+1733.79% |
1.01% | |
35.25% | |
Drawdown: | 45.93% |
Balance: | $18,338.02 |
Highest: | (Oct 22) $18,338.02 |
Profit: | $17,337.85 |
Deposits: | $1,000.00 |
Test Started: | Jan 06, 2015 |
Test Ended: | Oct 22, 2015 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Oct 23, 2015 at 10:27 |
Trades: | 648 |
Profitability: | |
Pips: | 8,147.7 |
Average Win: | 33.90 pips / $44.21 |
Average Loss: | -34.19 pips / -$11.50 |
Lots: | 77.74 |
Commissions: | 0 |
Longs Won: | (173/253) 68% |
Shorts Won: | (272/395) 68% |
Best Trade ($): | (Oct 15) 1,028.68 |
Worst Trade ($): | (Oct 06) -243.62 |
Best Trade (Pips): | (Jan 16) 169.9 |
Worst Trade (Pips): | (Feb 02) -214.6 |
Avg. Trade Length: | 18h 6m |
Profit Factor: | 8.42 |
Standard Deviation: | $102.50 |
Sharpe Ratio | 0.33 |
Z-Score (Probability): | -19.13 (99.99%) |
Expectancy | 12.6 Pips / $26.76 |
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 | 1595 | 1435 | 1276 | 1116 | 957 | 797 | 638 | 478 | 319 | 159 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.21.2015 17:30 | 10.22.2015 11:35 | USDCAD | Sell | 0.18 | - | - | 1.30867 | 1.31142 | -27.5 | -37.29 | 18h 5m | -0.20% |
10.21.2015 23:00 | 10.22.2015 11:35 | USDCAD | Sell | 0.18 | - | - | 1.31372 | 1.31142 | 23.0 | 32.03 | 12h 35m | 0.18% |
10.21.2015 20:10 | 10.22.2015 11:35 | USDCAD | Sell | 0.18 | - | - | 1.31238 | 1.31142 | 9.6 | 13.64 | 15h 25m | 0.07% |
10.21.2015 20:15 | 10.22.2015 11:35 | USDCAD | Sell | 0.18 | - | - | 1.31251 | 1.31142 | 10.9 | 15.42 | 15h 20m | 0.08% |
10.21.2015 17:35 | 10.22.2015 11:35 | USDCAD | Sell | 0.18 | - | - | 1.31138 | 1.31142 | -0.4 | -0.09 | 18h 0m | 0.00% |
10.21.2015 19:00 | 10.22.2015 11:35 | USDCAD | Sell | 0.18 | - | - | 1.31177 | 1.31142 | 3.5 | 5.26 | 16h 35m | 0.03% |
10.22.2015 00:45 | 10.22.2015 11:35 | USDCAD | Sell | 0.18 | - | - | 1.31426 | 1.31142 | 28.4 | 38.98 | 10h 50m | 0.21% |
10.20.2015 04:45 | 10.20.2015 09:55 | USDCAD | Sell | 0.18 | - | - | 1.30283 | 1.30156 | 12.7 | 17.56 | 5h 10m | 0.10% |
10.20.2015 05:15 | 10.20.2015 09:55 | USDCAD | Sell | 0.18 | - | - | 1.30449 | 1.30156 | 29.3 | 40.52 | 4h 40m | 0.22% |
10.20.2015 05:10 | 10.20.2015 09:55 | USDCAD | Sell | 0.18 | - | - | 1.3043 | 1.30156 | 27.4 | 37.89 | 4h 45m | 0.21% |
10.20.2015 04:50 | 10.20.2015 09:55 | USDCAD | Sell | 0.18 | - | - | 1.30366 | 1.30156 | 21.0 | 29.04 | 5h 5m | 0.16% |
10.19.2015 05:00 | 10.19.2015 11:00 | USDCAD | Sell | 0.18 | - | - | 1.29446 | 1.29106 | 34.0 | 47.40 | 6h 0m | 0.26% |
10.19.2015 04:55 | 10.19.2015 11:00 | USDCAD | Sell | 0.18 | - | - | 1.29431 | 1.29106 | 32.5 | 45.31 | 6h 5m | 0.25% |
10.19.2015 04:50 | 10.19.2015 11:00 | USDCAD | Sell | 0.18 | - | - | 1.2939 | 1.29106 | 28.4 | 39.60 | 6h 10m | 0.22% |
10.14.2015 21:25 | 10.15.2015 15:45 | USDCAD | Buy | 0.14 | - | - | 1.29485 | 1.29428 | -5.7 | -8.31 | 18h 20m | -0.06% |
10.15.2015 09:45 | 10.15.2015 15:45 | USDCAD | Buy | 0.28 | - | - | 1.28953 | 1.29428 | 47.5 | 102.76 | 6h 0m | 0.68% |
10.15.2015 10:35 | 10.15.2015 15:45 | USDCAD | Buy | 2.10 | - | - | 1.28848 | 1.29428 | 58.0 | 941.06 | 5h 10m | 5.87% |
10.15.2015 05:30 | 10.15.2015 15:45 | USDCAD | Buy | 0.28 | - | - | 1.2909 | 1.29428 | 33.8 | 73.12 | 10h 15m | 0.49% |
10.14.2015 21:55 | 10.15.2015 15:45 | USDCAD | Buy | 0.14 | - | - | 1.29397 | 1.29428 | 3.1 | 1.21 | 17h 50m | 0.01% |
10.15.2015 09:35 | 10.15.2015 15:45 | USDCAD | Buy | 0.28 | - | - | 1.29053 | 1.29428 | 37.5 | 81.13 | 6h 10m | 0.54% |
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