+5628.35% |
1.45% | |
53.82% | |
Drawdown: | 67.62% |
Balance: | $17,187.36 |
Highest: | (Oct 15) $17,187.36 |
Profit: | $16,886.75 |
Deposits: | $300.00 |
Test Started: | Jan 06, 2015 |
Test Ended: | Oct 15, 2015 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Oct 17, 2015 at 12:58 |
Trades: | 644 |
Profitability: | |
Pips: | 9,229.0 |
Average Win: | 35.36 pips / $48.18 |
Average Loss: | -34.45 pips / -$24.71 |
Lots: | 96.08 |
Commissions: | 0 |
Longs Won: | (172/250) 68% |
Shorts Won: | (278/394) 70% |
Best Trade ($): | (Oct 15) 908.10 |
Worst Trade ($): | (Oct 02) -361.76 |
Best Trade (Pips): | (Jan 16) 170.3 |
Worst Trade (Pips): | (Feb 02) -214.2 |
Avg. Trade Length: | 18h 1m |
Profit Factor: | 4.52 |
Standard Deviation: | $97.40 |
Sharpe Ratio | 0.37 |
Z-Score (Probability): | -19.08 (99.99%) |
Expectancy | 14.3 Pips / $26.22 |
AHPR: | 0.64% |
GHPR: | 0.63% |
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 | 695 | 626 | 556 | 487 | 417 | 348 | 278 | 209 | 139 | 70 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.14.2015 22:25 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.2916 | 1.29435 | 27.5 | 89.99 | 17h 20m | 0.65% |
10.15.2015 10:40 | 10.15.2015 15:45 | USDCAD | Buy | 1.80 | - | - | 1.28782 | 1.29435 | 65.3 | 908.10 | 5h 5m | 5.58% |
10.15.2015 05:30 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29083 | 1.29435 | 35.2 | 122.38 | 10h 15m | 0.86% |
10.14.2015 22:10 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29276 | 1.29435 | 15.9 | 49.66 | 17h 35m | 0.36% |
10.15.2015 10:35 | 10.15.2015 15:45 | USDCAD | Buy | 1.80 | - | - | 1.28829 | 1.29435 | 60.6 | 842.74 | 5h 10m | 5.46% |
10.15.2015 05:20 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29096 | 1.29435 | 33.9 | 117.86 | 10h 25m | 0.84% |
10.15.2015 09:45 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.28943 | 1.29435 | 49.2 | 171.05 | 6h 0m | 1.18% |
10.15.2015 09:35 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29045 | 1.29435 | 39.0 | 135.59 | 6h 10m | 0.95% |
10.14.2015 21:25 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29475 | 1.29435 | -4.0 | -19.53 | 18h 20m | -0.14% |
10.14.2015 22:15 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29223 | 1.29435 | 21.2 | 68.08 | 17h 30m | 0.50% |
10.15.2015 04:25 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29139 | 1.29435 | 29.6 | 102.91 | 11h 20m | 0.74% |
10.14.2015 22:00 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29334 | 1.29435 | 10.1 | 29.49 | 17h 45m | 0.22% |
10.14.2015 21:55 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29386 | 1.29435 | 4.9 | 11.42 | 17h 50m | 0.08% |
10.14.2015 22:20 | 10.15.2015 15:45 | USDCAD | Buy | 0.45 | - | - | 1.29184 | 1.29435 | 25.1 | 81.64 | 17h 25m | 0.59% |
10.15.2015 10:25 | 10.15.2015 15:45 | USDCAD | Buy | 1.80 | - | - | 1.28847 | 1.29435 | 58.8 | 817.71 | 5h 20m | 5.59% |
10.13.2015 16:25 | 10.13.2015 17:10 | USDCAD | Sell | 1.52 | - | - | 1.30723 | 1.30243 | 48.0 | 560.18 | 45m | 4.28% |
10.12.2015 21:45 | 10.13.2015 17:10 | USDCAD | Sell | 0.38 | - | - | 1.30074 | 1.30243 | -16.9 | -50.18 | 19h 25m | -0.44% |
10.12.2015 21:25 | 10.13.2015 17:10 | USDCAD | Sell | 0.38 | - | - | 1.29991 | 1.30243 | -25.2 | -74.39 | 19h 45m | -0.65% |
10.13.2015 05:35 | 10.13.2015 17:10 | USDCAD | Sell | 1.52 | - | - | 1.30587 | 1.30243 | 34.4 | 401.46 | 11h 35m | 3.42% |
10.12.2015 21:30 | 10.13.2015 17:10 | USDCAD | Sell | 0.38 | - | - | 1.30025 | 1.30243 | -21.8 | -64.47 | 19h 40m | -0.56% |
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