+851.62% |
0.12% | |
3.81% | |
Drawdown: | 39.21% |
Balance: | $9,516.22 |
Highest: | (Mar 30) $9,555.53 |
Profit: | $8,516.18 |
Deposits: | $1,000.00 |
Test Started: | Jun 09, 2011 |
Test Ended: | May 20, 2016 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jun 17, 2016 at 03:03 |
Trades: | 897 |
Profitability: | |
Pips: | 10,255.6 |
Average Win: | 48.35 pips / $37.41 |
Average Loss: | -32.61 pips / -$23.82 |
Lots: | 70.37 |
Commissions: | 0 |
Longs Won: | (199/421) 47% |
Shorts Won: | (289/476) 60% |
Best Trade ($): | (Mar 30) 391.64 |
Worst Trade ($): | (Mar 10) -94.50 |
Best Trade (Pips): | (Aug 07) 135.0 |
Worst Trade (Pips): | (Jun 24) -35.0 |
Avg. Trade Length: | 19h 27m |
Profit Factor: | 1.87 |
Standard Deviation: | $48.30 |
Sharpe Ratio | 0.18 |
Z-Score (Probability): | -18.76 (99.99%) |
Expectancy | 11.4 Pips / $9.49 |
AHPR: | 0.26% |
GHPR: | 0.25% |
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 | 400 | 360 | 320 | 280 | 240 | 200 | 160 | 120 | 80 | 40 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.18.2016 21:25 | 05.20.2016 00:30 | EURUSD | Sell | 0.11 | 1.1 | 1.1 | 1.12155 | 1.12015 | 14.0 | 16.28 | 1d | 0.17% |
05.18.2016 21:15 | 05.20.2016 00:15 | EURUSD | Sell | 0.11 | 1.1 | 1.1 | 1.12176 | 1.12041 | 13.5 | 15.73 | 1d | 0.17% |
04.21.2016 15:10 | 04.22.2016 10:27 | EURUSD | Buy | 0.10 | 1.1 | 1.1 | 1.12921 | 1.12571 | -35.0 | -35.66 | 19h 17m | -0.37% |
04.21.2016 15:45 | 04.22.2016 10:27 | EURUSD | Buy | 0.10 | 1.1 | 1.1 | 1.12931 | 1.12581 | -35.0 | -35.66 | 18h 42m | -0.37% |
03.29.2016 19:45 | 03.30.2016 14:42 | EURUSD | Buy | 0.50 | 1.1 | 1.1 | 1.13029 | 1.13629 | 60.0 | 296.70 | 18h 57m | 3.20% |
03.29.2016 19:55 | 03.30.2016 14:33 | EURUSD | Buy | 0.44 | 1.1 | 1.1 | 1.13004 | 1.13604 | 60.0 | 261.10 | 18h 38m | 2.90% |
03.29.2016 19:35 | 03.30.2016 14:15 | EURUSD | Buy | 0.54 | 1.1 | 1.1 | 1.12986 | 1.13586 | 60.0 | 320.44 | 18h 40m | 3.79% |
03.29.2016 19:25 | 03.30.2016 14:15 | EURUSD | Buy | 0.66 | 1.1 | 1.1 | 1.12984 | 1.13584 | 60.0 | 391.64 | 18h 50m | 5.09% |
03.29.2016 19:30 | 03.30.2016 14:15 | EURUSD | Buy | 0.60 | 1.1 | 1.1 | 1.12979 | 1.13579 | 60.0 | 356.04 | 18h 45m | 4.40% |
03.29.2016 20:00 | 03.30.2016 14:15 | EURUSD | Buy | 0.39 | 1.1 | 1.1 | 1.12978 | 1.13578 | 60.0 | 231.43 | 18h 15m | 2.64% |
03.16.2016 20:05 | 03.17.2016 08:39 | EURUSD | Buy | 0.33 | 1.1 | 1.1 | 1.12346 | 1.12946 | 60.0 | 191.47 | 12h 34m | 2.55% |
03.16.2016 20:50 | 03.17.2016 08:34 | EURUSD | Buy | 0.19 | 1.1 | 1.1 | 1.12294 | 1.12894 | 60.0 | 110.24 | 11h 44m | 1.49% |
03.16.2016 20:45 | 03.17.2016 08:34 | EURUSD | Buy | 0.21 | 1.1 | 1.1 | 1.12312 | 1.12912 | 60.0 | 121.84 | 11h 49m | 1.67% |
03.16.2016 20:15 | 03.17.2016 08:33 | EURUSD | Buy | 0.29 | 1.1 | 1.1 | 1.12227 | 1.12827 | 60.0 | 168.26 | 12h 18m | 2.63% |
03.16.2016 20:30 | 03.17.2016 08:33 | EURUSD | Buy | 0.24 | 1.1 | 1.1 | 1.12267 | 1.12867 | 60.0 | 139.25 | 12h 3m | 2.03% |
03.16.2016 20:40 | 03.17.2016 08:33 | EURUSD | Buy | 0.22 | 1.1 | 1.1 | 1.12273 | 1.12873 | 60.0 | 127.64 | 11h 53m | 1.79% |
03.16.2016 20:20 | 03.17.2016 08:33 | EURUSD | Buy | 0.27 | 1.1 | 1.1 | 1.12229 | 1.12829 | 60.0 | 156.65 | 12h 13m | 2.39% |
03.16.2016 20:35 | 03.17.2016 08:33 | EURUSD | Buy | 0.23 | 1.1 | 1.1 | 1.12261 | 1.12861 | 60.0 | 133.45 | 11h 58m | 1.90% |
03.16.2016 20:10 | 03.17.2016 08:33 | EURUSD | Buy | 0.31 | 1.1 | 1.1 | 1.12267 | 1.12867 | 60.0 | 179.86 | 12h 23m | 2.89% |
03.16.2016 20:25 | 03.17.2016 08:33 | EURUSD | Buy | 0.26 | 1.1 | 1.1 | 1.12279 | 1.12879 | 60.0 | 150.85 | 12h 8m | 2.24% |
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