Strategy Settings
| +317.97% |
| 0.4% | |
| 12.81% | |
| Drawdown: | 13.59% |
| Balance: | $41,796.50 |
| Highest: | (Dec 24) $41,796.50 |
| Profit: | $31,796.50 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 02, 2013 |
| Test Ended: | Dec 24, 2013 |
| Timeframe: | 1 Day |
| Model Type: | Every Tick |
| Added: | Jun 14, 2014 at 23:14 |
| Trades: | 320 |
| Profitability: |
|
| Pips: | 765.0 |
| Average Win: | 7.99 pips / $324.53 |
| Average Loss: | -5.00 pips / -$197.60 |
| Lots: | 1,261.74 |
| Commissions: | 0 |
| Longs Won: | (99/165) 60% |
| Shorts Won: | (83/155) 53% |
| Best Trade ($): | (Oct 22) 2,930.00 |
| Worst Trade ($): | (Dec 17) -386.50 |
| Best Trade (Pips): | (Sep 18) 55.0 |
| Worst Trade (Pips): | (Jan 10) -5.0 |
| Avg. Trade Length: | 8m |
| Profit Factor: | 2.17 |
| Standard Deviation: | $444.22 |
| Sharpe Ratio | 0.24 |
| Z-Score (Probability): | -0.28 (-22.06%) |
| Expectancy | 2.4 Pips / $99.36 |
| AHPR: | 0.47% |
| GHPR: | 0.45% |
| 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% | 1.21% |
| Consecutive Losing Trades | 212 | 190 | 169 | 148 | 127 | 106 | 85 | 63 | 42 | 21 |
Trading Activity (320)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.24.2013 16:03 | 12.24.2013 16:37 | EURUSD | Sell | 8.27 | 1.4 | 0.9 | 1.3666 | 1.3661 | 5.0 | 413.50 | 34m | 1.00% |
| 12.20.2013 17:34 | 12.20.2013 17:41 | EURUSD | Buy | 8.03 | 1.4 | 1.9 | 1.36942 | 1.36992 | 5.0 | 401.50 | 7m | 0.98% |
| 12.20.2013 02:14 | 12.20.2013 03:10 | EURUSD | Sell | 8.03 | 1.4 | 0.9 | 1.36487 | 1.36387 | 10.0 | 803.00 | 56m | 2.00% |
| 12.19.2013 00:33 | 12.19.2013 01:28 | EURUSD | Sell | 8.03 | 1.4 | 0.9 | 1.36738 | 1.36738 | 0.0 | 0.00 | 55m | 0.00% |
| 12.18.2013 22:46 | 12.18.2013 22:51 | EURUSD | Sell | 7.43 | 1.4 | 0.9 | 1.36935 | 1.36835 | 10.0 | 743.00 | 5m | 1.88% |
| 12.18.2013 21:35 | 12.18.2013 21:36 | EURUSD | Buy | 7.58 | 1.4 | 1.9 | 1.38109 | 1.38059 | -5.0 | -379.00 | 1m | -0.96% |
| 12.18.2013 21:35 | 12.18.2013 21:36 | EURUSD | Buy | 7.73 | 1.4 | 1.9 | 1.37988 | 1.38038 | 5.0 | 386.50 | 1m | 0.99% |
| 12.18.2013 21:35 | 12.18.2013 21:36 | EURUSD | Buy | 7.50 | 1.4 | 1.9 | 1.38035 | 1.38035 | 0.0 | 0.00 | 1m | 0.00% |
| 12.18.2013 21:00 | 12.18.2013 21:00 | EURUSD | Buy | 7.65 | 1.4 | 1.9 | 1.37825 | 1.37875 | 5.0 | 382.50 | 0s | 1.00% |
| 12.18.2013 21:00 | 12.18.2013 21:00 | EURUSD | Sell | 7.65 | 1.4 | 0.9 | 1.37224 | 1.37124 | 10.0 | 765.00 | 0s | 1.98% |
| 12.17.2013 17:28 | 12.17.2013 17:29 | EURUSD | Sell | 7.73 | 1.4 | 0.9 | 1.37277 | 1.37327 | -5.0 | -386.50 | 1m | -1.00% |
| 12.13.2013 12:10 | 12.13.2013 12:22 | EURUSD | Sell | 7.65 | 1.4 | 0.9 | 1.37336 | 1.37286 | 5.0 | 382.50 | 12m | 1.00% |
| 12.13.2013 12:10 | 12.13.2013 12:20 | EURUSD | Sell | 7.50 | 1.4 | 0.9 | 1.37368 | 1.37268 | 10.0 | 750.00 | 10m | 2.00% |
| 12.12.2013 20:02 | 12.12.2013 20:12 | EURUSD | Sell | 7.58 | 1.4 | 0.9 | 1.37398 | 1.37448 | -5.0 | -379.00 | 10m | -1.00% |
| 12.11.2013 16:19 | 12.11.2013 16:20 | EURUSD | Buy | 7.65 | 1.4 | 1.9 | 1.3795 | 1.379 | -5.0 | -382.50 | 1m | -1.00% |
| 12.10.2013 04:07 | 12.10.2013 04:11 | EURUSD | Buy | 7.43 | 1.4 | 1.9 | 1.37457 | 1.37607 | 15.0 | 1,114.50 | 4m | 3.00% |
| 12.06.2013 13:31 | 12.06.2013 13:37 | EURUSD | Buy | 7.51 | 1.4 | 1.9 | 1.36775 | 1.36725 | -5.0 | -375.50 | 6m | -1.00% |
| 12.05.2013 08:27 | 12.05.2013 08:27 | EURUSD | Buy | 7.51 | 1.4 | 1.9 | 1.3616 | 1.3626 | 10.0 | 751.00 | 0s | 2.04% |
| 12.05.2013 06:37 | 12.05.2013 06:38 | EURUSD | Buy | 7.43 | 1.4 | 1.9 | 1.36057 | 1.36057 | 0.0 | 0.00 | 1m | 0.00% |
| 12.05.2013 06:37 | 12.05.2013 06:38 | EURUSD | Buy | 7.43 | 1.4 | 1.9 | 1.36139 | 1.36089 | -5.0 | -371.50 | 1m | -1.00% |
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