+3248.06% |
1.14% | |
40.46% | |
Drawdown: | 62.72% |
Balance: | $100,539.34 |
Highest: | (Nov 12) $100,539.34 |
Profit: | $97,539.29 |
Deposits: | $3,000.00 |
Test Started: | Jan 06, 2015 |
Test Ended: | Nov 12, 2015 |
Timeframe: | 5 Minutes |
Model Type: | Control Points |
Added: | Nov 15, 2015 at 16:26 |
Trades: | 659 |
Profitability: | |
Pips: | 7,773.5 |
Average Win: | 33.58 pips / $253.51 |
Average Loss: | -36.11 pips / -$83.98 |
Lots: | 511.33 |
Commissions: | 0 |
Longs Won: | (175/252) 69% |
Shorts Won: | (278/407) 68% |
Best Trade ($): | (Oct 15) 7,993.53 |
Worst Trade ($): | (Oct 06) -1,849.37 |
Best Trade (Pips): | (Jan 16) 170.8 |
Worst Trade (Pips): | (Feb 02) -213.7 |
Avg. Trade Length: | 18h 7m |
Profit Factor: | 6.64 |
Standard Deviation: | $711.57 |
Sharpe Ratio | 0.28 |
Z-Score (Probability): | -19.21 (99.99%) |
Expectancy | 11.8 Pips / $148.01 |
AHPR: | 0.55% |
GHPR: | 0.53% |
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 | 1198 | 1078 | 958 | 838 | 719 | 599 | 479 | 359 | 240 | 120 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.12.2015 03:25 | 11.12.2015 10:00 | USDCAD | Buy | 0.99 | - | - | 1.32327 | 1.32647 | 32.0 | 238.83 | 6h 35m | 0.24% |
11.10.2015 20:00 | 11.11.2015 12:10 | USDCAD | Buy | 0.99 | - | - | 1.32501 | 1.3268 | 17.9 | 128.51 | 16h 10m | 0.13% |
11.11.2015 05:35 | 11.11.2015 12:10 | USDCAD | Buy | 0.99 | - | - | 1.32461 | 1.3268 | 21.9 | 163.41 | 6h 35m | 0.16% |
11.11.2015 06:00 | 11.11.2015 12:10 | USDCAD | Buy | 0.99 | - | - | 1.32408 | 1.3268 | 27.2 | 202.95 | 6h 10m | 0.20% |
11.04.2015 20:25 | 11.05.2015 10:30 | USDCAD | Sell | 0.99 | - | - | 1.31825 | 1.3154 | 28.5 | 217.02 | 14h 5m | 0.22% |
11.04.2015 20:10 | 11.05.2015 10:30 | USDCAD | Sell | 0.99 | - | - | 1.31763 | 1.3154 | 22.3 | 170.35 | 14h 20m | 0.17% |
11.04.2015 20:35 | 11.05.2015 10:30 | USDCAD | Sell | 0.99 | - | - | 1.31882 | 1.3154 | 34.2 | 259.92 | 13h 55m | 0.26% |
11.03.2015 15:25 | 11.03.2015 19:40 | USDCAD | Sell | 0.96 | - | - | 1.31429 | 1.3089 | 53.9 | 395.32 | 4h 15m | 0.41% |
11.03.2015 15:20 | 11.03.2015 19:40 | USDCAD | Sell | 0.96 | - | - | 1.31356 | 1.3089 | 46.6 | 341.78 | 4h 20m | 0.35% |
11.03.2015 11:20 | 11.03.2015 19:40 | USDCAD | Sell | 0.96 | - | - | 1.3122 | 1.3089 | 33.0 | 242.04 | 8h 20m | 0.25% |
11.03.2015 16:50 | 11.03.2015 19:40 | USDCAD | Sell | 0.96 | - | - | 1.31599 | 1.3089 | 70.9 | 520.01 | 2h 50m | 0.53% |
11.03.2015 15:35 | 11.03.2015 19:40 | USDCAD | Sell | 0.96 | - | - | 1.31489 | 1.3089 | 59.9 | 439.33 | 4h 5m | 0.45% |
11.03.2015 15:15 | 11.03.2015 19:40 | USDCAD | Sell | 0.96 | - | - | 1.31246 | 1.3089 | 35.6 | 261.10 | 4h 25m | 0.27% |
11.03.2015 15:30 | 11.03.2015 19:40 | USDCAD | Sell | 0.96 | - | - | 1.31471 | 1.3089 | 58.1 | 426.13 | 4h 10m | 0.44% |
11.03.2015 11:15 | 11.03.2015 19:40 | USDCAD | Sell | 0.96 | - | - | 1.31168 | 1.3089 | 27.8 | 203.90 | 8h 25m | 0.21% |
10.27.2015 16:25 | 10.28.2015 08:10 | USDCAD | Sell | 3.20 | - | - | 1.32459 | 1.32607 | -14.8 | -354.43 | 15h 45m | -0.39% |
10.27.2015 11:05 | 10.28.2015 08:10 | USDCAD | Sell | 0.96 | - | - | 1.31866 | 1.32607 | -74.1 | -535.62 | 21h 5m | -0.56% |
10.27.2015 11:20 | 10.28.2015 08:10 | USDCAD | Sell | 0.96 | - | - | 1.31916 | 1.32607 | -69.1 | -499.43 | 20h 50m | -0.53% |
10.27.2015 15:10 | 10.28.2015 08:10 | USDCAD | Sell | 0.96 | - | - | 1.32223 | 1.32607 | -38.4 | -277.17 | 17h 0m | -0.30% |
10.27.2015 11:00 | 10.28.2015 08:10 | USDCAD | Sell | 0.96 | - | - | 1.3183 | 1.32607 | -77.7 | -561.68 | 21h 10m | -0.59% |
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