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Strategy Settings
| +263.06% |
| 0.07% | |
| 2.01% | |
| Drawdown: | 32.75% |
| Balance: | $363.05 |
| Highest: | (Nov 26) $378.36 |
| Profit: | $263.06 |
| Deposits: | $100.00 |
| Test Started: | Mar 01, 2010 |
| Test Ended: | Jun 26, 2015 |
| Timeframe: | 1 Day |
| Model Type: | n/a |
| Added: | Oct 18, 2015 at 18:53 |
| Trades: | 23 |
| Profitability: |
|
| Pips: | 3,317.9 |
| Average Win: | 260.17 pips / $21.06 |
| Average Loss: | -120.69 pips / -$10.56 |
| Lots: | 0.23 |
| Commissions: | 0 |
| Longs Won: | (13/17) 76% |
| Shorts Won: | (3/6) 50% |
| Best Trade ($): | (May 26) 76.55 |
| Worst Trade ($): | (Nov 28) -48.01 |
| Best Trade (Pips): | (May 26) 912.4 |
| Worst Trade (Pips): | (Nov 28) -561.4 |
| Avg. Trade Length: | 24d |
| Profit Factor: | 4.56 |
| Standard Deviation: | $23.80 |
| Sharpe Ratio | 0.45 |
| Z-Score (Probability): | -1.14 (-74.65%) |
| Expectancy | 144.3 Pips / $11.44 |
| AHPR: | 6.60% |
| GHPR: | 5.77% |
| 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% | 0.07% | 0.64% | 4.23% | 22.45% |
| Consecutive Losing Trades | 34 | 31 | 28 | 24 | 21 | 17 | 14 | 10 | 7 | 3 |
Trading Activity (23)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 06.01.2015 00:00 | 06.26.2015 00:00 | CHFJPY | Buy | 0.01 | - | - | 131.872 | 131.962 | 9.0 | -0.26 | 25d | -0.07% |
| 05.01.2015 00:00 | 05.26.2015 00:00 | CHFJPY | Sell | 0.01 | - | - | 127.982 | 128.649 | -66.7 | -5.40 | 25d | -1.46% |
| 03.02.2015 00:00 | 03.26.2015 00:00 | CHFJPY | Buy | 0.01 | - | - | 125.451 | 124.413 | -103.8 | -9.65 | 24d | -2.55% |
| 11.03.2014 00:00 | 11.26.2014 00:00 | CHFJPY | Buy | 0.01 | - | - | 116.783 | 122.317 | 553.4 | 45.46 | 23d | 13.66% |
| 06.02.2014 00:00 | 06.26.2014 00:00 | CHFJPY | Buy | 0.01 | - | - | 113.786 | 114.057 | 27.1 | 1.29 | 24d | 0.39% |
| 05.01.2014 00:00 | 05.26.2014 00:00 | CHFJPY | Sell | 0.01 | - | - | 116.086 | 113.693 | 239.3 | 20.21 | 25d | 6.49% |
| 03.03.2014 00:00 | 03.26.2014 00:00 | CHFJPY | Buy | 0.01 | - | - | 115.199 | 115.82 | 62.1 | 4.34 | 23d | 1.41% |
| 11.01.2013 00:00 | 11.26.2013 00:00 | CHFJPY | Buy | 0.01 | - | - | 108.465 | 111.469 | 300.4 | 24.28 | 25d | 8.59% |
| 06.03.2013 00:00 | 06.26.2013 00:00 | CHFJPY | Buy | 0.01 | - | - | 105.057 | 104.208 | -84.9 | -7.96 | 23d | -2.74% |
| 05.01.2013 00:00 | 05.27.2013 00:00 | CHFJPY | Sell | 0.01 | - | - | 104.76 | 105.047 | -28.7 | -2.18 | 26d | -0.74% |
| 03.01.2013 00:00 | 03.26.2013 00:00 | CHFJPY | Buy | 0.01 | - | - | 98.798 | 99.215 | 41.7 | 2.63 | 25d | 0.91% |
| 11.01.2012 00:00 | 11.26.2012 00:00 | CHFJPY | Buy | 0.01 | - | - | 85.632 | 88.647 | 301.5 | 24.38 | 25d | 9.17% |
| 06.01.2012 00:00 | 06.26.2012 00:00 | CHFJPY | Buy | 0.01 | - | - | 80.608 | 82.916 | 230.8 | 18.46 | 25d | 7.46% |
| 05.01.2012 00:00 | 05.28.2012 00:00 | CHFJPY | Sell | 0.01 | - | - | 87.923 | 83.333 | 459.0 | 38.63 | 27d | 18.50% |
| 03.01.2012 00:00 | 03.26.2012 00:00 | CHFJPY | Buy | 0.01 | - | - | 89.686 | 90.709 | 102.3 | 7.71 | 25d | 3.83% |
| 11.01.2011 00:00 | 11.28.2011 00:00 | CHFJPY | Buy | 0.01 | - | - | 89.169 | 83.555 | -561.4 | -48.01 | 27d | -19.27% |
| 06.01.2011 00:00 | 06.27.2011 00:00 | CHFJPY | Buy | 0.01 | - | - | 95.443 | 96.385 | 94.2 | 6.91 | 26d | 2.85% |
| 05.02.2011 00:00 | 05.26.2011 00:00 | CHFJPY | Sell | 0.01 | - | - | 93.835 | 93.918 | -8.3 | -0.48 | 24d | -0.20% |
| 03.01.2011 00:00 | 03.28.2011 00:00 | CHFJPY | Buy | 0.01 | - | - | 88.036 | 88.348 | 31.2 | 1.60 | 27d | 0.66% |
| 11.01.2010 00:00 | 11.26.2010 00:00 | CHFJPY | Buy | 0.01 | - | - | 81.758 | 83.599 | 184.1 | 14.40 | 25d | 6.35% |
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