| Account: *********** | Name: ************* | Currency: USD | 2011 May 20, 23:59 | ||||||||||
| Closed Transactions: | |||||||||||||
| Ticket | Open Time | Type | Size | Item | Price | S / L | T / P | Close Time | Price | Commission | Taxes | Swap | Profit |
| 47345890 | 2011.05.12 21:34 | balance | Deposit | 50 000.00 | |||||||||
| 47515046 | 2011.05.16 18:51 | buy | 5.00 | eurusd | 1.42196 | 0.00000 | 0.00000 | 2011.05.16 19:05 | 1.42175 | 0.00 | 0.00 | 0.00 | -105.00 |
| 47515044 | 2011.05.16 18:51 | sell | 5.00 | audusd | 1.06245 | 0.00000 | 0.00000 | 2011.05.16 19:05 | 1.06142 | 0.00 | 0.00 | 0.00 | 515.00 |
| 47346087 | 2011.05.12 21:42 | sell | 0.30 | eurjpy | 115.270 | 0.000 | 0.000 | 2011.05.16 21:05 | 114.867 | 0.00 | 0.00 | -3.46 | 149.66 |
| 47346085 | 2011.05.12 21:42 | buy | 0.50 | eurusd | 1.42465 | 0.00000 | 0.00000 | 2011.05.16 21:05 | 1.42214 | 0.00 | 0.00 | 2.88 | -125.50 |
| 47514386 | 2011.05.16 18:41 | buy | 5.00 | gbpusd | 1.62435 | 0.00000 | 0.00000 | 2011.05.16 21:21 | 1.62328 | 0.00 | 0.00 | 0.00 | -535.00 |
| 47514389 | 2011.05.16 18:41 | sell | 5.00 | eurusd | 1.42278 | 0.00000 | 0.00000 | 2011.05.16 21:21 | 1.42113 | 0.00 | 0.00 | 0.00 | 825.00 |
| 47515980 | 2011.05.16 19:07 | sell | 5.00 | eurusd | 1.42158 | 0.00000 | 0.00000 | 2011.05.16 21:21 | 1.42102 | 0.00 | 0.00 | 0.00 | 280.00 |
| 47515978 | 2011.05.16 19:07 | buy | 5.00 | audusd | 1.06102 | 0.00000 | 0.00000 | 2011.05.16 21:21 | 1.06068 | 0.00 | 0.00 | 0.00 | -170.00 |
| 47533793 | 2011.05.16 21:30 | sell | 5.00 | gbpusd | 1.62159 | 0.00000 | 0.00000 | 2011.05.16 23:01 | 1.61997 | 0.00 | 0.00 | 0.00 | 810.00 |
| 47533797 | 2011.05.16 21:30 | buy | 5.00 | eurusd | 1.41891 | 0.00000 | 0.00000 | 2011.05.16 23:02 | 1.41770 | 0.00 | 0.00 | 0.00 | -605.00 |
| 47514209 | 2011.05.16 18:39 | sell | 0.50 | eurusd | 1.42241 | 0.00000 | 0.00000 | 2011.05.16 23:02 | 1.41791 | 0.00 | 0.00 | 0.00 | 225.00 |
| 47514212 | 2011.05.16 18:39 | buy | 0.30 | gbpusd | 1.62395 | 0.00000 | 0.00000 | 2011.05.16 23:02 | 1.61984 | 0.00 | 0.00 | 0.00 | -123.30 |
| 47555333 | 2011.05.16 23:56 | buy | 5.00 | gbpusd | 1.61934 | 0.00000 | 0.00000 | 2011.05.16 23:57 | 1.61923 | 0.00 | 0.00 | 0.00 | -55.00 |
| 47555330 | 2011.05.16 23:56 | sell | 5.00 | eurusd | 1.41583 | 0.00000 | 0.00000 | 2011.05.16 23:57 | 1.41581 | 0.00 | 0.00 | 0.00 | 10.00 |
| 47554380 | 2011.05.16 23:34 | sell | 5.00 | eurusd | 1.41756 | 0.00000 | 0.00000 | 2011.05.17 00:12 | 1.41559 | 0.00 | 0.00 | -26.75 | 985.00 |
| 47554383 | 2011.05.16 23:34 | buy | 5.00 | audusd | 1.05817 | 0.00000 | 0.00000 | 2011.05.17 00:12 | 1.05638 | 0.00 | 0.00 | 74.15 | -895.00 |
