+28.0% |
0.07% | |
2.07% | |
Drawdown: | 18.31% |
Balance: | $12,800.57 |
Highest: | (Nov 05) $13,834.76 |
Profit: | $2,800.49 |
Deposits: | $10,000.00 |
Test Started: | Jan 03, 2008 |
Test Ended: | Dec 30, 2008 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Jan 04, 2011 at 07:41 |
Trades: | 372 |
Profitability: |
|
Pips: | 2,096.0 |
Average Win: | 97.84 pips / $104.17 |
Average Loss: | -73.67 pips / -$75.58 |
Lots: | 39.40 |
Commissions: | 0 |
Longs Won: | (103/228) 45% |
Shorts Won: | (69/144) 47% |
Best Trade ($): | (Oct 22) 503.06 |
Worst Trade ($): | (Dec 18) -310.83 |
Best Trade (Pips): | (Oct 22) 503.0 |
Worst Trade (Pips): | (Dec 18) -311.0 |
Avg. Trade Length: | 20h 28m |
Profit Factor: | 1.19 |
Standard Deviation: | $114.30 |
Sharpe Ratio | 0.07 |
Z-Score (Probability): | -8.92 (99.99%) |
Expectancy | 5.6 Pips / $7.53 |
AHPR: | 0.07% |
GHPR: | 0.07% |
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% | 0.06% | 0.53% | 3.78% | 21.29% |
Consecutive Losing Trades | 169 | 152 | 136 | 119 | 102 | 85 | 68 | 51 | 34 | 17 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.29.2008 10:25 | 12.30.2008 06:50 | GBPUSD | Sell | 0.10 | 1.5 | 1.4 | 1.4654 | 1.4471 | 183.0 | 183.06 | 20h 25m | 1.45% |
12.29.2008 10:25 | 12.29.2008 18:13 | GBPUSD | Sell | 0.10 | 1.5 | 1.5 | 1.4654 | 1.4504 | 150.0 | 150.00 | 7h 48m | 1.20% |
12.26.2008 16:14 | 12.29.2008 06:50 | GBPUSD | Sell | 0.10 | 1.5 | 1.4 | 1.4679 | 1.4709 | -30.0 | -29.95 | 2d | -0.24% |
12.26.2008 16:14 | 12.29.2008 06:50 | GBPUSD | Sell | 0.10 | 1.5 | 1.5 | 1.4679 | 1.4709 | -30.0 | -29.95 | 2d | -0.24% |
12.22.2008 10:51 | 12.23.2008 06:50 | GBPUSD | Sell | 0.10 | 1.5 | 1.4 | 1.4723 | 1.4824 | -101.0 | -100.94 | 19h 59m | -0.79% |
12.22.2008 10:51 | 12.23.2008 06:50 | GBPUSD | Sell | 0.10 | 1.5 | 1.5 | 1.4723 | 1.4824 | -101.0 | -100.94 | 19h 59m | -0.80% |
12.18.2008 16:14 | 12.19.2008 06:50 | GBPUSD | Sell | 0.10 | 1.5 | 1.5 | 1.519 | 1.5115 | 75.0 | 75.06 | 14h 36m | 0.59% |
12.18.2008 16:14 | 12.18.2008 17:11 | GBPUSD | Sell | 0.10 | 1.5 | 1.5 | 1.519 | 1.504 | 150.0 | 150.00 | 57m | 1.20% |
12.17.2008 12:14 | 12.18.2008 05:21 | GBPUSD | Sell | 0.10 | 1.6 | 1.5 | 1.5298 | 1.5609 | -311.0 | -310.83 | 17h 7m | -2.43% |
12.17.2008 12:14 | 12.18.2008 05:21 | GBPUSD | Sell | 0.10 | 1.6 | 1.4 | 1.5298 | 1.5609 | -311.0 | -310.83 | 17h 7m | -2.37% |
12.16.2008 19:34 | 12.17.2008 06:50 | GBPUSD | Buy | 0.10 | 1.5 | 1.6 | 1.5493 | 1.5604 | 111.0 | 110.92 | 11h 16m | 0.85% |
12.16.2008 19:34 | 12.16.2008 20:58 | GBPUSD | Buy | 0.10 | 1.6 | 1.6 | 1.5493 | 1.5643 | 150.0 | 150.00 | 1h 24m | 1.17% |
12.15.2008 13:59 | 12.16.2008 06:50 | GBPUSD | Buy | 0.10 | 1.5 | 1.6 | 1.513 | 1.5286 | 156.0 | 155.92 | 16h 51m | 1.23% |
12.15.2008 13:59 | 12.15.2008 14:44 | GBPUSD | Buy | 0.10 | 1.5 | 1.5 | 1.513 | 1.528 | 150.0 | 150.00 | 45m | 1.19% |
12.11.2008 17:54 | 12.12.2008 07:13 | GBPUSD | Buy | 0.10 | 1.5 | 1.5 | 1.5058 | 1.4918 | -140.0 | -140.08 | 13h 19m | -1.10% |
12.11.2008 17:54 | 12.12.2008 07:13 | GBPUSD | Buy | 0.10 | 1.5 | 1.5 | 1.5058 | 1.4918 | -140.0 | -140.08 | 13h 19m | -1.09% |
12.10.2008 18:18 | 12.10.2008 19:06 | GBPUSD | Buy | 0.10 | 1.5 | 1.5 | 1.4881 | 1.477 | -111.0 | -111.00 | 48m | -0.85% |
12.10.2008 18:18 | 12.10.2008 19:06 | GBPUSD | Buy | 0.10 | 1.5 | 1.5 | 1.4881 | 1.477 | -111.0 | -111.00 | 48m | -0.86% |
12.04.2008 16:28 | 12.05.2008 06:50 | GBPUSD | Buy | 0.10 | 1.5 | 1.5 | 1.4782 | 1.4691 | -91.0 | -91.08 | 14h 22m | -0.69% |
12.04.2008 16:28 | 12.05.2008 06:50 | GBPUSD | Buy | 0.10 | 1.5 | 1.5 | 1.4782 | 1.4691 | -91.0 | -91.08 | 14h 22m | -0.69% |
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