Strategy Settings
| +1610.46% |
| 0.26% | |
| 8.14% | |
| Drawdown: | 44.77% |
| Balance: | $171,045.91 |
| Highest: | (Dec 30) $172,399.25 |
| Profit: | $161,045.89 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 05, 2009 |
| Test Ended: | Dec 30, 2011 |
| Timeframe: | 1 Hour |
| Model Type: | n/a |
| Added: | Aug 26, 2012 at 17:18 |
| Trades: | 598 |
| Profitability: |
|
| Pips: | 1,985.1 |
| Average Win: | 13.63 pips / $1,370.33 |
| Average Loss: | -17.04 pips / -$1,905.34 |
| Lots: | 8,184.97 |
| Commissions: | 0 |
| Longs Won: | (213/301) 70% |
| Shorts Won: | (184/297) 61% |
| Best Trade ($): | (Nov 27) 8,979.88 |
| Worst Trade ($): | (Dec 03) -14,714.84 |
| Best Trade (Pips): | (Nov 27) 97.8 |
| Worst Trade (Pips): | (Aug 09) -102.5 |
| Avg. Trade Length: | 2h 37m |
| Profit Factor: | 1.42 |
| Standard Deviation: | $2,249.84 |
| Sharpe Ratio | 0.17 |
| Z-Score (Probability): | 0.15 (11.92%) |
| Expectancy | 3.3 Pips / $269.31 |
| AHPR: | 0.53% |
| GHPR: | 0.48% |
| 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% | 0.16% | 1.77% | 14.89% |
| Consecutive Losing Trades | 90 | 81 | 72 | 63 | 54 | 45 | 36 | 27 | 18 | 9 |
Trading Activity (598)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.30.2011 18:53 | 12.30.2011 20:12 | AUDCAD | Sell | 34.48 | 1.1 | - | 1.04128 | 1.04177 | -4.9 | -1,353.34 | 1h 19m | -0.79% |
| 12.30.2011 03:49 | 12.30.2011 05:17 | AUDCAD | Sell | 34.04 | 1.0 | - | 1.03632 | 1.03552 | 8.0 | 2,181.35 | 1h 28m | 1.28% |
| 12.28.2011 18:30 | 12.28.2011 19:00 | AUDCAD | Buy | 33.26 | 1.0 | - | 1.03136 | 1.03283 | 14.7 | 3,917.30 | 30m | 2.36% |
| 12.28.2011 16:31 | 12.28.2011 17:03 | AUDCAD | Buy | 32.59 | 1.0 | - | 1.03274 | 1.03402 | 12.8 | 3,342.27 | 32m | 2.05% |
| 12.26.2011 10:01 | 12.26.2011 12:05 | AUDCAD | Sell | 30.86 | 1.0 | - | 1.03909 | 1.03559 | 35.0 | 8,651.87 | 2h 4m | 5.61% |
| 12.20.2011 16:49 | 12.20.2011 19:22 | AUDCAD | Sell | 31.23 | 1.0 | - | 1.03468 | 1.03542 | -7.4 | -1,851.19 | 2h 33m | -1.19% |
| 12.14.2011 18:53 | 12.14.2011 20:45 | AUDCAD | Buy | 31.62 | 1.0 | - | 1.03154 | 1.03078 | -7.6 | -1,925.41 | 1h 52m | -1.22% |
| 12.13.2011 22:37 | 12.14.2011 00:22 | AUDCAD | Buy | 31.38 | 1.0 | - | 1.03419 | 1.03461 | 4.2 | 1,171.45 | 1h 45m | 0.75% |
| 12.13.2011 14:56 | 12.13.2011 15:08 | AUDCAD | Sell | 30.73 | 1.0 | - | 1.03958 | 1.03826 | 13.2 | 3,249.25 | 12m | 2.11% |
| 12.09.2011 18:33 | 12.09.2011 20:01 | AUDCAD | Sell | 30.32 | 1.0 | - | 1.03986 | 1.03902 | 8.4 | 2,040.12 | 1h 28m | 1.35% |
| 12.09.2011 09:28 | 12.09.2011 11:18 | AUDCAD | Buy | 30.72 | 1.0 | - | 1.0338 | 1.033 | -8.0 | -1,969.06 | 1h 50m | -1.28% |
| 12.09.2011 06:44 | 12.09.2011 07:12 | AUDCAD | Buy | 29.42 | 1.0 | - | 1.03396 | 1.03671 | 27.5 | 6,482.20 | 28m | 4.41% |
| 12.08.2011 16:30 | 12.08.2011 17:03 | AUDCAD | Sell | 28.76 | 1.1 | - | 1.0408 | 1.03937 | 14.3 | 3,294.36 | 33m | 2.29% |
| 12.06.2011 06:30 | 12.06.2011 09:18 | AUDCAD | Buy | 29.98 | 1.0 | - | 1.04029 | 1.03775 | -25.4 | -6,101.16 | 2h 48m | -4.07% |
| 11.30.2011 23:49 | 12.01.2011 00:10 | AUDCAD | Sell | 29.18 | 1.1 | - | 1.04903 | 1.04702 | 20.1 | 4,025.84 | 21m | 2.76% |
| 11.30.2011 16:05 | 11.30.2011 20:17 | AUDCAD | Sell | 27.60 | 1.1 | - | 1.04715 | 1.04357 | 35.8 | 7,914.77 | 4h 12m | 5.74% |
| 11.29.2011 13:15 | 11.29.2011 14:27 | AUDCAD | Sell | 26.73 | 1.0 | - | 1.0336 | 1.03157 | 20.3 | 4,346.52 | 1h 12m | 3.25% |
| 11.28.2011 03:02 | 11.28.2011 06:21 | AUDCAD | Sell | 27.47 | 1.0 | - | 1.02325 | 1.02493 | -16.8 | -3,696.70 | 3h 19m | -2.69% |
| 11.25.2011 18:55 | 11.25.2011 20:16 | AUDCAD | Sell | 27.25 | 1.0 | - | 1.02077 | 1.02027 | 5.0 | 1,091.40 | 1h 21m | 0.80% |
| 11.22.2011 19:22 | 11.22.2011 20:00 | AUDCAD | Buy | 26.63 | 1.0 | - | 1.01828 | 1.01972 | 14.4 | 3,072.42 | 38m | 2.31% |
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