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Strategy Settings
+66.49% |
0.02% | |
0.73% | |
Drawdown: | 24.06% |
Balance: | $16,649.30 |
Highest: | (Sep 26) $17,280.50 |
Profit: | $6,649.30 |
Deposits: | $10,000.00 |
Test Started: | Apr 03, 2007 |
Test Ended: | Jan 18, 2013 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Feb 16, 2013 at 14:49 |
Trades: | 1,007 |
Profitability: |
|
Pips: | 313.0 |
Average Win: | 11.00 pips / $184.19 |
Average Loss: | -2.00 pips / -$31.79 |
Lots: | 1,615.78 |
Commissions: | 0 |
Longs Won: | (94/560) 16% |
Shorts Won: | (85/447) 19% |
Best Trade ($): | (Sep 26) 317.90 |
Worst Trade ($): | (Sep 27) -59.00 |
Best Trade (Pips): | (Apr 26) 11.0 |
Worst Trade (Pips): | (Apr 03) -2.0 |
Avg. Trade Length: | 1m |
Profit Factor: | 1.25 |
Standard Deviation: | $86.58 |
Sharpe Ratio | 0.05 |
Z-Score (Probability): | -2.36 (-107.14%) |
Expectancy | 0.3 Pips / $6.60 |
AHPR: | 0.05% |
GHPR: | 0.05% |
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% | 0.15% | 4.61% |
Consecutive Losing Trades | 524 | 471 | 419 | 367 | 314 | 262 | 210 | 157 | 105 | 52 |
Trading Activity (1007)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.18.2013 07:48 | 01.18.2013 07:49 | EURUSD | Buy | 2.74 | 1.3 | 1.3 | 1.33941 | 1.33921 | -2.0 | -54.80 | 1m | -0.33% |
01.15.2013 07:45 | 01.15.2013 07:46 | EURUSD | Sell | 2.76 | 1.3 | 1.3 | 1.33356 | 1.33376 | -2.0 | -55.20 | 1m | -0.33% |
01.11.2013 13:16 | 01.11.2013 13:17 | EURUSD | Buy | 2.72 | 1.3 | 1.3 | 1.32832 | 1.32942 | 11.0 | 299.20 | 1m | 1.82% |
01.11.2013 12:04 | 01.11.2013 12:04 | EURUSD | Sell | 2.74 | 1.3 | 1.3 | 1.32485 | 1.32505 | -2.0 | -54.80 | 0s | -0.33% |
01.11.2013 09:41 | 01.11.2013 09:41 | EURUSD | Buy | 2.74 | 1.3 | 1.3 | 1.32791 | 1.32771 | -2.0 | -54.80 | 0s | -0.33% |
01.11.2013 08:01 | 01.11.2013 08:01 | EURUSD | Buy | 2.75 | 1.3 | 1.3 | 1.32791 | 1.32771 | -2.0 | -55.00 | 0s | -0.33% |
01.10.2013 09:58 | 01.10.2013 10:12 | EURUSD | Buy | 2.80 | 1.3 | 1.3 | 1.30956 | 1.30936 | -2.0 | -56.00 | 14m | -0.34% |
01.07.2013 15:48 | 01.07.2013 15:49 | EURUSD | Buy | 2.81 | 1.3 | 1.3 | 1.30892 | 1.30872 | -2.0 | -56.20 | 1m | -0.34% |
01.02.2013 17:24 | 01.02.2013 17:24 | EURUSD | Sell | 2.74 | 1.3 | 1.3 | 1.3172 | 1.3161 | 11.0 | 301.40 | 0s | 1.83% |
12.28.2012 09:12 | 12.28.2012 09:13 | EURUSD | Sell | 2.68 | 1.3 | 1.3 | 1.32011 | 1.31901 | 11.0 | 294.80 | 1m | 1.83% |
12.26.2012 07:02 | 12.26.2012 07:21 | EURUSD | Buy | 2.70 | 1.3 | 1.3 | 1.31893 | 1.31873 | -2.0 | -54.00 | 19m | -0.33% |
12.26.2012 07:01 | 12.26.2012 07:02 | EURUSD | Buy | 2.71 | 1.3 | 1.3 | 1.31893 | 1.31873 | -2.0 | -54.20 | 1m | -0.33% |
12.24.2012 11:10 | 12.24.2012 11:11 | EURUSD | Buy | 2.71 | 1.3 | 1.3 | 1.32313 | 1.32293 | -2.0 | -54.20 | 1m | -0.33% |
12.21.2012 01:21 | 12.21.2012 01:21 | EURUSD | Sell | 2.72 | 1.3 | 1.3 | 1.3188 | 1.319 | -2.0 | -54.40 | 0s | -0.33% |
12.18.2012 10:23 | 12.18.2012 10:24 | EURUSD | Buy | 2.73 | 1.3 | 1.3 | 1.31873 | 1.31853 | -2.0 | -54.60 | 1m | -0.33% |
12.14.2012 05:47 | 12.14.2012 05:48 | EURUSD | Buy | 2.76 | 1.3 | 1.3 | 1.31 | 1.3098 | -2.0 | -55.20 | 1m | -0.34% |
12.12.2012 09:20 | 12.12.2012 09:51 | EURUSD | Buy | 2.79 | 1.3 | 1.3 | 1.30144 | 1.30124 | -2.0 | -55.80 | 31m | -0.34% |
12.11.2012 04:29 | 12.11.2012 04:38 | EURUSD | Buy | 2.81 | 1.3 | 1.3 | 1.29516 | 1.29496 | -2.0 | -56.20 | 9m | -0.34% |
12.06.2012 01:20 | 12.06.2012 01:22 | EURUSD | Sell | 2.80 | 1.3 | 1.3 | 1.30456 | 1.30476 | -2.0 | -56.00 | 2m | -0.34% |
12.04.2012 07:42 | 12.04.2012 07:42 | EURUSD | Buy | 2.81 | 1.3 | 1.3 | 1.30756 | 1.30736 | -2.0 | -56.20 | 0s | -0.34% |
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