+277.23M% |
0.46% | |
14.82% | |
Drawdown: | 16.72% |
Balance: | $277,232,835.01 |
Highest: | (Oct 27) $277,232,835.01 |
Profit: | $277,232,735.24 |
Deposits: | $100.00 |
Test Started: | Jan 02, 2008 |
Test Ended: | Oct 27, 2016 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | Oct 28, 2016 at 04:33 |
Trades: | 2,289 |
Profitability: |
|
Pips: | 209,503.0 |
Average Win: | 97.45 pips / $127,135.65 |
Average Loss: | -65.87 pips / -$38,897.82 |
Lots: | 289,763.82 |
Commissions: | 0 |
Longs Won: | (1,123/1,173) 95% |
Shorts Won: | (1,083/1,116) 97% |
Best Trade ($): | (Oct 07) 8,038,595.76 |
Worst Trade ($): | (Feb 22) -842,686.00 |
Best Trade (Pips): | (Jan 02) 500.0 |
Worst Trade (Pips): | (Sep 16) -300.0 |
Avg. Trade Length: | 1d |
Profit Factor: | 86.87 |
Standard Deviation: | $451,689.63 |
Sharpe Ratio | 0.47 |
Z-Score (Probability): | -1.04 (-70.20%) |
Expectancy | 91.5 Pips / $121,115.22 |
AHPR: | 0.66% |
GHPR: | 0.65% |
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 | 7143 | 6429 | 5714 | 5000 | 4286 | 3571 | 2857 | 2143 | 1429 | 714 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.27.2016 00:00 | 10.27.2016 23:59 | GBPJPY | Buy | 1846.57 | 124.9 | 132.9 | 127.887 | 128.028 | 14.1 | 247,609.53 | 23h 59m | 0.09% |
10.26.2016 00:00 | 10.27.2016 00:00 | GBPJPY | Buy | 1836.53 | 124.0 | 132.0 | 127.014 | 127.885 | 87.1 | 1,505,755.74 | 1d | 0.55% |
10.25.2016 00:00 | 10.26.2016 00:00 | GBPJPY | Sell | 1831.61 | 130.4 | 122.4 | 127.443 | 127.014 | 42.9 | 738,350.64 | 1d | 0.27% |
10.24.2016 00:00 | 10.25.2016 00:00 | GBPJPY | Buy | 1825.20 | 123.9 | 131.9 | 126.886 | 127.443 | 55.7 | 961,712.53 | 1d | 0.35% |
10.21.2016 00:00 | 10.24.2016 00:00 | GBPJPY | Sell | 1819.97 | 130.3 | 122.3 | 127.344 | 126.886 | 45.8 | 783,844.38 | 3d | 0.29% |
10.20.2016 00:00 | 10.21.2016 00:00 | GBPJPY | Buy | 1816.64 | 124.1 | 132.1 | 127.052 | 127.344 | 29.2 | 499,362.20 | 1d | 0.18% |
10.19.2016 00:00 | 10.20.2016 00:00 | GBPJPY | Sell | 1809.79 | 130.7 | 122.7 | 127.664 | 127.052 | 61.2 | 1,027,075.00 | 1d | 0.38% |
10.18.2016 00:00 | 10.19.2016 00:00 | GBPJPY | Buy | 1796.74 | 123.5 | 131.5 | 126.515 | 127.664 | 114.9 | 1,958,309.98 | 1d | 0.73% |
10.17.2016 00:00 | 10.18.2016 00:00 | GBPJPY | Sell | 1793.26 | 129.8 | 121.8 | 126.826 | 126.515 | 31.1 | 521,682.89 | 1d | 0.19% |
10.14.2016 00:00 | 10.17.2016 00:00 | GBPJPY | Sell | 1791.13 | 130.0 | 122.0 | 127.021 | 126.828 | 19.3 | 320,094.00 | 3d | 0.12% |
10.13.2016 00:00 | 10.14.2016 00:00 | GBPJPY | Sell | 1791.22 | 130.0 | 122.0 | 127.02 | 127.023 | -0.3 | -13,720.04 | 1d | -0.01% |
10.12.2016 00:00 | 10.13.2016 00:00 | GBPJPY | Buy | 1773.56 | 122.4 | 130.4 | 125.441 | 127.02 | 157.9 | 2,648,330.07 | 1d | 1.00% |
10.11.2016 00:00 | 10.12.2016 00:00 | GBPJPY | Sell | 1745.09 | 131.0 | 123.0 | 128.02 | 125.441 | 257.9 | 4,271,078.40 | 1d | 1.63% |
10.10.2016 00:00 | 10.11.2016 00:00 | GBPJPY | Buy | 1744.38 | 125.0 | 133.0 | 127.953 | 128.02 | 6.7 | 106,229.61 | 1d | 0.04% |
10.07.2016 00:00 | 10.07.2016 02:08 | GBPJPY | Sell | 1690.79 | 134.1 | 126.1 | 131.086 | 126.086 | 500.0 | 8,038,595.76 | 2h 8m | 3.17% |
10.06.2016 00:00 | 10.07.2016 00:00 | GBPJPY | Sell | 1682.40 | 134.9 | 126.9 | 131.88 | 131.088 | 79.2 | 1,258,907.86 | 1d | 0.50% |
10.05.2016 00:00 | 10.06.2016 00:00 | GBPJPY | Buy | 1671.90 | 127.9 | 135.9 | 130.881 | 131.88 | 99.9 | 1,574,302.67 | 1d | 0.63% |
10.04.2016 00:00 | 10.05.2016 00:00 | GBPJPY | Buy | 1667.69 | 127.5 | 135.5 | 130.478 | 130.879 | 40.1 | 631,296.90 | 1d | 0.25% |
10.03.2016 00:00 | 10.04.2016 00:00 | GBPJPY | Sell | 1665.35 | 133.7 | 125.7 | 130.705 | 130.478 | 22.7 | 351,455.76 | 1d | 0.14% |
09.30.2016 00:00 | 10.03.2016 00:00 | GBPJPY | Buy | 1667.96 | 127.9 | 135.9 | 130.949 | 130.705 | -24.4 | -391,762.72 | 3d | -0.16% |
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