Strategy Settings
| +276.25% |
| 0.03% | |
| 0.91% | |
| Drawdown: | 24.86% |
| Balance: | $37,627.78 |
| Highest: | (Nov 09) $37,886.32 |
| Profit: | $27,624.52 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 06, 1999 |
| Test Ended: | Dec 31, 2010 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Dec 22, 2011 at 13:56 |
| Trades: | 5,749 |
| Profitability: |
|
| Pips: | 28,341.9 |
| Average Win: | 56.89 pips / $56.94 |
| Average Loss: | -27.21 pips / -$27.44 |
| Lots: | 579.00 |
| Commissions: | 0 |
| Longs Won: | (1,152/2,927) 39% |
| Shorts Won: | (1,045/2,822) 37% |
| Best Trade ($): | (Dec 18) 624.71 |
| Worst Trade ($): | (Mar 09) -190.00 |
| Best Trade (Pips): | (Dec 18) 625.0 |
| Worst Trade (Pips): | (Mar 27) -177.6 |
| Avg. Trade Length: | 15h 24m |
| Profit Factor: | 1.28 |
| Standard Deviation: | $52.31 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -33.86 (99.99%) |
| Expectancy | 4.9 Pips / $4.81 |
| AHPR: | 0.02% |
| GHPR: | 0.02% |
| 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 | 1372 | 1235 | 1097 | 960 | 823 | 686 | 549 | 412 | 274 | 137 |
Trading Activity (5749)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.31.2010 09:00 | 12.31.2010 10:45 | EURUSD | Buy | 0.10 | - | - | 1.33755 | 1.33311 | -44.4 | -44.40 | 1h 45m | -0.12% |
| 12.31.2010 09:15 | 12.31.2010 10:30 | EURUSD | Buy | 0.10 | - | - | 1.33548 | 1.33379 | -16.9 | -16.90 | 1h 15m | -0.04% |
| 12.31.2010 09:30 | 12.31.2010 09:45 | EURUSD | Buy | 0.10 | - | - | 1.33649 | 1.33503 | -14.6 | -14.60 | 15m | -0.04% |
| 12.31.2010 08:30 | 12.31.2010 08:45 | EURUSD | Buy | 0.10 | - | - | 1.33635 | 1.3338 | -25.5 | -25.50 | 15m | -0.07% |
| 12.29.2010 19:15 | 12.29.2010 21:30 | EURUSD | Buy | 0.10 | - | - | 1.31825 | 1.32084 | 25.9 | 25.90 | 2h 15m | 0.07% |
| 12.29.2010 19:30 | 12.29.2010 20:30 | EURUSD | Buy | 0.10 | - | - | 1.3184 | 1.32346 | 50.6 | 50.60 | 1h 0m | 0.13% |
| 12.28.2010 15:15 | 12.28.2010 17:00 | EURUSD | Sell | 0.20 | - | - | 1.31945 | 1.31432 | 51.3 | 102.60 | 1h 45m | 0.27% |
| 12.28.2010 15:30 | 12.28.2010 17:00 | EURUSD | Sell | 0.10 | - | - | 1.32055 | 1.31432 | 62.3 | 62.30 | 1h 30m | 0.17% |
| 12.28.2010 15:45 | 12.28.2010 16:45 | EURUSD | Sell | 0.10 | - | - | 1.32054 | 1.31711 | 34.3 | 34.30 | 1h 0m | 0.09% |
| 12.28.2010 02:45 | 12.28.2010 15:15 | EURUSD | Buy | 0.10 | - | - | 1.32421 | 1.31945 | -47.6 | -47.60 | 12h 30m | -0.13% |
| 12.28.2010 02:30 | 12.28.2010 15:15 | EURUSD | Buy | 0.10 | - | - | 1.32326 | 1.31945 | -38.1 | -38.10 | 12h 45m | -0.10% |
| 12.28.2010 03:00 | 12.28.2010 15:00 | EURUSD | Buy | 0.10 | - | - | 1.32347 | 1.32211 | -13.6 | -13.60 | 12h 0m | -0.04% |
| 12.28.2010 03:15 | 12.28.2010 09:30 | EURUSD | Buy | 0.10 | - | - | 1.32334 | 1.32143 | -19.1 | -19.10 | 6h 15m | -0.05% |
| 12.27.2010 09:00 | 12.27.2010 15:00 | EURUSD | Buy | 0.10 | - | - | 1.31599 | 1.31381 | -21.8 | -21.80 | 6h 0m | -0.06% |
| 12.27.2010 02:00 | 12.27.2010 02:30 | EURUSD | Sell | 0.10 | - | - | 1.30787 | 1.30981 | -19.4 | -19.40 | 30m | -0.05% |
| 12.23.2010 18:30 | 12.23.2010 18:45 | EURUSD | Buy | 0.10 | - | - | 1.31182 | 1.30929 | -25.3 | -25.30 | 15m | -0.07% |
| 12.23.2010 11:15 | 12.23.2010 15:15 | EURUSD | Sell | 0.10 | - | - | 1.31054 | 1.30648 | 40.6 | 40.60 | 4h 0m | 0.11% |
| 12.23.2010 11:00 | 12.23.2010 15:15 | EURUSD | Sell | 0.10 | - | - | 1.31025 | 1.30648 | 37.7 | 37.70 | 4h 15m | 0.10% |
| 12.23.2010 10:45 | 12.23.2010 15:15 | EURUSD | Sell | 0.10 | - | - | 1.31012 | 1.30648 | 36.4 | 36.40 | 4h 30m | 0.10% |
| 12.23.2010 10:30 | 12.23.2010 15:15 | EURUSD | Sell | 0.10 | - | - | 1.31056 | 1.30648 | 40.8 | 40.80 | 4h 45m | 0.11% |
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