Strategy Settings
| +8.66% |
| 0.02% | |
| 0.7% | |
| Drawdown: | 17.33% |
| Balance: | $10,866.02 |
| Highest: | (Nov 12) $11,618.20 |
| Profit: | $866.02 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 04, 2010 |
| Test Ended: | Dec 29, 2010 |
| Timeframe: | 1 Hour |
| Model Type: | Every Tick |
| Added: | Jan 05, 2011 at 12:14 |
| Trades: | 354 |
| Profitability: |
|
| Pips: | 7.0 |
| Average Win: | 27.91 pips / $41.37 |
| Average Loss: | -52.37 pips / -$70.65 |
| Lots: | 52.60 |
| Commissions: | 0 |
| Longs Won: | (137/222) 61% |
| Shorts Won: | (94/132) 71% |
| Best Trade ($): | (Jan 19) 360.00 |
| Worst Trade ($): | (Nov 16) -142.00 |
| Best Trade (Pips): | (May 19) 141.0 |
| Worst Trade (Pips): | (Oct 21) -128.0 |
| Avg. Trade Length: | 12h 46m |
| Profit Factor: | 1.10 |
| Standard Deviation: | $73.72 |
| Sharpe Ratio | 0.03 |
| Z-Score (Probability): | -8.69 (99.99%) |
| Expectancy | 0.0 Pips / $2.45 |
| AHPR: | 0.03% |
| GHPR: | 0.02% |
| 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% | 0.12% | 0.69% | 3.09% | 11.37% | 35.82% |
| Consecutive Losing Trades | 154 | 138 | 123 | 108 | 92 | 77 | 62 | 46 | 31 | 15 |
Trading Activity (354)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.29.2010 18:03 | 12.29.2010 23:59 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3204 | 1.322 | 16.0 | 16.00 | 5h 56m | 0.15% |
| 12.29.2010 18:03 | 12.29.2010 19:23 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3204 | 1.3205 | 1.0 | 1.00 | 1h 20m | 0.01% |
| 12.28.2010 16:00 | 12.29.2010 02:00 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3133 | 1.3132 | 1.0 | 1.52 | 10h 0m | 0.01% |
| 12.28.2010 16:00 | 12.28.2010 17:35 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3133 | 1.3132 | 1.0 | 1.00 | 1h 35m | 0.01% |
| 12.28.2010 11:39 | 12.28.2010 14:29 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3268 | 1.3191 | -77.0 | -77.00 | 2h 50m | -0.70% |
| 12.28.2010 11:39 | 12.28.2010 14:29 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3268 | 1.3191 | -77.0 | -77.00 | 2h 50m | -0.70% |
| 12.23.2010 13:14 | 12.23.2010 16:20 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.307 | 1.3131 | -61.0 | -122.00 | 3h 6m | -1.10% |
| 12.23.2010 13:14 | 12.23.2010 16:20 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.307 | 1.3131 | -61.0 | -122.00 | 3h 6m | -1.08% |
| 12.21.2010 17:32 | 12.22.2010 00:49 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.3109 | 1.3108 | 1.0 | 3.04 | 7h 17m | 0.03% |
| 12.21.2010 17:32 | 12.22.2010 00:49 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.3109 | 1.3108 | 1.0 | 3.04 | 7h 17m | 0.03% |
| 12.17.2010 14:17 | 12.17.2010 20:56 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3225 | 1.318 | 45.0 | 45.00 | 6h 39m | 0.40% |
| 12.17.2010 14:17 | 12.17.2010 16:18 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3225 | 1.3135 | 90.0 | 90.00 | 2h 1m | 0.81% |
| 12.13.2010 11:10 | 12.13.2010 15:02 | EURUSD | Buy | 0.20 | 1.3 | 1.3 | 1.3236 | 1.3329 | 93.0 | 186.00 | 3h 52m | 1.70% |
| 12.13.2010 11:10 | 12.13.2010 15:01 | EURUSD | Buy | 0.20 | 1.3 | 1.3 | 1.3236 | 1.3326 | 90.0 | 180.00 | 3h 51m | 1.68% |
| 12.09.2010 10:05 | 12.10.2010 05:50 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3202 | 1.325 | -48.0 | -47.48 | 19h 45m | -0.44% |
| 12.09.2010 10:05 | 12.09.2010 16:38 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3202 | 1.3201 | 1.0 | 1.00 | 6h 33m | 0.01% |
| 12.07.2010 09:50 | 12.07.2010 17:48 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.338 | 1.33 | -80.0 | -80.00 | 7h 58m | -0.74% |
| 12.07.2010 09:50 | 12.07.2010 17:48 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.338 | 1.33 | -80.0 | -80.00 | 7h 58m | -0.73% |
| 12.03.2010 13:40 | 12.06.2010 02:03 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3296 | 1.3353 | 57.0 | 56.22 | 2d | 0.52% |
| 12.03.2010 13:40 | 12.03.2010 15:23 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.3296 | 1.3327 | 31.0 | 31.00 | 1h 43m | 0.29% |
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