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Strategy Settings
+240.55% |
0.34% | |
10.88% | |
Drawdown: | 23.52% |
Balance: | $34,054.93 |
Highest: | (Dec 02) $39,706.93 |
Profit: | $24,054.93 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2013 |
Test Ended: | Dec 24, 2013 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | Jun 14, 2014 at 00:08 |
Trades: | 320 |
Profitability: |
|
Pips: | 680.9 |
Average Win: | 24.62 pips / $949.15 |
Average Loss: | -5.00 pips / -$201.77 |
Lots: | 1,276.81 |
Commissions: | 0 |
Longs Won: | (42/165) 25% |
Shorts Won: | (35/155) 22% |
Best Trade ($): | (Dec 02) 1,837.50 |
Worst Trade ($): | (Dec 03) -397.00 |
Best Trade (Pips): | (Jan 02) 25.0 |
Worst Trade (Pips): | (Jan 02) -5.0 |
Avg. Trade Length: | 34m |
Profit Factor: | 1.49 |
Standard Deviation: | $530.95 |
Sharpe Ratio | 0.17 |
Z-Score (Probability): | -0.53 (-40.39%) |
Expectancy | 2.1 Pips / $75.17 |
AHPR: | 0.41% |
GHPR: | 0.38% |
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% | 0.16% | 1.79% | 14.98% |
Consecutive Losing Trades | 169 | 152 | 135 | 118 | 101 | 84 | 68 | 51 | 34 | 17 |
Trading Activity (320)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.24.2013 16:03 | 12.24.2013 18:20 | EURUSD | Sell | 6.87 | 1.4 | 1.4 | 1.3666 | 1.3671 | -5.0 | -343.50 | 2h 17m | -1.00% |
12.20.2013 17:34 | 12.20.2013 17:54 | EURUSD | Buy | 7.02 | 1.4 | 1.4 | 1.36942 | 1.36892 | -5.0 | -351.00 | 20m | -1.01% |
12.20.2013 02:14 | 12.20.2013 12:35 | EURUSD | Sell | 7.02 | 1.4 | 1.4 | 1.36487 | 1.36537 | -5.0 | -351.00 | 10h 21m | -1.00% |
12.19.2013 00:33 | 12.19.2013 01:49 | EURUSD | Sell | 7.09 | 1.4 | 1.4 | 1.36738 | 1.36788 | -5.0 | -354.50 | 1h 16m | -1.00% |
12.18.2013 22:46 | 12.18.2013 23:15 | EURUSD | Sell | 7.54 | 1.4 | 1.4 | 1.36935 | 1.36985 | -5.0 | -377.00 | 29m | -1.05% |
12.18.2013 21:35 | 12.18.2013 21:37 | EURUSD | Buy | 7.61 | 1.4 | 1.4 | 1.37988 | 1.37938 | -5.0 | -380.50 | 2m | -1.05% |
12.18.2013 21:35 | 12.18.2013 21:37 | EURUSD | Buy | 7.32 | 1.4 | 1.4 | 1.38035 | 1.37985 | -5.0 | -366.00 | 2m | -1.00% |
12.18.2013 21:35 | 12.18.2013 21:36 | EURUSD | Buy | 7.39 | 1.4 | 1.4 | 1.38109 | 1.38059 | -5.0 | -369.50 | 1m | -1.00% |
12.18.2013 21:00 | 12.18.2013 21:00 | EURUSD | Sell | 7.54 | 1.4 | 1.4 | 1.37224 | 1.37274 | -5.0 | -377.00 | 0s | -1.01% |
12.18.2013 21:00 | 12.18.2013 21:00 | EURUSD | Buy | 7.54 | 1.4 | 1.4 | 1.37825 | 1.37775 | -5.0 | -377.00 | 0s | -1.00% |
12.17.2013 17:28 | 12.17.2013 17:29 | EURUSD | Sell | 7.61 | 1.4 | 1.4 | 1.37277 | 1.37327 | -5.0 | -380.50 | 1m | -1.00% |
12.13.2013 12:10 | 12.13.2013 15:43 | EURUSD | Sell | 7.47 | 1.4 | 1.4 | 1.37336 | 1.37386 | -5.0 | -373.50 | 3h 33m | -0.97% |
12.13.2013 12:10 | 12.13.2013 12:59 | EURUSD | Sell | 7.32 | 1.4 | 1.4 | 1.37368 | 1.37118 | 25.0 | 1,830.00 | 49m | 5.00% |
12.12.2013 20:02 | 12.12.2013 20:12 | EURUSD | Sell | 7.39 | 1.4 | 1.4 | 1.37398 | 1.37448 | -5.0 | -369.50 | 10m | -1.00% |
12.11.2013 16:19 | 12.11.2013 16:20 | EURUSD | Buy | 7.47 | 1.4 | 1.4 | 1.3795 | 1.379 | -5.0 | -373.50 | 1m | -1.00% |
12.10.2013 04:07 | 12.10.2013 13:39 | EURUSD | Buy | 7.54 | 1.4 | 1.4 | 1.37457 | 1.37407 | -5.0 | -377.00 | 9h 32m | -1.00% |
12.06.2013 13:31 | 12.06.2013 13:37 | EURUSD | Buy | 7.62 | 1.4 | 1.4 | 1.36775 | 1.36725 | -5.0 | -381.00 | 6m | -1.00% |
12.05.2013 08:27 | 12.05.2013 10:21 | EURUSD | Buy | 7.94 | 1.4 | 1.4 | 1.3616 | 1.3611 | -5.0 | -397.00 | 1h 54m | -1.03% |
12.05.2013 06:37 | 12.05.2013 06:53 | EURUSD | Buy | 7.86 | 1.4 | 1.4 | 1.36057 | 1.36007 | -5.0 | -393.00 | 16m | -1.01% |
12.05.2013 06:37 | 12.05.2013 06:38 | EURUSD | Buy | 7.86 | 1.4 | 1.4 | 1.36139 | 1.36089 | -5.0 | -393.00 | 1m | -1.00% |
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