+421.82% |
0.37% | |
11.84% | |
Drawdown: | 23.20% |
Balance: | $52,182.48 |
Highest: | (Mar 23) $52,182.48 |
Profit: | $42,182.48 |
Deposits: | $10,000.00 |
Test Started: | Jan 05, 2011 |
Test Ended: | Mar 23, 2012 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Apr 10, 2012 at 23:07 |
Trades: | 344 |
Profitability: |
|
Pips: | 2,053.2 |
Average Win: | 7.96 pips / $165.10 |
Average Loss: | -41.00 pips / -$878.53 |
Lots: | 733.69 |
Commissions: | 0 |
Longs Won: | (129/133) 96% |
Shorts Won: | (201/211) 95% |
Best Trade ($): | (Oct 31) 1,037.40 |
Worst Trade ($): | (Oct 17) -1,566.20 |
Best Trade (Pips): | (Mar 28) 34.0 |
Worst Trade (Pips): | (May 10) -41.0 |
Avg. Trade Length: | 2h 11m |
Profit Factor: | 4.43 |
Standard Deviation: | $292.81 |
Sharpe Ratio | 0.49 |
Z-Score (Probability): | -5.87 (99.99%) |
Expectancy | 6.0 Pips / $122.62 |
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 | 59 | 53 | 48 | 42 | 36 | 30 | 24 | 18 | 12 | 6 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.23.2012 21:15 | 03.23.2012 23:00 | EURUSD | Buy | 2.60 | 1.3 | 1.3 | 1.32588 | 1.32668 | 8.0 | 208.00 | 1h 45m | 0.40% |
03.20.2012 06:00 | 03.20.2012 08:08 | EURUSD | Buy | 2.60 | 1.3 | 1.3 | 1.3227 | 1.3229 | 2.0 | 52.00 | 2h 8m | 0.10% |
03.19.2012 21:40 | 03.19.2012 23:55 | EURUSD | Buy | 5.18 | 1.3 | 1.3 | 1.32361 | 1.32381 | 2.0 | 103.60 | 2h 15m | 0.20% |
03.19.2012 21:30 | 03.19.2012 23:47 | EURUSD | Buy | 2.59 | 1.3 | 1.3 | 1.32382 | 1.32402 | 2.0 | 51.80 | 2h 17m | 0.10% |
03.14.2012 12:00 | 03.14.2012 12:39 | EURUSD | Sell | 2.55 | 1.3 | 1.3 | 1.30597 | 1.30577 | 2.0 | 51.00 | 39m | 0.10% |
03.14.2012 12:10 | 03.14.2012 12:34 | EURUSD | Sell | 5.10 | 1.3 | 1.3 | 1.30717 | 1.30577 | 14.0 | 714.00 | 24m | 1.40% |
03.14.2012 12:05 | 03.14.2012 12:29 | EURUSD | Sell | 5.10 | 1.3 | 1.3 | 1.30695 | 1.30675 | 2.0 | 102.00 | 24m | 0.20% |
03.09.2012 23:45 | 03.12.2012 01:00 | EURUSD | Sell | 2.47 | 1.3 | 1.3 | 1.31181 | 1.31161 | 2.0 | 50.88 | 2d | 0.10% |
03.09.2012 23:53 | 03.12.2012 00:02 | EURUSD | Sell | 4.94 | 1.3 | 1.3 | 1.31203 | 1.31061 | 14.2 | 704.44 | 2d | 1.43% |
03.09.2012 23:55 | 03.12.2012 00:02 | EURUSD | Sell | 4.94 | 1.3 | 1.3 | 1.31238 | 1.31071 | 16.7 | 827.94 | 2d | 1.66% |
03.08.2012 21:15 | 03.08.2012 21:53 | EURUSD | Buy | 2.44 | 1.3 | 1.3 | 1.32541 | 1.32764 | 22.3 | 544.12 | 38m | 1.12% |
03.08.2012 16:30 | 03.08.2012 16:33 | EURUSD | Buy | 2.44 | 1.3 | 1.3 | 1.32277 | 1.32297 | 2.0 | 48.80 | 3m | 0.10% |
03.05.2012 03:15 | 03.05.2012 04:55 | EURUSD | Sell | 2.42 | 1.3 | 1.3 | 1.32114 | 1.31951 | 16.3 | 394.46 | 1h 40m | 0.82% |
03.01.2012 02:15 | 03.01.2012 09:29 | EURUSD | Sell | 2.38 | 1.3 | 1.3 | 1.33314 | 1.33167 | 14.7 | 349.86 | 7h 14m | 0.73% |
03.01.2012 03:00 | 03.01.2012 08:59 | EURUSD | Sell | 4.76 | 1.3 | 1.3 | 1.33361 | 1.33351 | 1.0 | 47.60 | 5h 59m | 0.10% |
03.01.2012 03:13 | 03.01.2012 08:58 | EURUSD | Sell | 4.76 | 1.3 | 1.3 | 1.33381 | 1.33371 | 1.0 | 47.60 | 5h 45m | 0.10% |
03.01.2012 03:15 | 03.01.2012 08:45 | EURUSD | Sell | 4.76 | 1.3 | 1.3 | 1.33408 | 1.33385 | 2.3 | 109.48 | 5h 30m | 0.23% |
03.01.2012 03:20 | 03.01.2012 04:02 | EURUSD | Sell | 4.76 | 1.3 | 1.3 | 1.33436 | 1.33416 | 2.0 | 95.20 | 42m | 0.20% |
03.01.2012 03:35 | 03.01.2012 04:02 | EURUSD | Sell | 4.76 | 1.3 | 1.3 | 1.33458 | 1.33438 | 2.0 | 95.20 | 27m | 0.20% |
02.27.2012 04:45 | 02.27.2012 06:35 | EURUSD | Buy | 2.38 | 1.3 | 1.3 | 1.34459 | 1.34479 | 2.0 | 47.60 | 1h 50m | 0.10% |
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