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Strategy Settings
+35.48M% |
0.89% | |
30.29% | |
Drawdown: | 97.68% |
Balance: | $88,709,260.10 |
Highest: | (Nov 10) $90,609,260.10 |
Profit: | $88,709,010.10 |
Deposits: | $250.00 |
Test Started: | Jan 11, 2008 |
Test Ended: | Dec 30, 2011 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Apr 09, 2013 at 00:59 |
Trades: | 997 |
Profitability: |
|
Pips: | 9,905.0 |
Average Win: | 15.65 pips / $117,224.50 |
Average Loss: | -120.00 pips / -$553,342.57 |
Lots: | 775,949.03 |
Commissions: | 0 |
Longs Won: | (453/472) 95% |
Shorts Won: | (502/525) 95% |
Best Trade ($): | (Nov 01) 2,700,000.00 |
Worst Trade ($): | (Nov 28) -12,000,000.00 |
Best Trade (Pips): | (Jan 25) 33.0 |
Worst Trade (Pips): | (Mar 17) -120.0 |
Avg. Trade Length: | 5h 5m |
Profit Factor: | 4.82 |
Standard Deviation: | $572,099.25 |
Sharpe Ratio | 0.24 |
Z-Score (Probability): | -11.04 (99.99%) |
Expectancy | 9.9 Pips / $88,975.94 |
AHPR: | 1.59% |
GHPR: | 1.29% |
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 | 160 | 144 | 128 | 112 | 96 | 80 | 64 | 48 | 32 | 16 |
Trading Activity (997)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.29.2011 17:30 | 12.30.2011 11:32 | EURUSD | Sell | 10000.00 | 1.3 | 1.3 | 1.2914 | 1.2912 | 2.0 | 200,000.00 | 18h 2m | 0.23% |
12.29.2011 06:00 | 12.29.2011 11:13 | EURUSD | Sell | 10000.00 | 1.3 | 1.3 | 1.2933 | 1.2918 | 15.0 | 1,500,000.00 | 5h 13m | 1.72% |
12.14.2011 09:15 | 12.14.2011 09:50 | EURUSD | Sell | 10000.00 | 1.3 | 1.3 | 1.3045 | 1.3029 | 16.0 | 1,600,000.00 | 35m | 1.87% |
12.13.2011 04:15 | 12.13.2011 10:31 | EURUSD | Sell | 10000.00 | 1.3 | 1.3 | 1.3186 | 1.3172 | 14.0 | 1,400,000.00 | 6h 16m | 1.67% |
12.13.2011 06:15 | 12.13.2011 10:30 | EURUSD | Sell | 10000.00 | 1.3 | 1.3 | 1.3193 | 1.3175 | 18.0 | 1,800,000.00 | 4h 15m | 2.19% |
11.30.2011 20:15 | 12.01.2011 01:00 | EURUSD | Buy | 10000.00 | 1.3 | 1.3 | 1.3445 | 1.3446 | 1.0 | 100,000.00 | 4h 45m | 0.12% |
11.30.2011 22:02 | 11.30.2011 22:40 | EURUSD | Buy | 10000.00 | 1.3 | 1.3 | 1.3425 | 1.3445 | 20.0 | 2,000,000.00 | 38m | 2.50% |
11.30.2011 21:15 | 11.30.2011 22:40 | EURUSD | Buy | 10000.00 | 1.3 | 1.3 | 1.343 | 1.3445 | 15.0 | 1,500,000.00 | 1h 25m | 1.91% |
11.26.2011 00:45 | 11.28.2011 12:01 | EURUSD | Sell | 10000.00 | 1.3 | 1.3 | 1.3243 | 1.3363 | -120.0 | -12,000,000.00 | 2d | -13.24% |
11.10.2011 08:30 | 11.10.2011 09:17 | EURUSD | Sell | 10000.00 | 1.4 | 1.4 | 1.355 | 1.3536 | 14.0 | 1,400,000.00 | 47m | 1.57% |
11.10.2011 05:30 | 11.10.2011 07:06 | EURUSD | Sell | 10000.00 | 1.4 | 1.4 | 1.3548 | 1.3534 | 14.0 | 1,400,000.00 | 1h 36m | 1.59% |
11.09.2011 03:00 | 11.09.2011 04:00 | EURUSD | Buy | 10000.00 | 1.4 | 1.4 | 1.3825 | 1.3836 | 11.0 | 1,100,000.00 | 1h 0m | 1.27% |
11.09.2011 03:11 | 11.09.2011 03:58 | EURUSD | Buy | 10000.00 | 1.4 | 1.4 | 1.3819 | 1.3833 | 14.0 | 1,400,000.00 | 47m | 1.64% |
11.03.2011 07:00 | 11.03.2011 07:45 | EURUSD | Sell | 10000.00 | 1.4 | 1.4 | 1.3702 | 1.3688 | 14.0 | 1,400,000.00 | 45m | 1.67% |
11.01.2011 20:30 | 11.01.2011 21:57 | EURUSD | Sell | 10000.00 | 1.4 | 1.4 | 1.3726 | 1.3712 | 14.0 | 1,400,000.00 | 1h 27m | 1.70% |
11.01.2011 21:07 | 11.01.2011 21:55 | EURUSD | Sell | 10000.00 | 1.4 | 1.4 | 1.3742 | 1.3717 | 25.0 | 2,500,000.00 | 48m | 3.12% |
11.01.2011 21:00 | 11.01.2011 21:55 | EURUSD | Sell | 10000.00 | 1.4 | 1.4 | 1.3737 | 1.3717 | 20.0 | 2,000,000.00 | 55m | 2.56% |
11.01.2011 21:10 | 11.01.2011 21:39 | EURUSD | Sell | 10000.00 | 1.4 | 1.4 | 1.375 | 1.3736 | 14.0 | 1,400,000.00 | 29m | 1.83% |
11.01.2011 20:35 | 11.01.2011 20:58 | EURUSD | Sell | 10000.00 | 1.4 | 1.4 | 1.3754 | 1.3732 | 22.0 | 2,200,000.00 | 23m | 3.07% |
11.01.2011 20:44 | 11.01.2011 20:58 | EURUSD | Sell | 10000.00 | 1.4 | 1.4 | 1.3759 | 1.3732 | 27.0 | 2,700,000.00 | 14m | 3.65% |
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