+1073.14% |
0.06% | |
1.91% | |
Drawdown: | 69.11% |
Balance: | $11,731,427.13 |
Highest: | (Nov 09) $11,731,427.13 |
Profit: | $10,731,427.16 |
Deposits: | $1,000,000.00 |
Test Started: | Mar 07, 2006 |
Test Ended: | Nov 09, 2016 |
Timeframe: | 1 Hour |
Model Type: | Open Prices |
Added: | May 26, 2017 at 16:01 |
Trades: | 275 |
Profitability: |
|
Pips: | 2,341.1 |
Average Win: | 35.37 pips / $71,409.49 |
Average Loss: | -37.76 pips / -$16,770.54 |
Lots: | 40,385.31 |
Commissions: | 0 |
Longs Won: | (80/133) 60% |
Shorts Won: | (94/142) 66% |
Best Trade ($): | (Aug 24) 808,320.00 |
Worst Trade ($): | (Aug 24) -141,136.56 |
Best Trade (Pips): | (Sep 12) 88.9 |
Worst Trade (Pips): | (Jul 12) -148.1 |
Avg. Trade Length: | 1d |
Profit Factor: | 7.34 |
Standard Deviation: | $104,516.17 |
Sharpe Ratio | 0.31 |
Z-Score (Probability): | -7.71 (99.99%) |
Expectancy | 8.5 Pips / $39,023.37 |
AHPR: | 0.94% |
GHPR: | 0.90% |
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 | 699 | 629 | 559 | 490 | 420 | 350 | 280 | 210 | 140 | 70 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.09.2016 09:00 | 11.09.2016 10:00 | EURUSD | Sell | 30.00 | - | 1.1 | 1.12194 | 1.11644 | 55.0 | 16,500.00 | 1h 0m | 0.14% |
06.24.2016 08:00 | 06.24.2016 09:00 | EURUSD | Buy | 30.00 | - | 1.1 | 1.09506 | 1.10056 | 55.0 | 16,500.00 | 1h 0m | 0.14% |
06.06.2016 12:00 | 06.09.2016 12:00 | EURUSD | Sell | 30.00 | - | 1.1 | 1.13575 | 1.13699 | -12.4 | -3,684.00 | 3d | -0.03% |
06.08.2016 16:00 | 06.09.2016 12:00 | EURUSD | Sell | 390.96 | - | 1.1 | 1.13919 | 1.13699 | 22.0 | 86,292.69 | 20h 0m | 0.76% |
06.06.2016 18:00 | 06.09.2016 12:00 | EURUSD | Sell | 67.50 | - | 1.1 | 1.13655 | 1.13699 | -4.4 | -2,889.00 | 2d | -0.03% |
06.06.2016 03:00 | 06.09.2016 12:00 | EURUSD | Sell | 30.00 | - | 1.1 | 1.13505 | 1.13699 | -19.4 | -5,784.00 | 3d | -0.05% |
06.06.2016 20:00 | 06.09.2016 12:00 | EURUSD | Sell | 147.39 | - | 1.1 | 1.13775 | 1.13699 | 7.6 | 11,378.51 | 2d | 0.10% |
06.08.2016 17:00 | 06.09.2016 12:00 | EURUSD | Sell | 960.00 | - | 1.1 | 1.14034 | 1.13699 | 33.5 | 322,291.20 | 19h 0m | 2.83% |
03.17.2016 14:00 | 03.18.2016 11:00 | EURUSD | Sell | 30.00 | 1.1 | 1.1 | 1.13262 | 1.13005 | 25.7 | 7,717.20 | 21h 0m | 0.07% |
02.04.2016 11:00 | 02.04.2016 18:00 | EURUSD | Sell | 30.00 | - | 1.1 | 1.11322 | 1.11688 | -36.6 | -10,980.00 | 7h 0m | -0.10% |
02.04.2016 12:00 | 02.04.2016 18:00 | EURUSD | Sell | 67.50 | - | 1.1 | 1.11625 | 1.11688 | -6.3 | -4,252.50 | 6h 0m | -0.04% |
02.04.2016 16:00 | 02.04.2016 18:00 | EURUSD | Sell | 960.00 | - | 1.1 | 1.12024 | 1.11688 | 33.6 | 322,560.00 | 2h 0m | 2.94% |
02.04.2016 15:00 | 02.04.2016 18:00 | EURUSD | Sell | 390.96 | - | 1.1 | 1.1194 | 1.11688 | 25.2 | 98,521.92 | 3h 0m | 0.91% |
02.04.2016 13:00 | 02.04.2016 18:00 | EURUSD | Sell | 147.39 | - | 1.1 | 1.11813 | 1.11688 | 12.5 | 18,423.75 | 5h 0m | 0.17% |
02.03.2016 23:00 | 02.04.2016 18:00 | EURUSD | Sell | 30.00 | - | 1.1 | 1.1108 | 1.11688 | -60.8 | -18,218.40 | 19h 0m | -0.17% |
12.04.2015 00:00 | 12.04.2015 10:00 | EURUSD | Sell | 30.00 | - | 1.1 | 1.09408 | 1.08858 | 55.0 | 16,500.00 | 10h 0m | 0.15% |
10.23.2015 17:00 | 10.26.2015 06:00 | EURUSD | Buy | 147.39 | - | 1.1 | 1.10269 | 1.10386 | 11.7 | 16,258.59 | 2d | 0.16% |
10.23.2015 03:00 | 10.26.2015 06:00 | EURUSD | Buy | 30.00 | - | 1.1 | 1.10843 | 1.10386 | -45.7 | -13,910.70 | 3d | -0.13% |
10.23.2015 16:00 | 10.26.2015 06:00 | EURUSD | Buy | 67.50 | - | 1.1 | 1.10494 | 1.10386 | -10.8 | -7,741.57 | 2d | -0.07% |
10.23.2015 21:00 | 10.26.2015 06:00 | EURUSD | Buy | 960.00 | - | 1.1 | 1.10021 | 1.10386 | 36.5 | 343,977.60 | 2d | 3.27% |
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