| 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 |
| 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 |
| 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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