+19.32% |
0.06% | |
1.96% | |
Drawdown: | 13.31% |
Balance: | $59,658.11 |
Highest: | (Dec 30) $59,664.24 |
Profit: | $9,658.73 |
Deposits: | $50,000.00 |
Test Started: | Apr 01, 2011 |
Test Ended: | Dec 30, 2011 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Mar 23, 2014 at 22:13 |
Trades: | 837 |
Profitability: |
|
Pips: | 51,102.8 |
Average Win: | 61.17 pips / $11.56 |
Average Loss: | -35.10 pips / -$7.16 |
Lots: | 26.74 |
Commissions: | 0 |
Longs Won: | (11/12) 91% |
Shorts Won: | (825/825) 100% |
Best Trade ($): | (Dec 14) 231.62 |
Worst Trade ($): | (Dec 30) -7.16 |
Best Trade (Pips): | (Dec 14) 1,166.1 |
Worst Trade (Pips): | (Dec 30) -35.1 |
Avg. Trade Length: | 3d |
Profit Factor: | 1,349.90 |
Standard Deviation: | $25.19 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | 10.29 (99.99%) |
Expectancy | 61.1 Pips / $11.54 |
AHPR: | 0.02% |
GHPR: | 0.02% |
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 | 8333 | 7500 | 6667 | 5833 | 5000 | 4167 | 3333 | 2500 | 1667 | 833 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.28.2011 14:41 | 12.30.2011 21:59 | EURUSD | Buy | 0.02 | - | - | 1.29918 | 1.29567 | -35.1 | -7.16 | 2d | -0.01% |
12.30.2011 19:20 | 12.30.2011 21:59 | EURUSD | Buy | 0.02 | - | - | 1.29512 | 1.29567 | 5.5 | 1.03 | 2h 39m | 0.00% |
12.28.2011 15:31 | 12.30.2011 15:47 | EURUSD | Buy | 0.02 | - | - | 1.29513 | 1.29841 | 32.8 | 6.42 | 2d | 0.01% |
12.30.2011 08:30 | 12.30.2011 11:26 | EURUSD | Buy | 0.02 | - | - | 1.29188 | 1.29514 | 32.6 | 6.45 | 2h 56m | 0.01% |
12.29.2011 00:10 | 12.29.2011 16:59 | EURUSD | Buy | 0.02 | - | - | 1.29187 | 1.29513 | 32.6 | 6.45 | 16h 49m | 0.01% |
12.29.2011 11:23 | 12.29.2011 15:00 | EURUSD | Buy | 0.02 | - | - | 1.28867 | 1.29192 | 32.5 | 6.43 | 3h 37m | 0.01% |
12.28.2011 16:36 | 12.28.2011 19:26 | EURUSD | Buy | 0.02 | - | - | 1.2919 | 1.29512 | 32.2 | 6.37 | 2h 50m | 0.01% |
12.20.2011 08:53 | 12.28.2011 14:41 | EURUSD | Sell | 0.02 | - | - | 1.3041 | 1.29918 | 49.2 | 9.72 | 8d | 0.02% |
12.27.2011 10:46 | 12.28.2011 14:19 | EURUSD | Sell | 0.02 | - | - | 1.30821 | 1.30485 | 33.6 | 6.64 | 1d | 0.01% |
12.23.2011 06:38 | 12.23.2011 13:44 | EURUSD | Sell | 0.02 | - | - | 1.30838 | 1.30487 | 35.1 | 6.95 | 7h 6m | 0.01% |
12.22.2011 08:03 | 12.22.2011 10:33 | EURUSD | Sell | 0.02 | - | - | 1.30822 | 1.30491 | 33.1 | 6.55 | 2h 30m | 0.01% |
12.22.2011 08:15 | 12.22.2011 10:09 | EURUSD | Sell | 0.02 | - | - | 1.31153 | 1.30813 | 34.0 | 6.73 | 1h 54m | 0.01% |
12.21.2011 17:49 | 12.21.2011 19:26 | EURUSD | Sell | 0.02 | - | - | 1.30825 | 1.30461 | 36.4 | 7.21 | 1h 37m | 0.01% |
12.20.2011 10:00 | 12.21.2011 13:15 | EURUSD | Sell | 0.02 | - | - | 1.30823 | 1.30479 | 34.4 | 6.80 | 1d | 0.01% |
12.21.2011 11:20 | 12.21.2011 11:41 | EURUSD | Sell | 0.02 | - | - | 1.31155 | 1.30821 | 33.4 | 6.61 | 21m | 0.01% |
12.21.2011 00:09 | 12.21.2011 11:01 | EURUSD | Sell | 0.02 | - | - | 1.31152 | 1.30822 | 33.0 | 6.53 | 10h 52m | 0.01% |
12.21.2011 08:45 | 12.21.2011 10:53 | EURUSD | Sell | 0.02 | - | - | 1.31485 | 1.31153 | 33.2 | 6.57 | 2h 8m | 0.01% |
12.21.2011 10:22 | 12.21.2011 10:44 | EURUSD | Sell | 0.02 | - | - | 1.31822 | 1.31485 | 33.7 | 6.67 | 22m | 0.01% |
12.20.2011 13:45 | 12.20.2011 16:31 | EURUSD | Sell | 0.02 | - | - | 1.31169 | 1.30822 | 34.7 | 6.87 | 2h 46m | 0.01% |
12.19.2011 20:53 | 12.20.2011 08:53 | EURUSD | Buy | 0.02 | - | - | 1.29913 | 1.3041 | 49.7 | 9.85 | 12h 0m | 0.02% |
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