+26654.26% |
0.19% | |
5.87% | |
Drawdown: | 66.34% |
Balance: | $26,754,264.99 |
Highest: | (Jan 20) $26,754,264.99 |
Profit: | $26,654,264.86 |
Deposits: | $100,000.00 |
Test Started: | Jan 02, 2009 |
Test Ended: | Jan 20, 2017 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Mar 08, 2017 at 14:41 |
Trades: | 1,171 |
Profitability: |
|
Pips: | 22,306.5 |
Average Win: | 59.21 pips / $35,533.49 |
Average Loss: | -77.10 pips / -$7,815.65 |
Lots: | 44,050.11 |
Commissions: | 0 |
Longs Won: | (560/786) 71% |
Shorts Won: | (266/385) 69% |
Best Trade ($): | (Nov 30) 1,386,490.62 |
Worst Trade ($): | (Oct 29) -146,739.00 |
Best Trade (Pips): | (Aug 09) 275.8 |
Worst Trade (Pips): | (Apr 18) -475.5 |
Avg. Trade Length: | 4d |
Profit Factor: | 10.89 |
Standard Deviation: | $97,247.76 |
Sharpe Ratio | 0.19 |
Z-Score (Probability): | -16.97 (99.99%) |
Expectancy | 19.0 Pips / $22,761.97 |
AHPR: | 0.51% |
GHPR: | 0.48% |
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 | 3425 | 3082 | 2740 | 2397 | 2055 | 1712 | 1370 | 1027 | 685 | 342 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.17.2017 10:00 | 01.20.2017 23:59 | NZDUSD | Sell | 25.57 | - | - | 0.71674 | 0.71696 | -2.2 | -1,853.82 | 3d | -0.01% |
01.13.2017 02:00 | 01.20.2017 23:59 | NZDUSD | Sell | 25.57 | - | - | 0.71108 | 0.71696 | -58.8 | -16,771.36 | 7d | -0.06% |
01.20.2017 04:00 | 01.20.2017 23:59 | NZDUSD | Sell | 48.58 | - | - | 0.7219 | 0.71696 | 49.4 | 23,658.46 | 19h 59m | 0.09% |
01.12.2017 19:00 | 01.13.2017 00:00 | NZDUSD | Sell | 25.47 | - | - | 0.71358 | 0.7086 | 49.8 | 12,284.18 | 5h 0m | 0.05% |
01.10.2017 06:00 | 01.10.2017 14:00 | NZDUSD | Sell | 25.81 | - | - | 0.70382 | 0.69734 | 64.8 | 16,544.21 | 8h 0m | 0.06% |
12.16.2016 18:00 | 12.29.2016 09:00 | NZDUSD | Buy | 100.40 | - | - | 0.69378 | 0.69443 | 6.5 | 7,650.48 | 12d | 0.03% |
12.16.2016 17:00 | 12.29.2016 09:00 | NZDUSD | Buy | 50.20 | - | - | 0.69742 | 0.69443 | -29.9 | -14,447.56 | 12d | -0.06% |
12.23.2016 16:00 | 12.29.2016 09:00 | NZDUSD | Buy | 803.20 | - | - | 0.68745 | 0.69443 | 69.8 | 561,758.08 | 5d | 2.15% |
12.20.2016 14:00 | 12.29.2016 09:00 | NZDUSD | Buy | 401.60 | - | - | 0.68941 | 0.69443 | 50.2 | 204,976.64 | 8d | 0.79% |
12.16.2016 16:00 | 12.29.2016 09:00 | NZDUSD | Buy | 25.10 | - | - | 0.69987 | 0.69443 | -54.4 | -13,373.28 | 12d | -0.05% |
12.15.2016 18:00 | 12.29.2016 09:00 | NZDUSD | Buy | 25.10 | - | - | 0.70252 | 0.69443 | -80.9 | -19,989.64 | 13d | -0.08% |
12.20.2016 11:00 | 12.29.2016 09:00 | NZDUSD | Buy | 200.80 | - | - | 0.6914 | 0.69443 | 30.3 | 62,529.12 | 8d | 0.24% |
11.30.2016 04:00 | 11.30.2016 18:00 | NZDUSD | Sell | 24.63 | - | - | 0.71519 | 0.70891 | 62.8 | 15,295.23 | 14h 0m | 0.06% |
11.21.2016 00:01 | 11.21.2016 16:00 | NZDUSD | Buy | 765.12 | - | - | 0.6992 | 0.70699 | 77.9 | 590,672.64 | 15h 59m | 2.33% |
11.14.2016 03:00 | 11.21.2016 16:00 | NZDUSD | Buy | 47.82 | - | - | 0.70864 | 0.70699 | -16.5 | -7,756.40 | 7d | -0.03% |
11.16.2016 13:00 | 11.21.2016 16:00 | NZDUSD | Buy | 95.64 | - | - | 0.70626 | 0.70699 | 7.3 | 6,981.72 | 5d | 0.03% |
11.11.2016 22:00 | 11.21.2016 16:00 | NZDUSD | Buy | 23.91 | - | - | 0.711 | 0.70699 | -40.1 | -9,487.49 | 9d | -0.04% |
11.17.2016 21:00 | 11.21.2016 16:00 | NZDUSD | Buy | 382.56 | - | - | 0.70163 | 0.70699 | 53.6 | 203,445.41 | 3d | 0.81% |
11.11.2016 17:00 | 11.21.2016 16:00 | NZDUSD | Buy | 23.91 | - | - | 0.71403 | 0.70699 | -70.4 | -16,732.22 | 9d | -0.07% |
11.16.2016 14:00 | 11.21.2016 16:00 | NZDUSD | Buy | 191.28 | - | - | 0.70466 | 0.70699 | 23.3 | 44,568.24 | 5d | 0.18% |
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