PF4.8_0778PC_HA+MFI+WPR_T035

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Statistic Information

Market

Account

Symbol

EURUSD

Intrabar scanning

Not accomplished

Period

1 Minute

Interpolation method

Pessimistic scenario

Number of bars

50000

Ambiguous bars

0

Date of updating

16/04/09

Tested bars

49755

Time of updating

20:57

Initial account

10000,00 USD

Date of beginning

26/02/09

Account balance

20446,80 USD

Time of beginning

05:15

Minimum account

9681,19 USD

Minimum price

1,2456

Maximum account

20592,80 USD

Maximum price

1,37377

Maximum drawdown

472,60 USD

Average Gap

0 pips

Gross profit

13170,21 USD

Maximum Gap

81 pips

Gross loss

-2723,41 USD

Average High-Low

4 pips

Sent orders

918

Maximum High-Low

237 pips

Executed orders

355

Average Close-Open

2 pips

Traded lots

628

Maximum Close-Open

236 pips

Winning trades

24

Maximum days off

3

Losing trades

11

Maximum data bars

50000

Win/loss ratio

0,69

No data older than

No limits

Time in position

89 %

No data newer than

No limits

Charged spread

640,00 USD

Fill In Data Gaps

Switched off

Charged rollover

0,00 USD

Cut Off Bad Data

Switched off

Charged commission

0,00 USD

Charged slippage

0,00 USD

Total charges

640,00 USD

Balance without charges

21086,80 USD

Account exchange rate

Not used


Additional Statistics

Parameter

Long + Short

Long

Short

Initial account

10000,00 USD

10000,00 USD

10000,00 USD

Account balance

20446,80 USD

16023,51 USD

14423,28 USD

Net profit

10446,80 USD

6023,51 USD

4423,28 USD

Net profit %

104,47%

60,24%

44,23%

Gross profit

13170,21 USD

7497,92 USD

5672,29 USD

Gross loss

-2723,41 USD

-1474,41 USD

-1249,00 USD

Profit factor

4,84

5,09

4,54

Annualized profit

77818,00 USD

44869,04 USD

32948,96 USD

Annualized profit %

778,18%

448,69%

329,49%

Minimum account

9681,19 USD

9528,19 USD

10000,00 USD

Minimum account date

02/03/2009

02/03/2009

26/02/2009

Maximum account

20592,80 USD

16169,52 USD

14423,28 USD

Maximum account date

14/04/2009

10/04/2009

14/04/2009

Absolute drawdown

318,81 USD

471,81 USD

0,00 USD

Maximum drawdown

472,60 USD

471,81 USD

472,60 USD

Maximum drawdown %

2,49%

4,72%

3,50%

Maximum drawdown date

02/04/2009

02/03/2009

02/04/2009

Historical bars

50000

50000

50000

Tested bars

49755

49755

49755

Bars with trades

44408

22048

22360

Bars with trades %

89,25%

44,31%

44,94%

Number of trades

35

17

18

Winning trades

24

11

13

Losing trades

11

6

5

Win/loss ratio

2,18

1,83

2,60

Maximum profit

2291,80 USD

2291,80 USD

851,30 USD

Average profit

548,76 USD

681,63 USD

436,33 USD

Maximum loss

-366,10 USD

-366,10 USD

-351,60 USD

Average loss

-247,58 USD

-245,73 USD

-249,80 USD

Expected payoff

298,48 USD

354,32 USD

245,74 USD

Average holding period returns

2,13%

2,95%

2,10%

Geometric holding period returns

2,06%

2,81%

2,06%

Sharpe Ratio

0,55

0,53

0,68


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