Crescendo

  • Balance Gain:15.16%
  • Equity Gain: 12.30%
  • Daily: 0.01%
  • Weekly: 0.09%
  • Monthly: 0.39%
  • Drawdown: 16.29%
  • Balance: $5,758.00
  • Equity (97.52%): $5,614.98
  • Balance Peak (29 May) : $5,758.00
  • Profit: $758.00
  • Total Pips Won: 8,810.0 pips
  • Deposits: $5,000.00
  • Withdrawals: $0.00
  • Currency: USD
  • Broker:Alpari (UK) Ltd.
  • Leverage:1:500
  • Start Date:Mar 11th 2011
  • Last Updated:1289 days ago
Period Gain Profit Pips Win Rate Trades Lots
Today 0.00% $0.00 0.0 0% 0 0.00
Last 7 Days 0.00% $0.00 0.0 0% 0 0.00
Last 30 Days 0.00% $0.00 0.0 0% 0 0.00
Last 90 Days 0.00% $0.00 0.0 0% 0 0.00
  Long Trades Short Trades All Trades
Currency Trades Pips Profit Trades Pips Profit Trades Pips Profit Winners (%)
GBPJPY 406 4,898.5 $434.59 262 -235.5 $-74.49 668 4,663.0 $360.10 483 (72.3%)
GBPUSD 221 1,317.5 $134.08 251 2,829.5 $266.42 472 4,147.0 $400.50 331 (70.1%)
Trades: 1140
Av trades per week: 6.76
Win Rate: 71.4%
Average Win: 53.1 pips / $5.69
Average Loss: -105.6 pips / $-11.87
Lots: 11.40
Commissions: $0.00
Interest/Swaps: $-32.39
Avg. Trade Duration: 2 day 18 hr
Profit Factor: 1.20 Profit Factor is the sum of the profits from the winning trades divided by the sum of all the losses.
Longs Won: (445/627) 71.0%
Shorts Won: (369/513) 71.9%
Best Trade - USD (9 Oct 2013): $41.87
Best Trade - pips (9 Oct 2013): 412.0 pips
Worst Trade - USD (31 Mar 2011): $-98.22
Worst Trade - pips (31 Mar 2011): -812.9 pips
Risk/Reward Ratio (pips/USD): 1.99 / 2.09 The Risk/Reward ratio is obtained by dividing the size of the average losing trade by the size of the average winning trade. The ratio is normally obtained by using monetary values within the formula, but a standardised ratio can also be obtained which uses pips in the equation.
Expectancy: 7.7 pips / $0.66 The expectancy is the average win or loss per trade. Crescendo expects to win 7.7 pips or $0.66 per trade.
Average consecutive winning trades: 4
Average consecutive losing trades: 2
Maximum consecutive winning trades: 25
Maximum consecutive losing trades: 16
Standard Deviation: $5.89 The Standard Deviation of a system's trades is a measure of dispersion or variation from expectancy. The Standard Deviation of Crescendo's trades is $5.89.
Sharpe Ratio: -0.82 The Sharpe Ratio is a measure of investment efficiency based upon profits dispersion. The Sharpe Ratio of Crescendo is -0.82.
AHPR: -0.08% AHPR is an abbreviation for the Average Holding Period Return, and it is the average amount the account is expected to gain each trade. Crescendo gains on average -0.08% per trade.
GHPR: 0.14% GHPR represents the Geometric Holding Period Return, and is the amount by which the account gains after each trade once reinvestment of profits has been taken into account. Crescendo has a GHPR of 0.14%.
Trading System Safety Factor (TSSF): 0.29 The TSSF is a numerical measure of a trading system's safety. Its algorithm uses the system's win rate and its average win and losses sizes.
