+1648.38% |
1.05% | |
36.63% | |
Drawdown: | 6.79% |
Balance: | $87,419.00 |
Highest: | (Oct 07) $87,419.00 |
Profit: | $82,419.00 |
Deposits: | $5,000.00 |
Test Started: | Jan 05, 2011 |
Test Ended: | Oct 07, 2011 |
Timeframe: | 1 Minute |
Model Type: | Every Tick |
Added: | Dec 01, 2011 at 10:46 |
Trades: | 593 |
Profitability: |
|
Pips: | 1,049.0 |
Average Win: | 4.04 pips / $304.41 |
Average Loss: | -2.66 pips / -$183.63 |
Lots: | 4,309.90 |
Commissions: | 0 |
Longs Won: | (191/270) 70% |
Shorts Won: | (201/323) 62% |
Best Trade ($): | (Oct 06) 4,147.80 |
Worst Trade ($): | (Sep 27) -1,066.00 |
Best Trade (Pips): | (Jan 07) 26.8 |
Worst Trade (Pips): | (Jan 06) -6.5 |
Avg. Trade Length: | 26s |
Profit Factor: | 3.23 |
Standard Deviation: | $450.24 |
Sharpe Ratio | 0.49 |
Z-Score (Probability): | 3.56 (99.96%) |
Expectancy | 1.8 Pips / $138.99 |
AHPR: | 0.49% |
GHPR: | 0.48% |
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 | 476 | 428 | 381 | 333 | 286 | 238 | 190 | 143 | 95 | 48 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.07.2011 16:23 | 10.07.2011 16:23 | EURUSD | Buy | 14.90 | 1.3 | 1.3 | 1.34144 | 1.34238 | 9.4 | 1,400.60 | 0s | 1.63% |
10.07.2011 16:22 | 10.07.2011 16:22 | EURUSD | Buy | 14.80 | 1.3 | 1.3 | 1.34134 | 1.34156 | 2.2 | 325.60 | 0s | 0.38% |
10.07.2011 16:20 | 10.07.2011 16:21 | EURUSD | Buy | 23.30 | 1.3 | 1.3 | 1.34301 | 1.34353 | 5.2 | 1,211.60 | 1m | 1.43% |
10.07.2011 16:20 | 10.07.2011 16:20 | EURUSD | Buy | 14.70 | 1.3 | 1.3 | 1.3446 | 1.34426 | -3.4 | -499.80 | 0s | -0.59% |
10.07.2011 16:19 | 10.07.2011 16:19 | EURUSD | Buy | 14.70 | 1.3 | 1.3 | 1.34441 | 1.34453 | 1.2 | 176.40 | 0s | 0.21% |
10.07.2011 16:14 | 10.07.2011 16:15 | EURUSD | Buy | 14.70 | 1.3 | 1.3 | 1.34777 | 1.34792 | 1.5 | 220.50 | 1m | 0.26% |
10.07.2011 16:03 | 10.07.2011 16:04 | EURUSD | Buy | 31.70 | 1.3 | 1.3 | 1.34791 | 1.3485 | 5.9 | 1,870.30 | 1m | 2.26% |
10.07.2011 16:03 | 10.07.2011 16:03 | EURUSD | Buy | 23.10 | 1.3 | 1.3 | 1.34885 | 1.34864 | -2.1 | -485.10 | 0s | -0.59% |
10.07.2011 16:03 | 10.07.2011 16:03 | EURUSD | Buy | 31.70 | 1.3 | 1.3 | 1.3476 | 1.3477 | 1.0 | 317.00 | 0s | 0.38% |
10.07.2011 12:36 | 10.07.2011 12:36 | EURUSD | Sell | 14.50 | 1.3 | 1.3 | 1.34945 | 1.34987 | -4.2 | -609.00 | 0s | -0.73% |
10.07.2011 12:35 | 10.07.2011 12:35 | EURUSD | Sell | 14.40 | 1.3 | 1.3 | 1.34908 | 1.34934 | -2.6 | -374.40 | 0s | -0.45% |
10.07.2011 12:35 | 10.07.2011 12:35 | EURUSD | Sell | 23.00 | 1.3 | 1.3 | 1.34984 | 1.3494 | 4.4 | 1,012.00 | 0s | 1.23% |
10.07.2011 12:31 | 10.07.2011 12:31 | EURUSD | Sell | 14.20 | 1.3 | 1.3 | 1.3493 | 1.34866 | 6.4 | 908.80 | 0s | 1.11% |
10.07.2011 12:30 | 10.07.2011 12:30 | EURUSD | Sell | 31.30 | 1.3 | 1.3 | 1.34892 | 1.34879 | 1.3 | 406.90 | 0s | 0.51% |
10.07.2011 12:30 | 10.07.2011 12:30 | EURUSD | Sell | 22.70 | 1.3 | 1.3 | 1.34796 | 1.34815 | -1.9 | -431.30 | 0s | -0.53% |
10.07.2011 12:30 | 10.07.2011 12:30 | EURUSD | Sell | 31.30 | 1.3 | 1.3 | 1.3486 | 1.34829 | 3.1 | 970.30 | 0s | 1.20% |
10.07.2011 12:30 | 10.07.2011 12:30 | EURUSD | Sell | 14.10 | 1.3 | 1.3 | 1.347 | 1.34719 | -1.9 | -267.90 | 0s | -0.33% |
10.06.2011 14:25 | 10.06.2011 14:29 | EURUSD | Sell | 22.40 | 1.3 | 1.3 | 1.34105 | 1.34024 | 8.1 | 1,814.40 | 4m | 2.28% |
10.06.2011 14:24 | 10.06.2011 14:24 | EURUSD | Sell | 22.40 | 1.3 | 1.3 | 1.34043 | 1.34033 | 1.0 | 224.00 | 0s | 0.28% |
10.06.2011 14:11 | 10.06.2011 14:11 | EURUSD | Sell | 13.80 | 1.3 | 1.3 | 1.33558 | 1.33623 | -6.5 | -897.00 | 0s | -1.12% |
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