Strategy Settings
| +680.39% |
| 0.66% | |
| 21.84% | |
| Drawdown: | 27.14% |
| Balance: | $23,432.14 |
| Highest: | (Oct 31) $26,949.84 |
| Profit: | $20,432.14 |
| Deposits: | $3,000.00 |
| Test Started: | Jan 07, 2011 |
| Test Ended: | Nov 15, 2011 |
| Timeframe: | 1 Hour |
| Model Type: | n/a |
| Added: | Feb 07, 2012 at 08:30 |
| Trades: | 36 |
| Profitability: |
|
| Pips: | 639.0 |
| Average Win: | 34.73 pips / $1,373.00 |
| Average Loss: | -26.40 pips / -$1,526.58 |
| Lots: | 155.18 |
| Commissions: | 0 |
| Longs Won: | (13/15) 86% |
| Shorts Won: | (13/21) 61% |
| Best Trade ($): | (Oct 31) 13,406.49 |
| Worst Trade ($): | (Oct 30) -3,685.06 |
| Best Trade (Pips): | (Sep 22) 365.0 |
| Worst Trade (Pips): | (Feb 04) -33.0 |
| Avg. Trade Length: | 17m |
| Profit Factor: | 2.34 |
| Standard Deviation: | $3,257.64 |
| Sharpe Ratio | 0.25 |
| Z-Score (Probability): | 0.02 (1.59%) |
| Expectancy | 17.8 Pips / $567.56 |
| AHPR: | 10.87% |
| GHPR: | 5.88% |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | 0.47% | 2.36% | 6.07% | 11.85% | 19.92% | 30.45% | 43.59% | 59.49% | 78.25% |
| Consecutive Losing Trades | 15 | 14 | 12 | 11 | 9 | 8 | 6 | 5 | 3 | 2 |
Trading Activity (36)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.15.2011 02:44 | 11.15.2011 02:44 | USDJPY | Buy | 10.59 | 77.4 | - | 77.35 | 77.35 | 0.0 | 0.00 | 0s | 0.00% |
| 11.01.2011 00:14 | 11.01.2011 00:15 | USDJPY | Sell | 11.23 | 78.7 | - | 78.7 | 78.7 | 0.0 | 0.00 | 1m | 0.00% |
| 11.01.2011 00:14 | 11.01.2011 00:14 | USDJPY | Buy | 11.71 | 78.8 | - | 78.77 | 78.77 | 0.0 | 0.00 | 0s | 0.00% |
| 10.31.2011 01:58 | 10.31.2011 01:59 | USDJPY | Buy | 13.47 | 78.4 | - | 78.35 | 78.35 | 0.0 | 0.00 | 1m | 0.00% |
| 10.31.2011 01:58 | 10.31.2011 01:58 | USDJPY | Sell | 8.37 | 78.5 | - | 78.14 | 78.47 | -33.0 | -3,517.70 | 0s | -13.05% |
| 10.31.2011 01:28 | 10.31.2011 01:57 | USDJPY | Buy | 8.43 | 78.6 | - | 77.35 | 78.6 | 125.0 | 13,406.49 | 29m | 98.99% |
| 10.31.2011 01:29 | 10.31.2011 01:29 | USDJPY | Sell | 7.87 | 77.9 | - | 77.54 | 77.87 | -33.0 | -3,335.17 | 0s | -19.76% |
| 10.31.2011 01:25 | 10.31.2011 01:26 | USDJPY | Buy | 8.43 | 77.2 | - | 77.16 | 77.16 | 0.0 | 0.00 | 1m | 0.00% |
| 10.31.2011 01:26 | 10.31.2011 01:26 | USDJPY | Buy | 8.43 | 77.5 | - | 77.48 | 77.48 | 0.0 | 0.00 | 0s | 0.00% |
| 10.31.2011 01:25 | 10.31.2011 01:25 | USDJPY | Buy | 2.71 | 76.9 | - | 75.9 | 76.93 | 103.0 | 3,628.36 | 0s | 27.38% |
| 10.31.2011 01:25 | 10.31.2011 01:25 | USDJPY | Sell | 6.62 | 76.8 | - | 76.79 | 76.79 | 0.0 | 0.00 | 0s | 0.00% |
| 10.30.2011 19:02 | 10.30.2011 21:44 | USDJPY | Sell | 8.46 | 75.8 | - | 75.43 | 75.76 | -33.0 | -3,685.06 | 2h 42m | -21.76% |
| 09.22.2011 15:09 | 09.22.2011 17:33 | USDJPY | Sell | 2.41 | 76.5 | - | 80.11 | 76.46 | 365.0 | 11,504.71 | 2h 24m | 211.85% |
| 03.30.2011 22:27 | 03.31.2011 00:13 | USDJPY | Buy | 3.38 | 83.1 | - | 83.1 | 83.1 | 0.0 | -1.25 | 1h 46m | -0.02% |
| 03.30.2011 22:23 | 03.30.2011 23:00 | USDJPY | Sell | 3.38 | 83.2 | - | 82.86 | 83.19 | -33.0 | -1,340.79 | 37m | -19.80% |
| 03.20.2011 23:00 | 03.21.2011 00:05 | USDJPY | Buy | 3.83 | 80.8 | - | 80.82 | 80.82 | 0.0 | -0.47 | 1h 5m | -0.01% |
| 03.18.2011 00:07 | 03.18.2011 00:08 | USDJPY | Sell | 2.19 | 80.7 | - | 80.38 | 80.71 | -33.0 | -895.43 | 1m | -11.68% |
| 03.18.2011 00:01 | 03.18.2011 00:07 | USDJPY | Buy | 2.19 | 80.6 | - | 79.4 | 80.61 | 121.0 | 3,287.31 | 6m | 75.03% |
| 03.16.2011 21:30 | 03.16.2011 21:31 | USDJPY | Sell | 2.19 | 77.2 | - | 77.2 | 77.2 | 0.0 | 0.00 | 1m | 0.00% |
| 03.16.2011 21:28 | 03.16.2011 21:30 | USDJPY | Buy | 2.19 | 77.5 | - | 77.46 | 77.46 | 0.0 | 0.00 | 2m | 0.00% |
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