+12.04M% |
3.28% | |
163.67% | |
Drawdown: | 31.94% |
Balance: | $6,022,395.32 |
Highest: | (Dec 30) $6,120,859.32 |
Profit: | $6,022,345.28 |
Deposits: | $50.00 |
Test Started: | Jan 03, 2011 |
Test Ended: | Dec 31, 2011 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Mar 26, 2013 at 16:53 |
Trades: | 1,102 |
Profitability: | |
Pips: | 24,051.0 |
Average Win: | 38.99 pips / $10,073.54 |
Average Loss: | -75.68 pips / -$20,706.42 |
Lots: | 28,615.63 |
Commissions: | 0 |
Longs Won: | (517/589) 87% |
Shorts Won: | (420/513) 81% |
Best Trade ($): | (Jul 29) 94,400.00 |
Worst Trade ($): | (Oct 10) -102,928.00 |
Best Trade (Pips): | (Jul 29) 236.0 |
Worst Trade (Pips): | (Jun 10) -257.0 |
Avg. Trade Length: | 11h 47m |
Profit Factor: | 2.76 |
Standard Deviation: | $19,858.00 |
Sharpe Ratio | 0.34 |
Z-Score (Probability): | -1.20 (-77.10%) |
Expectancy | 21.8 Pips / $5,464.92 |
AHPR: | 1.12% |
GHPR: | 1.07% |
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 | 291 | 262 | 233 | 204 | 175 | 145 | 116 | 87 | 58 | 29 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2011 20:30 | 12.31.2011 19:07 | GBPUSD | Buy | 40.00 | 1.6 | - | 1.5522 | 1.555 | 28.0 | 11,200.00 | 22h 37m | 0.19% |
12.29.2011 13:00 | 12.31.2011 19:07 | GBPUSD | Sell | 40.00 | - | - | 1.5385 | 1.5552 | -167.0 | -66,864.00 | 2d | -1.09% |
12.30.2011 09:30 | 12.31.2011 19:07 | GBPUSD | Sell | 40.00 | - | - | 1.5445 | 1.5552 | -107.0 | -42,800.00 | 1d | -0.71% |
12.30.2011 10:37 | 12.30.2011 14:08 | GBPUSD | Buy | 40.00 | 1.5 | - | 1.5462 | 1.5496 | 34.0 | 13,600.00 | 3h 31m | 0.22% |
12.29.2011 18:05 | 12.30.2011 08:39 | GBPUSD | Buy | 40.00 | 1.5 | - | 1.5402 | 1.5439 | 37.0 | 14,820.00 | 14h 34m | 0.24% |
12.29.2011 11:58 | 12.29.2011 14:41 | GBPUSD | Buy | 40.00 | 1.5 | - | 1.5387 | 1.5416 | 29.0 | 11,600.00 | 2h 43m | 0.19% |
12.29.2011 09:57 | 12.29.2011 11:27 | GBPUSD | Sell | 40.00 | 1.5 | - | 1.5475 | 1.5388 | 87.0 | 34,800.00 | 1h 30m | 0.58% |
12.29.2011 03:53 | 12.29.2011 07:34 | GBPUSD | Buy | 40.00 | 1.5 | - | 1.5477 | 1.5486 | 9.0 | 3,600.00 | 3h 41m | 0.06% |
12.28.2011 14:57 | 12.28.2011 15:56 | GBPUSD | Sell | 40.00 | 1.6 | - | 1.5685 | 1.5531 | 154.0 | 61,600.00 | 59m | 1.03% |
12.27.2011 12:16 | 12.28.2011 12:35 | GBPUSD | Buy | 40.00 | 1.6 | - | 1.5702 | 1.5704 | 2.0 | 820.00 | 1d | 0.01% |
12.26.2011 11:19 | 12.27.2011 14:14 | GBPUSD | Sell | 40.00 | - | - | 1.561 | 1.5672 | -62.0 | -24,864.00 | 1d | -0.41% |
12.27.2011 10:39 | 12.27.2011 13:00 | GBPUSD | Sell | 40.00 | 1.6 | - | 1.57 | 1.5659 | 41.0 | 16,400.00 | 2h 21m | 0.27% |
12.27.2011 01:00 | 12.27.2011 08:17 | GBPUSD | Buy | 40.00 | 1.6 | - | 1.5642 | 1.5693 | 51.0 | 20,400.00 | 7h 17m | 0.34% |
12.23.2011 11:53 | 12.26.2011 19:34 | GBPUSD | Buy | 40.00 | - | - | 1.5822 | 1.564 | -182.0 | -72,780.00 | 3d | -1.20% |
12.26.2011 13:35 | 12.26.2011 19:00 | GBPUSD | Buy | 40.00 | 1.6 | - | 1.5627 | 1.5657 | 30.0 | 12,000.00 | 5h 25m | 0.20% |
12.26.2011 08:00 | 12.26.2011 08:45 | GBPUSD | Buy | 40.00 | 1.6 | - | 1.5627 | 1.5629 | 2.0 | 800.00 | 45m | 0.01% |
12.22.2011 10:08 | 12.23.2011 17:29 | GBPUSD | Sell | 40.00 | 1.6 | - | 1.5745 | 1.5636 | 109.0 | 43,536.00 | 1d | 0.74% |
12.23.2011 11:01 | 12.23.2011 17:29 | GBPUSD | Sell | 40.00 | 1.6 | - | 1.582 | 1.5637 | 183.0 | 73,200.00 | 6h 28m | 1.23% |
12.22.2011 13:12 | 12.23.2011 07:39 | GBPUSD | Buy | 40.00 | 1.6 | - | 1.5753 | 1.5824 | 71.0 | 28,420.00 | 18h 27m | 0.48% |
12.22.2011 10:54 | 12.22.2011 13:12 | GBPUSD | Buy | 40.00 | 1.6 | - | 1.5747 | 1.5751 | 4.0 | 1,600.00 | 2h 18m | 0.03% |
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