+30.46% |
0.07% | |
2.27% | |
Drawdown: | 8.01% |
Balance: | $13,045.94 |
Highest: | (Dec 06) $13,661.01 |
Profit: | $3,045.93 |
Deposits: | $10,000.00 |
Test Started: | Jan 02, 2002 |
Test Ended: | Dec 23, 2002 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Apr 16, 2016 at 05:43 |
Trades: | 75 |
Profitability: | |
Pips: | 569.8 |
Average Win: | 29.45 pips / $168.10 |
Average Loss: | -18.76 pips / -$113.12 |
Lots: | 44.60 |
Commissions: | 0 |
Longs Won: | (27/45) 60% |
Shorts Won: | (14/30) 46% |
Best Trade ($): | (Aug 02) 289.98 |
Worst Trade ($): | (Dec 06) -204.35 |
Best Trade (Pips): | (Jan 02) 56.3 |
Worst Trade (Pips): | (Dec 06) -30.5 |
Avg. Trade Length: | 8h 1m |
Profit Factor: | 1.79 |
Standard Deviation: | $158.68 |
Sharpe Ratio | 0.26 |
Z-Score (Probability): | -2.74 (-121.45%) |
Expectancy | 7.6 Pips / $40.61 |
AHPR: | 0.36% |
GHPR: | 0.36% |
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% | 1.22% |
Consecutive Losing Trades | 115 | 104 | 92 | 81 | 69 | 58 | 46 | 35 | 23 | 12 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.23.2002 17:45 | 12.23.2002 19:06 | EURUSD | Sell | 0.66 | 1.0 | 1.0 | 1.0234 | 1.02545 | -20.5 | -135.30 | 1h 21m | -1.03% |
12.23.2002 17:30 | 12.23.2002 18:44 | EURUSD | Sell | 0.67 | 1.0 | 1.0 | 1.0231 | 1.02505 | -19.5 | -130.65 | 1h 14m | -0.98% |
12.23.2002 18:00 | 12.23.2002 18:27 | EURUSD | Sell | 0.66 | 1.0 | 1.0 | 1.0224 | 1.02435 | -19.5 | -128.70 | 27m | -0.96% |
12.13.2002 09:30 | 12.13.2002 13:34 | EURUSD | Buy | 0.66 | 1.0 | 1.0 | 1.02305 | 1.0216 | -14.5 | -95.70 | 4h 4m | -0.70% |
12.13.2002 09:45 | 12.13.2002 13:34 | EURUSD | Buy | 0.66 | 1.0 | 1.0 | 1.02305 | 1.0216 | -14.5 | -95.70 | 3h 49m | -0.71% |
12.13.2002 09:15 | 12.13.2002 10:56 | EURUSD | Buy | 0.67 | 1.0 | 1.0 | 1.02285 | 1.02591 | 30.6 | 205.02 | 1h 41m | 1.53% |
12.06.2002 15:45 | 12.09.2002 00:01 | EURUSD | Buy | 0.66 | 1.0 | 1.0 | 1.00815 | 1.0101 | 19.5 | 126.03 | 2d | 0.95% |
12.06.2002 15:30 | 12.06.2002 16:11 | EURUSD | Buy | 0.67 | 1.0 | 1.0 | 1.00935 | 1.0063 | -30.5 | -204.35 | 41m | -1.51% |
12.06.2002 15:15 | 12.06.2002 15:45 | EURUSD | Buy | 0.68 | 1.0 | 1.0 | 1.00965 | 1.00736 | -22.9 | -155.72 | 30m | -1.14% |
12.06.2002 14:45 | 12.06.2002 15:04 | EURUSD | Buy | 0.66 | 1.0 | 1.0 | 1.00595 | 1.00874 | 27.9 | 184.14 | 19m | 1.39% |
12.06.2002 15:00 | 12.06.2002 15:04 | EURUSD | Buy | 0.66 | 1.0 | 1.0 | 1.00545 | 1.00829 | 28.4 | 187.44 | 4m | 1.39% |
12.02.2002 17:15 | 12.02.2002 19:58 | EURUSD | Buy | 0.65 | 1.0 | 1.0 | 0.99295 | 0.99687 | 39.2 | 254.80 | 2h 43m | 1.95% |
12.02.2002 17:00 | 12.02.2002 18:15 | EURUSD | Buy | 0.66 | 1.0 | 1.0 | 0.99425 | 0.9925 | -17.5 | -115.50 | 1h 15m | -0.88% |
11.19.2002 19:15 | 11.20.2002 07:16 | EURUSD | Sell | 0.63 | 1.0 | 1.0 | 1.0032 | 1.00215 | 10.5 | 66.49 | 12h 1m | 0.51% |
11.19.2002 19:00 | 11.20.2002 07:01 | EURUSD | Sell | 0.63 | 1.0 | 1.0 | 1.0049 | 1.00215 | 27.5 | 173.59 | 12h 1m | 1.34% |
11.19.2002 18:45 | 11.20.2002 06:46 | EURUSD | Sell | 0.64 | 1.0 | 1.0 | 1.0038 | 1.00215 | 16.5 | 105.95 | 12h 1m | 0.83% |
11.06.2002 21:15 | 11.07.2002 09:16 | EURUSD | Buy | 0.64 | 1.0 | 1.0 | 1.00275 | 1.003 | 2.5 | 8.24 | 12h 1m | 0.06% |
11.06.2002 21:00 | 11.07.2002 09:00 | EURUSD | Buy | 0.65 | 1.0 | 1.0 | 1.00285 | 1.00295 | 1.0 | -1.38 | 12h 0m | -0.01% |
11.06.2002 21:30 | 11.06.2002 21:49 | EURUSD | Buy | 0.64 | 1.0 | 1.0 | 1.00455 | 1.00236 | -21.9 | -140.16 | 19m | -1.08% |
10.29.2002 17:00 | 10.29.2002 17:16 | EURUSD | Buy | 0.65 | 1.0 | 1.0 | 0.98585 | 0.9845 | -13.5 | -87.75 | 16m | -0.67% |
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