Strategy Settings
| +6295.92% |
| 0.14% | |
| 4.19% | |
| Drawdown: | 13.52% |
| Balance: | $19,189.66 |
| Highest: | (Apr 27) $19,207.58 |
| Profit: | $18,889.66 |
| Deposits: | $300.00 |
| Test Started: | Jan 01, 2003 |
| Test Ended: | Apr 27, 2011 |
| Timeframe: | 5 Minutes |
| Model Type: | n/a |
| Added: | May 28, 2011 at 15:47 |
| Trades: | 14,054 |
| Profitability: |
|
| Pips: | 188,263.4 |
| Average Win: | 115.07 pips / $11.51 |
| Average Loss: | -118.38 pips / -$11.83 |
| Lots: | 1,405.40 |
| Commissions: | 0 |
| Longs Won: | (5,442/9,265) 58% |
| Shorts Won: | (2,491/4,789) 52% |
| Best Trade ($): | (Apr 01) 28.47 |
| Worst Trade ($): | (Jan 12) -17.75 |
| Best Trade (Pips): | (Jul 31) 281.5 |
| Worst Trade (Pips): | (Mar 24) -175.5 |
| Avg. Trade Length: | 2d |
| Profit Factor: | 1.26 |
| Standard Deviation: | $12.98 |
| Sharpe Ratio | 0.03 |
| Z-Score (Probability): | -22.68 (99.99%) |
| Expectancy | 13.4 Pips / $1.34 |
| AHPR: | 0.04% |
| GHPR: | 0.03% |
| 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 | 1623 | 1461 | 1299 | 1136 | 974 | 812 | 649 | 487 | 325 | 162 |
Trading Activity (14054)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 04.26.2011 09:30 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.6 | 1.7 | 1.6468 | 1.6571 | 103.0 | 10.31 | 1d | 0.05% |
| 04.27.2011 01:45 | 04.27.2011 16:29 | GBPUSD | Sell | 0.10 | 1.7 | 1.6 | 1.6515 | 1.6574 | -59.0 | -5.90 | 14h 44m | -0.03% |
| 04.22.2011 20:30 | 04.27.2011 16:29 | GBPUSD | Sell | 0.10 | 1.7 | 1.6 | 1.6516 | 1.6574 | -58.0 | -5.83 | 4d | -0.03% |
| 04.22.2011 01:15 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.6 | 1.7 | 1.6518 | 1.6571 | 53.0 | 5.33 | 5d | 0.03% |
| 04.25.2011 09:00 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.6 | 1.7 | 1.6506 | 1.6571 | 65.0 | 6.52 | 2d | 0.03% |
| 04.25.2011 02:40 | 04.27.2011 16:29 | GBPUSD | Sell | 0.10 | 1.7 | 1.6 | 1.653 | 1.6574 | -44.0 | -4.42 | 2d | -0.02% |
| 04.26.2011 03:25 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.7 | 1.7 | 1.6477 | 1.6571 | 94.0 | 9.41 | 1d | 0.05% |
| 04.27.2011 03:15 | 04.27.2011 16:29 | GBPUSD | Sell | 0.10 | 1.7 | 1.6 | 1.6512 | 1.6574 | -62.0 | -6.20 | 13h 14m | -0.03% |
| 04.22.2011 04:30 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.7 | 1.7 | 1.6509 | 1.6571 | 62.0 | 6.23 | 5d | 0.03% |
| 04.26.2011 20:20 | 04.27.2011 16:29 | GBPUSD | Sell | 0.10 | 1.7 | 1.6 | 1.6487 | 1.6574 | -87.0 | -8.71 | 20h 9m | -0.05% |
| 04.25.2011 20:10 | 04.27.2011 16:29 | GBPUSD | Sell | 0.10 | 1.7 | 1.6 | 1.649 | 1.6574 | -84.0 | -8.42 | 1d | -0.04% |
| 04.27.2011 16:00 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.6 | 1.7 | 1.6567 | 1.6571 | 4.0 | 0.40 | 29m | 0.00% |
| 04.26.2011 10:30 | 04.27.2011 16:29 | GBPUSD | Sell | 0.10 | 1.7 | 1.6 | 1.6487 | 1.6574 | -87.0 | -8.71 | 1d | -0.05% |
| 04.22.2011 13:45 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.6 | 1.7 | 1.6516 | 1.6571 | 55.0 | 5.53 | 5d | 0.03% |
| 04.27.2011 11:50 | 04.27.2011 16:29 | GBPUSD | Sell | 0.10 | 1.7 | 1.6 | 1.6555 | 1.6574 | -19.0 | -1.90 | 4h 39m | -0.01% |
| 04.21.2011 10:55 | 04.27.2011 16:29 | GBPUSD | Sell | 0.10 | 1.7 | 1.6 | 1.6509 | 1.6574 | -65.0 | -6.54 | 6d | -0.03% |
| 04.27.2011 10:40 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.7 | 1.7 | 1.6449 | 1.6571 | 122.0 | 12.20 | 5h 49m | 0.06% |
| 04.25.2011 04:10 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.6 | 1.7 | 1.6512 | 1.6571 | 59.0 | 5.92 | 2d | 0.03% |
| 04.26.2011 03:10 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.6 | 1.7 | 1.6491 | 1.6571 | 80.0 | 8.01 | 1d | 0.04% |
| 04.27.2011 12:00 | 04.27.2011 16:29 | GBPUSD | Buy | 0.10 | 1.6 | 1.7 | 1.6566 | 1.6571 | 5.0 | 0.50 | 4h 29m | 0.00% |
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