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Strategy Settings
| +78.87% |
| 0.04% | |
| 1.3% | |
| Drawdown: | 27.24% |
| Balance: | $17,886.94 |
| Highest: | (Jun 27) $22,292.48 |
| Profit: | $7,886.92 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 04, 2011 |
| Test Ended: | Sep 17, 2014 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Oct 07, 2014 at 07:00 |
| Trades: | 64 |
| Profitability: |
|
| Pips: | 618.2 |
| Average Win: | 27.04 pips / $445.90 |
| Average Loss: | -42.47 pips / -$844.77 |
| Lots: | 108.35 |
| Commissions: | 0 |
| Longs Won: | (27/34) 79% |
| Shorts Won: | (21/30) 70% |
| Best Trade ($): | (Oct 31) 3,943.80 |
| Worst Trade ($): | (Aug 22) -1,501.09 |
| Best Trade (Pips): | (Oct 31) 258.3 |
| Worst Trade (Pips): | (Jul 18) -91.4 |
| Avg. Trade Length: | 21h 16m |
| Profit Factor: | 1.58 |
| Standard Deviation: | $815.16 |
| Sharpe Ratio | 0.18 |
| Z-Score (Probability): | 0.51 (38.99%) |
| Expectancy | 9.7 Pips / $123.23 |
| AHPR: | 1.06% |
| GHPR: | 0.91% |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | 0.04% | 0.26% | 1.12% | 3.65% | 9.91% | 23.54% | 50.51% |
| Consecutive Losing Trades | 21 | 19 | 17 | 15 | 13 | 11 | 8 | 6 | 4 | 2 |
Trading Activity (64)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 09.17.2014 01:00 | 09.17.2014 13:00 | USDJPY | Buy | 2.45 | 106.7 | - | 107.147 | 107.329 | 18.2 | 403.20 | 12h 0m | 2.31% |
| 07.17.2014 14:45 | 07.23.2014 18:00 | USDJPY | Buy | 2.16 | 101.0 | - | 101.481 | 101.518 | 3.7 | 49.47 | 6d | 0.28% |
| 07.08.2014 05:00 | 07.09.2014 06:00 | USDJPY | Buy | 2.06 | 101.3 | - | 101.803 | 101.622 | -18.1 | -381.61 | 1d | -2.14% |
| 07.02.2014 10:45 | 07.03.2014 15:30 | USDJPY | Sell | 1.95 | 102.0 | - | 101.467 | 102.048 | -58.1 | -1,134.38 | 1d | -5.99% |
| 06.20.2014 22:00 | 06.23.2014 05:00 | USDJPY | Sell | 2.30 | 102.6 | - | 102.104 | 102.009 | 9.5 | 196.98 | 2d | 1.05% |
| 06.18.2014 13:00 | 06.18.2014 23:00 | USDJPY | Sell | 2.25 | 102.7 | - | 102.223 | 101.956 | 26.7 | 577.97 | 10h 0m | 3.18% |
| 06.10.2014 17:02 | 06.12.2014 17:48 | USDJPY | Buy | 2.32 | 101.8 | - | 102.314 | 101.814 | -50.0 | -1,170.75 | 2d | -6.05% |
| 05.29.2014 15:48 | 05.30.2014 17:00 | USDJPY | Buy | 1.73 | 101.1 | - | 101.724 | 101.803 | 7.9 | 121.91 | 1d | 0.63% |
| 05.21.2014 00:00 | 05.22.2014 06:00 | USDJPY | Buy | 2.07 | 100.8 | - | 101.327 | 101.535 | 20.8 | 400.44 | 1d | 2.13% |
| 04.07.2014 02:45 | 04.08.2014 04:03 | USDJPY | Buy | 2.09 | 102.8 | - | 103.369 | 102.797 | -57.2 | -1,177.86 | 1d | -5.89% |
| 02.28.2014 12:00 | 02.28.2014 18:00 | USDJPY | Buy | 1.94 | 101.8 | - | 101.746 | 102.209 | 46.3 | 869.11 | 6h 0m | 4.54% |
| 02.26.2014 00:00 | 02.26.2014 05:00 | USDJPY | Buy | 2.02 | 101.6 | - | 102.167 | 102.304 | 13.7 | 260.41 | 5h 0m | 1.38% |
| 02.20.2014 13:01 | 02.20.2014 17:00 | USDJPY | Buy | 1.67 | 101.3 | - | 101.927 | 102.234 | 30.7 | 493.14 | 3h 59m | 2.68% |
| 02.18.2014 05:00 | 02.18.2014 07:20 | USDJPY | Sell | 1.92 | 102.6 | - | 101.965 | 102.573 | -60.8 | -1,147.67 | 2h 20m | -5.88% |
| 02.14.2014 00:30 | 02.18.2014 03:00 | USDJPY | Buy | 1.26 | 101.3 | - | 102.23 | 102.071 | -15.9 | -207.96 | 4d | -1.05% |
| 02.11.2014 17:00 | 02.12.2014 15:00 | USDJPY | Sell | 1.56 | 103.1 | - | 102.319 | 102.241 | 7.8 | 107.33 | 22h 0m | 0.55% |
| 01.16.2014 00:45 | 01.16.2014 16:00 | USDJPY | Sell | 2.16 | 105.1 | - | 104.549 | 104.598 | -4.9 | -111.99 | 15h 15m | -0.57% |
| 01.15.2014 03:00 | 01.15.2014 21:37 | USDJPY | Sell | 2.38 | 104.7 | - | 104.163 | 104.69 | -52.7 | -1,209.97 | 18h 37m | -5.78% |
| 01.08.2014 13:45 | 01.10.2014 17:00 | USDJPY | Sell | 1.57 | 104.7 | - | 104.731 | 104.61 | 12.1 | 158.13 | 2d | 0.76% |
| 10.18.2013 16:30 | 10.21.2013 04:00 | USDJPY | Buy | 1.95 | 97.2 | - | 97.782 | 98.003 | 22.1 | 425.82 | 2d | 2.09% |
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