Strategy Settings
| +206466.85% |
| 0.49% | |
| 15.93% | |
| Drawdown: | 24.72% |
| Balance: | $20,656,684.78 |
| Highest: | (Mar 21) $20,698,684.78 |
| Profit: | $20,646,684.78 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 02, 2008 |
| Test Ended: | Mar 30, 2012 |
| Timeframe: | 1 Hour |
| Model Type: | Every Tick |
| Added: | Jun 14, 2014 at 00:44 |
| Trades: | 1,476 |
| Profitability: |
|
| Pips: | 3,221.8 |
| Average Win: | 4.64 pips / $30,007.12 |
| Average Loss: | -15.59 pips / -$102,081.30 |
| Lots: | 975,043.20 |
| Commissions: | 0 |
| Longs Won: | (670/762) 87% |
| Shorts Won: | (627/714) 87% |
| Best Trade ($): | (Sep 15) 260,000.00 |
| Worst Trade ($): | (Jan 13) -304,000.00 |
| Best Trade (Pips): | (Jan 14) 26.0 |
| Worst Trade (Pips): | (Jan 13) -30.4 |
| Avg. Trade Length: | 6m |
| Profit Factor: | 2.13 |
| Standard Deviation: | $80,468.17 |
| Sharpe Ratio | 0.19 |
| Z-Score (Probability): | -1.97 (-98.07%) |
| Expectancy | 2.2 Pips / $13,988.27 |
| AHPR: | 0.56% |
| GHPR: | 0.52% |
| 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% | <0.01% | <0.01% |
| Consecutive Losing Trades | 202 | 182 | 162 | 142 | 121 | 101 | 81 | 61 | 40 | 20 |
Trading Activity (1476)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.30.2012 06:50 | 03.30.2012 06:51 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.33727 | 1.33745 | 1.8 | 18,000.00 | 1m | 0.09% |
| 03.30.2012 00:54 | 03.30.2012 00:56 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.33451 | 1.33469 | 1.8 | 18,000.00 | 2m | 0.09% |
| 03.29.2012 09:45 | 03.29.2012 09:50 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.32772 | 1.32754 | 1.8 | 18,000.00 | 5m | 0.09% |
| 03.28.2012 12:56 | 03.28.2012 13:16 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.33121 | 1.33103 | 1.8 | 18,000.00 | 20m | 0.09% |
| 03.27.2012 09:09 | 03.27.2012 09:36 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.33674 | 1.33692 | 1.8 | 18,000.00 | 27m | 0.09% |
| 03.26.2012 12:20 | 03.26.2012 12:20 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.3293 | 1.32948 | 1.8 | 18,000.00 | 0s | 0.09% |
| 03.23.2012 09:07 | 03.23.2012 09:08 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.3291 | 1.32928 | 1.8 | 18,000.00 | 1m | 0.09% |
| 03.23.2012 09:07 | 03.23.2012 09:07 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32845 | 1.32863 | 1.8 | 18,000.00 | 0s | 0.09% |
| 03.22.2012 08:28 | 03.22.2012 08:28 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.31785 | 1.31767 | 1.8 | 18,000.00 | 0s | 0.09% |
| 03.21.2012 08:34 | 03.21.2012 09:30 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32828 | 1.32624 | -20.4 | -204,000.00 | 56m | -0.99% |
| 03.21.2012 00:49 | 03.21.2012 00:50 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32648 | 1.32666 | 1.8 | 18,000.00 | 1m | 0.09% |
| 03.19.2012 14:44 | 03.19.2012 15:18 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.31869 | 1.32129 | 26.0 | 260,000.00 | 34m | 1.27% |
| 03.19.2012 14:44 | 03.19.2012 14:45 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.31911 | 1.31929 | 1.8 | 18,000.00 | 1m | 0.09% |
| 03.16.2012 12:32 | 03.16.2012 12:33 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.31192 | 1.3121 | 1.8 | 18,000.00 | 1m | 0.09% |
| 03.14.2012 15:04 | 03.14.2012 15:05 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.30307 | 1.30289 | 1.8 | 18,000.00 | 1m | 0.09% |
| 03.13.2012 12:42 | 03.13.2012 13:03 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.30788 | 1.30528 | 26.0 | 260,000.00 | 21m | 1.29% |
| 03.12.2012 01:07 | 03.12.2012 01:07 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.30959 | 1.30941 | 1.8 | 18,000.00 | 0s | 0.09% |
| 03.08.2012 11:53 | 03.08.2012 11:53 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.32405 | 1.32423 | 1.8 | 18,000.00 | 0s | 0.09% |
| 03.07.2012 16:40 | 03.07.2012 17:15 | EURUSD | Buy | 1000.00 | 1.3 | 1.3 | 1.31636 | 1.31433 | -20.3 | -203,000.00 | 35m | -1.00% |
| 03.07.2012 14:38 | 03.07.2012 14:39 | EURUSD | Sell | 1000.00 | 1.3 | 1.3 | 1.31029 | 1.31011 | 1.8 | 18,000.00 | 1m | 0.09% |
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