+434.9% |
0.21% | |
6.38% | |
Drawdown: | 9.70% |
Balance: | $5,348.80 |
Highest: | (Mar 22) $5,412.93 |
Profit: | $4,349.01 |
Deposits: | $1,000.00 |
Test Started: | Jan 03, 2011 |
Test Ended: | Mar 26, 2013 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Apr 17, 2013 at 14:16 |
Trades: | 2,164 |
Profitability: |
|
Pips: | 4,253.1 |
Average Win: | 8.94 pips / $9.13 |
Average Loss: | -17.86 pips / -$18.24 |
Lots: | 216.40 |
Commissions: | 0 |
Longs Won: | (817/1,110) 73% |
Shorts Won: | (784/1,054) 74% |
Best Trade ($): | (Jul 25) 62.80 |
Worst Trade ($): | (Aug 10) -154.12 |
Best Trade (Pips): | (Jul 25) 61.5 |
Worst Trade (Pips): | (Aug 10) -150.9 |
Avg. Trade Length: | 55m |
Profit Factor: | 1.42 |
Standard Deviation: | $13.61 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | 1.53 (87.39%) |
Expectancy | 2.0 Pips / $2.01 |
AHPR: | 0.08% |
GHPR: | 0.08% |
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 | 293 | 264 | 235 | 205 | 176 | 147 | 117 | 88 | 59 | 29 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.26.2013 18:18 | 03.26.2013 19:04 | CHFJPY | Buy | 0.10 | - | - | 99.3292 | 99.394 | 6.5 | 6.62 | 46m | 0.12% |
03.26.2013 17:50 | 03.26.2013 17:57 | CHFJPY | Sell | 0.10 | - | - | 99.241 | 99.3882 | -14.7 | -15.03 | 7m | -0.28% |
03.26.2013 15:24 | 03.26.2013 15:28 | CHFJPY | Sell | 0.10 | - | - | 99.297 | 99.4212 | -12.4 | -12.68 | 4m | -0.24% |
03.26.2013 14:41 | 03.26.2013 15:02 | CHFJPY | Buy | 0.10 | - | - | 99.3562 | 99.204 | -15.2 | -15.54 | 21m | -0.29% |
03.26.2013 13:10 | 03.26.2013 13:10 | CHFJPY | Buy | 0.10 | - | - | 99.3322 | 99.396 | 6.4 | 6.51 | 0s | 0.12% |
03.26.2013 12:02 | 03.26.2013 12:04 | CHFJPY | Sell | 0.10 | - | - | 99.265 | 99.1832 | 8.2 | 8.35 | 2m | 0.16% |
03.26.2013 10:41 | 03.26.2013 10:58 | CHFJPY | Buy | 0.10 | - | - | 99.4592 | 99.326 | -13.3 | -13.59 | 17m | -0.25% |
03.26.2013 05:51 | 03.26.2013 06:32 | CHFJPY | Buy | 0.10 | - | - | 99.3482 | 99.431 | 8.3 | 8.46 | 41m | 0.16% |
03.26.2013 02:56 | 03.26.2013 03:04 | CHFJPY | Buy | 0.10 | - | - | 99.0552 | 99.162 | 10.7 | 10.91 | 8m | 0.20% |
03.25.2013 13:18 | 03.25.2013 13:31 | CHFJPY | Buy | 0.10 | - | - | 100.7912 | 100.669 | -12.2 | -12.48 | 13m | -0.23% |
03.25.2013 10:35 | 03.25.2013 12:03 | CHFJPY | Buy | 0.10 | - | - | 100.6432 | 100.777 | 13.4 | 13.66 | 1h 28m | 0.25% |
03.25.2013 03:37 | 03.25.2013 04:30 | CHFJPY | Buy | 0.10 | - | - | 100.8382 | 101.02 | 18.2 | 18.57 | 53m | 0.35% |
03.25.2013 00:19 | 03.25.2013 00:57 | CHFJPY | Sell | 0.10 | - | - | 100.221 | 100.3782 | -15.7 | -16.05 | 38m | -0.30% |
03.22.2013 23:59 | 03.25.2013 00:00 | CHFJPY | Buy | 0.10 | - | - | 100.3712 | 100.031 | -34.0 | -34.73 | 2d | -0.64% |
03.22.2013 20:01 | 03.22.2013 20:17 | CHFJPY | Sell | 0.10 | - | - | 100.448 | 100.3252 | 12.3 | 12.54 | 16m | 0.23% |
03.22.2013 17:31 | 03.22.2013 17:49 | CHFJPY | Buy | 0.10 | - | - | 100.7822 | 100.606 | -17.6 | -17.99 | 18m | -0.33% |
03.22.2013 16:51 | 03.22.2013 17:09 | CHFJPY | Sell | 0.10 | - | - | 100.562 | 100.6762 | -11.4 | -11.66 | 18m | -0.22% |
03.22.2013 12:13 | 03.22.2013 12:39 | CHFJPY | Sell | 0.10 | - | - | 99.774 | 99.6742 | 10.0 | 10.19 | 26m | 0.19% |
03.22.2013 11:34 | 03.22.2013 11:36 | CHFJPY | Sell | 0.10 | - | - | 99.946 | 99.8842 | 6.2 | 6.31 | 2m | 0.12% |
03.22.2013 10:41 | 03.22.2013 11:07 | CHFJPY | Buy | 0.10 | - | - | 100.0712 | 100.128 | 5.7 | 5.81 | 26m | 0.11% |
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