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Strategy Settings
+9392.81M% |
0.52% | |
16.7% | |
Drawdown: | 0.00% |
Balance: | $46,964,066,793.20 |
Highest: | (Feb 23) $47,897,387,459.90 |
Profit: | $46,964,066,293.08 |
Deposits: | $500.00 |
Test Started: | Sep 18, 2000 |
Test Ended: | Jun 24, 2010 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Jun 25, 2010 at 19:04 |
Trades: | 16,824 |
Profitability: |
|
Pips: | 61,548.6 |
Average Win: | 46.09 pips / $37,136,894.66 |
Average Loss: | -42.40 pips / -$34,491,597.90 |
Lots: | 1,298,910,675.53 |
Commissions: | 0 |
Longs Won: | (4,231/8,217) 51% |
Shorts Won: | (4,526/8,607) 52% |
Best Trade ($): | (Sep 22) 279,997,200.00 |
Worst Trade ($): | (May 08) -119,998,800.00 |
Best Trade (Pips): | (Sep 22) 280.0 |
Worst Trade (Pips): | (Sep 22) -120.0 |
Avg. Trade Length: | 15h 24m |
Profit Factor: | 1.17 |
Standard Deviation: | $52,718,465.88 |
Sharpe Ratio | 0.04 |
Z-Score (Probability): | -32.01 (99.99%) |
Expectancy | 3.7 Pips / $2,791,492.29 |
AHPR: | 0.19% |
GHPR: | 0.11% |
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 | 1362 | 1226 | 1090 | 954 | 817 | 681 | 545 | 409 | 272 | 136 |
Trading Activity (16824)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.24.2010 15:04 | 06.24.2010 23:59 | EURUSD | Buy | 99999.00 | 1.2 | 1.2 | 1.22905 | 1.23274 | 36.9 | 36,899,631.00 | 8h 55m | 0.08% |
06.24.2010 23:04 | 06.24.2010 23:59 | EURUSD | Sell | 99999.00 | 1.2 | 1.2 | 1.23368 | 1.23283 | 8.5 | 8,499,915.00 | 55m | 0.02% |
06.24.2010 11:04 | 06.24.2010 17:49 | EURUSD | Sell | 99999.00 | 1.2 | 1.2 | 1.22718 | 1.23718 | -100.0 | -99,999,000.00 | 6h 45m | -0.21% |
05.07.2010 03:00 | 06.24.2010 09:00 | EURUSD | Buy | 99999.00 | 1.3 | 1.3 | 1.26137 | 1.25337 | -80.0 | -86,719,132.80 | 48d | -0.18% |
05.07.2010 02:02 | 05.07.2010 22:00 | EURUSD | Buy | 99999.00 | 1.3 | 1.3 | 1.26589 | 1.27299 | 71.0 | 70,999,290.00 | 19h 58m | 0.15% |
05.07.2010 08:01 | 05.07.2010 17:00 | EURUSD | Sell | 99999.00 | 1.3 | 1.2 | 1.26922 | 1.26516 | 40.6 | 40,599,594.00 | 8h 59m | 0.09% |
05.07.2010 15:04 | 05.07.2010 16:05 | EURUSD | Buy | 99999.00 | 1.3 | 1.3 | 1.2704 | 1.2644 | -60.0 | -59,999,400.00 | 1h 1m | -0.13% |
05.07.2010 08:02 | 05.07.2010 10:10 | EURUSD | Sell | 99999.00 | 1.3 | 1.2 | 1.26874 | 1.27674 | -80.0 | -79,999,200.00 | 2h 8m | -0.17% |
05.06.2010 23:01 | 05.07.2010 04:22 | EURUSD | Sell | 99999.00 | 1.3 | 1.2 | 1.26239 | 1.26839 | -60.0 | -60,069,399.30 | 5h 21m | -0.13% |
05.06.2010 11:05 | 05.06.2010 18:00 | EURUSD | Sell | 99999.00 | 1.3 | 1.3 | 1.28113 | 1.26892 | 122.1 | 122,098,779.00 | 6h 55m | 0.26% |
05.06.2010 15:02 | 05.06.2010 17:51 | EURUSD | Buy | 99999.00 | 1.3 | 1.3 | 1.27149 | 1.26549 | -60.0 | -59,999,400.00 | 2h 49m | -0.13% |
05.06.2010 08:00 | 05.06.2010 17:00 | EURUSD | Sell | 99999.00 | 1.3 | 1.3 | 1.2832 | 1.27115 | 120.5 | 120,498,795.00 | 9h 0m | 0.26% |
05.06.2010 02:00 | 05.06.2010 13:46 | EURUSD | Buy | 99999.00 | 1.3 | 1.3 | 1.28169 | 1.27369 | -80.0 | -79,999,200.00 | 11h 46m | -0.17% |
05.06.2010 03:00 | 05.06.2010 08:34 | EURUSD | Buy | 99999.00 | 1.3 | 1.3 | 1.28363 | 1.27563 | -80.0 | -79,999,200.00 | 5h 34m | -0.17% |
05.05.2010 15:04 | 05.06.2010 08:15 | EURUSD | Buy | 99999.00 | 1.3 | 1.3 | 1.28438 | 1.27838 | -60.0 | -60,419,395.80 | 17h 11m | -0.13% |
05.05.2010 23:03 | 05.06.2010 04:53 | EURUSD | Sell | 99999.00 | 1.3 | 1.3 | 1.27945 | 1.28545 | -60.0 | -60,209,397.90 | 5h 50m | -0.13% |
05.05.2010 08:02 | 05.05.2010 17:00 | EURUSD | Sell | 99999.00 | 1.3 | 1.3 | 1.29671 | 1.28667 | 100.4 | 100,398,996.00 | 8h 58m | 0.21% |
05.05.2010 02:01 | 05.05.2010 14:32 | EURUSD | Buy | 99999.00 | 1.3 | 1.3 | 1.29797 | 1.28997 | -80.0 | -79,999,200.00 | 12h 31m | -0.17% |
05.05.2010 08:04 | 05.05.2010 13:00 | EURUSD | Sell | 99999.00 | 1.3 | 1.3 | 1.2971 | 1.294 | 31.0 | 30,999,690.00 | 4h 56m | 0.07% |
05.04.2010 23:03 | 05.05.2010 13:00 | EURUSD | Sell | 99999.00 | 1.3 | 1.3 | 1.29862 | 1.294 | 46.2 | 46,129,538.70 | 13h 57m | 0.10% |
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