+6410.26% |
1.31% | |
47.92% | |
Drawdown: | 40.71% |
Balance: | $325,512.82 |
Highest: | (Oct 18) $361,791.94 |
Profit: | $320,512.82 |
Deposits: | $5,000.00 |
Test Started: | Dec 15, 2010 |
Test Ended: | Oct 31, 2011 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Oct 31, 2011 at 23:57 |
Trades: | 162 |
Profitability: |
|
Pips: | 4,312.9 |
Average Win: | 99.96 pips / $7,193.73 |
Average Loss: | -80.04 pips / -$5,607.35 |
Lots: | 1,061.98 |
Commissions: | 0 |
Longs Won: | (51/78) 65% |
Shorts Won: | (45/84) 53% |
Best Trade ($): | (Oct 31) 71,745.00 |
Worst Trade ($): | (Oct 31) -58,106.16 |
Best Trade (Pips): | (Dec 20) 150.0 |
Worst Trade (Pips): | (May 27) -177.0 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.87 |
Standard Deviation: | $13,318.42 |
Sharpe Ratio | 0.30 |
Z-Score (Probability): | 1.02 (69.22%) |
Expectancy | 26.6 Pips / $1,978.47 |
AHPR: | 3.14% |
GHPR: | 2.61% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | <0.01% | 0.02% | 0.15% | 0.72% | 2.64% | 7.91% | 20.45% | 47.27% |
Consecutive Losing Trades | 58 | 52 | 46 | 41 | 35 | 29 | 23 | 17 | 12 | 6 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.31.2011 20:00 | 10.31.2011 23:36 | EURUSD | Sell | 34.91 | 1.4 | 1.4 | 1.38339 | 1.38526 | -18.7 | -6,528.17 | 3h 36m | -1.97% |
10.31.2011 05:10 | 10.31.2011 19:38 | EURUSD | Sell | 47.83 | 1.4 | 1.4 | 1.39944 | 1.38444 | 150.0 | 71,745.00 | 14h 28m | 27.56% |
10.28.2011 10:40 | 10.31.2011 05:00 | EURUSD | Buy | 34.16 | 1.4 | 1.4 | 1.41561 | 1.3986 | -170.1 | -58,106.16 | 2d | -18.25% |
10.24.2011 09:05 | 10.27.2011 06:02 | EURUSD | Buy | 46.80 | 1.4 | 1.4 | 1.38555 | 1.40055 | 150.0 | 70,200.00 | 2d | 28.28% |
10.19.2011 14:45 | 10.20.2011 06:05 | EURUSD | Buy | 42.54 | 1.4 | 1.4 | 1.37946 | 1.36946 | -100.0 | -42,540.00 | 15h 20m | -14.63% |
10.18.2011 14:55 | 10.19.2011 09:55 | EURUSD | Sell | 30.39 | 1.4 | 1.4 | 1.36846 | 1.38547 | -170.1 | -51,693.39 | 19h 0m | -15.10% |
10.18.2011 04:45 | 10.18.2011 14:30 | EURUSD | Buy | 21.70 | 1.4 | 1.4 | 1.37745 | 1.36853 | -89.2 | -19,356.40 | 9h 45m | -5.35% |
10.17.2011 04:15 | 10.18.2011 04:15 | EURUSD | Sell | 20.91 | 1.4 | 1.4 | 1.38408 | 1.3778 | 62.8 | 13,131.48 | 1d | 3.77% |
10.13.2011 08:30 | 10.17.2011 03:45 | EURUSD | Buy | 19.97 | 1.4 | 1.4 | 1.3757 | 1.38357 | 78.7 | 15,716.39 | 3d | 4.72% |
10.11.2011 08:51 | 10.12.2011 08:30 | EURUSD | Buy | 18.32 | 1.4 | 1.4 | 1.36015 | 1.37515 | 150.0 | 27,480.00 | 23h 39m | 9.00% |
10.07.2011 16:50 | 10.10.2011 08:39 | EURUSD | Buy | 16.81 | 1.4 | 1.4 | 1.33996 | 1.35496 | 150.0 | 25,215.00 | 2d | 9.00% |
10.05.2011 16:00 | 10.07.2011 12:30 | EURUSD | Buy | 16.01 | 1.3 | 1.3 | 1.33279 | 1.34779 | 150.0 | 24,015.00 | 1d | 9.37% |
10.04.2011 15:05 | 10.05.2011 15:30 | EURUSD | Buy | 21.94 | 1.3 | 1.3 | 1.32668 | 1.32978 | 31.0 | 6,801.40 | 1d | 2.73% |
10.03.2011 21:15 | 10.04.2011 14:35 | EURUSD | Sell | 15.67 | 1.3 | 1.3 | 1.31685 | 1.32439 | -75.4 | -11,815.18 | 17h 20m | -4.52% |
10.03.2011 14:35 | 10.03.2011 21:12 | EURUSD | Sell | 14.38 | 1.3 | 1.3 | 1.33153 | 1.31653 | 150.0 | 21,570.00 | 6h 37m | 9.00% |
09.30.2011 14:25 | 10.03.2011 14:09 | EURUSD | Sell | 13.49 | 1.3 | 1.3 | 1.34516 | 1.33416 | 110.0 | 14,839.00 | 2d | 6.60% |
09.29.2011 17:40 | 09.30.2011 14:19 | EURUSD | Sell | 13.59 | 1.3 | 1.3 | 1.35665 | 1.34565 | 110.0 | 14,949.00 | 20h 39m | 7.12% |
09.27.2011 23:10 | 09.29.2011 17:10 | EURUSD | Buy | 18.61 | 1.3 | 1.4 | 1.35812 | 1.35965 | 15.3 | 2,847.33 | 1d | 1.38% |
09.27.2011 09:30 | 09.27.2011 22:45 | EURUSD | Sell | 13.29 | 1.4 | 1.3 | 1.35099 | 1.3583 | -73.1 | -9,714.99 | 13h 15m | -4.48% |
09.26.2011 10:20 | 09.27.2011 09:00 | EURUSD | Buy | 18.21 | 1.3 | 1.4 | 1.34558 | 1.34891 | 33.3 | 6,063.93 | 22h 40m | 2.88% |
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