+2782.04% |
0.13% | |
4.01% | |
Drawdown: | 18.51% |
Balance: | $28,820.53 |
Highest: | (Jan 09) $28,921.43 |
Profit: | $27,820.44 |
Deposits: | $1,000.00 |
Test Started: | Jan 06, 2010 |
Test Ended: | Jan 13, 2017 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Jul 15, 2017 at 12:48 |
Trades: | 886 |
Profitability: | |
Pips: | 3,430.3 |
Average Win: | 9.62 pips / $66.68 |
Average Loss: | -17.18 pips / -$97.83 |
Lots: | 644.28 |
Commissions: | 0 |
Longs Won: | (401/503) 79% |
Shorts Won: | (295/383) 77% |
Best Trade ($): | (Nov 25) 425.52 |
Worst Trade ($): | (Jun 24) -1,114.78 |
Best Trade (Pips): | (May 20) 15.0 |
Worst Trade (Pips): | (Apr 12) -44.0 |
Avg. Trade Length: | 10h 49m |
Profit Factor: | 2.50 |
Standard Deviation: | $123.70 |
Sharpe Ratio | 0.28 |
Z-Score (Probability): | 0.50 (38.29%) |
Expectancy | 3.9 Pips / $31.40 |
AHPR: | 0.39% |
GHPR: | 0.38% |
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 | 295 | 265 | 236 | 206 | 177 | 147 | 118 | 88 | 59 | 29 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.12.2017 22:15 | 01.13.2017 09:30 | EURCHF | Buy | 3.07 | 1.1 | 1.1 | 1.07294 | 1.07264 | -3.0 | -100.90 | 11h 15m | -0.35% |
01.06.2017 22:00 | 01.09.2017 00:35 | EURCHF | Sell | 3.03 | 1.1 | 1.1 | 1.07222 | 1.07108 | 11.4 | 344.25 | 2d | 1.20% |
12.30.2016 00:01 | 12.30.2016 01:00 | EURCHF | Buy | 3.00 | 1.1 | 1.1 | 1.07233 | 1.07334 | 10.1 | 302.66 | 59m | 1.07% |
12.22.2016 00:30 | 12.22.2016 01:17 | EURCHF | Buy | 2.97 | 1.1 | 1.1 | 1.06929 | 1.07029 | 10.0 | 296.66 | 47m | 1.06% |
12.16.2016 23:40 | 12.19.2016 11:52 | EURCHF | Sell | 2.95 | 1.1 | 1.1 | 1.07284 | 1.07218 | 6.6 | 193.92 | 2d | 0.70% |
12.15.2016 23:00 | 12.16.2016 08:06 | EURCHF | Buy | 2.94 | 1.1 | 1.1 | 1.07276 | 1.07305 | 2.9 | 76.64 | 9h 6m | 0.28% |
12.14.2016 22:06 | 12.15.2016 03:55 | EURCHF | Buy | 2.94 | 1.1 | 1.1 | 1.07512 | 1.07512 | 0.0 | -25.58 | 5h 49m | -0.09% |
12.13.2016 00:01 | 12.13.2016 02:12 | EURCHF | Buy | 2.91 | 1.1 | 1.1 | 1.07745 | 1.07844 | 9.9 | 287.77 | 2h 11m | 1.05% |
12.08.2016 00:01 | 12.08.2016 03:57 | EURCHF | Buy | 2.88 | 1.1 | 1.1 | 1.08264 | 1.08361 | 9.7 | 279.04 | 3h 56m | 1.03% |
12.06.2016 00:05 | 12.06.2016 10:14 | EURCHF | Buy | 2.85 | 1.1 | 1.1 | 1.08286 | 1.08378 | 9.2 | 261.90 | 10h 9m | 0.97% |
11.29.2016 23:09 | 11.30.2016 16:09 | EURCHF | Sell | 2.91 | 1.1 | 1.1 | 1.07741 | 1.07942 | -20.1 | -583.72 | 17h 0m | -2.12% |
11.28.2016 23:15 | 11.29.2016 04:53 | EURCHF | Sell | 2.89 | 1.1 | 1.1 | 1.07518 | 1.07438 | 8.0 | 230.32 | 5h 38m | 0.84% |
11.25.2016 23:40 | 11.25.2016 23:52 | EURCHF | Buy | 2.84 | 1.1 | 1.1 | 1.07343 | 1.07493 | 15.0 | 425.52 | 12m | 1.59% |
11.25.2016 00:00 | 11.25.2016 01:12 | EURCHF | Buy | 2.81 | 1.1 | 1.1 | 1.07259 | 1.07359 | 10.0 | 280.68 | 1h 12m | 1.06% |
11.21.2016 22:45 | 11.22.2016 15:39 | EURCHF | Sell | 2.82 | 1.1 | 1.1 | 1.07238 | 1.07256 | -1.8 | -50.91 | 16h 54m | -0.19% |
11.18.2016 23:13 | 11.21.2016 02:09 | EURCHF | Buy | 2.81 | 1.1 | 1.1 | 1.06975 | 1.07023 | 4.8 | 126.57 | 2d | 0.48% |
11.14.2016 23:07 | 11.15.2016 04:56 | EURCHF | Buy | 2.78 | 1.1 | 1.1 | 1.07099 | 1.07202 | 10.3 | 277.95 | 5h 49m | 1.06% |
11.11.2016 00:30 | 11.11.2016 04:35 | EURCHF | Buy | 2.75 | 1.1 | 1.1 | 1.07429 | 1.07537 | 10.8 | 296.67 | 4h 5m | 1.15% |
11.09.2016 22:57 | 11.10.2016 02:31 | EURCHF | Buy | 2.72 | 1.1 | 1.1 | 1.07426 | 1.07526 | 10.0 | 248.03 | 3h 34m | 0.97% |
11.08.2016 23:30 | 11.09.2016 02:48 | EURCHF | Sell | 2.70 | 1.1 | 1.1 | 1.07798 | 1.0773 | 6.8 | 182.87 | 3h 18m | 0.72% |
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