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Strategy Settings
| +32.97% |
| 0.02% | |
| 0.69% | |
| Drawdown: | 10.39% |
| Balance: | $13,296.50 |
| Highest: | (Nov 04) $14,078.53 |
| Profit: | $3,296.50 |
| Deposits: | $10,000.00 |
| Test Started: | Feb 21, 2011 |
| Test Ended: | Jul 25, 2014 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Oct 10, 2014 at 02:36 |
| Trades: | 32 |
| Profitability: |
|
| Pips: | 332.2 |
| Average Win: | 19.31 pips / $212.43 |
| Average Loss: | -28.32 pips / -$371.13 |
| Lots: | 39.08 |
| Commissions: | 0 |
| Longs Won: | (7/9) 77% |
| Shorts Won: | (19/23) 82% |
| Best Trade ($): | (Mar 19) 502.01 |
| Worst Trade ($): | (Dec 04) -797.80 |
| Best Trade (Pips): | (Jul 15) 50.9 |
| Worst Trade (Pips): | (Jul 29) -71.0 |
| Avg. Trade Length: | 18h 31m |
| Profit Factor: | 2.48 |
| Standard Deviation: | $293.31 |
| Sharpe Ratio | 0.38 |
| Z-Score (Probability): | -0.75 (-54.68%) |
| Expectancy | 10.4 Pips / $103.02 |
| AHPR: | 0.92% |
| GHPR: | 0.89% |
| 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% | 0.09% | 3.62% |
| Consecutive Losing Trades | 36 | 32 | 29 | 25 | 21 | 18 | 14 | 11 | 7 | 4 |
Trading Activity (32)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.23.2014 16:00 | 07.25.2014 11:00 | USDCAD | Buy | 1.34 | 1.1 | - | 1.07276 | 1.0756 | 28.4 | 321.44 | 1d | 2.48% |
| 05.26.2014 03:00 | 05.27.2014 17:00 | USDCAD | Buy | 1.56 | 1.1 | - | 1.08713 | 1.08511 | -20.2 | -305.67 | 1d | -2.30% |
| 12.04.2013 00:15 | 12.04.2013 18:02 | USDCAD | Sell | 1.95 | 1.1 | - | 1.06461 | 1.06893 | -43.2 | -797.80 | 17h 47m | -5.67% |
| 11.04.2013 11:17 | 11.04.2013 21:00 | USDCAD | Buy | 1.66 | 1.0 | - | 1.04192 | 1.04233 | 4.1 | 57.00 | 9h 43m | 0.41% |
| 10.21.2013 14:00 | 10.22.2013 17:00 | USDCAD | Sell | 1.75 | 1.0 | - | 1.02915 | 1.02861 | 5.4 | 84.71 | 1d | 0.61% |
| 08.08.2013 01:45 | 08.08.2013 08:00 | USDCAD | Sell | 1.31 | 1.0 | - | 1.04217 | 1.04161 | 5.6 | 63.88 | 6h 15m | 0.46% |
| 07.18.2013 12:00 | 07.18.2013 18:00 | USDCAD | Sell | 1.31 | 1.0 | - | 1.04171 | 1.03947 | 22.4 | 275.75 | 6h 0m | 2.03% |
| 07.16.2013 05:30 | 07.16.2013 14:00 | USDCAD | Sell | 1.58 | 1.0 | - | 1.04312 | 1.04141 | 17.1 | 251.54 | 8h 30m | 1.88% |
| 06.18.2013 19:16 | 06.19.2013 16:00 | USDCAD | Sell | 1.43 | 1.0 | - | 1.02013 | 1.01952 | 6.1 | 79.71 | 20h 44m | 0.60% |
| 04.04.2013 16:36 | 04.04.2013 19:00 | USDCAD | Sell | 1.41 | 1.0 | - | 1.01502 | 1.01394 | 10.8 | 143.14 | 2h 24m | 1.09% |
| 02.28.2013 09:15 | 02.28.2013 14:00 | USDCAD | Buy | 1.67 | 1.0 | - | 1.02301 | 1.02405 | 10.4 | 161.25 | 4h 45m | 1.24% |
| 12.17.2012 16:17 | 12.17.2012 17:00 | USDCAD | Sell | 1.37 | 1.0 | - | 0.98649 | 0.98492 | 15.7 | 211.53 | 43m | 1.66% |
| 10.09.2012 09:15 | 10.09.2012 18:00 | USDCAD | Buy | 1.55 | 1.0 | - | 0.97513 | 0.97818 | 30.5 | 475.55 | 8h 45m | 3.87% |
| 07.13.2012 16:00 | 07.16.2012 16:00 | USDCAD | Buy | 1.15 | 1.0 | - | 1.01763 | 1.01573 | -19.0 | -226.38 | 3d | -1.81% |
| 06.12.2012 03:00 | 06.12.2012 12:00 | USDCAD | Sell | 1.31 | 1.0 | - | 1.03083 | 1.02894 | 18.9 | 234.08 | 9h 0m | 1.91% |
| 06.08.2012 21:21 | 06.08.2012 22:00 | USDCAD | Sell | 0.74 | 1.0 | - | 1.02954 | 1.02902 | 5.2 | 33.69 | 39m | 0.28% |
| 05.15.2012 16:00 | 05.15.2012 18:00 | USDCAD | Buy | 1.05 | 1.0 | - | 1.00179 | 1.00366 | 18.7 | 190.38 | 2h 0m | 1.58% |
| 04.27.2012 10:57 | 04.27.2012 12:00 | USDCAD | Sell | 1.15 | 1.0 | - | 0.98472 | 0.98394 | 7.8 | 85.41 | 1h 3m | 0.71% |
| 03.19.2012 16:30 | 03.19.2012 19:00 | USDCAD | Sell | 1.53 | 1.0 | - | 0.99094 | 0.98765 | 32.9 | 502.01 | 2h 30m | 4.38% |
| 02.20.2012 17:45 | 02.21.2012 14:00 | USDCAD | Buy | 0.89 | 1.0 | - | 0.99406 | 0.99637 | 23.1 | 197.63 | 20h 15m | 1.76% |
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