HP-01 Portfolio statistics - RISK 5%

Test on FXCM Official data - Spread 2.6 Pips
Profit & drawdown Balance derived Equity derived
Number of years 11
Average annual return (AAR%) 175.94
Compound annual growth rate (CAGR%) 161.50
Maximum drawdown % 21.95 0.00
Maximum drawdown period in days 129 0
AAR / Maximum drawdown ratio 8.02 0.00
Pain & sweat
Pain index 4.46 0.00
Ulcer index 5.94 0.00
Sharpe ratio (Compared to S&P500) 1.79
Martin ratio (Compared to S&P500) 28.61
Market efficiency burst risk % 33.75
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 0.00170, 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
Maximum leverage needed N/A


Risk summary
System Symbol Risk unit Max risk/trade as account % Avg risk/trade as account %
HP-01 GBPUSD 5.00 5.02 1.47
HP-01 EURUSD 5.00 5.01 2.18
Average risks: 5.00 5.01 1.83


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


Graph
Graph
Graph
Graph