Strategy Settings
| +969.86% |
| 0.06% | |
| 1.86% | |
| Drawdown: | 31.55% |
| Balance: | $10,698.60 |
| Highest: | (Jul 21) $10,698.60 |
| Profit: | $9,698.62 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 03, 2000 |
| Test Ended: | Jul 21, 2010 |
| Timeframe: | 1 Hour |
| Model Type: | n/a |
| Added: | Aug 29, 2012 at 10:51 |
| Trades: | 641 |
| Profitability: | |
| Pips: | 2,750.2 |
| Average Win: | 17.64 pips / $80.84 |
| Average Loss: | -28.87 pips / -$148.08 |
| Lots: | 384.97 |
| Commissions: | 0 |
| Longs Won: | (221/324) 68% |
| Shorts Won: | (236/317) 74% |
| Best Trade ($): | (Jul 15) 469.85 |
| Worst Trade ($): | (Sep 12) -1,356.34 |
| Best Trade (Pips): | (Sep 22) 104.3 |
| Worst Trade (Pips): | (Sep 12) -200.4 |
| Avg. Trade Length: | 2h 48m |
| Profit Factor: | 1.36 |
| Standard Deviation: | $155.68 |
| Sharpe Ratio | 0.15 |
| Z-Score (Probability): | 0.30 (23.58%) |
| Expectancy | 4.3 Pips / $15.13 |
| AHPR: | 0.41% |
| GHPR: | 0.37% |
| 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% | 0.11% | 0.88% | 5.19% | 24.73% |
| Consecutive Losing Trades | 72 | 65 | 58 | 51 | 43 | 36 | 29 | 22 | 14 | 7 |
Trading Activity (641)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.21.2010 20:09 | 07.21.2010 21:50 | GBPUSD | Buy | 1.28 | 1.1 | - | 1.51631 | 1.51715 | 8.4 | 85.63 | 1h 41m | 0.81% |
| 07.13.2010 17:06 | 07.13.2010 18:40 | GBPUSD | Sell | 1.32 | 1.9 | - | 1.51743 | 1.51593 | 15.0 | 157.68 | 1h 34m | 1.51% |
| 07.02.2010 02:27 | 07.02.2010 03:00 | GBPUSD | Sell | 1.06 | 2.0 | - | 1.5189 | 1.51657 | 23.3 | 196.64 | 33m | 1.92% |
| 07.01.2010 20:31 | 07.01.2010 23:40 | GBPUSD | Sell | 1.16 | 2.0 | - | 1.5136 | 1.51658 | -29.8 | -275.22 | 3h 9m | -2.61% |
| 07.01.2010 19:21 | 07.01.2010 20:07 | GBPUSD | Sell | 1.14 | 2.0 | - | 1.51275 | 1.51109 | 16.6 | 150.68 | 46m | 1.45% |
| 07.01.2010 17:27 | 07.01.2010 18:10 | GBPUSD | Sell | 1.13 | 2.0 | - | 1.5149 | 1.51048 | 44.2 | 397.67 | 43m | 3.98% |
| 06.25.2010 22:03 | 06.28.2010 00:11 | GBPUSD | Sell | 1.23 | 1.9 | - | 1.50705 | 1.50502 | 20.3 | 196.28 | 2d | 2.01% |
| 06.14.2010 16:20 | 06.14.2010 18:00 | GBPUSD | Sell | 1.10 | 1.9 | - | 1.477 | 1.47654 | 4.6 | 40.30 | 1h 40m | 0.41% |
| 06.14.2010 14:20 | 06.14.2010 15:39 | GBPUSD | Sell | 1.10 | 1.9 | - | 1.47575 | 1.47436 | 13.9 | 121.76 | 1h 19m | 1.26% |
| 06.11.2010 18:19 | 06.11.2010 20:08 | GBPUSD | Buy | 1.12 | 1.0 | - | 1.45226 | 1.45226 | 0.0 | 0.00 | 1h 49m | 0.00% |
| 06.09.2010 17:07 | 06.09.2010 18:08 | GBPUSD | Sell | 1.14 | 1.8 | - | 1.46031 | 1.45749 | 28.2 | 256.02 | 1h 1m | 2.73% |
| 06.07.2010 00:00 | 06.07.2010 01:05 | GBPUSD | Buy | 1.04 | 1.0 | - | 1.44203 | 1.44374 | 17.1 | 141.63 | 1h 5m | 1.53% |
| 06.01.2010 19:27 | 06.01.2010 20:00 | GBPUSD | Sell | 1.02 | 1.9 | - | 1.47029 | 1.46725 | 30.4 | 246.96 | 33m | 2.75% |
| 05.19.2010 02:57 | 05.19.2010 03:09 | GBPUSD | Buy | 0.75 | 0.8 | - | 1.42454 | 1.42615 | 16.1 | 96.17 | 12m | 1.08% |
| 05.19.2010 01:57 | 05.19.2010 02:03 | GBPUSD | Buy | 0.75 | 0.8 | - | 1.42604 | 1.42783 | 17.9 | 106.92 | 6m | 1.22% |
| 05.07.2010 11:18 | 05.07.2010 12:06 | GBPUSD | Buy | 0.79 | 0.9 | - | 1.45969 | 1.4624 | 27.1 | 170.51 | 48m | 1.98% |
| 05.06.2010 23:12 | 05.07.2010 00:07 | GBPUSD | Buy | 0.85 | 0.9 | - | 1.48167 | 1.48092 | -7.5 | -51.32 | 55m | -0.59% |
| 05.06.2010 22:03 | 05.06.2010 23:00 | GBPUSD | Buy | 0.86 | 0.9 | - | 1.48227 | 1.4843 | 20.3 | 139.04 | 57m | 1.63% |
| 05.06.2010 20:00 | 05.06.2010 21:47 | GBPUSD | Buy | 0.95 | 1.0 | - | 1.48934 | 1.48532 | -40.2 | -304.15 | 1h 47m | -3.45% |
| 05.06.2010 17:42 | 05.06.2010 18:58 | GBPUSD | Buy | 0.98 | 1.1 | - | 1.48939 | 1.4949 | 55.1 | 430.05 | 1h 16m | 5.12% |
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