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Strategy Settings
+981564.45% |
0.76% | |
25.34% | |
Drawdown: | 0.00% |
Balance: | $98,166,445.32 |
Highest: | (May 06) $100,159,464.78 |
Profit: | $98,156,445.32 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2007 |
Test Ended: | May 07, 2010 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jun 07, 2010 at 07:43 |
Trades: | 3,981 |
Profitability: |
|
Pips: | 4,695.0 |
Average Win: | 5.00 pips / $96,362.49 |
Average Loss: | -5.00 pips / -$91,318.40 |
Lots: | 8,681,657.20 |
Commissions: | 0 |
Longs Won: | (2,097/3,344) 62% |
Shorts Won: | (363/637) 56% |
Best Trade ($): | (May 06) 1,015,222.20 |
Worst Trade ($): | (Apr 29) -1,119,901.84 |
Best Trade (Pips): | (Jan 02) 5.0 |
Worst Trade (Pips): | (Jan 02) -5.0 |
Avg. Trade Length: | 27m |
Profit Factor: | 1.71 |
Standard Deviation: | $192,652.01 |
Sharpe Ratio | 0.24 |
Z-Score (Probability): | -2.90 (-130.67%) |
Expectancy | 1.2 Pips / $24,656.23 |
AHPR: | 0.24% |
GHPR: | 0.23% |
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 | 1075 | 968 | 860 | 753 | 645 | 538 | 430 | 323 | 215 | 108 |
Trading Activity (3981)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.07.2010 04:27 | 05.07.2010 04:28 | EURCHF | Sell | 22998.49 | 1.4 | 1.4 | 1.41066 | 1.41116 | -5.0 | -991,485.17 | 1m | -1.00% |
05.06.2010 04:53 | 05.06.2010 06:30 | EURCHF | Sell | 23245.01 | 1.4 | 1.4 | 1.43373 | 1.43423 | -5.0 | -1,001,534.29 | 1h 37m | -1.00% |
05.05.2010 18:40 | 05.06.2010 03:02 | EURCHF | Buy | 23009.20 | 1.4 | 1.4 | 1.43257 | 1.43307 | 5.0 | 1,015,222.20 | 8h 22m | 1.02% |
05.03.2010 03:20 | 05.04.2010 16:07 | EURCHF | Buy | 22770.97 | 1.4 | 1.4 | 1.43259 | 1.43309 | 5.0 | 989,289.77 | 1d | 1.01% |
04.30.2010 01:56 | 04.30.2010 06:00 | EURCHF | Buy | 22323.73 | 1.4 | 1.4 | 1.43424 | 1.43474 | 5.0 | 962,279.52 | 4h 4m | 0.99% |
04.30.2010 00:37 | 04.30.2010 01:56 | EURCHF | Sell | 22324.30 | 1.4 | 1.4 | 1.43471 | 1.43421 | 5.0 | 962,246.02 | 1h 19m | 1.00% |
04.29.2010 22:39 | 04.29.2010 22:59 | EURCHF | Buy | 22101.37 | 1.4 | 1.4 | 1.4336 | 1.4341 | 5.0 | 952,776.68 | 20m | 1.00% |
04.29.2010 21:30 | 04.29.2010 22:39 | EURCHF | Buy | 22325.58 | 1.4 | 1.4 | 1.43404 | 1.43354 | -5.0 | -962,442.23 | 1h 9m | -1.00% |
04.29.2010 06:28 | 04.29.2010 07:10 | EURCHF | Buy | 22105.49 | 1.4 | 1.4 | 1.43378 | 1.43428 | 5.0 | 952,872.13 | 42m | 1.00% |
04.28.2010 21:53 | 04.29.2010 03:43 | EURCHF | Sell | 22367.80 | 1.4 | 1.4 | 1.43334 | 1.43384 | -5.0 | -1,119,901.84 | 5h 50m | -1.16% |
04.28.2010 19:27 | 04.28.2010 20:39 | EURCHF | Buy | 22147.29 | 1.4 | 1.4 | 1.4325 | 1.433 | 5.0 | 954,550.51 | 1h 12m | 1.00% |
04.28.2010 08:55 | 04.28.2010 09:58 | EURCHF | Buy | 21928.95 | 1.4 | 1.4 | 1.43256 | 1.43306 | 5.0 | 945,107.45 | 1h 3m | 1.00% |
04.27.2010 18:14 | 04.27.2010 18:23 | EURCHF | Buy | 21710.89 | 1.4 | 1.4 | 1.4334 | 1.4339 | 5.0 | 935,717.42 | 9m | 1.00% |
04.27.2010 17:10 | 04.27.2010 17:20 | EURCHF | Buy | 21494.82 | 1.4 | 1.4 | 1.43481 | 1.43531 | 5.0 | 926,452.94 | 10m | 1.00% |
04.27.2010 02:17 | 04.27.2010 02:48 | EURCHF | Buy | 21710.63 | 1.4 | 1.4 | 1.4352 | 1.4347 | -5.0 | -935,811.08 | 31m | -1.00% |
04.26.2010 21:38 | 04.26.2010 22:03 | EURCHF | Sell | 21493.09 | 1.4 | 1.4 | 1.43577 | 1.43527 | 5.0 | 926,514.15 | 25m | 1.00% |
04.26.2010 18:07 | 04.26.2010 18:27 | EURCHF | Sell | 21282.68 | 1.4 | 1.4 | 1.43479 | 1.43429 | 5.0 | 917,341.08 | 20m | 1.00% |
04.26.2010 08:43 | 04.26.2010 09:04 | EURCHF | Buy | 21497.84 | 1.4 | 1.4 | 1.43563 | 1.43513 | -5.0 | -926,639.02 | 21m | -1.00% |
04.22.2010 23:29 | 04.23.2010 10:20 | EURCHF | Buy | 21077.39 | 1.4 | 1.4 | 1.43275 | 1.43325 | 5.0 | 915,688.33 | 10h 51m | 1.00% |
04.23.2010 03:20 | 04.23.2010 03:54 | EURCHF | Sell | 21076.48 | 1.4 | 1.4 | 1.43321 | 1.43271 | 5.0 | 908,335.85 | 34m | 1.00% |
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