+13.08M% |
0.56% | |
18.12% | |
Drawdown: | 16.25% |
Balance: | $130,780,710.45 |
Highest: | (Oct 29) $130,780,710.45 |
Profit: | $130,779,710.49 |
Deposits: | $1,000.00 |
Test Started: | Jan 06, 2010 |
Test Ended: | Oct 29, 2015 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Oct 30, 2015 at 20:45 |
Trades: | 2,615 |
Profitability: | |
Pips: | 18,125.2 |
Average Win: | 18.26 pips / $90,015.20 |
Average Loss: | -28.54 pips / -$75,245.52 |
Lots: | 1,139,707.10 |
Commissions: | 0 |
Longs Won: | (876/1,156) 75% |
Shorts Won: | (1,106/1,459) 75% |
Best Trade ($): | (Oct 28) 2,082,696.00 |
Worst Trade ($): | (Oct 16) -2,318,933.47 |
Best Trade (Pips): | (Dec 10) 54.8 |
Worst Trade (Pips): | (Jan 12) -30.0 |
Avg. Trade Length: | 2h 38m |
Profit Factor: | 3.75 |
Standard Deviation: | $273,737.47 |
Sharpe Ratio | 0.33 |
Z-Score (Probability): | -2.40 (-108.29%) |
Expectancy | 6.9 Pips / $50,011.36 |
AHPR: | 0.46% |
GHPR: | 0.45% |
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 | 1739 | 1565 | 1391 | 1217 | 1043 | 870 | 696 | 522 | 348 | 174 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.29.2015 14:15 | 10.29.2015 15:49 | EURUSD | Buy | 8602.30 | 1.1 | - | 1.09614 | 1.09817 | 20.3 | 1,746,266.90 | 1h 34m | 1.35% |
10.28.2015 18:25 | 10.28.2015 18:37 | EURUSD | Sell | 8476.80 | 1.1 | - | 1.09398 | 1.09176 | 22.2 | 1,881,849.60 | 12m | 1.48% |
10.28.2015 18:05 | 10.28.2015 18:06 | EURUSD | Sell | 8370.80 | 1.1 | - | 1.09932 | 1.09742 | 19.0 | 1,590,452.00 | 1m | 1.27% |
10.28.2015 16:25 | 10.28.2015 18:00 | EURUSD | Sell | 8232.00 | 1.1 | - | 1.10772 | 1.10519 | 25.3 | 2,082,696.00 | 1h 35m | 1.69% |
10.28.2015 09:10 | 10.28.2015 11:15 | EURUSD | Buy | 8121.00 | 1.1 | - | 1.10531 | 1.10736 | 20.5 | 1,664,805.00 | 2h 5m | 1.37% |
10.27.2015 09:45 | 10.27.2015 12:25 | EURUSD | Buy | 8021.00 | 1.1 | - | 1.10497 | 1.10684 | 18.7 | 1,499,927.00 | 2h 40m | 1.25% |
10.26.2015 17:35 | 10.27.2015 09:41 | EURUSD | Sell | 8021.00 | 1.1 | - | 1.10496 | 1.10496 | 0.0 | -882.31 | 16h 6m | 0.00% |
10.26.2015 16:30 | 10.26.2015 17:17 | EURUSD | Buy | 7967.90 | 1.1 | 1.1 | 1.10487 | 1.10587 | 10.0 | 796,790.00 | 47m | 0.67% |
10.26.2015 14:30 | 10.26.2015 16:16 | EURUSD | Buy | 7915.20 | 1.1 | - | 1.10414 | 1.10514 | 10.0 | 791,520.00 | 1h 46m | 0.67% |
10.23.2015 10:45 | 10.23.2015 12:18 | EURUSD | Sell | 7797.70 | 1.1 | - | 1.10994 | 1.10768 | 22.6 | 1,762,280.20 | 1h 33m | 1.51% |
10.20.2015 15:50 | 10.22.2015 00:56 | EURUSD | Sell | 7714.60 | 1.1 | - | 1.13513 | 1.13351 | 16.2 | 1,246,370.78 | 1d | 1.08% |
10.19.2015 13:45 | 10.19.2015 14:58 | EURUSD | Sell | 7602.10 | 1.1 | - | 1.13311 | 1.13089 | 22.2 | 1,687,666.20 | 1h 13m | 1.48% |
10.19.2015 08:05 | 10.19.2015 09:37 | EURUSD | Sell | 7471.60 | 1.1 | - | 1.13562 | 1.133 | 26.2 | 1,957,559.20 | 1h 32m | 1.75% |
10.16.2015 15:40 | 10.16.2015 16:35 | EURUSD | Buy | 7371.30 | 1.1 | - | 1.13579 | 1.13783 | 20.4 | 1,503,745.20 | 55m | 1.36% |
10.16.2015 12:20 | 10.16.2015 13:34 | EURUSD | Sell | 7521.70 | 1.1 | - | 1.13562 | 1.13862 | -30.0 | -2,256,510.00 | 1h 14m | -2.00% |
10.15.2015 18:10 | 10.16.2015 09:52 | EURUSD | Buy | 7676.30 | 1.1 | - | 1.13792 | 1.13492 | -30.0 | -2,318,933.47 | 15h 42m | -2.01% |
10.15.2015 09:00 | 10.15.2015 12:30 | EURUSD | Sell | 7588.30 | 1.1 | - | 1.14419 | 1.14245 | 17.4 | 1,320,364.20 | 3h 30m | 1.16% |
10.14.2015 17:45 | 10.14.2015 18:30 | EURUSD | Buy | 7468.80 | 1.1 | 1.1 | 1.1445 | 1.1469 | 24.0 | 1,792,512.00 | 45m | 1.60% |
10.14.2015 13:45 | 10.14.2015 14:10 | EURUSD | Sell | 7468.80 | 1.1 | - | 1.14258 | 1.14258 | 0.0 | 0.00 | 25m | 0.00% |
10.14.2015 11:20 | 10.14.2015 12:30 | EURUSD | Sell | 7621.20 | 1.1 | - | 1.13987 | 1.14287 | -30.0 | -2,286,360.00 | 1h 10m | -2.00% |
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