+1.46M% |
0.17% | |
5.11% | |
Drawdown: | 20.01% |
Balance: | $2,926,201.94 |
Highest: | (Feb 27) $2,926,201.94 |
Profit: | $2,926,001.96 |
Deposits: | $200.00 |
Test Started: | May 05, 2003 |
Test Ended: | Feb 27, 2019 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Mar 01, 2019 at 17:02 |
Trades: | 3,259 |
Profitability: |
|
Pips: | 9,155.5 |
Average Win: | 4.90 pips / $2,316.09 |
Average Loss: | -6.41 pips / -$5,361.88 |
Lots: | 249,016.19 |
Commissions: | 0 |
Longs Won: | (944/1,113) 84% |
Shorts Won: | (1,713/2,146) 79% |
Best Trade ($): | (Dec 27) 100,337.63 |
Worst Trade ($): | (Dec 25) -137,769.20 |
Best Trade (Pips): | (Mar 27) 50.0 |
Worst Trade (Pips): | (May 14) -25.0 |
Avg. Trade Length: | 35m |
Profit Factor: | 1.91 |
Standard Deviation: | $8,339.24 |
Sharpe Ratio | 0.30 |
Z-Score (Probability): | -3.90 (99.99%) |
Expectancy | 2.8 Pips / $897.82 |
AHPR: | 0.30% |
GHPR: | 0.29% |
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 | 546 | 491 | 437 | 382 | 328 | 273 | 218 | 164 | 109 | 55 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.27.2019 22:09 | 02.27.2019 22:18 | USDCHF | Buy | 580.60 | 1.0 | 1.0 | 1.00056 | 1.00105 | 4.9 | 23,194.16 | 9m | 0.80% |
02.27.2019 22:00 | 02.27.2019 22:05 | USDCHF | Sell | 578.29 | 1.0 | 1.0 | 1.00136 | 1.00107 | 2.9 | 11,547.87 | 5m | 0.40% |
02.26.2019 22:30 | 02.26.2019 22:30 | USDCHF | Sell | 572.22 | 1.0 | 1.0 | 1.00022 | 0.9996 | 6.2 | 30,341.86 | 0s | 1.06% |
02.26.2019 22:08 | 02.26.2019 22:14 | USDCHF | Sell | 567.34 | 1.0 | 1.0 | 1.00019 | 0.99967 | 5.2 | 24,405.36 | 6m | 0.86% |
02.25.2019 22:32 | 02.26.2019 00:00 | USDCHF | Sell | 565.77 | 1.0 | 1.0 | 1.00055 | 1.00023 | 3.2 | 7,874.19 | 1h 28m | 0.28% |
02.25.2019 22:00 | 02.25.2019 22:09 | USDCHF | Sell | 564.19 | 1.0 | 1.0 | 1.00051 | 1.00028 | 2.3 | 7,895.03 | 9m | 0.28% |
02.21.2019 22:29 | 02.21.2019 23:00 | USDCHF | Buy | 563.40 | 1.0 | 1.0 | 1.00087 | 1.00103 | 1.6 | 3,934.52 | 31m | 0.14% |
02.19.2019 22:19 | 02.20.2019 00:02 | USDCHF | Sell | 565.45 | 1.0 | 1.0 | 1.00123 | 1.00123 | 0.0 | -10,220.51 | 1h 43m | -0.36% |
02.18.2019 22:21 | 02.19.2019 00:05 | USDCHF | Sell | 570.23 | 1.0 | 1.0 | 1.00428 | 1.00452 | -2.4 | -23,930.85 | 1h 44m | -0.84% |
02.13.2019 22:37 | 02.13.2019 23:00 | USDCHF | Sell | 569.56 | 1.0 | 1.0 | 1.0092 | 1.00905 | 1.5 | 3,340.74 | 23m | 0.12% |
02.12.2019 22:40 | 02.12.2019 22:41 | USDCHF | Buy | 567.43 | 1.0 | 1.0 | 1.00594 | 1.00622 | 2.8 | 10,682.96 | 1m | 0.38% |
02.12.2019 22:37 | 02.12.2019 22:40 | USDCHF | Sell | 564.40 | 1.0 | 1.0 | 1.00647 | 1.00611 | 3.6 | 15,115.41 | 3m | 0.54% |
02.12.2019 22:08 | 02.12.2019 22:34 | USDCHF | Sell | 561.73 | 1.0 | 1.0 | 1.00651 | 1.00618 | 3.3 | 13,367.66 | 26m | 0.48% |
02.06.2019 22:06 | 02.06.2019 22:43 | USDCHF | Sell | 560.06 | 1.0 | 1.0 | 1.00237 | 1.00213 | 2.4 | 8,372.33 | 37m | 0.30% |
01.31.2019 22:05 | 01.31.2019 22:30 | USDCHF | Buy | 558.48 | 1.0 | 1.0 | 0.9941 | 0.99433 | 2.3 | 7,891.97 | 25m | 0.28% |
01.28.2019 22:06 | 01.29.2019 00:03 | USDCHF | Sell | 557.46 | 1.0 | 1.0 | 0.99189 | 0.99162 | 2.7 | 5,102.53 | 1h 57m | 0.18% |
01.24.2019 22:11 | 01.24.2019 23:45 | USDCHF | Sell | 554.12 | 1.0 | 1.0 | 0.99656 | 0.99617 | 3.9 | 16,706.69 | 1h 34m | 0.60% |
01.23.2019 22:07 | 01.23.2019 23:08 | USDCHF | Sell | 550.24 | 1.0 | 1.0 | 0.99504 | 0.9946 | 4.4 | 19,389.85 | 1h 1m | 0.70% |
01.22.2019 22:36 | 01.22.2019 22:49 | USDCHF | Buy | 548.91 | 1.0 | 1.0 | 0.99704 | 0.99725 | 2.1 | 6,618.71 | 13m | 0.24% |
01.22.2019 22:26 | 01.22.2019 22:32 | USDCHF | Buy | 546.17 | 1.0 | 1.0 | 0.99706 | 0.9974 | 3.4 | 13,702.66 | 6m | 0.50% |
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