+770.7% |
0.11% | |
3.24% | |
Drawdown: | 30.48% |
Balance: | $87,069.80 |
Highest: | (Jul 04) $87,093.46 |
Profit: | $77,069.81 |
Deposits: | $10,000.00 |
Test Started: | Dec 11, 2007 |
Test Ended: | Jul 11, 2013 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Dec 11, 2013 at 11:13 |
Trades: | 2,065 |
Profitability: | |
Pips: | 3,316.3 |
Average Win: | 109.73 pips / $279.13 |
Average Loss: | -58.78 pips / -$97.72 |
Lots: | 3,932.24 |
Commissions: | 0 |
Longs Won: | (345/1,019) 33% |
Shorts Won: | (395/1,046) 37% |
Best Trade ($): | (Dec 01) 15,922.42 |
Worst Trade ($): | (Dec 15) -5,162.04 |
Best Trade (Pips): | (Apr 07) 677.0 |
Worst Trade (Pips): | (Jan 03) -81.0 |
Avg. Trade Length: | 23h 9m |
Profit Factor: | 1.60 |
Standard Deviation: | $697.75 |
Sharpe Ratio | 0.06 |
Z-Score (Probability): | 0.57 (43.13%) |
Expectancy | 1.6 Pips / $37.32 |
AHPR: | 0.13% |
GHPR: | 0.10% |
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% | 0.11% | 0.87% | 5.13% | 24.61% |
Consecutive Losing Trades | 891 | 802 | 713 | 624 | 535 | 446 | 357 | 267 | 178 | 89 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
07.11.2013 05:00 | 07.11.2013 05:45 | EURJPY | Sell | 0.59 | 130.2 | 127.8 | 129.361 | 129.621 | -26.0 | -14.97 | 45m | -0.02% |
07.10.2013 21:00 | 07.11.2013 04:50 | EURJPY | Buy | 0.59 | 129.5 | 131.5 | 129.049 | 129.489 | 44.0 | 25.47 | 7h 50m | 0.03% |
07.09.2013 17:00 | 07.10.2013 20:00 | EURJPY | Sell | 0.59 | 129.1 | 127.0 | 129.216 | 129.078 | 13.8 | 7.82 | 1d | 0.01% |
07.05.2013 15:00 | 07.09.2013 16:25 | EURJPY | Buy | 0.59 | 129.6 | 131.7 | 129.623 | 129.628 | 0.5 | 0.38 | 4d | 0.00% |
07.04.2013 15:00 | 07.05.2013 14:40 | EURJPY | Sell | 0.42 | 129.6 | 127.4 | 129.019 | 129.639 | -62.0 | -25.48 | 23h 40m | -0.03% |
07.04.2013 09:00 | 07.04.2013 14:37 | EURJPY | Buy | 0.30 | 128.9 | 131.2 | 129.46 | 128.883 | -57.7 | -16.88 | 5h 37m | -0.02% |
07.03.2013 10:00 | 07.04.2013 08:34 | EURJPY | Buy | 0.30 | 129.4 | 131.4 | 129.433 | 129.435 | 0.2 | 0.13 | 22h 34m | 0.00% |
06.27.2013 05:00 | 07.03.2013 09:20 | EURJPY | Buy | 3.16 | 130.2 | 132.5 | 127.308 | 130.223 | 291.5 | 899.71 | 6d | 1.04% |
06.26.2013 08:00 | 06.27.2013 04:10 | EURJPY | Sell | 2.26 | 127.5 | 125.4 | 127.453 | 127.47 | -1.7 | -5.11 | 20h 10m | -0.01% |
06.26.2013 01:00 | 06.26.2013 07:35 | EURJPY | Buy | 1.61 | 127.6 | 130.0 | 128.413 | 127.603 | -81.0 | -127.24 | 6h 35m | -0.15% |
06.25.2013 06:00 | 06.26.2013 00:07 | EURJPY | Sell | 1.15 | 128.3 | 126.0 | 127.614 | 128.254 | -64.0 | -72.01 | 18h 7m | -0.08% |
06.24.2013 21:00 | 06.25.2013 05:40 | EURJPY | Buy | 0.82 | 127.7 | 130.0 | 128.251 | 127.728 | -52.3 | -41.77 | 8h 40m | -0.05% |
06.24.2013 12:00 | 06.24.2013 20:31 | EURJPY | Sell | 0.82 | 128.3 | 126.2 | 128.354 | 128.277 | 7.7 | 6.16 | 8h 31m | 0.01% |
06.24.2013 01:00 | 06.24.2013 11:03 | EURJPY | Buy | 0.59 | 128.3 | 130.6 | 128.985 | 128.338 | -64.7 | -37.24 | 10h 3m | -0.04% |
06.21.2013 12:00 | 06.24.2013 00:10 | EURJPY | Sell | 0.82 | 128.6 | 126.4 | 128.936 | 128.639 | 29.7 | 23.59 | 2d | 0.03% |
06.21.2013 07:00 | 06.21.2013 11:40 | EURJPY | Buy | 0.59 | 128.8 | 131.0 | 129.165 | 128.758 | -40.7 | -23.43 | 4h 40m | -0.03% |
06.20.2013 21:00 | 06.21.2013 06:52 | EURJPY | Sell | 0.42 | 129.1 | 126.7 | 128.307 | 129.117 | -81.0 | -33.26 | 9h 52m | -0.04% |
06.20.2013 13:00 | 06.20.2013 20:34 | EURJPY | Buy | 0.30 | 128.9 | 130.9 | 129.056 | 128.933 | -12.3 | -3.60 | 7h 34m | 0.00% |
06.19.2013 10:00 | 06.20.2013 12:36 | EURJPY | Buy | 0.30 | 128.9 | 130.8 | 127.265 | 128.916 | 165.1 | 48.39 | 1d | 0.06% |
06.17.2013 04:00 | 06.19.2013 09:27 | EURJPY | Buy | 0.59 | 127.2 | 129.5 | 126.209 | 127.215 | 100.6 | 57.99 | 2d | 0.07% |
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