+20.32% |
0.05% | |
1.54% | |
Drawdown: | 13.28% |
Balance: | $36,157.54 |
Highest: | (Dec 31) $36,172.29 |
Profit: | $6,157.14 |
Deposits: | $30,000.00 |
Test Started: | Jan 02, 2013 |
Test Ended: | Dec 31, 2013 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Jan 29, 2014 at 19:30 |
Trades: | 667 |
Profitability: | |
Pips: | -545.9 |
Average Win: | 13.87 pips / $34.06 |
Average Loss: | -74.39 pips / -$115.13 |
Lots: | 103.10 |
Commissions: | 0 |
Longs Won: | (306/351) 87% |
Shorts Won: | (250/316) 79% |
Best Trade ($): | (May 13) 1,875.49 |
Worst Trade ($): | (May 13) -618.61 |
Best Trade (Pips): | (Jun 06) 78.5 |
Worst Trade (Pips): | (May 13) -276.6 |
Avg. Trade Length: | 15h 18m |
Profit Factor: | 1.48 |
Standard Deviation: | $130.94 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -3.01 (-138.61%) |
Expectancy | -0.8 Pips / $9.23 |
AHPR: | 0.03% |
GHPR: | 0.03% |
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% | 0.02% | 1.67% |
Consecutive Losing Trades | 314 | 283 | 251 | 220 | 188 | 157 | 126 | 94 | 63 | 31 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2013 16:00 | 12.31.2013 17:47 | USDJPY | Sell | 0.10 | - | - | 105.102 | 105.253 | -15.1 | -14.75 | 1h 47m | -0.04% |
12.30.2013 11:00 | 12.31.2013 16:32 | USDJPY | Buy | 0.10 | - | - | 105.192 | 105.191 | -0.1 | 0.20 | 1d | 0.00% |
12.31.2013 08:45 | 12.31.2013 12:01 | USDJPY | Sell | 0.10 | - | - | 105.11 | 104.964 | 14.6 | 13.51 | 3h 16m | 0.04% |
12.31.2013 05:15 | 12.31.2013 07:17 | USDJPY | Sell | 0.10 | - | - | 105.045 | 104.931 | 11.4 | 10.46 | 2h 2m | 0.03% |
12.29.2013 23:00 | 12.30.2013 03:27 | USDJPY | Sell | 0.10 | - | - | 105.304 | 105.279 | 2.5 | 0.66 | 4h 27m | 0.00% |
12.27.2013 18:30 | 12.27.2013 21:52 | USDJPY | Sell | 0.10 | - | - | 105.167 | 105.128 | 3.9 | 3.31 | 3h 22m | 0.01% |
12.27.2013 07:45 | 12.27.2013 09:28 | USDJPY | Buy | 0.10 | - | - | 104.675 | 104.794 | 11.9 | 10.96 | 1h 43m | 0.03% |
12.26.2013 21:45 | 12.27.2013 04:25 | USDJPY | Sell | 0.10 | - | - | 104.801 | 104.783 | 1.8 | 0.01 | 6h 40m | 0.00% |
12.26.2013 16:00 | 12.26.2013 18:59 | USDJPY | Buy | 0.10 | - | - | 104.702 | 104.747 | 4.5 | 3.90 | 2h 59m | 0.01% |
12.26.2013 14:00 | 12.26.2013 14:59 | USDJPY | Sell | 0.10 | - | - | 104.804 | 104.746 | 5.8 | 5.14 | 59m | 0.01% |
12.26.2013 13:15 | 12.26.2013 13:29 | USDJPY | Buy | 0.10 | - | - | 104.726 | 104.781 | 5.5 | 4.85 | 14m | 0.01% |
12.26.2013 07:00 | 12.26.2013 10:15 | USDJPY | Sell | 0.10 | - | - | 104.777 | 104.751 | 2.6 | 2.08 | 3h 15m | 0.01% |
12.24.2013 05:45 | 12.24.2013 09:02 | USDJPY | Buy | 0.10 | - | - | 104.247 | 104.256 | 0.9 | 0.46 | 3h 17m | 0.00% |
12.23.2013 22:30 | 12.24.2013 07:18 | USDJPY | Sell | 0.10 | - | - | 104.173 | 104.155 | 1.8 | 0.02 | 8h 48m | 0.00% |
12.20.2013 15:15 | 12.23.2013 22:35 | USDJPY | Buy | 0.10 | - | - | 104.205 | 104.203 | -0.2 | 0.11 | 3d | 0.00% |
12.18.2013 20:15 | 12.20.2013 15:10 | USDJPY | Sell | 0.10 | - | - | 103.662 | 104.114 | -45.2 | -49.05 | 1d | -0.14% |
12.20.2013 00:45 | 12.20.2013 15:10 | USDJPY | Sell | 0.20 | - | - | 104.374 | 104.114 | 26.0 | 49.15 | 14h 25m | 0.14% |
12.19.2013 02:15 | 12.19.2013 05:00 | USDJPY | Buy | 0.10 | - | - | 103.878 | 104.011 | 13.3 | 12.39 | 2h 45m | 0.03% |
12.18.2013 19:00 | 12.18.2013 19:00 | USDJPY | Buy | 0.10 | - | - | 102.729 | 103.259 | 53.0 | 50.93 | 0s | 0.14% |
12.18.2013 00:15 | 12.18.2013 19:00 | USDJPY | Sell | 0.10 | - | - | 102.737 | 102.729 | 0.8 | 0.38 | 18h 45m | 0.00% |
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