+26987.67% |
0.21% | |
6.36% | |
Drawdown: | 37.79% |
Balance: | $1,354,383.52 |
Highest: | (Jun 09) $1,356,239.80 |
Profit: | $1,349,383.48 |
Deposits: | $5,000.00 |
Test Started: | Jan 03, 2008 |
Test Ended: | Jun 19, 2015 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Jun 21, 2015 at 19:12 |
Trades: | 1,245 |
Profitability: |
|
Pips: | 3,957.5 |
Average Win: | 10.13 pips / $3,316.91 |
Average Loss: | -50.00 pips / -$15,989.85 |
Lots: | 53,989.23 |
Commissions: | 0 |
Longs Won: | (593/649) 91% |
Shorts Won: | (508/596) 85% |
Best Trade ($): | (May 13) 37,274.00 |
Worst Trade ($): | (Jun 09) -108,500.00 |
Best Trade (Pips): | (Jan 03) 20.0 |
Worst Trade (Pips): | (Jan 28) -50.0 |
Avg. Trade Length: | 2h 4m |
Profit Factor: | 1.59 |
Standard Deviation: | $10,599.33 |
Sharpe Ratio | 0.15 |
Z-Score (Probability): | -0.30 (-23.59%) |
Expectancy | 3.2 Pips / $1,083.84 |
AHPR: | 0.51% |
GHPR: | 0.45% |
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% | 0.3% | 6.45% |
Consecutive Losing Trades | 85 | 76 | 68 | 59 | 51 | 42 | 34 | 25 | 17 | 8 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.19.2015 08:45 | 06.19.2015 09:00 | GBPUSD | Buy | 214.54 | 1.6 | 1.6 | 1.58618 | 1.58681 | 6.3 | 13,516.02 | 15m | 1.01% |
06.18.2015 19:45 | 06.18.2015 20:00 | GBPUSD | Buy | 210.93 | 1.6 | 1.6 | 1.5857 | 1.58677 | 10.7 | 22,569.51 | 15m | 1.71% |
06.18.2015 09:00 | 06.18.2015 09:20 | GBPUSD | Buy | 210.22 | 1.6 | 1.6 | 1.58181 | 1.58202 | 2.1 | 4,414.62 | 20m | 0.34% |
06.17.2015 17:30 | 06.17.2015 18:05 | GBPUSD | Buy | 209.52 | 1.6 | 1.6 | 1.57129 | 1.5715 | 2.1 | 4,399.92 | 35m | 0.34% |
06.17.2015 09:45 | 06.17.2015 10:00 | GBPUSD | Buy | 205.25 | 1.6 | 1.6 | 1.56315 | 1.56445 | 13.0 | 26,682.50 | 15m | 2.08% |
06.17.2015 02:45 | 06.17.2015 03:25 | GBPUSD | Buy | 204.56 | 1.6 | 1.6 | 1.56392 | 1.56413 | 2.1 | 4,295.76 | 40m | 0.34% |
06.16.2015 09:15 | 06.16.2015 09:45 | GBPUSD | Buy | 201.94 | 1.6 | 1.6 | 1.55919 | 1.56 | 8.1 | 16,357.14 | 30m | 1.30% |
06.15.2015 04:15 | 06.15.2015 05:00 | GBPUSD | Buy | 200.31 | 1.5 | 1.6 | 1.55409 | 1.5546 | 5.1 | 10,215.81 | 45m | 0.82% |
06.11.2015 02:30 | 06.11.2015 04:45 | GBPUSD | Buy | 199.64 | 1.5 | 1.6 | 1.54969 | 1.5499 | 2.1 | 4,192.44 | 2h 15m | 0.34% |
06.09.2015 10:00 | 06.09.2015 10:35 | GBPUSD | Buy | 217.00 | 1.5 | 1.5 | 1.53441 | 1.52941 | -50.0 | -108,500.00 | 35m | -8.00% |
06.09.2015 03:15 | 06.09.2015 04:15 | GBPUSD | Buy | 214.56 | 1.5 | 1.5 | 1.5334 | 1.53411 | 7.1 | 15,233.76 | 1h 0m | 1.14% |
06.02.2015 08:30 | 06.02.2015 10:15 | GBPUSD | Sell | 210.82 | 1.5 | 1.5 | 1.52146 | 1.52035 | 11.1 | 23,401.02 | 1h 45m | 1.78% |
06.02.2015 06:45 | 06.02.2015 07:30 | GBPUSD | Sell | 208.85 | 1.5 | 1.5 | 1.5211 | 1.52051 | 5.9 | 12,322.15 | 45m | 0.94% |
05.29.2015 20:45 | 06.01.2015 01:00 | GBPUSD | Sell | 205.93 | 1.5 | 1.5 | 1.52958 | 1.52867 | 9.1 | 18,249.52 | 2d | 1.42% |
05.27.2015 23:15 | 05.28.2015 03:15 | GBPUSD | Sell | 205.04 | 1.5 | 1.5 | 1.53492 | 1.53458 | 3.4 | 5,507.37 | 4h 0m | 0.43% |
05.26.2015 01:45 | 05.26.2015 03:00 | GBPUSD | Sell | 204.06 | 1.6 | 1.5 | 1.54733 | 1.54703 | 3.0 | 6,121.80 | 1h 15m | 0.48% |
05.25.2015 00:05 | 05.25.2015 00:38 | GBPUSD | Sell | 203.15 | 1.6 | 1.5 | 1.54759 | 1.54731 | 2.8 | 5,688.20 | 33m | 0.45% |
05.21.2015 17:30 | 05.21.2015 17:45 | GBPUSD | Buy | 199.52 | 1.6 | 1.6 | 1.56457 | 1.56571 | 11.4 | 22,745.28 | 15m | 1.82% |
05.19.2015 08:45 | 05.19.2015 09:15 | GBPUSD | Sell | 194.72 | 1.6 | 1.6 | 1.56631 | 1.56477 | 15.4 | 29,986.88 | 30m | 2.46% |
05.19.2015 02:15 | 05.19.2015 03:45 | GBPUSD | Sell | 193.60 | 1.6 | 1.6 | 1.56579 | 1.56543 | 3.6 | 6,969.60 | 1h 30m | 0.58% |
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