Open Date Close Date Symbol Type Lots SL TP Open Price Close Price Pips Profit (USD) Duration Gain  
2014-05-29 04:00 2014-05-29 11:14 GBPJPY Sell 0.01 0.00000 0.00000 170.00600 169.60800 39.8 3.92 7 hr 14 m 0.07%
2014-05-16 04:00 2014-05-28 16:31 GBPJPY Sell 0.01 0.00000 0.00000 170.42400 170.66600 -24.2 -2.64 12 days -0.05%
2014-05-16 04:00 2014-05-28 16:30 GBPJPY Sell 0.01 0.00000 0.00000 170.42400 170.66300 -23.9 -2.62 12 days -0.05%
2014-05-26 16:00 2014-05-28 16:30 GBPJPY Sell 0.01 0.00000 0.00000 171.61300 170.66100 95.2 9.28 2 days 0.16%
2014-05-15 04:00 2014-05-15 19:15 GBPJPY Sell 0.01 0.00000 0.00000 170.66000 170.45400 20.6 2.03 15 hr 15 m 0.04%
2014-05-15 04:00 2014-05-15 19:15 GBPJPY Sell 0.01 0.00000 0.00000 170.65800 170.44500 21.3 2.10 15 hr 15 m 0.04%
2014-05-14 16:00 2014-05-14 22:48 GBPJPY Sell 0.01 0.00000 0.00000 170.83300 170.62700 20.6 2.02 6 hr 48 m 0.04%
2014-05-14 16:00 2014-05-14 22:48 GBPJPY Sell 0.01 0.00000 0.00000 170.83500 170.62700 20.8 2.04 6 hr 48 m 0.04%
2014-05-12 16:00 2014-05-14 12:30 GBPJPY Sell 0.01 0.00000 0.00000 172.14200 171.72600 41.6 4.03 44 hr 30 m 0.07%
2014-05-09 16:00 2014-05-14 12:30 GBPJPY Sell 0.01 0.00000 0.00000 171.44600 171.69300 -24.7 -2.52 4 days -0.04%
2014-05-12 16:00 2014-05-14 12:30 GBPJPY Sell 0.01 0.00000 0.00000 172.14200 171.73200 41.0 3.97 44 hr 30 m 0.07%
2014-05-06 17:00 2014-05-08 20:41 GBPJPY Sell 0.01 0.00000 0.00000 172.73900 172.12100 61.8 5.95 2 days 0.10%
2014-05-05 17:00 2014-05-08 20:41 GBPJPY Sell 0.01 0.00000 0.00000 171.94500 172.12100 -17.6 -1.88 3 days -0.03%
2014-04-29 17:00 2014-05-02 11:04 GBPJPY Buy 0.01 0.00000 0.00000 172.70400 173.11100 40.7 4.02 2 days 0.07%
2014-04-28 17:00 2014-04-29 11:10 GBPJPY Buy 0.01 0.00000 0.00000 172.42500 172.83600 41.1 4.01 18 hr 10 m 0.07%
2014-04-23 17:00 2014-04-28 13:01 GBPJPY Buy 0.01 0.00000 0.00000 171.79000 172.30100 51.1 5.05 4 days 0.09%
2014-04-22 05:00 2014-04-28 13:01 GBPJPY Buy 0.01 0.00000 0.00000 172.40900 172.30100 -10.8 -0.99 6 days -0.02%
2014-04-04 05:00 2014-04-21 19:02 GBPJPY Buy 0.01 0.00000 0.00000 172.45300 172.31800 -13.5 -1.17 17 days -0.02%
2014-04-07 17:00 2014-04-21 19:02 GBPJPY Buy 0.01 0.00000 0.00000 171.28000 172.31800 103.8 10.26 14 days 0.18%
2014-04-10 17:00 2014-04-21 19:02 GBPJPY Buy 0.01 0.00000 0.00000 170.50200 172.31800 181.6 17.79 11 days 0.31%
2014-04-11 17:00 2014-04-21 19:02 GBPJPY Buy 0.01 0.00000 0.00000 169.65300 172.31800 266.5 26.06 10 days 0.46%
2014-04-02 17:00 2014-04-03 05:27 GBPJPY Buy 0.01 0.00000 0.00000 172.69100 173.08000 38.9 3.77 12 hr 27 m 0.07%
2014-04-02 05:00 2014-04-02 05:39 GBPJPY Buy 0.01 0.00000 0.00000 172.36800 172.78700 41.9 4.03 39 min 0.07%
2014-03-31 17:00 2014-04-01 12:16 GBPJPY Buy 0.01 0.00000 0.00000 171.83400 172.24400 41.0 3.97 19 hr 16 m 0.07%
2014-03-28 14:00 2014-03-28 15:08 GBPJPY Buy 0.01 0.00000 0.00000 170.20000 170.40500 20.5 2.00 1 hr 8 m 0.04%
2014-03-28 14:00 2014-03-28 15:08 GBPJPY Buy 0.01 0.00000 0.00000 170.19600 170.40500 20.9 2.04 1 hr 8 m 0.04%
2014-03-27 14:00 2014-03-28 12:42 GBPJPY Buy 0.01 0.00000 0.00000 170.26500 170.07700 -18.8 -1.83 22 hr 42 m -0.03%
2014-03-27 14:00 2014-03-28 12:42 GBPJPY Buy 0.01 0.00000 0.00000 170.26500 170.07800 -18.7 -1.82 22 hr 42 m -0.03%
2014-03-28 02:00 2014-03-28 12:42 GBPJPY Buy 0.01 0.00000 0.00000 169.69700 170.08000 38.3 3.75 10 hr 42 m 0.07%
2014-03-28 02:00 2014-03-28 12:42 GBPJPY Buy 0.01 0.00000 0.00000 169.68500 170.07800 39.3 3.84 10 hr 42 m 0.07%