+57461.25% |
0.11% | |
3.34% | |
Drawdown: | 3.82% |
Balance: | $5,756,124.50 |
Highest: | (Nov 18) $5,761,871.21 |
Profit: | $5,746,124.56 |
Deposits: | $10,000.00 |
Test Started: | Jan 03, 2000 |
Test Ended: | Nov 27, 2015 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Dec 21, 2015 at 11:04 |
Trades: | 2,678 |
Profitability: |
|
Pips: | 32,392.5 |
Average Win: | 16.81 pips / $3,876.65 |
Average Loss: | -19.27 pips / -$9,367.77 |
Lots: | 75,730.92 |
Commissions: | 0 |
Longs Won: | (1,250/1,432) 87% |
Shorts Won: | (1,078/1,246) 86% |
Best Trade ($): | (Jun 29) 123,734.40 |
Worst Trade ($): | (Aug 06) -44,643.12 |
Best Trade (Pips): | (Jun 29) 124.0 |
Worst Trade (Pips): | (Jan 16) -47.6 |
Avg. Trade Length: | 10h 6m |
Profit Factor: | 2.75 |
Standard Deviation: | $8,823.58 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -0.43 (-33.28%) |
Expectancy | 12.1 Pips / $2,145.68 |
AHPR: | 0.24% |
GHPR: | 0.24% |
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 | 615 | 553 | 492 | 430 | 369 | 307 | 246 | 184 | 123 | 61 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.27.2015 22:58 | 11.27.2015 23:54 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.09035 | 1.09031 | -0.4 | -399.76 | 56m | -0.01% |
11.20.2015 22:55 | 11.23.2015 08:22 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.08421 | 1.08371 | -5.0 | -5,346.95 | 2d | -0.09% |
11.17.2015 22:35 | 11.18.2015 04:25 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.07977 | 1.08002 | 2.5 | 2,148.65 | 5h 50m | 0.04% |
11.16.2015 00:05 | 11.16.2015 09:23 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.08004 | 1.0806 | 5.6 | 5,596.98 | 9h 18m | 0.10% |
11.13.2015 23:51 | 11.16.2015 00:05 | EURCHF | Sell | 100.00 | 1.1 | 1.1 | 1.08319 | 1.08004 | 31.5 | 31,288.59 | 2d | 0.55% |
11.12.2015 22:00 | 11.13.2015 03:29 | EURCHF | Sell | 100.00 | 1.1 | 1.1 | 1.08072 | 1.08054 | 1.8 | 1,608.78 | 5h 29m | 0.03% |
11.09.2015 23:47 | 11.10.2015 01:38 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.07852 | 1.07954 | 10.2 | 9,844.49 | 1h 51m | 0.17% |
11.09.2015 00:07 | 11.09.2015 05:07 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.07846 | 1.08134 | 28.8 | 28,784.46 | 5h 0m | 0.51% |
11.06.2015 00:04 | 11.06.2015 12:38 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.08222 | 1.08294 | 7.2 | 7,196.11 | 12h 34m | 0.13% |
11.04.2015 00:15 | 11.04.2015 03:17 | EURCHF | Sell | 100.00 | 1.1 | 1.1 | 1.08671 | 1.08557 | 11.4 | 11,392.25 | 3h 2m | 0.20% |
10.30.2015 22:11 | 11.02.2015 01:07 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.0864 | 1.08812 | 17.2 | 16,840.71 | 2d | 0.30% |
10.26.2015 00:07 | 10.26.2015 02:27 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.07739 | 1.07919 | 18.0 | 17,990.11 | 2h 20m | 0.32% |
10.23.2015 00:39 | 10.23.2015 10:50 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.07916 | 1.08214 | 29.8 | 29,783.62 | 10h 11m | 0.53% |
10.21.2015 22:01 | 10.22.2015 07:50 | EURCHF | Sell | 100.00 | 1.1 | 1.1 | 1.08718 | 1.08774 | -5.6 | -6,166.25 | 9h 49m | -0.11% |
10.14.2015 22:19 | 10.15.2015 03:47 | EURCHF | Sell | 100.00 | 1.1 | 1.1 | 1.08931 | 1.08873 | 5.8 | 5,226.23 | 5h 28m | 0.09% |
10.13.2015 22:19 | 10.14.2015 03:11 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.08978 | 1.09115 | 13.7 | 13,342.61 | 4h 52m | 0.24% |
10.12.2015 00:31 | 10.12.2015 08:16 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.0911 | 1.09329 | 21.9 | 21,887.96 | 7h 45m | 0.39% |
10.01.2015 00:00 | 10.01.2015 10:05 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.08763 | 1.0889 | 12.7 | 12,693.14 | 10h 5m | 0.23% |
09.30.2015 00:01 | 09.30.2015 09:10 | EURCHF | Buy | 100.00 | 1.1 | 1.1 | 1.09238 | 1.09367 | 12.9 | 12,893.04 | 9h 9m | 0.23% |
09.28.2015 22:00 | 09.29.2015 06:25 | EURCHF | Sell | 100.00 | 1.1 | 1.1 | 1.09476 | 1.094 | 7.6 | 7,405.06 | 8h 25m | 0.13% |
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