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Strategy Settings
+1853.88% |
0.52% | |
16.78% | |
Drawdown: | 96.98% |
Balance: | $1,953.64 |
Highest: | (Jan 05) $2,039.18 |
Profit: | $1,853.88 |
Deposits: | $100.00 |
Test Started: | Jun 17, 2010 |
Test Ended: | Jan 13, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | May 03, 2013 at 18:20 |
Trades: | 422 |
Profitability: |
|
Pips: | 2,825.0 |
Average Win: | 132.00 pips / $21.98 |
Average Loss: | -147.78 pips / -$17.28 |
Lots: | 62.71 |
Commissions: | 0 |
Longs Won: | (125/217) 57% |
Shorts Won: | (108/205) 52% |
Best Trade ($): | (Nov 29) 60.75 |
Worst Trade ($): | (Nov 04) -51.25 |
Best Trade (Pips): | (Jun 17) 132.0 |
Worst Trade (Pips): | (Jun 25) -300.0 |
Avg. Trade Length: | 3d |
Profit Factor: | 1.57 |
Standard Deviation: | $23.50 |
Sharpe Ratio | 0.14 |
Z-Score (Probability): | 12.69 (99.99%) |
Expectancy | 6.7 Pips / $4.39 |
AHPR: | 0.90% |
GHPR: | 0.71% |
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% | 0.1% | 3.87% |
Consecutive Losing Trades | 113 | 102 | 90 | 79 | 68 | 57 | 45 | 34 | 23 | 11 |
Trading Activity (422)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.13.2012 16:17 | 01.13.2012 18:57 | GBPUSD | Sell | 0.10 | 1.6 | 1.5 | 1.5253 | 1.5309 | -56.0 | -5.60 | 2h 40m | -0.29% |
01.11.2012 12:30 | 01.13.2012 18:57 | GBPUSD | Buy | 0.28 | 1.5 | 1.6 | 1.5396 | 1.5306 | -90.0 | -25.19 | 2d | -1.27% |
01.11.2012 12:36 | 01.13.2012 16:17 | GBPUSD | Sell | 0.10 | 1.6 | 1.5 | 1.5388 | 1.5256 | 132.0 | 13.12 | 2d | 0.67% |
01.05.2012 10:33 | 01.13.2012 16:15 | GBPUSD | Buy | 0.17 | 1.5 | 1.6 | 1.5566 | 1.5266 | -300.0 | -50.99 | 8d | -2.52% |
01.05.2012 12:40 | 01.11.2012 12:36 | GBPUSD | Sell | 0.10 | 1.6 | 1.5 | 1.5524 | 1.5392 | 132.0 | 13.12 | 5d | 0.65% |
01.05.2012 08:53 | 01.09.2012 00:00 | GBPUSD | Buy | 0.10 | 1.5 | 1.6 | 1.5737 | 1.5437 | -300.0 | -30.00 | 3d | -1.47% |
12.28.2011 16:29 | 01.05.2012 12:40 | GBPUSD | Sell | 0.10 | 1.6 | 1.6 | 1.5489 | 1.5527 | -38.0 | -4.01 | 7d | -0.20% |
01.03.2012 17:27 | 01.05.2012 12:40 | GBPUSD | Sell | 0.17 | 1.6 | 1.6 | 1.5659 | 1.5527 | 132.0 | 22.30 | 1d | 1.11% |
01.03.2012 08:47 | 01.05.2012 08:53 | GBPUSD | Buy | 0.10 | 1.5 | 1.6 | 1.5602 | 1.5734 | 132.0 | 13.20 | 2d | 0.66% |
12.23.2011 17:02 | 01.03.2012 08:47 | GBPUSD | Buy | 0.17 | 1.5 | 1.6 | 1.5643 | 1.5599 | -44.0 | -7.46 | 10d | -0.38% |
12.28.2011 17:41 | 01.03.2012 08:47 | GBPUSD | Buy | 0.28 | 1.5 | 1.6 | 1.5467 | 1.5599 | 132.0 | 36.98 | 5d | 1.88% |
12.23.2011 17:03 | 12.28.2011 16:29 | GBPUSD | Sell | 0.10 | 1.6 | 1.5 | 1.5624 | 1.5492 | 132.0 | 13.14 | 4d | 0.67% |
12.21.2011 09:45 | 12.28.2011 15:41 | GBPUSD | Buy | 0.10 | 1.6 | 1.6 | 1.5824 | 1.5524 | -300.0 | -29.99 | 7d | -1.50% |
12.16.2011 11:39 | 12.23.2011 17:02 | GBPUSD | Sell | 0.17 | 1.6 | 1.6 | 1.5595 | 1.5634 | -39.0 | -6.88 | 7d | -0.35% |
12.21.2011 08:33 | 12.23.2011 17:02 | GBPUSD | Sell | 0.28 | 1.6 | 1.6 | 1.5766 | 1.5634 | 132.0 | 36.72 | 2d | 1.88% |
12.20.2011 14:46 | 12.21.2011 09:45 | GBPUSD | Buy | 0.10 | 1.5 | 1.6 | 1.5689 | 1.5821 | 132.0 | 13.20 | 18h 59m | 0.68% |
12.14.2011 16:59 | 12.21.2011 01:02 | GBPUSD | Sell | 0.10 | 1.6 | 1.5 | 1.5425 | 1.5725 | -300.0 | -30.15 | 6d | -1.52% |
12.13.2011 16:41 | 12.20.2011 14:46 | GBPUSD | Buy | 0.17 | 1.5 | 1.6 | 1.5554 | 1.5686 | 132.0 | 22.45 | 6d | 1.15% |
11.29.2011 10:36 | 12.14.2011 16:59 | GBPUSD | Buy | 0.10 | 1.5 | 1.6 | 1.5724 | 1.5424 | -300.0 | -29.98 | 15d | -1.52% |
12.13.2011 16:40 | 12.14.2011 16:59 | GBPUSD | Sell | 0.10 | 1.6 | 1.5 | 1.556 | 1.5428 | 132.0 | 13.18 | 1d | 0.68% |
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