Volatility Factor

  • Balance Gain:49.55%
  • Equity Gain: 49.20%
  • Daily: 0.07%
  • Weekly: 0.47%
  • Monthly: 2.02%
  • Drawdown: 57.25%
  • Balance: $7,477.59
  • Equity (99.77%): $7,460.04
  • Balance Peak (4 Nov) : $8,801.05
  • Profit: $2,477.59
  • Total Pips Won: 5,402.7 pips
  • Deposits: $5,000.00
  • Withdrawals: $0.00
  • Currency: USD
  • Broker:FX Central Clearing Ltd.
  • Leverage:1:200
  • Start Date:Mar 26th 2012
  • Last Updated:1175 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 (%)
EURUSD 277 841.4 $751.03 315 787.5 $510.56 592 1,628.9 $1,261.59 465 (78.5%)
GBPUSD 482 1,235.2 $927.90 479 2,538.6 $288.10 961 3,773.8 $1,216.00 683 (71.1%)
Trades: 1553
Av trades per week: 14.59
Win Rate: 73.9%
Average Win: 18.5 pips / $23.41
Average Loss: -39.2 pips / $-60.25
Lots: 215.66
Commissions: $-3,472.86
Interest/Swaps: $-284.65
Avg. Trade Duration: 14 hr 39 min
Profit Factor: 1.10 Profit Factor is the sum of the profits from the winning trades divided by the sum of all the losses.
Longs Won: (550/759) 72.5%
Shorts Won: (598/794) 75.3%
Best Trade - USD (30 Dec 2013): $274.07
Best Trade - pips (25 Feb 2013): 172.1 pips
Worst Trade - USD (2 Dec 2013): $-556.32
Worst Trade - pips (9 Jan 2013): -250.3 pips
Risk/Reward Ratio (pips/USD): 2.12 / 2.57 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: 3.5 pips / $1.60 The expectancy is the average win or loss per trade. Volatility Factor expects to win 3.5 pips or $1.60 per trade.
Average consecutive winning trades: 6
Average consecutive losing trades: 2
Maximum consecutive winning trades: 33
Maximum consecutive losing trades: 8
Standard Deviation: $13.64 The Standard Deviation of a system's trades is a measure of dispersion or variation from expectancy. The Standard Deviation of Volatility Factor's trades is $13.64.
Sharpe Ratio: -0.92 The Sharpe Ratio is a measure of investment efficiency based upon profits dispersion. The Sharpe Ratio of Volatility Factor is -0.92.
AHPR: -0.16% AHPR is an abbreviation for the Average Holding Period Return, and it is the average amount the account is expected to gain each trade. Volatility Factor gains on average -0.16% per trade.
GHPR: 0.41% 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. Volatility Factor has a GHPR of 0.41%.
Trading System Safety Factor (TSSF): 0.25 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  
2014-04-10 06:02 2014-04-10 06:05 EURUSD Sell 0.22 0.00000 0.00000 1.38692 1.38502 19.0 38.50 3 min 0.52%
2014-04-09 23:34 2014-04-10 06:05 EURUSD Sell 0.23 0.00000 0.00000 1.38503 1.38499 0.4 -3.36 6 hr 31 m -0.05%
2014-04-09 14:20 2014-04-09 16:41 GBPUSD Buy 0.22 0.00000 0.00000 1.67249 1.67553 30.4 63.58 2 hr 21 m 0.86%
2014-04-09 05:30 2014-04-09 16:41 GBPUSD Buy 0.23 0.00000 0.00000 1.67410 1.67539 12.9 26.22 11 hr 10 m 0.36%
