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Strategy Settings
| +205.87% |
| 0.06% | |
| 1.9% | |
| Drawdown: | 33.63% |
| Balance: | $30,588.13 |
| Highest: | (Nov 27) $30,642.65 |
| Profit: | $20,586.77 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 11, 2005 |
| Test Ended: | Nov 27, 2009 |
| Timeframe: | 15 Minutes |
| Model Type: | n/a |
| Added: | Aug 13, 2014 at 20:25 |
| Trades: | 21,746 |
| Profitability: |
|
| Pips: | -6,895.9 |
| Average Win: | 6.16 pips / $9.27 |
| Average Loss: | -44.02 pips / -$55.19 |
| Lots: | 1,429.80 |
| Commissions: | 0 |
| Longs Won: | (2,050/2,774) 73% |
| Shorts Won: | (16,888/18,972) 89% |
| Best Trade ($): | (Jun 13) 2,323.12 |
| Worst Trade ($): | (Nov 04) -1,111.41 |
| Best Trade (Pips): | (Nov 04) 108.4 |
| Worst Trade (Pips): | (Nov 04) -150.3 |
| Avg. Trade Length: | 1h 30m |
| Profit Factor: | 1.13 |
| Standard Deviation: | $68.86 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | 15.46 (99.99%) |
| Expectancy | -0.3 Pips / $0.95 |
| AHPR: | 0.01% |
| GHPR: | 0.01% |
| 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% | 0.02% | 0.19% | 1.28% | 6.54% | 27.59% |
| Consecutive Losing Trades | 554 | 499 | 443 | 388 | 333 | 277 | 222 | 166 | 111 | 55 |
Trading Activity (21746)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.26.2009 23:19 | 11.27.2009 01:12 | EURJPY | Sell | 0.25 | - | - | 129.722 | 129.285 | 43.7 | 107.34 | 1h 53m | 0.35% |
| 11.27.2009 00:28 | 11.27.2009 01:12 | EURJPY | Sell | 0.75 | - | - | 129.69 | 129.285 | 40.5 | 299.48 | 44m | 0.99% |
| 11.26.2009 23:48 | 11.27.2009 01:12 | EURJPY | Buy | 0.73 | - | - | 130.001 | 129.283 | -71.8 | -516.91 | 1h 24m | -1.69% |
| 11.26.2009 20:32 | 11.27.2009 01:12 | EURJPY | Sell | 0.03 | - | - | 129.723 | 129.285 | 43.8 | 12.91 | 4h 40m | 0.04% |
| 11.26.2009 22:59 | 11.27.2009 01:12 | EURJPY | Buy | 0.09 | - | - | 129.983 | 129.283 | -70.0 | -62.13 | 2h 13m | -0.20% |
| 11.27.2009 00:28 | 11.27.2009 01:12 | EURJPY | Sell | 0.41 | - | - | 129.688 | 129.285 | 40.3 | 162.91 | 44m | 0.54% |
| 11.26.2009 20:25 | 11.26.2009 20:32 | EURJPY | Sell | 0.03 | - | - | 129.74 | 129.702 | 3.8 | 1.13 | 7m | 0.00% |
| 11.26.2009 20:03 | 11.26.2009 20:25 | EURJPY | Sell | 0.03 | - | - | 129.774 | 129.739 | 3.5 | 1.03 | 22m | 0.00% |
| 11.26.2009 18:16 | 11.26.2009 20:00 | EURJPY | Sell | 0.03 | - | - | 129.503 | 129.933 | -43.0 | -12.72 | 1h 44m | -0.04% |
| 11.26.2009 18:24 | 11.26.2009 20:00 | EURJPY | Buy | 0.09 | - | - | 129.763 | 129.931 | 16.8 | 14.91 | 1h 36m | 0.05% |
| 11.26.2009 19:14 | 11.26.2009 20:00 | EURJPY | Buy | 0.73 | - | - | 129.783 | 129.931 | 14.8 | 106.55 | 46m | 0.35% |
| 11.26.2009 18:58 | 11.26.2009 20:00 | EURJPY | Sell | 0.25 | - | - | 129.501 | 129.933 | -43.2 | -106.48 | 1h 2m | -0.35% |
| 11.26.2009 18:15 | 11.26.2009 18:16 | EURJPY | Sell | 0.03 | - | - | 129.58 | 129.545 | 3.5 | 1.04 | 1m | 0.00% |
| 11.26.2009 18:16 | 11.26.2009 18:16 | EURJPY | Sell | 0.03 | - | - | 129.542 | 129.507 | 3.5 | 1.03 | 0s | 0.00% |
| 11.26.2009 18:15 | 11.26.2009 18:15 | EURJPY | Sell | 0.03 | - | - | 129.618 | 129.584 | 3.4 | 1.01 | 0s | 0.00% |
| 11.26.2009 18:09 | 11.26.2009 18:15 | EURJPY | Sell | 0.03 | - | - | 129.656 | 129.622 | 3.4 | 1.00 | 6m | 0.00% |
| 11.26.2009 18:00 | 11.26.2009 18:09 | EURJPY | Sell | 0.03 | - | - | 129.693 | 129.659 | 3.4 | 1.01 | 9m | 0.00% |
| 11.26.2009 17:59 | 11.26.2009 18:00 | EURJPY | Sell | 0.03 | - | - | 129.73 | 129.696 | 3.4 | 1.00 | 1m | 0.00% |
| 11.26.2009 17:58 | 11.26.2009 17:59 | EURJPY | Sell | 0.03 | - | - | 129.844 | 129.81 | 3.4 | 1.00 | 1m | 0.00% |
| 11.26.2009 17:59 | 11.26.2009 17:59 | EURJPY | Sell | 0.03 | - | - | 129.769 | 129.735 | 3.4 | 1.01 | 0s | 0.00% |
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