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Strategy Settings
+47.23% |
0.27% | |
8.39% | |
Drawdown: | 18.34% |
Balance: | $147,233.42 |
Highest: | (May 28) $148,129.87 |
Profit: | $47,233.33 |
Deposits: | $100,000.00 |
Test Started: | Jan 04, 2010 |
Test Ended: | May 28, 2010 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jun 22, 2017 at 19:45 |
Trades: | 927 |
Profitability: |
|
Pips: | -548.2 |
Average Win: | 57.86 pips / $453.35 |
Average Loss: | -103.40 pips / -$656.83 |
Lots: | 752.21 |
Commissions: | 0 |
Longs Won: | (379/594) 63% |
Shorts Won: | (212/333) 63% |
Best Trade ($): | (Mar 04) 22,353.02 |
Worst Trade ($): | (Mar 04) -20,302.77 |
Best Trade (Pips): | (May 10) 209.2 |
Worst Trade (Pips): | (Apr 05) -137.6 |
Avg. Trade Length: | 8h 12m |
Profit Factor: | 1.21 |
Standard Deviation: | $1,689.57 |
Sharpe Ratio | 0.03 |
Z-Score (Probability): | 16.72 (99.99%) |
Expectancy | -0.6 Pips / $50.95 |
AHPR: | 0.05% |
GHPR: | 0.04% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | 0.02% | 0.19% | 0.83% | 2.67% | 6.93% | 15.51% | 31.16% | 57.66% |
Consecutive Losing Trades | 224 | 202 | 179 | 157 | 134 | 112 | 90 | 67 | 45 | 22 |
Trading Activity (927)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.28.2010 18:39 | 05.28.2010 22:59 | GBPJPY | Sell | 0.42 | - | - | 131.173 | 131.615 | -44.2 | -166.81 | 4h 20m | -0.11% |
05.28.2010 20:06 | 05.28.2010 22:59 | GBPJPY | Sell | 1.68 | - | - | 131.173 | 131.615 | -44.2 | -667.24 | 2h 53m | -0.45% |
05.28.2010 20:47 | 05.28.2010 22:59 | GBPJPY | Buy | 3.36 | - | - | 131.621 | 131.605 | -1.6 | -48.31 | 2h 12m | -0.03% |
05.28.2010 17:50 | 05.28.2010 22:59 | GBPJPY | Buy | 0.14 | - | - | 131.621 | 131.605 | -1.6 | -2.01 | 5h 9m | 0.00% |
05.28.2010 19:01 | 05.28.2010 22:59 | GBPJPY | Buy | 0.84 | - | - | 131.621 | 131.605 | -1.6 | -12.08 | 3h 58m | -0.01% |
05.28.2010 17:10 | 05.28.2010 17:46 | GBPJPY | Buy | 0.14 | - | - | 131.208 | 131.775 | 56.7 | 71.33 | 36m | 0.05% |
05.28.2010 16:54 | 05.28.2010 17:06 | GBPJPY | Sell | 0.42 | - | - | 131.625 | 131.064 | 56.1 | 211.72 | 12m | 0.14% |
05.28.2010 15:45 | 05.28.2010 17:06 | GBPJPY | Buy | 0.14 | - | - | 132.073 | 131.054 | -101.9 | -128.20 | 1h 21m | -0.09% |
05.28.2010 14:23 | 05.28.2010 15:43 | GBPJPY | Sell | 6.72 | - | - | 132.676 | 132.109 | 56.7 | 3,423.77 | 1h 20m | 2.37% |
05.28.2010 11:07 | 05.28.2010 15:43 | GBPJPY | Sell | 1.68 | - | - | 132.676 | 132.109 | 56.7 | 855.94 | 4h 36m | 0.58% |
05.28.2010 08:40 | 05.28.2010 15:43 | GBPJPY | Buy | 0.14 | - | - | 133.124 | 132.099 | -102.5 | -128.96 | 7h 3m | -0.09% |
05.28.2010 13:48 | 05.28.2010 15:43 | GBPJPY | Buy | 3.36 | - | - | 133.124 | 132.099 | -102.5 | -3,094.87 | 1h 55m | -2.10% |
05.28.2010 09:20 | 05.28.2010 15:43 | GBPJPY | Sell | 0.42 | - | - | 132.676 | 132.109 | 56.7 | 213.98 | 6h 23m | 0.15% |
05.28.2010 10:50 | 05.28.2010 15:43 | GBPJPY | Buy | 0.84 | - | - | 133.124 | 132.099 | -102.5 | -773.72 | 4h 53m | -0.52% |
05.27.2010 19:40 | 05.28.2010 08:38 | GBPJPY | Buy | 0.14 | - | - | 132.624 | 133.184 | 56.0 | 70.45 | 12h 58m | 0.05% |
05.27.2010 17:50 | 05.27.2010 19:36 | GBPJPY | Buy | 0.14 | - | - | 132.016 | 132.578 | 56.2 | 70.71 | 1h 46m | 0.05% |
05.27.2010 16:30 | 05.27.2010 17:47 | GBPJPY | Buy | 0.14 | - | - | 131.339 | 131.898 | 55.9 | 70.33 | 1h 17m | 0.05% |
05.27.2010 14:05 | 05.27.2010 16:25 | GBPJPY | Buy | 0.14 | - | - | 130.759 | 131.322 | 56.3 | 70.82 | 2h 20m | 0.05% |
05.27.2010 13:11 | 05.27.2010 14:04 | GBPJPY | Sell | 0.42 | - | - | 131.339 | 130.775 | 56.4 | 212.85 | 53m | 0.14% |
05.27.2010 11:35 | 05.27.2010 14:04 | GBPJPY | Buy | 0.14 | - | - | 131.787 | 130.765 | -102.2 | -128.57 | 2h 29m | -0.09% |
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