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RVD_Frankfurt (By getting)
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RVD_Frankfurt Discussion
Dec 09, 2012 at 08:01
(edited Dec 09, 2012 at 08:24)
Member Since Oct 06, 2009
33 posts
Dec 5th to EOW
4,13,19
8,10,18
DD: 6.5%
Trades: 47
Profitability:
Pips: 94.7
Average Win: 5.36 pips / $110.81
Average Loss: -12.09 pips / -$318.46
Lots: 113.21
Commissions: -$738.26
Longs Won: (11/17) 64%
Shorts Won: (27/30) 90%
Best Trade($): (Dec 06) 272.36
Worst Trade($): (Dec 05) -628.29
Best Trade (Pips): (Dec 06) 6.6
Worst Trade (Pips): (Dec 05) -12.6
Avg. Trade Length: 51m
Profit Factor: 1.47
Standard Deviation: $203.19
Sharpe Ratio: 0.14
Z-Score (Probability): -0.03 (2.40%)
Expectancy: 2.0 Pips / $28.61
AHPR: 0.10%
GHPR: 0%
================================
4,13,19
DD: 0.5%
Trades: 21
Profitability:
Pips: 60.3
Average Win: 5.36 pips / $120.80
Average Loss: -12.07 pips / -$146.67
Lots: 50.18
Commissions: -$326.39
Longs Won: (3/4) 75%
Shorts Won: (15/17) 88%
Best Trade($): (Dec 06) 272.36
Worst Trade($): (Dec 06) -147.98
Best Trade (Pips): (Dec 06) 6.6
Worst Trade (Pips): (Dec 05) -12.2
Avg. Trade Length: 1h 26m
Profit Factor: 4.94
Standard Deviation: $113.78
Sharpe Ratio: 0.69
Z-Score (Probability): 1.32 (81.31%)
Expectancy: 2.9 Pips / $82.59
AHPR: 0.28%
GHPR: 0%
Gain: +6.31%
Abs. Gain: +6.31%
Daily: 0.11%
Monthly: 3.37%
Drawdown: 0.53%
Balance: $30021.49
Equity: (98.70%) $29631.85
Highest: (Dec 07) $30021.49
Profit: $1734.37
Interest:-$15.42
===================================
8,10,18
DD: 6.5%
Trades: 26
Profitability:
Pips: 34.4
Average Win: 5.35 pips / $101.82
Average Loss: -12.10 pips / -$404.35
Lots: 63.03
Commissions: -$411.87
Longs Won: (8/13) 61%
Shorts Won: (12/13) 92%
Best Trade($): (Dec 05) 217.82
Worst Trade($): (Dec 05) -628.29
Best Trade (Pips): (Dec 05) 6.3
Worst Trade (Pips): (Dec 05) -12.6
Avg. Trade Length: 23m
Profit Factor: 0.84
Standard Deviation: $247.36
Sharpe Ratio: -0.06
Z-Score (Probability): -0.42 (32.55%)
Expectancy: 1.3 Pips / -$14.99
AHPR: -0.05%
GHPR: 0%
4,13,19
8,10,18
DD: 6.5%
Trades: 47
Profitability:
Pips: 94.7
Average Win: 5.36 pips / $110.81
Average Loss: -12.09 pips / -$318.46
Lots: 113.21
Commissions: -$738.26
Longs Won: (11/17) 64%
Shorts Won: (27/30) 90%
Best Trade($): (Dec 06) 272.36
Worst Trade($): (Dec 05) -628.29
Best Trade (Pips): (Dec 06) 6.6
Worst Trade (Pips): (Dec 05) -12.6
Avg. Trade Length: 51m
Profit Factor: 1.47
Standard Deviation: $203.19
Sharpe Ratio: 0.14
Z-Score (Probability): -0.03 (2.40%)
Expectancy: 2.0 Pips / $28.61
AHPR: 0.10%
GHPR: 0%
================================
4,13,19
DD: 0.5%
Trades: 21
Profitability:
Pips: 60.3
Average Win: 5.36 pips / $120.80
Average Loss: -12.07 pips / -$146.67
Lots: 50.18
Commissions: -$326.39
Longs Won: (3/4) 75%
Shorts Won: (15/17) 88%
Best Trade($): (Dec 06) 272.36
Worst Trade($): (Dec 06) -147.98
Best Trade (Pips): (Dec 06) 6.6
Worst Trade (Pips): (Dec 05) -12.2
Avg. Trade Length: 1h 26m
Profit Factor: 4.94
Standard Deviation: $113.78
Sharpe Ratio: 0.69
Z-Score (Probability): 1.32 (81.31%)
Expectancy: 2.9 Pips / $82.59
AHPR: 0.28%
GHPR: 0%
Gain: +6.31%
Abs. Gain: +6.31%
Daily: 0.11%
Monthly: 3.37%
Drawdown: 0.53%
Balance: $30021.49
Equity: (98.70%) $29631.85
Highest: (Dec 07) $30021.49
Profit: $1734.37
Interest:-$15.42
===================================
8,10,18
DD: 6.5%
Trades: 26
Profitability:
Pips: 34.4
Average Win: 5.35 pips / $101.82
Average Loss: -12.10 pips / -$404.35
Lots: 63.03
Commissions: -$411.87
Longs Won: (8/13) 61%
Shorts Won: (12/13) 92%
Best Trade($): (Dec 05) 217.82
Worst Trade($): (Dec 05) -628.29
Best Trade (Pips): (Dec 05) 6.3
Worst Trade (Pips): (Dec 05) -12.6
Avg. Trade Length: 23m
Profit Factor: 0.84
Standard Deviation: $247.36
Sharpe Ratio: -0.06
Z-Score (Probability): -0.42 (32.55%)
Expectancy: 1.3 Pips / -$14.99
AHPR: -0.05%
GHPR: 0%
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