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Strategy Settings
+755.17% |
0.31% | |
9.78% | |
Drawdown: | 63.51% |
Balance: | $8,552.25 |
Highest: | (Nov 13) $9,138.40 |
Profit: | $7,551.71 |
Deposits: | $1,000.00 |
Test Started: | Jan 02, 2012 |
Test Ended: | Nov 22, 2013 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Dec 05, 2013 at 12:51 |
Trades: | 2,195 |
Profitability: |
|
Pips: | 4,014.9 |
Average Win: | 15.82 pips / $19.91 |
Average Loss: | -33.01 pips / -$37.55 |
Lots: | 259.77 |
Commissions: | 0 |
Longs Won: | (847/1,174) 72% |
Shorts Won: | (719/1,021) 70% |
Best Trade ($): | (Jan 16) 194.97 |
Worst Trade ($): | (Mar 02) -302.11 |
Best Trade (Pips): | (Mar 09) 95.0 |
Worst Trade (Pips): | (Jul 10) -212.0 |
Avg. Trade Length: | 9h 52m |
Profit Factor: | 1.32 |
Standard Deviation: | $37.91 |
Sharpe Ratio | 0.08 |
Z-Score (Probability): | 1.10 (72.86%) |
Expectancy | 1.8 Pips / $3.44 |
AHPR: | 0.11% |
GHPR: | 0.10% |
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% | 1.36% |
Consecutive Losing Trades | 228 | 205 | 182 | 159 | 137 | 114 | 91 | 68 | 46 | 23 |
Trading Activity (2195)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.22.2013 16:43 | 11.22.2013 22:00 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.35423 | 1.35551 | 12.8 | 12.80 | 5h 17m | 0.15% |
11.22.2013 12:24 | 11.22.2013 16:43 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.35266 | 1.35416 | 15.0 | 15.00 | 4h 19m | 0.18% |
11.22.2013 09:00 | 11.22.2013 12:24 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.35114 | 1.35264 | 15.0 | 15.00 | 3h 24m | 0.18% |
11.22.2013 08:05 | 11.22.2013 09:00 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.34956 | 1.35106 | 15.0 | 15.00 | 55m | 0.18% |
11.21.2013 21:19 | 11.22.2013 08:05 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.34804 | 1.34954 | 15.0 | 14.95 | 10h 46m | 0.18% |
11.21.2013 20:14 | 11.21.2013 21:19 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3465 | 1.348 | 15.0 | 15.00 | 1h 5m | 0.18% |
11.21.2013 04:47 | 11.21.2013 11:34 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.34139 | 1.34646 | -50.7 | -50.70 | 6h 47m | -0.60% |
11.20.2013 18:24 | 11.21.2013 04:47 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.34305 | 1.34155 | 15.0 | 15.03 | 10h 23m | 0.18% |
11.20.2013 17:20 | 11.20.2013 18:24 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3446 | 1.3431 | 15.0 | 15.00 | 1h 4m | 0.18% |
11.20.2013 09:31 | 11.20.2013 17:20 | EURUSD | Buy | 0.26 | 1.3 | 1.4 | 1.35405 | 1.34439 | -96.6 | -251.16 | 7h 49m | -2.87% |
11.19.2013 23:14 | 11.20.2013 17:20 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.35698 | 1.34439 | -125.9 | -125.95 | 18h 6m | -1.39% |
11.20.2013 02:46 | 11.20.2013 17:20 | EURUSD | Buy | 0.16 | 1.3 | 1.4 | 1.35587 | 1.34439 | -114.8 | -183.68 | 14h 34m | -2.06% |
11.19.2013 20:40 | 11.19.2013 23:14 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.35388 | 1.35538 | 15.0 | 15.00 | 2h 34m | 0.17% |
11.19.2013 23:14 | 11.19.2013 23:14 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.35544 | 1.35694 | 15.0 | 15.00 | 0s | 0.17% |
11.19.2013 13:30 | 11.19.2013 15:17 | EURUSD | Buy | 0.16 | 1.3 | 1.4 | 1.35074 | 1.35266 | 19.2 | 30.72 | 1h 47m | 0.34% |
11.19.2013 08:06 | 11.19.2013 15:17 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.35421 | 1.35266 | -15.5 | -15.50 | 7h 11m | -0.17% |
11.19.2013 08:01 | 11.19.2013 08:06 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.35268 | 1.35418 | 15.0 | 15.00 | 5m | 0.17% |
11.18.2013 19:33 | 11.19.2013 08:01 | EURUSD | Buy | 0.16 | 1.3 | 1.4 | 1.35151 | 1.35264 | 11.3 | 17.99 | 12h 28m | 0.20% |
11.18.2013 14:07 | 11.19.2013 08:01 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.35292 | 1.35264 | -2.8 | -2.85 | 17h 54m | -0.03% |
11.18.2013 09:16 | 11.18.2013 14:07 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.3514 | 1.3529 | 15.0 | 15.00 | 4h 51m | 0.17% |
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