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Strategy Settings
+3676.09% |
1.52% | |
57.45% | |
Drawdown: | 7.52% |
Balance: | $18,880.43 |
Highest: | (Dec 31) $18,880.43 |
Profit: | $18,380.43 |
Deposits: | $500.00 |
Test Started: | May 05, 2003 |
Test Ended: | Dec 31, 2003 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Jul 08, 2014 at 03:22 |
Trades: | 1,394 |
Profitability: |
|
Pips: | 9,187.9 |
Average Win: | 8.19 pips / $19.71 |
Average Loss: | -11.41 pips / -$60.07 |
Lots: | 440.26 |
Commissions: | 0 |
Longs Won: | (423/458) 92% |
Shorts Won: | (857/936) 91% |
Best Trade ($): | (Sep 12) 392.49 |
Worst Trade ($): | (Nov 03) -360.00 |
Best Trade (Pips): | (Sep 12) 62.3 |
Worst Trade (Pips): | (Jul 03) -53.2 |
Avg. Trade Length: | 21m |
Profit Factor: | 3.68 |
Standard Deviation: | $51.17 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -3.37 (-177.82%) |
Expectancy | 6.6 Pips / $13.19 |
AHPR: | 0.26% |
GHPR: | 0.26% |
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 | 314 | 283 | 251 | 220 | 189 | 157 | 126 | 94 | 63 | 31 |
Trading Activity (1394)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2003 13:06 | 12.31.2003 14:23 | GBPUSD | Sell | 0.75 | - | - | 1.79098 | 1.79056 | 4.2 | 31.50 | 1h 17m | 0.17% |
12.31.2003 10:46 | 12.31.2003 10:49 | GBPUSD | Buy | 0.75 | - | - | 1.78047 | 1.78049 | 0.2 | 1.50 | 3m | 0.01% |
12.31.2003 05:21 | 12.31.2003 05:27 | GBPUSD | Sell | 0.75 | - | - | 1.78153 | 1.7813 | 2.3 | 17.25 | 6m | 0.09% |
12.31.2003 02:50 | 12.31.2003 03:11 | GBPUSD | Buy | 0.75 | - | - | 1.77975 | 1.78031 | 5.6 | 42.00 | 21m | 0.22% |
12.31.2003 01:02 | 12.31.2003 01:05 | GBPUSD | Sell | 0.75 | - | - | 1.77891 | 1.77875 | 1.6 | 12.00 | 3m | 0.06% |
12.30.2003 21:46 | 12.30.2003 21:51 | GBPUSD | Buy | 0.75 | - | - | 1.77562 | 1.77573 | 1.1 | 8.25 | 5m | 0.04% |
12.30.2003 06:01 | 12.30.2003 06:05 | GBPUSD | Buy | 0.75 | - | - | 1.77453 | 1.77471 | 1.8 | 13.50 | 4m | 0.07% |
12.29.2003 22:01 | 12.29.2003 22:02 | GBPUSD | Sell | 0.75 | - | - | 1.77385 | 1.77365 | 2.0 | 15.00 | 1m | 0.08% |
12.29.2003 15:58 | 12.29.2003 16:13 | GBPUSD | Buy | 0.75 | - | - | 1.77113 | 1.77138 | 2.5 | 18.75 | 15m | 0.10% |
12.26.2003 15:25 | 12.26.2003 15:26 | GBPUSD | Sell | 0.75 | - | - | 1.7744 | 1.77433 | 0.7 | 5.25 | 1m | 0.03% |
12.26.2003 10:45 | 12.26.2003 10:52 | GBPUSD | Sell | 0.75 | - | - | 1.77252 | 1.7722 | 3.2 | 24.00 | 7m | 0.13% |
12.25.2003 23:24 | 12.26.2003 00:03 | GBPUSD | Buy | 0.75 | - | - | 1.77471 | 1.77475 | 0.4 | 3.00 | 39m | 0.02% |
12.25.2003 23:22 | 12.25.2003 23:24 | GBPUSD | Buy | 0.73 | - | - | 1.76974 | 1.77474 | 50.0 | 365.00 | 2m | 1.99% |
12.25.2003 14:55 | 12.25.2003 15:05 | GBPUSD | Buy | 0.73 | - | - | 1.7734 | 1.77405 | 6.5 | 47.45 | 10m | 0.26% |
12.25.2003 08:29 | 12.25.2003 08:37 | GBPUSD | Buy | 0.73 | - | - | 1.7734 | 1.77423 | 8.3 | 60.59 | 8m | 0.33% |
12.25.2003 06:43 | 12.25.2003 06:54 | GBPUSD | Sell | 0.73 | - | - | 1.7755 | 1.775 | 5.0 | 36.50 | 11m | 0.20% |
12.25.2003 06:12 | 12.25.2003 06:17 | GBPUSD | Sell | 0.72 | - | - | 1.7754 | 1.77461 | 7.9 | 56.88 | 5m | 0.31% |
12.24.2003 13:59 | 12.24.2003 14:04 | GBPUSD | Sell | 0.72 | - | - | 1.77174 | 1.77121 | 5.3 | 38.16 | 5m | 0.21% |
12.24.2003 12:00 | 12.24.2003 12:01 | GBPUSD | Sell | 0.72 | - | - | 1.7683 | 1.76773 | 5.7 | 41.04 | 1m | 0.23% |
12.24.2003 06:00 | 12.24.2003 06:04 | GBPUSD | Sell | 0.72 | - | - | 1.76539 | 1.76496 | 4.3 | 30.96 | 4m | 0.17% |
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