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Strategy Settings
+9751.15M% |
1.05% | |
36.73% | |
Drawdown: | 6.60% |
Balance: | $48,755,747,176.70 |
Highest: | (Nov 02) $48,755,747,176.70 |
Profit: | $48,755,746,676.70 |
Deposits: | $500.00 |
Test Started: | Jan 03, 2007 |
Test Ended: | Nov 02, 2011 |
Timeframe: | 30 Minutes |
Model Type: | Every Tick |
Added: | Dec 17, 2011 at 21:24 |
Trades: | 2,121 |
Profitability: |
|
Pips: | 8,960.5 |
Average Win: | 7.82 pips / $46,883,872.62 |
Average Loss: | -2.88 pips / -$24,203,009.79 |
Lots: | 1,545,253,178.30 |
Commissions: | 0 |
Longs Won: | (747/1,097) 68% |
Shorts Won: | (661/1,024) 64% |
Best Trade ($): | (Oct 25) 1,922,289,012.00 |
Worst Trade ($): | (Oct 25) -627,578,321.20 |
Best Trade (Pips): | (Mar 25) 34.6 |
Worst Trade (Pips): | (Oct 30) -5.9 |
Avg. Trade Length: | 24s |
Profit Factor: | 3.83 |
Standard Deviation: | $152,507,241.14 |
Sharpe Ratio | 0.45 |
Z-Score (Probability): | -8.67 (99.99%) |
Expectancy | 4.2 Pips / $22,987,150.72 |
AHPR: | 0.89% |
GHPR: | 0.87% |
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 | 2016 | 1815 | 1613 | 1411 | 1210 | 1008 | 806 | 605 | 403 | 202 |
Trading Activity (2121)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.02.2011 20:04 | 11.02.2011 20:05 | EURUSD | Sell | 12038456.00 | 1.4 | 1.4 | 1.3774 | 1.37685 | 5.5 | 601,922,800.00 | 1m | 1.25% |
11.02.2011 19:01 | 11.02.2011 19:02 | EURUSD | Buy | 11990494.10 | 1.4 | 1.4 | 1.37155 | 1.37176 | 2.1 | 191,847,905.60 | 1m | 0.40% |
11.01.2011 21:47 | 11.01.2011 21:47 | EURUSD | Buy | 11801667.40 | 1.4 | 1.4 | 1.36875 | 1.36944 | 6.9 | 755,306,713.60 | 0s | 1.60% |
11.01.2011 21:46 | 11.01.2011 21:46 | EURUSD | Buy | 11745874.50 | 1.4 | 1.4 | 1.36856 | 1.3688 | 2.4 | 223,171,615.50 | 0s | 0.47% |
11.01.2011 19:27 | 11.01.2011 19:28 | EURUSD | Sell | 11546694.00 | 1.4 | 1.4 | 1.3719 | 1.37116 | 7.4 | 796,721,886.00 | 1m | 1.72% |
10.31.2011 03:25 | 10.31.2011 03:26 | EURUSD | Buy | 11379209.10 | 1.4 | 1.4 | 1.41285 | 1.41352 | 6.7 | 705,510,964.20 | 1m | 1.54% |
10.31.2011 03:26 | 10.31.2011 03:26 | EURUSD | Buy | 10131214.10 | 1.4 | 1.4 | 1.41392 | 1.41378 | -1.4 | -192,493,067.90 | 0s | -0.42% |
10.31.2011 03:25 | 10.31.2011 03:25 | EURUSD | Buy | 9760289.00 | 1.4 | 1.4 | 1.41312 | 1.41298 | -1.4 | -185,445,491.00 | 0s | -0.41% |
10.31.2011 03:25 | 10.31.2011 03:25 | EURUSD | Buy | 9781921.40 | 1.4 | 1.4 | 1.41324 | 1.41364 | 4.0 | 342,367,249.00 | 0s | 0.76% |
10.27.2011 04:22 | 10.27.2011 04:23 | EURUSD | Sell | 9255847.00 | 1.4 | 1.4 | 1.39485 | 1.39337 | 14.8 | 1,323,586,121.00 | 1m | 2.99% |
10.27.2011 04:22 | 10.27.2011 04:23 | EURUSD | Sell | 10656910.50 | 1.4 | 1.4 | 1.39527 | 1.39363 | 16.4 | 1,694,448,769.50 | 1m | 3.99% |
10.27.2011 04:22 | 10.27.2011 04:22 | EURUSD | Sell | 9202881.60 | 1.4 | 1.4 | 1.395 | 1.39509 | -0.9 | -128,840,342.40 | 0s | -0.30% |
10.27.2011 04:22 | 10.27.2011 04:22 | EURUSD | Sell | 10789076.70 | 1.4 | 1.4 | 1.39419 | 1.39463 | -4.4 | -528,664,758.30 | 0s | -1.22% |
10.26.2011 20:53 | 10.26.2011 20:55 | EURUSD | Sell | 10396604.80 | 1.4 | 1.4 | 1.39046 | 1.3889 | 15.6 | 1,569,887,324.80 | 2m | 3.77% |
10.26.2011 16:16 | 10.26.2011 16:17 | EURUSD | Sell | 10291120.80 | 1.4 | 1.4 | 1.39731 | 1.39685 | 4.6 | 421,935,952.80 | 1m | 1.02% |
10.25.2011 17:50 | 10.25.2011 17:51 | EURUSD | Buy | 10151537.20 | 1.4 | 1.4 | 1.38981 | 1.39041 | 6.0 | 558,334,546.00 | 1m | 1.37% |
10.25.2011 16:47 | 10.25.2011 16:47 | EURUSD | Buy | 10131274.60 | 1.4 | 1.4 | 1.38951 | 1.38964 | 1.3 | 81,050,196.80 | 0s | 0.20% |
10.25.2011 16:46 | 10.25.2011 16:46 | EURUSD | Buy | 10288169.20 | 1.4 | 1.4 | 1.38998 | 1.38942 | -5.6 | -627,578,321.20 | 0s | -1.52% |
10.25.2011 16:38 | 10.25.2011 16:40 | EURUSD | Buy | 9807597.00 | 1.4 | 1.4 | 1.38698 | 1.38899 | 20.1 | 1,922,289,012.00 | 2m | 4.90% |
10.25.2011 16:37 | 10.25.2011 16:38 | EURUSD | Buy | 10015237.30 | 1.4 | 1.4 | 1.38569 | 1.38598 | 2.9 | 240,365,695.20 | 1m | 0.60% |
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