+1048.0% |
0.07% | |
2.23% | |
Drawdown: | 6.41% |
Balance: | $1,147,996.14 |
Highest: | (Mar 12) $1,178,662.03 |
Profit: | $1,047,996.22 |
Deposits: | $100,000.00 |
Test Started: | Mar 04, 2003 |
Test Ended: | Mar 29, 2012 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Apr 04, 2012 at 19:51 |
Trades: | 10,358 |
Profitability: | |
Pips: | 54,572.5 |
Average Win: | 19.95 pips / $345.63 |
Average Loss: | -32.06 pips / -$520.32 |
Lots: | 15,118.20 |
Commissions: | 0 |
Longs Won: | (3,315/4,682) 70% |
Shorts Won: | (4,119/5,676) 72% |
Best Trade ($): | (Oct 27) 30,888.40 |
Worst Trade ($): | (Nov 29) -15,600.00 |
Best Trade (Pips): | (Mar 18) 208.0 |
Worst Trade (Pips): | (Mar 17) -100.0 |
Avg. Trade Length: | 6h 26m |
Profit Factor: | 1.69 |
Standard Deviation: | $1,193.20 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -50.82 (99.99%) |
Expectancy | 5.3 Pips / $101.18 |
AHPR: | 0.02% |
GHPR: | 0.02% |
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 | 2208 | 1987 | 1766 | 1545 | 1325 | 1104 | 883 | 662 | 442 | 221 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.29.2012 17:33 | 03.29.2012 23:41 | EURUSD | Sell | 2.60 | 1.3 | 1.3 | 1.32697 | 1.33197 | -50.0 | -1,300.00 | 6h 8m | -0.11% |
03.27.2012 12:07 | 03.28.2012 07:16 | EURUSD | Buy | 4.40 | 1.3 | 1.3 | 1.3331 | 1.3338 | 7.0 | 307.31 | 19h 9m | 0.03% |
03.27.2012 12:00 | 03.28.2012 07:16 | EURUSD | Buy | 4.40 | 1.3 | 1.3 | 1.3335 | 1.3338 | 3.0 | 131.31 | 19h 16m | 0.01% |
03.27.2012 02:06 | 03.27.2012 08:25 | EURUSD | Buy | 2.60 | 1.3 | 1.4 | 1.33523 | 1.33533 | 1.0 | 26.00 | 6h 19m | 0.00% |
03.26.2012 12:50 | 03.26.2012 17:25 | EURUSD | Buy | 21.60 | 1.3 | 1.3 | 1.3326 | 1.3328 | 2.0 | 432.00 | 4h 35m | 0.04% |
03.22.2012 15:26 | 03.23.2012 07:23 | EURUSD | Sell | 2.10 | 1.3 | 1.3 | 1.3167 | 1.3217 | -50.0 | -1,055.69 | 15h 57m | -0.09% |
03.22.2012 15:35 | 03.23.2012 07:23 | EURUSD | Sell | 1.60 | 1.3 | 1.3 | 1.3171 | 1.3221 | -50.0 | -804.34 | 15h 48m | -0.07% |
03.22.2012 09:40 | 03.23.2012 04:20 | EURUSD | Sell | 22.20 | 1.3 | 1.3 | 1.3141 | 1.3204 | -63.0 | -14,046.20 | 18h 40m | -1.21% |
03.22.2012 14:49 | 03.23.2012 00:28 | EURUSD | Sell | 2.70 | 1.3 | 1.3 | 1.3161 | 1.3211 | -50.0 | -1,357.32 | 9h 39m | -0.12% |
03.21.2012 20:20 | 03.22.2012 02:40 | EURUSD | Sell | 1.60 | 1.3 | 1.3 | 1.3211 | 1.3219 | -8.0 | -141.02 | 6h 20m | -0.01% |
03.21.2012 18:35 | 03.22.2012 02:40 | EURUSD | Sell | 2.10 | 1.3 | 1.3 | 1.3206 | 1.3219 | -13.0 | -290.08 | 8h 5m | -0.02% |
03.21.2012 18:21 | 03.22.2012 02:40 | EURUSD | Sell | 2.70 | 1.3 | 1.3 | 1.3202 | 1.3219 | -17.0 | -480.96 | 8h 19m | -0.04% |
03.22.2012 00:03 | 03.22.2012 02:40 | EURUSD | Sell | 1.30 | 1.3 | 1.3 | 1.3215 | 1.3219 | -4.0 | -52.00 | 2h 37m | 0.00% |
03.21.2012 04:11 | 03.21.2012 08:35 | EURUSD | Buy | 2.70 | 1.3 | 1.4 | 1.3265 | 1.3279 | 14.0 | 378.00 | 4h 24m | 0.03% |
03.20.2012 08:16 | 03.20.2012 14:00 | EURUSD | Buy | 4.50 | 1.3 | 1.3 | 1.321 | 1.3232 | 22.0 | 990.00 | 5h 44m | 0.09% |
03.20.2012 08:21 | 03.20.2012 14:00 | EURUSD | Buy | 4.50 | 1.3 | 1.3 | 1.3207 | 1.3232 | 25.0 | 1,125.00 | 5h 39m | 0.10% |
03.20.2012 03:00 | 03.20.2012 12:04 | EURUSD | Buy | 1.00 | 1.3 | 1.3 | 1.32267 | 1.31767 | -50.0 | -500.00 | 9h 4m | -0.04% |
03.20.2012 02:10 | 03.20.2012 12:00 | EURUSD | Buy | 1.30 | 1.3 | 1.3 | 1.3229 | 1.3179 | -50.0 | -650.00 | 9h 50m | -0.06% |
03.19.2012 23:29 | 03.20.2012 12:00 | EURUSD | Buy | 1.60 | 1.3 | 1.3 | 1.32323 | 1.31823 | -50.0 | -800.25 | 12h 31m | -0.07% |
03.19.2012 19:12 | 03.20.2012 11:57 | EURUSD | Buy | 2.10 | 1.3 | 1.3 | 1.32357 | 1.31857 | -50.0 | -1,050.33 | 16h 45m | -0.09% |
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