+92.71% |
0.06% | |
1.84% | |
Drawdown: | 25.39% |
Balance: | $2,555.23 |
Highest: | (Oct 15) $2,830.09 |
Profit: | $1,229.58 |
Deposits: | $1,326.00 |
Test Started: | Jan 29, 2008 |
Test Ended: | Jan 12, 2011 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jan 28, 2015 at 13:33 |
Trades: | 1,223 |
Profitability: | |
Pips: | 6,270.5 |
Average Win: | 32.69 pips / $6.52 |
Average Loss: | -32.27 pips / -$6.47 |
Lots: | 24.46 |
Commissions: | 0 |
Longs Won: | (356/738) 48% |
Shorts Won: | (348/485) 71% |
Best Trade ($): | (May 20) 12.58 |
Worst Trade ($): | (Aug 11) -161.76 |
Best Trade (Pips): | (Feb 15) 62.9 |
Worst Trade (Pips): | (Aug 11) -806.1 |
Avg. Trade Length: | 22h 19m |
Profit Factor: | 1.37 |
Standard Deviation: | $14.13 |
Sharpe Ratio | 0.06 |
Z-Score (Probability): | -22.78 (99.99%) |
Expectancy | 5.1 Pips / $1.01 |
AHPR: | 0.06% |
GHPR: | 0.05% |
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% | 0.32% | 6.63% |
Consecutive Losing Trades | 395 | 355 | 316 | 276 | 237 | 197 | 158 | 118 | 79 | 39 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.07.2011 04:00 | 01.12.2011 18:15 | EURUSD | Buy | 0.02 | 1.3 | 1.3 | 1.30121 | 1.30744 | 62.3 | 12.35 | 5d | 0.49% |
01.07.2011 02:00 | 01.12.2011 18:15 | EURUSD | Buy | 0.02 | 1.3 | 1.3 | 1.30115 | 1.30744 | 62.9 | 12.47 | 5d | 0.49% |
01.06.2011 16:00 | 01.06.2011 16:00 | EURUSD | Buy | 0.02 | - | 1.3 | 1.312 | 1.31176 | -2.4 | -0.48 | 0s | -0.02% |
01.06.2011 15:00 | 01.06.2011 15:00 | EURUSD | Buy | 0.02 | - | 1.3 | 1.31205 | 1.31186 | -1.9 | -0.38 | 0s | -0.02% |
01.06.2011 09:00 | 01.06.2011 09:00 | EURUSD | Buy | 0.02 | - | 1.3 | 1.31152 | 1.31132 | -2.0 | -0.40 | 0s | -0.02% |
01.06.2011 03:00 | 01.06.2011 03:00 | EURUSD | Buy | 0.02 | - | 1.3 | 1.3156 | 1.31538 | -2.2 | -0.44 | 0s | -0.02% |
01.06.2011 02:00 | 01.06.2011 02:00 | EURUSD | Buy | 0.02 | - | 1.3 | 1.31445 | 1.31426 | -1.9 | -0.38 | 0s | -0.02% |
11.10.2010 11:00 | 01.06.2011 00:00 | EURUSD | Buy | 0.02 | - | 1.4 | 1.38089 | 1.31495 | -659.4 | -134.00 | 56d | -5.03% |
11.10.2010 08:00 | 11.10.2010 10:26 | EURUSD | Buy | 0.02 | 1.4 | 1.4 | 1.37861 | 1.37898 | 3.7 | 0.74 | 2h 26m | 0.03% |
11.10.2010 03:00 | 11.10.2010 10:26 | EURUSD | Buy | 0.02 | 1.4 | 1.4 | 1.37774 | 1.37898 | 12.4 | 2.48 | 7h 26m | 0.09% |
11.10.2010 10:00 | 11.10.2010 10:26 | EURUSD | Buy | 0.02 | 1.4 | 1.4 | 1.3803 | 1.37898 | -13.2 | -2.64 | 26m | -0.10% |
11.09.2010 15:00 | 11.09.2010 15:00 | EURUSD | Buy | 0.02 | - | 1.4 | 1.39271 | 1.39247 | -2.4 | -0.48 | 0s | -0.02% |
11.09.2010 14:00 | 11.09.2010 14:00 | EURUSD | Buy | 0.02 | - | 1.4 | 1.39537 | 1.39517 | -2.0 | -0.40 | 0s | -0.01% |
11.09.2010 13:00 | 11.09.2010 13:00 | EURUSD | Buy | 0.02 | - | 1.4 | 1.39515 | 1.39496 | -1.9 | -0.38 | 0s | -0.01% |
11.09.2010 12:00 | 11.09.2010 12:00 | EURUSD | Buy | 0.02 | - | 1.4 | 1.39272 | 1.39252 | -2.0 | -0.40 | 0s | -0.01% |
11.09.2010 11:00 | 11.09.2010 11:00 | EURUSD | Buy | 0.02 | - | 1.4 | 1.39101 | 1.39081 | -2.0 | -0.40 | 0s | -0.01% |
11.09.2010 09:00 | 11.09.2010 09:00 | EURUSD | Buy | 0.02 | - | 1.4 | 1.38461 | 1.38442 | -1.9 | -0.38 | 0s | -0.01% |
11.05.2010 01:00 | 11.09.2010 00:00 | EURUSD | Buy | 0.02 | - | 1.4 | 1.423 | 1.39131 | -316.9 | -63.45 | 3d | -2.32% |
11.04.2010 14:00 | 11.04.2010 16:17 | EURUSD | Buy | 0.02 | 1.4 | 1.4 | 1.42657 | 1.42463 | -19.4 | -3.88 | 2h 17m | -0.14% |
11.04.2010 15:00 | 11.04.2010 16:17 | EURUSD | Buy | 0.02 | 1.4 | 1.4 | 1.42746 | 1.42463 | -28.3 | -5.66 | 1h 17m | -0.21% |
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