2014-04-01 20:22 2014-04-01 22:57 GBPUSD Sell 0.22 0.00000 0.00000 1.66515 1.66308 20.7 42.24 2 hr 35 m 0.58%
2014-03-20 18:59 2014-03-21 10:17 GBPUSD Sell 0.22 0.00000 0.00000 1.65074 1.64940 13.4 25.74 15 hr 17 m 0.35%
2014-03-20 19:34 2014-03-20 20:35 EURUSD Sell 0.21 0.00000 0.00000 1.37876 1.37768 10.8 19.53 1 hr 1 m 0.27%
2014-03-20 18:59 2014-03-20 20:35 EURUSD Sell 0.22 0.00000 0.00000 1.37807 1.37768 3.9 5.28 1 hr 36 m 0.07%
2014-03-19 18:43 2014-03-19 22:21 GBPUSD Sell 0.22 0.00000 0.00000 1.66320 1.65322 99.8 216.26 3 hr 37 m 3.07%
2014-03-18 18:07 2014-03-18 19:02 GBPUSD Buy 0.22 0.00000 0.00000 1.65529 1.65734 20.5 41.80 55 min 0.60%
2014-03-13 21:27 2014-03-13 21:48 EURUSD Buy 0.21 0.00000 0.00000 1.38469 1.38573 10.4 18.69 21 min 0.27%
2014-03-13 21:18 2014-03-13 21:48 EURUSD Buy 0.21 0.00000 0.00000 1.38537 1.38576 3.9 5.04 30 min 0.07%
2014-03-13 11:03 2014-03-13 15:36 EURUSD Sell 0.20 0.00000 0.00000 1.39535 1.39407 12.8 22.60 4 hr 33 m 0.32%
2014-03-13 07:57 2014-03-13 15:36 EURUSD Sell 0.20 0.00000 0.00000 1.39457 1.39406 5.1 7.20 7 hr 39 m 0.10%
2014-03-13 07:37 2014-03-13 15:36 EURUSD Sell 0.21 0.00000 0.00000 1.39391 1.39406 -1.5 -6.30 7 hr 59 m -0.09%
2014-03-13 07:31 2014-03-13 15:36 EURUSD Sell 0.22 0.00000 0.00000 1.39116 1.39407 -29.1 -67.32 8 hr 5 m -0.96%
2014-03-11 18:11 2014-03-11 20:21 GBPUSD Sell 0.21 0.00000 0.00000 1.66423 1.66226 19.7 38.22 2 hr 9 m 0.55%
2014-03-06 19:08 2014-03-07 05:44 GBPUSD Sell 0.20 0.00000 0.00000 1.67633 1.67356 27.7 52.00 10 hr 36 m 0.75%
2014-03-06 19:01 2014-03-07 05:44 GBPUSD Sell 0.21 0.00000 0.00000 1.67477 1.67357 12.0 21.63 10 hr 43 m 0.31%
2014-03-06 17:13 2014-03-07 05:44 GBPUSD Sell 0.21 0.00000 0.00000 1.67322 1.67356 -3.4 -10.71 12 hr 30 m -0.15%
2014-03-05 17:09 2014-03-06 05:32 GBPUSD Sell 0.21 0.00000 0.00000 1.67253 1.67114 13.9 24.78 12 hr 23 m 0.36%
2014-03-04 18:10 2014-03-05 11:01 GBPUSD Buy 0.20 0.00000 0.00000 1.66612 1.66852 24.0 44.92 16 hr 51 m 0.66%
2014-03-04 17:04 2014-03-05 11:01 GBPUSD Buy 0.21 0.00000 0.00000 1.66812 1.66852 4.0 5.17 17 hr 57 m 0.08%
2014-03-04 03:46 2014-03-04 08:22 EURUSD Buy 0.20 0.00000 0.00000 1.37247 1.37571 32.4 61.80 4 hr 36 m 0.91%
2014-03-03 22:25 2014-03-04 08:21 EURUSD Buy 0.20 0.00000 0.00000 1.37317 1.37572 25.5 47.84 9 hr 56 m 0.71%
2014-03-03 20:03 2014-03-04 08:21 EURUSD Buy 0.21 0.00000 0.00000 1.37378 1.37590 21.2 41.20 12 hr 18 m 0.62%
2014-03-03 17:11 2014-03-03 18:17 GBPUSD Buy 0.20 0.00000 0.00000 1.67078 1.67288 21.0 39.00 1 hr 5 m 0.59%
2014-03-03 00:05 2014-03-03 01:11 GBPUSD Buy 0.20 0.00000 0.00000 1.67222 1.67427 20.5 38.00 1 hr 5 m 0.57%
2014-02-26 17:27 2014-02-26 21:39 GBPUSD Buy 0.20 0.00000 0.00000 1.66346 1.66541 19.5 36.00 4 hr 11 m 0.55%
2014-02-26 17:30 2014-02-26 21:34 GBPUSD Buy 0.20 0.00000 0.00000 1.66345 1.66545 20.0 37.00 4 hr 4 m 0.57%