HP-01 Portfolio statistics - RISK 2%



Test on FXCM Official data - Spread 2.6 Pips
Profit & drawdown Balance derived Equity derived
Number of years 11
Average annual return (AAR%) 50.04
Compound annual growth rate (CAGR%) 48.76
Maximum drawdown % 9.29 0.00
Maximum drawdown period in days 125 0
AAR / Maximum drawdown ratio 5.39 0.00
Pain & sweat
Pain index 2.94 0.00
Ulcer index 2.37 0.00
Sharpe ratio (Compared to S&P500) 2.20
Martin ratio (Compared to S&P500) 18.58
Market efficiency burst risk % 13.46
Win & loss
Overall reward to risk ratio 0.69
Win to loss ratio
(Longs, Shorts)
72:28
(72:28, 73:27)
Profit factor 1.80
Total number of trades
(Longs, Shorts)
3302
(1734, 1568)
Average no. of trades/week 5.8
Average trade duration(days hh:mm)
(Min, Max)
04:45
(00:14, 3d 19:15)
Stop loss min/max in pips 0.00200, 0.03460
Maximum consecutive winning trades 27
Maximum consecutive losing trades 5
Maximum consecutive winning months 22
Maximum consecutive losing months 2
Maximum consecutive winning years 11
Maximum consecutive losing years 0
Maximum simultaneously open trades 2



Risk summary
System Symbol Risk unit Max risk/trade as account % Avg risk/trade as account %
HP-01 GBPUSD 2.00 2.01 0.59
HP-01 EURUSD 2.00 2.01 0.87
Average risks: 2.00 2.01 0.73

Pips
System Symbol Avg Won Pips/Trade; Avg Lost Pips/Trade; Avg Pips/Trade;
HP-01 GBPUSD 17.04 27.01 4.81
HP-01 EURUSD 15.91 21.25 5.41


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