+279.23% |
0.07% | |
2.16% | |
Drawdown: | 12.23% |
Balance: | $37,923.26 |
Highest: | (Feb 28) $37,923.26 |
Profit: | $27,923.31 |
Deposits: | $10,000.00 |
Test Started: | Jan 14, 2008 |
Test Ended: | Feb 28, 2013 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Mar 18, 2013 at 18:08 |
Trades: | 621 |
Profitability: | |
Pips: | 7,869.6 |
Average Win: | 39.15 pips / $146.24 |
Average Loss: | -49.24 pips / -$191.90 |
Lots: | 346.95 |
Commissions: | 0 |
Longs Won: | (229/324) 70% |
Shorts Won: | (206/297) 69% |
Best Trade ($): | (May 27) 646.99 |
Worst Trade ($): | (Aug 21) -970.11 |
Best Trade (Pips): | (Oct 16) 163.0 |
Worst Trade (Pips): | (Jun 23) -148.3 |
Avg. Trade Length: | 13h 26m |
Profit Factor: | 1.78 |
Standard Deviation: | $221.17 |
Sharpe Ratio | 0.22 |
Z-Score (Probability): | 0.85 (60.46%) |
Expectancy | 12.7 Pips / $44.97 |
AHPR: | 0.22% |
GHPR: | 0.21% |
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 | 198 | 178 | 158 | 138 | 119 | 99 | 79 | 59 | 40 | 20 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.28.2013 23:00 | 02.28.2013 23:59 | EURUSD | Buy | 0.01 | 1.3 | 1.3 | 1.30554 | 1.3056 | 0.6 | 0.00 | 59m | 0.00% |
02.28.2013 00:00 | 02.28.2013 23:59 | EURUSD | Sell | 0.50 | 1.3 | 1.3 | 1.31386 | 1.30564 | 82.2 | 312.17 | 23h 59m | 0.83% |
02.27.2013 23:00 | 02.28.2013 06:45 | EURUSD | Sell | 1.13 | 1.3 | 1.3 | 1.31383 | 1.31404 | -2.1 | -23.66 | 7h 45m | -0.06% |
02.26.2013 23:00 | 02.27.2013 03:30 | EURUSD | Sell | 1.13 | 1.3 | 1.3 | 1.30622 | 1.30461 | 16.1 | 133.85 | 4h 30m | 0.36% |
02.26.2013 00:00 | 02.26.2013 17:10 | EURUSD | Buy | 0.50 | 1.3 | 1.3 | 1.30621 | 1.30622 | 0.1 | -2.24 | 17h 10m | -0.01% |
02.21.2013 00:00 | 02.21.2013 10:34 | EURUSD | Buy | 0.50 | 1.3 | 1.3 | 1.328 | 1.32149 | -65.1 | -248.93 | 10h 34m | -0.66% |
02.20.2013 23:00 | 02.21.2013 02:45 | EURUSD | Buy | 1.13 | 1.3 | 1.3 | 1.32759 | 1.32872 | 11.3 | 89.18 | 3h 45m | 0.24% |
01.29.2013 23:15 | 01.30.2013 03:00 | EURUSD | Buy | 1.13 | 1.3 | 1.4 | 1.34834 | 1.3491 | 7.6 | 56.74 | 3h 45m | 0.15% |
01.23.2013 23:15 | 01.24.2013 02:45 | EURUSD | Buy | 1.12 | 1.3 | 1.3 | 1.33024 | 1.3317 | 14.6 | 115.93 | 3h 30m | 0.31% |
01.16.2013 23:30 | 01.17.2013 04:40 | EURUSD | Sell | 1.12 | 1.4 | 1.3 | 1.3291 | 1.32713 | 19.7 | 160.71 | 5h 10m | 0.43% |
01.15.2013 02:00 | 01.16.2013 11:09 | EURUSD | Sell | 0.50 | 1.3 | 1.3 | 1.3385 | 1.33214 | 63.6 | 236.21 | 1d | 0.64% |
01.07.2013 23:00 | 01.08.2013 02:25 | EURUSD | Sell | 1.11 | 1.3 | 1.3 | 1.3125 | 1.3102 | 23.0 | 189.37 | 3h 25m | 0.51% |
01.04.2013 00:00 | 01.07.2013 05:02 | EURUSD | Buy | 0.50 | 1.3 | 1.3 | 1.30204 | 1.30317 | 11.3 | 40.31 | 3d | 0.11% |
01.02.2013 02:00 | 01.03.2013 10:42 | EURUSD | Sell | 0.50 | 1.3 | 1.3 | 1.326 | 1.3099 | 161.0 | 612.14 | 1d | 1.69% |
01.02.2013 23:00 | 01.03.2013 01:12 | EURUSD | Sell | 1.08 | 1.3 | 1.3 | 1.3188 | 1.31677 | 20.3 | 161.15 | 2h 12m | 0.45% |
12.30.2012 23:30 | 12.31.2012 02:55 | EURUSD | Sell | 1.08 | 1.3 | 1.3 | 1.3224 | 1.32057 | 18.3 | 144.32 | 3h 25m | 0.40% |
12.27.2012 01:00 | 12.28.2012 14:36 | EURUSD | Sell | 0.50 | 1.3 | 1.3 | 1.323 | 1.32271 | 2.9 | 8.75 | 1d | 0.02% |
12.21.2012 02:00 | 12.27.2012 01:00 | EURUSD | Buy | 0.50 | 1.3 | 1.3 | 1.32044 | 1.323 | 25.6 | 92.34 | 5d | 0.26% |
12.23.2012 23:01 | 12.24.2012 01:15 | EURUSD | Sell | 0.01 | 1.3 | 1.3 | 1.3177 | 1.31704 | 6.6 | 0.45 | 2h 14m | 0.00% |
12.20.2012 00:00 | 12.20.2012 15:47 | EURUSD | Buy | 0.50 | 1.3 | 1.3 | 1.32114 | 1.3231 | 19.6 | 71.45 | 15h 47m | 0.20% |
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