| +86.08% |
| 0.09% | |
| 2.67% | |
| Drawdown: | 8.26% |
| Balance: | $18,607.75 |
| Highest: | (Nov 07) $18,847.51 |
| Profit: | $8,607.84 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 10, 2013 |
| Test Ended: | Dec 19, 2014 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Mar 31 2016 at 09:56 |
|
Comments:
No comments entered. |
| Model Quality: | 99.9 |
| Bars in test: | 237368 |
| Ticks Modelled: | 65581077 |
| Views: | 63 |
| Broker: | ADS Securities |
| Trades: | 449 |
| Profitability: | |
| Pips: | 5746.1 |
| Average Win: | 53.54 pips / $80.26 |
| Average Loss: | -26.70 pips / -$40.05 |
| Lots: | 67.35 |
| Commissions: | 0 |
| Longs Won: | (104/202) 51% |
| Shorts Won: | (117/247) 47% |
| Best Trade ($): | (Jul 11) 222.90 |
| Worst Trade ($): | (Jun 07) -75.00 |
| Best Trade (Pips): | (Jul 11) 148.6 |
| Worst Trade (Pips): | (Feb 28) -50.0 |
| Avg. Trade Length: | 13h 29m |
| Profit Factor: | 1.94 |
| Standard Deviation: | $71.91 |
| Sharpe Ratio | 0.0000 |
| Z-Score (Probability): | -11.71 (99.99%) |
| Expectancy | 12.8 Pips / $19.17 |
| AHPR: | 0.14% |
| GHPR: | 0.14% |
| Longs | Shorts | Total | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Currency | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Won(%) | Lost(%) |
| EURUSD | 202 | 3376.8 | 5039.64 | 247 | 2369.3 | 3568.11 | 449 | 5746.1 | 8607.75 | 221 (49%) | 228 (51%) |
| 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 | 465 | 418 | 372 | 325 | 279 | 232 | 186 | 139 | 93 | 46 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (449)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.18.2014 03:55 | 12.19.2014 21:45 | EURUSD | Sell | 0.15 | 1.23393 | 1.22312 | 1.23413 | 1.22948 | 46.5 | 69.81 | 1d | 0.38% |
| 12.18.2014 04:05 | 12.19.2014 21:45 | EURUSD | Sell | 0.15 | 1.23464 | 1.22238 | 1.23484 | 1.22948 | 53.6 | 80.46 | 1d | 0.43% |
| 12.18.2014 03:50 | 12.19.2014 19:02 | EURUSD | Sell | 0.15 | 1.23616 | 1.22578 | 1.23636 | 1.22578 | 105.8 | 158.76 | 1d | 0.87% |
| 12.18.2014 04:00 | 12.18.2014 04:07 | EURUSD | Sell | 0.15 | 1.23712 | 1.21999 | 1.23245 | 1.23712 | -46.7 | -70.05 | 7m | -0.38% |
| 12.17.2014 23:45 | 12.18.2014 03:00 | EURUSD | Sell | 0.15 | 1.24287 | 1.23076 | 1.23957 | 1.24287 | -33.0 | -49.31 | 3h 15m | -0.27% |
| 12.17.2014 23:40 | 12.18.2014 03:00 | EURUSD | Sell | 0.15 | 1.24228 | 1.23017 | 1.23898 | 1.24228 | -33.0 | -49.31 | 3h 20m | -0.27% |
| 12.16.2014 00:40 | 12.16.2014 01:39 | EURUSD | Buy | 0.15 | 1.24557 | 1.25184 | 1.24728 | 1.24557 | -17.1 | -25.65 | 59m | -0.14% |
| 12.04.2014 22:05 | 12.04.2014 22:17 | EURUSD | Buy | 0.15 | 1.23500 | 1.24984 | 1.23905 | 1.23500 | -40.5 | -60.75 | 12m | -0.33% |
| 12.04.2014 21:50 | 12.04.2014 22:17 | EURUSD | Buy | 0.15 | 1.23566 | 1.24243 | 1.23546 | 1.23566 | 2.0 | 3.00 | 27m | 0.02% |
| 12.04.2014 21:55 | 12.04.2014 22:17 | EURUSD | Buy | 0.15 | 1.23572 | 1.24856 | 1.23922 | 1.23572 | -35.0 | -52.50 | 22m | -0.28% |
| 12.04.2014 22:00 | 12.04.2014 22:17 | EURUSD | Buy | 0.15 | 1.23577 | 1.25061 | 1.23982 | 1.23577 | -40.5 | -60.75 | 17m | -0.33% |
| 12.04.2014 22:10 | 12.04.2014 22:16 | EURUSD | Buy | 0.15 | 1.23657 | 1.25141 | 1.24062 | 1.23657 | -40.5 | -60.75 | 6m | -0.32% |
| 12.04.2014 21:40 | 12.04.2014 21:43 | EURUSD | Buy | 0.15 | 1.23393 | 1.24309 | 1.23643 | 1.23393 | -25.0 | -37.50 | 3m | -0.20% |
| 11.25.2014 22:45 | 11.26.2014 23:01 | EURUSD | Buy | 0.15 | 1.24608 | 1.25095 | 1.24588 | 1.25095 | 50.7 | 75.86 | 1d | 0.41% |
| 11.25.2014 22:50 | 11.26.2014 18:29 | EURUSD | Buy | 0.15 | 1.24445 | 1.25142 | 1.24635 | 1.24445 | -19.0 | -28.70 | 19h 39m | -0.15% |
| 11.25.2014 23:05 | 11.26.2014 18:19 | EURUSD | Buy | 0.15 | 1.24482 | 1.25332 | 1.24714 | 1.24482 | -23.2 | -34.99 | 19h 14m | -0.19% |
| 11.20.2014 16:55 | 11.20.2014 18:58 | EURUSD | Sell | 0.15 | 1.25324 | 1.24543 | 1.25111 | 1.25324 | -21.3 | -31.95 | 2h 3m | -0.17% |
| 11.15.2014 01:20 | 11.17.2014 17:10 | EURUSD | Buy | 0.15 | 1.24993 | 1.26588 | 1.25428 | 1.24993 | -43.5 | -65.44 | 2d | -0.35% |
| 11.06.2014 21:45 | 11.07.2014 21:45 | EURUSD | Sell | 0.15 | 1.24665 | 1.23257 | 1.24281 | 1.23779 | 50.2 | 75.36 | 1d | 0.40% |
| 11.06.2014 21:55 | 11.07.2014 21:45 | EURUSD | Sell | 0.15 | 1.24545 | 1.23032 | 1.24132 | 1.23779 | 35.3 | 53.01 | 23h 50m | 0.28% |
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