478.02 | 2m | -0.50% |
12.01.2011 20:04 | 12.01.2011 20:07 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.23291 | 1.23741 | -45.0 | -478.02 | 3m | -0.50% |
11.25.2011 20:47 | 11.25.2011 22:31 | EURCHF | Buy | 1.00 | 1.2 | 1.2 | 1.22978 | 1.2317 | 19.2 | 193.23 | 1h 44m | 0.20% |
11.18.2011 20:13 | 11.18.2011 20:23 | EURCHF | Buy | 1.00 | 1.2 | 1.2 | 1.23814 | 1.23933 | 11.9 | 116.90 | 10m | 0.12% |
11.11.2011 00:43 | 11.11.2011 03:14 | EURCHF | Buy | 1.00 | 1.2 | 1.2 | 1.23224 | 1.23317 | 9.3 | 89.71 | 2h 31m | 0.09% |
11.09.2011 20:35 | 11.09.2011 22:50 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.23214 | 1.23182 | 3.2 | 25.93 | 2h 15m | 0.03% |
11.09.2011 20:40 | 11.09.2011 22:50 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.23372 | 1.23182 | 19.0 | 191.12 | 2h 10m | 0.20% |
11.08.2011 22:30 | 11.09.2011 02:11 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.23806 | 1.23729 | 7.7 | 71.41 | 3h 41m | 0.07% |
11.08.2011 22:04 | 11.09.2011 02:11 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.23752 | 1.23729 | 2.3 | 14.95 | 4h 7m | 0.02% |
11.09.2011 00:36 | 11.09.2011 02:11 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.23839 | 1.23729 | 11.0 | 107.48 | 1h 35m | 0.11% |
11.08.2011 22:11 | 11.09.2011 02:11 | EURCHF | Sell | 1.00 | 1.2 | 1.2 | 1.23773 | 1.23729 | 4.4 | 36.91 | 4h 0m | 0.04% |
11.08.2011 01:00 | 11.08.2011 03:08 | EURCHF | Buy | 1.00 | 1.2 | 1.2 | 1.24008 | 1.24081 | 7.3 | 68.80 | 2h 8m | 0.07% |
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