+831.42% |
0.05% | |
1.47% | |
Drawdown: | 18.39% |
Balance: | $18,628.47 |
Highest: | (Nov 23) $18,929.41 |
Profit: | $16,628.47 |
Deposits: | $2,000.00 |
Test Started: | Nov 04, 1999 |
Test Ended: | May 28, 2012 |
Timeframe: | 15 Minutes |
Model Type: | n/a |
Added: | Jun 10, 2012 at 16:49 |
Trades: | 1,846 |
Profitability: | |
Pips: | 16,949.2 |
Average Win: | 46.68 pips / $46.48 |
Average Loss: | -33.90 pips / -$34.04 |
Lots: | 184.60 |
Commissions: | 0 |
Longs Won: | (629/1,197) 52% |
Shorts Won: | (358/649) 55% |
Best Trade ($): | (Sep 30) 240.00 |
Worst Trade ($): | (Nov 01) -206.15 |
Best Trade (Pips): | (Nov 25) 240.0 |
Worst Trade (Pips): | (Nov 12) -201.6 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.57 |
Standard Deviation: | $68.03 |
Sharpe Ratio | 0.13 |
Z-Score (Probability): | 1.68 (90.70%) |
Expectancy | 9.2 Pips / $9.01 |
AHPR: | 0.13% |
GHPR: | 0.12% |
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 | 547 | 493 | 438 | 383 | 328 | 274 | 219 | 164 | 109 | 55 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.24.2012 16:00 | 05.28.2012 11:15 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.25933 | 1.25783 | -15.0 | -15.08 | 3d | -0.08% |
05.23.2012 19:30 | 05.24.2012 12:15 | EURUSD | Sell | 0.10 | 1.3 | 1.2 | 1.25515 | 1.25665 | -15.0 | -16.05 | 16h 45m | -0.09% |
05.18.2012 10:00 | 05.23.2012 15:00 | EURUSD | Sell | 0.10 | 1.3 | 1.2 | 1.26557 | 1.26707 | -15.0 | -16.05 | 5d | -0.09% |
05.09.2012 17:30 | 05.16.2012 10:00 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.29176 | 1.26976 | 220.0 | 217.55 | 6d | 1.18% |
05.08.2012 09:30 | 05.08.2012 21:00 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30177 | 1.30327 | -15.0 | -15.00 | 11h 30m | -0.08% |
05.07.2012 13:15 | 05.08.2012 09:30 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30358 | 1.30208 | -15.0 | -15.04 | 20h 15m | -0.08% |
05.02.2012 21:30 | 05.07.2012 01:45 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31659 | 1.29643 | -201.6 | -201.80 | 4d | -1.08% |
04.27.2012 16:00 | 05.01.2012 17:15 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.32591 | 1.32441 | -15.0 | -15.08 | 4d | -0.08% |
04.25.2012 17:30 | 04.27.2012 03:45 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.31928 | 1.32078 | -15.0 | -16.40 | 1d | -0.09% |
04.24.2012 16:30 | 04.25.2012 14:45 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31864 | 1.31964 | 10.0 | 9.96 | 22h 15m | 0.05% |
04.20.2012 11:15 | 04.23.2012 00:00 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31758 | 1.31858 | 10.0 | 9.96 | 2d | 0.05% |
04.18.2012 17:00 | 04.19.2012 14:30 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.30955 | 1.31055 | 10.0 | 9.88 | 21h 30m | 0.05% |
04.17.2012 05:30 | 04.17.2012 10:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3107 | 1.3122 | -15.0 | -15.00 | 5h 0m | -0.08% |
04.13.2012 11:15 | 04.16.2012 20:45 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.31568 | 1.31168 | 40.0 | 39.65 | 3d | 0.21% |
04.12.2012 13:45 | 04.13.2012 00:15 | EURUSD | Buy | 0.10 | 1.3 | 1.3 | 1.31449 | 1.31849 | 40.0 | 39.96 | 10h 30m | 0.21% |
04.09.2012 03:45 | 04.09.2012 10:45 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.30639 | 1.30789 | -15.0 | -15.00 | 7h 0m | -0.08% |
04.03.2012 18:00 | 04.04.2012 15:30 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.33402 | 1.31386 | -201.6 | -201.64 | 21h 30m | -1.07% |
03.29.2012 09:30 | 03.30.2012 17:45 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.33383 | 1.33233 | -15.0 | -15.04 | 1d | -0.08% |
03.27.2012 15:00 | 03.28.2012 10:30 | EURUSD | Sell | 0.10 | 1.3 | 1.3 | 1.3334 | 1.3349 | -15.0 | -15.35 | 19h 30m | -0.08% |
03.26.2012 17:45 | 03.27.2012 14:45 | EURUSD | Buy | 0.10 | 1.3 | 1.4 | 1.3332 | 1.3342 | 10.0 | 9.96 | 21h 0m | 0.05% |
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