PF2.8_2562PC_BB+MACDH+TP_T243*****

equity chart

Logic

Statistic Information

Market

Account

Symbol

EURUSD

Intrabar scanning

Not accomplished

Period

1 Minute

Interpolation method

Pessimistic scenario

Number of bars

50000

Ambiguous bars

4

Date of updating

16/04/09

Tested bars

49939

Time of updating

20:57

Initial account

10000,00 EUR

Date of beginning

26/02/09

Account balance

44392,80 EUR

Time of beginning

05:15

Minimum account

9492,87 EUR

Minimum price

1,2456

Maximum account

44392,80 EUR

Maximum price

1,37377

Maximum drawdown

2374,46 EUR

Average Gap

0 pips

Gross profit

53568,22 EUR

Maximum Gap

81 pips

Gross loss

-19175,42 EUR

Average High-Low

4 pips

Sent orders

245333

Maximum High-Low

237 pips

Executed orders

4117

Average Close-Open

2 pips

Traded lots

7728

Maximum Close-Open

236 pips

Winning trades

207

Maximum days off

3

Losing trades

36

Maximum data bars

50000

Win/loss ratio

0,85

No data older than

No limits

Time in position

99 %

No data newer than

No limits

Charged spread

5890,32 EUR

Fill In Data Gaps

Switched off

Charged rollover

709,12 EUR

Cut Off Bad Data

Switched off

Charged commission

0,00 EUR

Charged slippage

0,00 EUR

Total charges

6599,44 EUR

Balance without charges

50992,24 EUR

Account exchange rate

Deal price


Additional Statistics

Parameter

Long + Short

Long

Short

Initial account

10000,00 EUR

10000,00 EUR

10000,00 EUR

Account balance

44392,80 EUR

28302,08 EUR

26090,72 EUR

Net profit

34392,80 EUR

18302,08 EUR

16090,72 EUR

Net profit %

343,93%

183,02%

160,91%

Gross profit

53568,22 EUR

28901,13 EUR

24667,09 EUR

Gross loss

-19175,42 EUR

-10599,05 EUR

-8576,36 EUR

Profit factor

2,79

2,73

2,88

Annualized profit

256191,26 EUR

136331,79 EUR

119859,47 EUR

Annualized profit %

2561,91%

1363,32%

1198,59%

Minimum account

9492,87 EUR

8993,15 EUR

10000,00 EUR

Minimum account date

27/02/2009

27/02/2009

26/02/2009

Maximum account

44392,80 EUR

28302,08 EUR

26090,72 EUR

Maximum account date

16/04/2009

16/04/2009

16/04/2009

Absolute drawdown

507,13 EUR

1006,85 EUR

0,00 EUR

Maximum drawdown

2374,46 EUR

2434,61 EUR

2589,17 EUR

Maximum drawdown %

7,98%

8,95%

18,56%

Maximum drawdown date

27/03/2009

07/04/2009

18/03/2009

Historical bars

50000

50000

50000

Tested bars

49939

49939

49939

Bars with trades

49480

27941

21540

Bars with trades %

99,08%

55,95%

43,13%

Number of trades

243

133

110

Winning trades

207

115

92

Losing trades

36

18

18

Win/loss ratio

5,75

6,39

5,11

Maximum profit

1195,72 EUR

1195,72 EUR

1064,84 EUR

Average profit

258,78 EUR

251,31 EUR

268,12 EUR

Maximum loss

-2374,46 EUR

-2374,46 EUR

-2301,61 EUR

Average loss

-532,65 EUR

-588,84 EUR

-476,46 EUR

Expected payoff

141,53 EUR

137,61 EUR

146,28 EUR

Average holding period returns

0,65%

0,82%

0,93%

Geometric holding period returns

0,62%

0,79%

0,88%

Sharpe Ratio

0,25

0,31

0,28


About this entry