+2189.57M% |
0.3% | |
9.49% | |
Drawdown: | 28.35% |
Balance: | $10,947,835,060.63 |
Highest: | (Aug 28) $10,947,835,060.63 |
Profit: | $10,947,834,560.62 |
Deposits: | $500.00 |
Test Started: | May 05, 2003 |
Test Ended: | Aug 28, 2018 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Aug 31, 2018 at 12:55 |
Trades: | 10,841 |
Profitability: |
|
Pips: | 25,122.5 |
Average Win: | 4.46 pips / $2,628,292.94 |
Average Loss: | -8.11 pips / -$6,881,457.31 |
Lots: | 774,230,023.14 |
Commissions: | 0 |
Longs Won: | (3,869/4,723) 81% |
Shorts Won: | (5,127/6,118) 83% |
Best Trade ($): | (Sep 18) 99,300,000.00 |
Worst Trade ($): | (Dec 15) -53,964,000.00 |
Best Trade (Pips): | (Sep 18) 100.0 |
Worst Trade (Pips): | (May 18) -50.0 |
Avg. Trade Length: | 2h 50m |
Profit Factor: | 1.86 |
Standard Deviation: | $7,390,181.70 |
Sharpe Ratio | 0.16 |
Z-Score (Probability): | -11.14 (99.99%) |
Expectancy | 2.3 Pips / $1,009,854.68 |
AHPR: | 0.16% |
GHPR: | 0.16% |
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 | 1590 | 1431 | 1272 | 1113 | 954 | 795 | 636 | 477 | 318 | 159 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
08.28.2018 21:02 | 08.28.2018 21:16 | EURUSD | Sell | 100000.00 | 1.2 | 1.2 | 1.16958 | 1.16942 | 1.6 | 900,000.00 | 14m | 0.01% |
08.27.2018 20:00 | 08.27.2018 20:44 | EURUSD | Sell | 100000.00 | 1.2 | 1.2 | 1.16813 | 1.16803 | 1.0 | 300,000.00 | 44m | 0.00% |
08.24.2018 20:16 | 08.26.2018 21:27 | EURUSD | Buy | 100000.00 | 1.2 | 1.2 | 1.16226 | 1.16228 | 0.2 | -500,000.00 | 2d | 0.00% |
08.23.2018 21:19 | 08.23.2018 21:59 | EURUSD | Sell | 100000.00 | 1.2 | 1.1 | 1.15455 | 1.15416 | 3.9 | 3,200,000.00 | 40m | 0.03% |
08.23.2018 20:00 | 08.23.2018 21:01 | EURUSD | Sell | 100000.00 | 1.2 | 1.1 | 1.15418 | 1.15401 | 1.7 | 1,000,000.00 | 1h 1m | 0.01% |
08.22.2018 20:00 | 08.22.2018 20:28 | EURUSD | Sell | 100000.00 | 1.2 | 1.2 | 1.16039 | 1.15965 | 7.4 | 6,700,000.00 | 28m | 0.06% |
08.21.2018 21:59 | 08.21.2018 22:34 | EURUSD | Sell | 100000.00 | 1.2 | 1.1 | 1.15724 | 1.15712 | 1.2 | 500,000.00 | 35m | 0.00% |
08.21.2018 21:03 | 08.21.2018 21:36 | EURUSD | Buy | 100000.00 | 1.2 | 1.2 | 1.15689 | 1.15709 | 2.0 | 1,300,000.00 | 33m | 0.01% |
08.21.2018 20:51 | 08.21.2018 20:54 | EURUSD | Sell | 100000.00 | 1.2 | 1.1 | 1.15737 | 1.15714 | 2.3 | 1,600,000.00 | 3m | 0.01% |
08.21.2018 20:45 | 08.21.2018 20:48 | EURUSD | Sell | 100000.00 | 1.2 | 1.1 | 1.15736 | 1.15716 | 2.0 | 1,300,000.00 | 3m | 0.01% |
08.20.2018 20:00 | 08.20.2018 22:33 | EURUSD | Sell | 100000.00 | 1.2 | 1.1 | 1.14749 | 1.14875 | -12.6 | -13,300,000.00 | 2h 33m | -0.12% |
08.17.2018 20:58 | 08.19.2018 22:00 | EURUSD | Buy | 100000.00 | 1.1 | 1.2 | 1.14383 | 1.14383 | 0.0 | -700,000.00 | 2d | -0.01% |
08.17.2018 20:54 | 08.17.2018 20:56 | EURUSD | Sell | 100000.00 | 1.1 | 1.1 | 1.14422 | 1.14403 | 1.9 | 1,200,000.00 | 2m | 0.01% |
08.16.2018 20:00 | 08.16.2018 21:37 | EURUSD | Sell | 100000.00 | 1.1 | 1.1 | 1.13726 | 1.13745 | -1.9 | -2,600,000.00 | 1h 37m | -0.02% |
08.15.2018 21:11 | 08.15.2018 21:12 | EURUSD | Sell | 100000.00 | 1.1 | 1.1 | 1.13527 | 1.13481 | 4.6 | 3,900,000.00 | 1m | 0.04% |
08.15.2018 20:57 | 08.15.2018 21:07 | EURUSD | Buy | 100000.00 | 1.1 | 1.1 | 1.13452 | 1.13487 | 3.5 | 2,800,000.00 | 10m | 0.03% |
08.15.2018 20:09 | 08.15.2018 20:43 | EURUSD | Sell | 100000.00 | 1.1 | 1.1 | 1.13513 | 1.1349 | 2.3 | 1,600,000.00 | 34m | 0.01% |
08.14.2018 21:59 | 08.14.2018 23:11 | EURUSD | Sell | 100000.00 | 1.1 | 1.1 | 1.13455 | 1.13473 | -1.8 | -2,500,000.00 | 1h 12m | -0.02% |
08.14.2018 21:01 | 08.14.2018 21:04 | EURUSD | Sell | 100000.00 | 1.1 | 1.1 | 1.13462 | 1.13438 | 2.4 | 1,700,000.00 | 3m | 0.02% |
08.14.2018 20:02 | 08.14.2018 20:45 | EURUSD | Sell | 100000.00 | 1.1 | 1.1 | 1.13457 | 1.13438 | 1.9 | 1,200,000.00 | 43m | 0.01% |
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