+30.89M% |
0.34% | |
10.64% | |
Drawdown: | 0.00% |
Balance: | $3,088,613,890.90 |
Highest: | (Apr 26) $3,138,738,247.32 |
Profit: | $3,088,603,890.85 |
Deposits: | $10,000.00 |
Test Started: | Jan 26, 2000 |
Test Ended: | May 03, 2010 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Jul 01, 2010 at 16:40 |
Trades: | 5,033 |
Profitability: |
|
Pips: | 18,400.0 |
Average Win: | 5.00 pips / $1,099,277.94 |
Average Loss: | -36.00 pips / -$13,713,218.77 |
Lots: | 125,459,214.80 |
Commissions: | 0 |
Longs Won: | (2,651/2,754) 96% |
Shorts Won: | (2,217/2,279) 97% |
Best Trade ($): | (Mar 31) 5,035,297.79 |
Worst Trade ($): | (Dec 03) -36,517,094.82 |
Best Trade (Pips): | (Jan 26) 5.0 |
Worst Trade (Pips): | (May 02) -36.0 |
Avg. Trade Length: | 50m |
Profit Factor: | 2.37 |
Standard Deviation: | $4,200,205.24 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -20.63 (99.99%) |
Expectancy | 3.7 Pips / $613,670.55 |
AHPR: | 0.25% |
GHPR: | 0.25% |
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 | 225 | 203 | 180 | 158 | 135 | 113 | 90 | 68 | 45 | 23 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.03.2010 21:00 | 05.03.2010 21:14 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.08445 | 1.08495 | 5.0 | 4,608,461.22 | 14m | 0.15% |
04.29.2010 23:04 | 04.29.2010 23:24 | USDCHF | Sell | 99999.00 | 1.1 | 1.1 | 1.08383 | 1.08333 | 5.0 | 4,615,437.88 | 20m | 0.15% |
04.29.2010 22:08 | 04.29.2010 23:24 | USDCHF | Sell | 99999.00 | 1.1 | 1.1 | 1.08375 | 1.08325 | 5.0 | 4,615,693.51 | 1h 16m | 0.15% |
04.29.2010 22:15 | 04.29.2010 23:24 | USDCHF | Sell | 99999.00 | 1.1 | 1.1 | 1.0838 | 1.0833 | 5.0 | 4,615,565.69 | 1h 9m | 0.15% |
04.29.2010 23:15 | 04.29.2010 23:23 | USDCHF | Sell | 99999.00 | 1.1 | 1.1 | 1.08413 | 1.08363 | 5.0 | 4,614,415.58 | 8m | 0.15% |
04.29.2010 22:39 | 04.29.2010 23:23 | USDCHF | Sell | 99999.00 | 1.1 | 1.1 | 1.08392 | 1.08342 | 5.0 | 4,615,139.66 | 44m | 0.15% |
04.29.2010 21:19 | 04.29.2010 21:49 | USDCHF | Sell | 99999.00 | 1.1 | 1.1 | 1.08347 | 1.08297 | 5.0 | 4,616,886.89 | 30m | 0.15% |
04.29.2010 21:30 | 04.29.2010 21:30 | USDCHF | Sell | 99999.00 | 1.1 | 1.1 | 1.0838 | 1.0833 | 5.0 | 4,615,480.48 | 0s | 0.15% |
04.29.2010 21:04 | 04.29.2010 21:12 | USDCHF | Sell | 99999.00 | 1.1 | 1.1 | 1.08342 | 1.08292 | 5.0 | 4,617,100.06 | 8m | 0.15% |
04.28.2010 21:00 | 04.29.2010 11:00 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.08672 | 1.08312 | -36.0 | -33,683,684.46 | 14h 0m | -1.09% |
04.28.2010 21:30 | 04.28.2010 23:44 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.08571 | 1.08621 | 5.0 | 4,603,030.66 | 2h 14m | 0.15% |
04.28.2010 23:44 | 04.28.2010 23:44 | USDCHF | Sell | 99999.00 | 1.1 | 1.1 | 1.08587 | 1.08537 | 5.0 | 4,606,932.58 | 0s | 0.15% |
04.26.2010 21:25 | 04.26.2010 23:17 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.07532 | 1.07172 | -36.0 | -33,591,154.24 | 1h 52m | -1.07% |
04.26.2010 21:30 | 04.26.2010 23:17 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.07522 | 1.07162 | -36.0 | -33,593,661.93 | 1h 47m | -1.08% |
04.26.2010 21:06 | 04.26.2010 21:12 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.07534 | 1.07584 | 5.0 | 4,647,484.76 | 6m | 0.15% |
04.21.2010 21:17 | 04.21.2010 21:32 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.06934 | 1.06984 | 5.0 | 4,673,549.32 | 15m | 0.15% |
04.21.2010 21:03 | 04.21.2010 21:14 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.06937 | 1.06987 | 5.0 | 4,673,330.90 | 11m | 0.15% |
04.15.2010 21:45 | 04.16.2010 02:05 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.0566 | 1.0571 | 5.0 | 4,581,030.93 | 4h 20m | 0.15% |
04.15.2010 21:30 | 04.16.2010 01:58 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.0564 | 1.0569 | 5.0 | 4,581,925.96 | 4h 28m | 0.15% |
04.15.2010 22:15 | 04.16.2010 01:05 | USDCHF | Buy | 99999.00 | 1.1 | 1.1 | 1.05622 | 1.05672 | 5.0 | 4,582,776.55 | 2h 50m | 0.15% |
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