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Strategy Settings
+262.7% |
0.19% | |
5.72% | |
Drawdown: | 44.29% |
Balance: | $18,135.01 |
Highest: | (Sep 24) $21,268.20 |
Profit: | $13,135.13 |
Deposits: | $5,000.00 |
Test Started: | Jan 03, 2012 |
Test Ended: | Nov 28, 2013 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Feb 04, 2014 at 18:39 |
Trades: | 1,075 |
Profitability: |
|
Pips: | 1,822.2 |
Average Win: | 4.73 pips / $44.66 |
Average Loss: | -29.64 pips / -$322.41 |
Lots: | 1,029.18 |
Commissions: | 0 |
Longs Won: | (512/552) 92% |
Shorts Won: | (468/523) 89% |
Best Trade ($): | (Sep 24) 110.40 |
Worst Trade ($): | (Sep 27) -1,045.51 |
Best Trade (Pips): | (Jan 03) 6.0 |
Worst Trade (Pips): | (May 08) -56.0 |
Avg. Trade Length: | 4h 9m |
Profit Factor: | 1.43 |
Standard Deviation: | $135.87 |
Sharpe Ratio | 0.13 |
Z-Score (Probability): | -15.69 (99.99%) |
Expectancy | 1.7 Pips / $12.22 |
AHPR: | 0.13% |
GHPR: | 0.12% |
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% | 0.02% | 0.48% | 8.04% |
Consecutive Losing Trades | 56 | 51 | 45 | 39 | 34 | 28 | 22 | 17 | 11 | 6 |
Trading Activity (1075)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.28.2013 18:35 | 11.28.2013 22:49 | GBPUSD | Buy | 1.59 | 1.6 | 1.6 | 1.6343 | 1.63431 | 0.1 | 1.59 | 4h 14m | 0.01% |
11.28.2013 18:10 | 11.28.2013 22:49 | GBPUSD | Buy | 1.59 | 1.6 | 1.6 | 1.63445 | 1.63446 | 0.1 | 1.59 | 4h 39m | 0.01% |
11.28.2013 18:05 | 11.28.2013 22:49 | GBPUSD | Buy | 1.59 | 1.6 | 1.6 | 1.63445 | 1.63446 | 0.1 | 1.59 | 4h 44m | 0.01% |
11.28.2013 18:45 | 11.28.2013 20:35 | GBPUSD | Buy | 1.59 | 1.6 | 1.6 | 1.63367 | 1.63368 | 0.1 | 1.59 | 1h 50m | 0.01% |
11.27.2013 16:30 | 11.28.2013 03:54 | GBPUSD | Buy | 1.57 | 1.6 | 1.6 | 1.62961 | 1.62963 | 0.2 | 2.20 | 11h 24m | 0.01% |
11.27.2013 16:45 | 11.28.2013 03:48 | GBPUSD | Buy | 1.57 | 1.6 | 1.6 | 1.62942 | 1.62942 | 0.0 | -0.94 | 11h 3m | -0.01% |
11.27.2013 17:10 | 11.27.2013 23:45 | GBPUSD | Buy | 1.57 | 1.6 | 1.6 | 1.62872 | 1.62873 | 0.1 | 1.57 | 6h 35m | 0.01% |
11.27.2013 17:25 | 11.27.2013 17:41 | GBPUSD | Buy | 1.58 | 1.6 | 1.6 | 1.62794 | 1.62854 | 6.0 | 94.80 | 16m | 0.53% |
11.27.2013 17:15 | 11.27.2013 17:16 | GBPUSD | Buy | 1.57 | 1.6 | 1.6 | 1.62793 | 1.62853 | 6.0 | 94.20 | 1m | 0.53% |
11.27.2013 17:00 | 11.27.2013 17:02 | GBPUSD | Buy | 1.57 | 1.6 | 1.6 | 1.62883 | 1.62943 | 6.0 | 94.20 | 2m | 0.53% |
11.27.2013 00:25 | 11.27.2013 05:39 | GBPUSD | Buy | 1.53 | 1.6 | 1.6 | 1.62115 | 1.62169 | 5.4 | 82.62 | 5h 14m | 0.47% |
11.27.2013 00:20 | 11.27.2013 05:39 | GBPUSD | Buy | 1.53 | 1.6 | 1.6 | 1.62128 | 1.62169 | 4.1 | 62.73 | 5h 19m | 0.36% |
11.27.2013 00:15 | 11.27.2013 05:39 | GBPUSD | Buy | 1.53 | 1.6 | 1.6 | 1.62129 | 1.62169 | 4.0 | 61.20 | 5h 24m | 0.35% |
11.27.2013 00:45 | 11.27.2013 05:39 | GBPUSD | Buy | 1.53 | 1.6 | 1.6 | 1.6211 | 1.62169 | 5.9 | 90.27 | 4h 54m | 0.51% |
11.27.2013 00:35 | 11.27.2013 05:39 | GBPUSD | Buy | 1.53 | 1.6 | 1.6 | 1.62109 | 1.62169 | 6.0 | 91.80 | 5h 4m | 0.52% |
11.25.2013 22:30 | 11.26.2013 07:20 | GBPUSD | Sell | 1.50 | 1.6 | 1.6 | 1.61534 | 1.61485 | 4.9 | 70.35 | 8h 50m | 0.41% |
11.25.2013 22:50 | 11.26.2013 07:20 | GBPUSD | Sell | 1.50 | 1.6 | 1.6 | 1.61545 | 1.61485 | 6.0 | 86.85 | 8h 30m | 0.50% |
11.25.2013 22:40 | 11.26.2013 07:20 | GBPUSD | Sell | 1.50 | 1.6 | 1.6 | 1.61544 | 1.61485 | 5.9 | 85.35 | 8h 40m | 0.49% |
11.25.2013 22:25 | 11.26.2013 07:20 | GBPUSD | Sell | 1.50 | 1.6 | 1.6 | 1.61528 | 1.61485 | 4.3 | 61.35 | 8h 55m | 0.36% |
11.25.2013 22:10 | 11.26.2013 07:20 | GBPUSD | Sell | 1.50 | 1.6 | 1.6 | 1.61492 | 1.61485 | 0.7 | 7.35 | 9h 10m | 0.04% |
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