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+4.51M%

0.93%
32.19%
Drawdown: 53.87%

Balance: $4,505,544.25
Highest: (Mar 23) $4,505,544.25
Profit: $4,505,444.38
Deposits: $100.00

Test Started: Jan 26, 2009
Test Ended: Mar 23, 2012
Timeframe: 1 Hour

Model Type: n/a
Added: Jun 07 2012 at 16:01
Comments:
Volatility True Range Trading System
Model Quality: 90.0
Bars in test: 19646
Ticks Modelled: 41391137
Views: 3761
Broker: Pepperstone
Trades: 5900
Profitability:
Pips: 27669.2
Average Win: 12.46 pips / $2305.72
Average Loss: -20.61 pips / -$4253.99
Lots: 162,302.81
Commissions: 0
Longs Won: (1846/2440) 75%
Shorts Won: (2667/3460) 77%
Best Trade ($): (Jan 02) 63406.26
Worst Trade ($): (Nov 15) -121958.67
Best Trade (Pips): (Nov 09) 140.3
Worst Trade (Pips): (Apr 01) -142.7
Avg. Trade Length: 2h 20m
Profit Factor: 1.76
Standard Deviation: $7032.89
Sharpe Ratio 0.1900
Z-Score (Probability): -18.70 (99.99%)
Expectancy 4.7 Pips / $763.63
AHPR: 0.19%
GHPR: 0.18%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
AUDNZD 2440 11613.2 1212658.58 3460 16056.0 3292785.67 5900 27669.2 4505444.25 4513 (76%) 1387 (24%)
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 1059 953 847 742 636 530 424 318 212 106
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5900)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
03.23.2012 11:43 03.23.2012 12:19 AUDNZD Buy 224.15 1.17972 1.37972 1.27972 1.28051 7.9 14554.79 36m 0.32%
03.23.2012 11:43 03.23.2012 12:07 AUDNZD Buy 224.15 1.17972 1.37972 1.27972 1.28015 4.3 7922.23 24m 0.18%
03.22.2012 10:54 03.22.2012 11:01 AUDNZD Sell 223.54 1.38625 1.18625 1.28625 1.28558 6.7 12312.74 7m 0.28%
03.22.2012 10:05 03.22.2012 10:16 AUDNZD Sell 222.81 1.38625 1.18625 1.28625 1.28545 8.0 14653.77 11m 0.33%
03.22.2012 06:06 03.22.2012 06:57 AUDNZD Sell 222.39 1.38597 1.18597 1.28597 1.28552 4.5 8227.20 51m 0.18%
03.22.2012 00:48 03.22.2012 05:30 AUDNZD Sell 203.51 1.38849 1.18849 1.28849 1.28504 34.5 57720.42 4h 42m 1.31%
03.22.2012 00:45 03.22.2012 05:30 AUDNZD Sell 210.82 1.38688 1.18688 1.28688 1.28536 15.2 26343.90 4h 45m 0.60%
03.22.2012 00:44 03.22.2012 04:11 AUDNZD Sell 215.48 1.38600 1.18600 1.28600 1.28600 0.0 0.00 3h 27m 0.00%
03.22.2012 00:44 03.22.2012 03:02 AUDNZD Sell 219.01 1.38558 1.18558 1.28558 1.28649 -9.1 -16384.38 2h 18m -0.37%
03.20.2012 20:04 03.20.2012 20:07 AUDNZD Sell 216.19 1.38715 1.18715 1.28715 1.28398 31.7 56340.35 3m 1.30%
03.16.2012 04:29 03.16.2012 07:06 AUDNZD Buy 213.20 1.18289 1.38289 1.28289 1.28237 -5.2 -9112.91 2h 37m -0.21%
03.16.2012 05:13 03.16.2012 05:59 AUDNZD Buy 211.99 1.18181 1.38181 1.28181 1.28255 7.4 12894.77 46m 0.30%
03.16.2012 04:29 03.16.2012 05:08 AUDNZD Buy 216.37 1.18296 1.38296 1.28296 1.28255 -4.1 -7292.01 39m -0.17%
03.16.2012 03:45 03.16.2012 04:15 AUDNZD Buy 211.90 1.18316 1.38316 1.28316 1.28389 7.3 12715.11 30m 0.29%
03.16.2012 03:33 03.16.2012 03:57 AUDNZD Buy 215.05 1.18323 1.38323 1.28323 1.28400 7.7 13611.21 24m 0.32%
03.15.2012 21:45 03.15.2012 22:31 AUDNZD Buy 215.31 1.18474 1.38474 1.28474 1.28445 -2.9 -5132.50 46m -0.12%
03.15.2012 18:32 03.15.2012 19:14 AUDNZD Buy 215.07 1.18521 1.38521 1.28521 1.28548 2.7 4773.20 42m 0.11%
03.15.2012 03:39 03.15.2012 04:56 AUDNZD Sell 214.74 1.39233 1.19233 1.29233 1.29196 3.7 6533.09 1h 17m 0.15%
03.15.2012 02:59 03.15.2012 03:26 AUDNZD Sell 214.24 1.39208 1.19208 1.29208 1.29151 5.7 10041.66 27m 0.23%
03.14.2012 18:30 03.14.2012 20:08 AUDNZD Sell 213.35 1.39208 1.19208 1.29208 1.29106 10.2 17894.65 1h 38m 0.42%

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