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Strategy Settings
+435.63% |
0.5% | |
16.17% | |
Drawdown: | 8.41% |
Balance: | $53,562.95 |
Highest: | (Nov 30) $55,010.60 |
Profit: | $43,562.95 |
Deposits: | $10,000.00 |
Test Started: | Jan 06, 2011 |
Test Ended: | Dec 08, 2011 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jan 05, 2012 at 21:32 |
Trades: | 637 |
Profitability: |
|
Pips: | 1,350.1 |
Average Win: | 7.66 pips / $360.32 |
Average Loss: | -3.69 pips / -$237.63 |
Lots: | 3,385.13 |
Commissions: | 0 |
Longs Won: | (173/356) 48% |
Shorts Won: | (153/281) 54% |
Best Trade ($): | (Nov 03) 3,586.68 |
Worst Trade ($): | (Nov 03) -1,114.94 |
Best Trade (Pips): | (Jun 09) 73.4 |
Worst Trade (Pips): | (Mar 16) -10.0 |
Avg. Trade Length: | 29s |
Profit Factor: | 1.59 |
Standard Deviation: | $446.43 |
Sharpe Ratio | 0.20 |
Z-Score (Probability): | -1.10 (-72.93%) |
Expectancy | 2.1 Pips / $68.39 |
AHPR: | 0.28% |
GHPR: | 0.26% |
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% | 0.03% | 2.11% |
Consecutive Losing Trades | 225 | 203 | 180 | 158 | 135 | 113 | 90 | 68 | 45 | 23 |
Trading Activity (637)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.08.2011 14:09 | 12.08.2011 14:10 | EURUSD | Buy | 10.42 | 1.3 | 1.3 | 1.3332 | 1.33317 | -0.3 | -104.20 | 1m | -0.19% |
12.02.2011 13:35 | 12.02.2011 13:36 | EURUSD | Buy | 10.58 | 1.3 | 1.4 | 1.35059 | 1.34988 | -7.1 | -825.24 | 1m | -1.51% |
12.02.2011 13:33 | 12.02.2011 13:34 | EURUSD | Buy | 10.50 | 1.4 | 1.4 | 1.35068 | 1.35113 | 4.5 | 399.00 | 1m | 0.74% |
11.30.2011 13:19 | 11.30.2011 13:20 | EURUSD | Buy | 10.40 | 1.3 | 1.3 | 1.34298 | 1.34357 | 5.9 | 540.80 | 1m | 1.01% |
11.30.2011 13:18 | 11.30.2011 13:19 | EURUSD | Buy | 10.53 | 1.3 | 1.3 | 1.34368 | 1.34335 | -3.3 | -421.20 | 1m | -0.78% |
11.30.2011 13:19 | 11.30.2011 13:19 | EURUSD | Buy | 10.45 | 1.3 | 1.3 | 1.34292 | 1.34273 | -1.9 | -271.70 | 0s | -0.50% |
11.30.2011 13:18 | 11.30.2011 13:18 | EURUSD | Buy | 10.37 | 1.3 | 1.3 | 1.34311 | 1.34396 | 8.5 | 808.86 | 0s | 1.51% |
11.30.2011 13:18 | 11.30.2011 13:18 | EURUSD | Buy | 10.45 | 1.3 | 1.3 | 1.34364 | 1.34333 | -3.1 | -397.10 | 0s | -0.74% |
11.30.2011 13:17 | 11.30.2011 13:17 | EURUSD | Buy | 10.68 | 1.3 | 1.3 | 1.34603 | 1.34581 | -2.2 | -309.72 | 0s | -0.56% |
11.30.2011 13:17 | 11.30.2011 13:17 | EURUSD | Buy | 10.62 | 1.3 | 1.3 | 1.34488 | 1.34454 | -3.4 | -435.42 | 0s | -0.80% |
11.30.2011 13:17 | 11.30.2011 13:17 | EURUSD | Buy | 10.53 | 1.3 | 1.3 | 1.34489 | 1.34455 | -3.4 | -431.73 | 0s | -0.80% |
11.30.2011 13:16 | 11.30.2011 13:16 | EURUSD | Buy | 10.50 | 1.3 | 1.3 | 1.34626 | 1.34719 | 9.3 | 903.00 | 0s | 1.67% |
11.30.2011 13:09 | 11.30.2011 13:10 | EURUSD | Sell | 10.30 | 1.3 | 1.3 | 1.34599 | 1.34491 | 10.8 | 1,040.30 | 1m | 1.96% |
11.30.2011 13:08 | 11.30.2011 13:09 | EURUSD | Sell | 10.23 | 1.3 | 1.3 | 1.34621 | 1.34578 | 4.3 | 368.28 | 1m | 0.70% |
11.30.2011 13:07 | 11.30.2011 13:08 | EURUSD | Sell | 10.21 | 1.3 | 1.3 | 1.34655 | 1.34639 | 1.6 | 91.89 | 1m | 0.17% |
11.30.2011 13:06 | 11.30.2011 13:07 | EURUSD | Sell | 10.03 | 1.3 | 1.3 | 1.348 | 1.34763 | 3.7 | 300.90 | 1m | 0.58% |
11.30.2011 13:07 | 11.30.2011 13:07 | EURUSD | Sell | 10.09 | 1.3 | 1.3 | 1.34762 | 1.34692 | 7.0 | 635.67 | 0s | 1.22% |
11.30.2011 13:06 | 11.30.2011 13:06 | EURUSD | Sell | 9.86 | 1.3 | 1.3 | 1.34929 | 1.34832 | 9.7 | 887.40 | 0s | 1.75% |
11.30.2011 13:05 | 11.30.2011 13:06 | EURUSD | Sell | 9.80 | 1.3 | 1.3 | 1.35001 | 1.34965 | 3.6 | 284.20 | 1m | 0.56% |
11.30.2011 13:04 | 11.30.2011 13:05 | EURUSD | Sell | 10.16 | 1.3 | 1.3 | 1.34395 | 1.34466 | -7.1 | -792.48 | 1m | -1.51% |
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