+97.47M% |
2.37% | |
102.1% | |
Drawdown: | 70.49% |
Balance: | $97,474,848.36 |
Highest: | (Apr 10) $99,479,658.87 |
Profit: | $97,474,748.39 |
Deposits: | $100.00 |
Test Started: | Oct 29, 2012 |
Test Ended: | Jun 09, 2014 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Jun 12, 2014 at 16:17 |
Trades: | 6,002 |
Profitability: |
|
Pips: | 14,521.4 |
Average Win: | 20.35 pips / $122,461.88 |
Average Loss: | -19.99 pips / -$116,496.69 |
Lots: | 3,461,894.67 |
Commissions: | 0 |
Longs Won: | (1,727/3,077) 56% |
Shorts Won: | (1,607/2,925) 54% |
Best Trade ($): | (Jun 06) 769,413.17 |
Worst Trade ($): | (Jun 17) -213,095.51 |
Best Trade (Pips): | (Feb 25) 81.6 |
Worst Trade (Pips): | (Oct 29) -20.0 |
Avg. Trade Length: | 3h 43m |
Profit Factor: | 1.31 |
Standard Deviation: | $159,602.78 |
Sharpe Ratio | 0.08 |
Z-Score (Probability): | 1.63 (89.68%) |
Expectancy | 2.4 Pips / $16,240.38 |
AHPR: | 0.29% |
GHPR: | 0.23% |
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 | 837 | 753 | 669 | 586 | 502 | 418 | 335 | 251 | 167 | 84 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.06.2014 16:37 | 06.09.2014 23:59 | USDJPY | Buy | 1000.00 | 102.3 | - | 102.528 | 102.524 | -0.4 | -3,724.92 | 3d | 0.00% |
06.09.2014 16:24 | 06.09.2014 23:59 | USDJPY | Buy | 1000.00 | 102.3 | - | 102.528 | 102.524 | -0.4 | -3,951.72 | 7h 35m | 0.00% |
06.09.2014 09:59 | 06.09.2014 17:51 | USDJPY | Sell | 1000.00 | 102.6 | - | 102.378 | 102.578 | -20.0 | -195,023.77 | 7h 52m | -0.20% |
06.06.2014 16:27 | 06.06.2014 16:53 | USDJPY | Buy | 1000.00 | 102.6 | - | 102.378 | 102.576 | 19.8 | 192,977.42 | 26m | 0.20% |
06.06.2014 15:49 | 06.06.2014 16:33 | USDJPY | Sell | 1000.00 | 102.4 | - | 102.228 | 102.428 | -20.0 | -195,309.30 | 44m | -0.20% |
06.06.2014 15:38 | 06.06.2014 15:49 | USDJPY | Buy | 1000.00 | 102.2 | - | 102.378 | 102.178 | -20.0 | -195,787.04 | 11m | -0.20% |
06.05.2014 17:18 | 06.06.2014 15:30 | USDJPY | Sell | 1000.00 | 102.2 | - | 102.384 | 102.177 | 20.7 | 201,594.43 | 22h 12m | 0.21% |
06.05.2014 21:17 | 06.06.2014 15:30 | USDJPY | Sell | 1000.00 | 102.2 | - | 102.383 | 102.177 | 20.6 | 200,615.74 | 18h 13m | 0.20% |
06.06.2014 15:29 | 06.06.2014 15:30 | USDJPY | Sell | 1000.00 | 102.4 | - | 102.228 | 102.428 | -20.0 | -195,309.30 | 1m | -0.20% |
06.05.2014 20:06 | 06.06.2014 03:53 | USDJPY | Buy | 1000.00 | 102.3 | - | 102.534 | 102.334 | -20.0 | -195,261.86 | 7h 47m | -0.20% |
06.05.2014 16:53 | 06.05.2014 17:19 | USDJPY | Sell | 1000.00 | 102.3 | - | 102.535 | 102.347 | 18.8 | 183,638.63 | 26m | 0.19% |
06.05.2014 15:53 | 06.05.2014 17:19 | USDJPY | Sell | 1000.00 | 102.3 | - | 102.535 | 102.347 | 18.8 | 183,638.63 | 1h 26m | 0.19% |
06.05.2014 16:23 | 06.05.2014 17:12 | USDJPY | Buy | 1000.00 | 102.5 | - | 102.685 | 102.485 | -20.0 | -195,202.61 | 49m | -0.20% |
06.05.2014 15:31 | 06.05.2014 17:12 | USDJPY | Buy | 1000.00 | 102.5 | - | 102.685 | 102.485 | -20.0 | -195,202.61 | 1h 41m | -0.20% |
06.05.2014 07:00 | 06.05.2014 15:38 | USDJPY | Sell | 1000.00 | 102.7 | - | 102.535 | 102.735 | -20.0 | -194,725.81 | 8h 38m | -0.20% |
06.04.2014 17:14 | 06.05.2014 07:32 | USDJPY | Buy | 1000.00 | 102.5 | - | 102.685 | 102.485 | -20.0 | -194,520.30 | 14h 18m | -0.20% |
06.04.2014 15:15 | 06.04.2014 18:26 | USDJPY | Sell | 1000.00 | 102.7 | - | 102.535 | 102.735 | -20.0 | -194,725.81 | 3h 11m | -0.20% |
06.04.2014 06:08 | 06.04.2014 15:15 | USDJPY | Buy | 1000.00 | 102.5 | - | 102.685 | 102.485 | -20.0 | -195,202.61 | 9h 7m | -0.20% |
06.03.2014 20:23 | 06.04.2014 06:17 | USDJPY | Buy | 1000.00 | 102.7 | - | 102.534 | 102.702 | 16.8 | 163,756.68 | 9h 54m | 0.17% |
06.02.2014 19:23 | 06.04.2014 02:35 | USDJPY | Buy | 1000.00 | 102.6 | - | 102.384 | 102.577 | 19.3 | 188,558.42 | 1d | 0.19% |
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