+27.92% |
0.01% | |
0.2% | |
Drawdown: | 5.74% |
Balance: | $12,791.77 |
Highest: | (Jan 06) $12,932.61 |
Profit: | $2,791.62 |
Deposits: | $10,000.00 |
Test Started: | Jan 03, 2005 |
Test Ended: | Dec 31, 2014 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | Feb 25, 2016 at 10:15 |
Trades: | 278 |
Profitability: |
|
Pips: | 3,767.1 |
Average Win: | 42.41 pips / $35.54 |
Average Loss: | -81.03 pips / -$73.50 |
Lots: | 33.21 |
Commissions: | 0 |
Longs Won: | (116/148) 78% |
Shorts Won: | (97/130) 74% |
Best Trade ($): | (Oct 21) 191.26 |
Worst Trade ($): | (Sep 23) -265.13 |
Best Trade (Pips): | (Oct 21) 240.0 |
Worst Trade (Pips): | (Sep 23) -282.3 |
Avg. Trade Length: | 2d |
Profit Factor: | 1.58 |
Standard Deviation: | $61.63 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -1.19 (-76.70%) |
Expectancy | 13.6 Pips / $10.04 |
AHPR: | 0.09% |
GHPR: | 0.09% |
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 | 174 | 157 | 139 | 122 | 104 | 87 | 70 | 52 | 35 | 17 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2014 21:59 | 12.31.2014 22:00 | AUDCAD | Sell | 0.13 | - | - | 0.94997 | 0.94845 | 15.2 | 13.50 | 1m | 0.11% |
12.30.2014 02:19 | 12.31.2014 17:53 | AUDCAD | Sell | 0.13 | - | - | 0.9479 | 0.94595 | 19.5 | 16.99 | 1d | 0.13% |
12.16.2014 09:11 | 12.16.2014 17:23 | AUDCAD | Sell | 0.13 | - | - | 0.95872 | 0.95525 | 34.7 | 31.98 | 8h 12m | 0.25% |
11.13.2014 04:00 | 11.13.2014 04:32 | AUDCAD | Sell | 0.13 | - | - | 0.9873 | 0.9825 | 48.0 | 44.59 | 32m | 0.35% |
10.28.2014 06:10 | 10.29.2014 21:00 | AUDCAD | Sell | 0.13 | - | - | 0.99214 | 0.98793 | 42.1 | 38.41 | 1d | 0.30% |
10.15.2014 15:08 | 10.17.2014 00:00 | AUDCAD | Sell | 0.13 | - | - | 0.99262 | 0.98565 | 69.7 | 62.80 | 1d | 0.50% |
09.10.2014 00:01 | 09.23.2014 04:45 | AUDCAD | Buy | 0.13 | - | - | 1.01001 | 0.98178 | -282.3 | -265.13 | 13d | -2.06% |
09.03.2014 04:43 | 09.03.2014 06:21 | AUDCAD | Buy | 0.13 | - | - | 1.01333 | 1.01489 | 15.6 | 13.88 | 1h 38m | 0.11% |
08.27.2014 20:33 | 09.03.2014 04:30 | AUDCAD | Buy | 0.13 | - | - | 1.01392 | 1.01493 | 10.1 | 10.47 | 6d | 0.08% |
07.03.2014 09:46 | 07.08.2014 00:00 | AUDCAD | Buy | 0.13 | - | - | 0.99938 | 1.00108 | 17.0 | 15.98 | 4d | 0.12% |
06.30.2014 04:35 | 06.30.2014 09:20 | AUDCAD | Buy | 0.13 | - | - | 1.00376 | 1.00652 | 27.6 | 25.25 | 4h 45m | 0.20% |
06.25.2014 03:30 | 06.26.2014 03:02 | AUDCAD | Buy | 0.13 | - | - | 1.0053 | 1.00878 | 34.8 | 32.86 | 23h 32m | 0.26% |
06.17.2014 05:01 | 06.18.2014 22:19 | AUDCAD | Buy | 0.13 | - | - | 1.01613 | 1.01926 | 31.3 | 29.02 | 1d | 0.23% |
05.19.2014 03:50 | 05.27.2014 03:00 | AUDCAD | Buy | 0.13 | - | - | 1.01639 | 1.00517 | -112.2 | -105.19 | 7d | -0.82% |
05.09.2014 04:28 | 05.09.2014 15:30 | AUDCAD | Buy | 0.13 | - | - | 1.01325 | 1.01664 | 33.9 | 31.22 | 11h 2m | 0.24% |
04.29.2014 18:03 | 05.01.2014 04:33 | AUDCAD | Buy | 0.13 | - | - | 1.01541 | 1.01924 | 38.3 | 36.43 | 1d | 0.29% |
04.07.2014 19:17 | 04.08.2014 08:21 | AUDCAD | Buy | 0.13 | - | - | 1.01587 | 1.01901 | 31.4 | 29.11 | 13h 4m | 0.23% |
04.02.2014 03:30 | 04.04.2014 17:04 | AUDCAD | Buy | 0.13 | - | - | 1.01799 | 1.02073 | 27.4 | 26.10 | 2d | 0.21% |
02.28.2014 06:02 | 03.04.2014 06:30 | AUDCAD | Buy | 0.13 | - | - | 0.99546 | 0.99329 | -21.7 | -20.96 | 4d | -0.16% |
02.27.2014 03:30 | 02.27.2014 19:09 | AUDCAD | Buy | 0.13 | - | - | 0.99383 | 0.99862 | 47.9 | 44.49 | 15h 39m | 0.35% |
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