| 47561749 | 2011.05.17 02:16 | buy | 5.00 | audusd | 1.05639 | 0.00000 | 0.00000 | 2011.05.17 02:30 | 1.05613 | 0.00 | 0.00 | 0.00 | -130.00 |
| 47561748 | 2011.05.17 02:16 | sell | 5.00 | eurusd | 1.41524 | 0.00000 | 0.00000 | 2011.05.17 02:30 | 1.41477 | 0.00 | 0.00 | 0.00 | 235.00 |
| 47562114 | 2011.05.17 02:31 | sell | 5.00 | eurusd | 1.41460 | 0.00000 | 0.00000 | 2011.05.17 02:59 | 1.41490 | 0.00 | 0.00 | 0.00 | -150.00 |
| 47562115 | 2011.05.17 02:31 | buy | 5.00 | audusd | 1.05577 | 0.00000 | 0.00000 | 2011.05.17 02:59 | 1.05617 | 0.00 | 0.00 | 0.00 | 200.00 |
| 47555450 | 2011.05.16 23:59 | buy | 5.00 | eurusd | 1.41571 | 0.00000 | 0.00000 | 2011.05.17 07:03 | 1.41699 | 0.00 | 0.00 | 14.40 | 640.00 |
| 47555452 | 2011.05.16 23:59 | sell | 5.00 | gbpusd | 1.61910 | 0.00000 | 0.00000 | 2011.05.17 07:03 | 1.61973 | 0.00 | 0.00 | -13.75 | -315.00 |
| 47571302 | 2011.05.17 07:04 | sell | 5.00 | eurusd | 1.41710 | 0.00000 | 0.00000 | 2011.05.17 07:48 | 1.41708 | 0.00 | 0.00 | 0.00 | 10.00 |
| 47571303 | 2011.05.17 07:04 | buy | 5.00 | gbpusd | 1.61963 | 0.00000 | 0.00000 | 2011.05.17 07:48 | 1.62099 | 0.00 | 0.00 | 0.00 | 680.00 |
| 47566960 | 2011.05.17 04:40 | sell | 5.00 | eurusd | 1.41355 | 0.00000 | 0.00000 | 2011.05.17 07:53 | 1.41700 | 0.00 | 0.00 | 0.00 | -1 725.00 |
| 47566961 | 2011.05.17 04:40 | buy | 5.00 | audusd | 1.05568 | 0.00000 | 0.00000 | 2011.05.17 07:53 | 1.05918 | 0.00 | 0.00 | 0.00 | 1 750.00 |
| 47581195 | 2011.05.17 09:18 | sell | 5.00 | eurusd | 1.41799 | 0.00000 | 0.00000 | 2011.05.17 09:55 | 1.41712 | 0.00 | 0.00 | 0.00 | 435.00 |
| 47581196 | 2011.05.17 09:18 | buy | 5.00 | audusd | 1.06043 | 0.00000 | 0.00000 | 2011.05.17 09:55 | 1.05982 | 0.00 | 0.00 | 0.00 | -305.00 |
| 47532702 | 2011.05.16 21:24 | sell | 5.00 | audusd | 1.05981 | 0.00000 | 0.00000 | 2011.05.17 17:58 | 1.05630 | 0.00 | 0.00 | -85.30 | 1 755.00 |
| 47532706 | 2011.05.16 21:24 | buy | 5.00 | eurusd | 1.41993 | 0.00000 | 0.00000 | 2011.05.17 17:58 | 1.41699 | 0.00 | 0.00 | 14.40 | -1 470.00 |
| 47552346 | 2011.05.16 23:15 | sell | 5.00 | gbpusd | 1.62036 | 0.00000 | 0.00000 | 2011.05.17 23:07 | 1.62464 | 0.00 | 0.00 | -13.75 | -2 140.00 |
| 47552349 | 2011.05.16 23:15 | buy | 5.00 | eurusd | 1.41791 | 0.00000 | 0.00000 | 2011.05.17 23:07 | 1.42250 | 0.00 | 0.00 | 14.40 | 2 295.00 |
| 47667193 | 2011.05.17 16:06 | buy | 5.00 | eurjpy | 115.169 | 0.000 | 0.000 | 2011.05.19 08:58 | 116.443 | 0.00 | 0.00 | 65.28 | 7 800.54 |
| 47667189 | 2011.05.17 16:06 | sell | 5.00 | eurusd | 1.41393 | 0.00000 | 0.00000 | 2011.05.19 08:58 | 1.42596 | 0.00 | 0.00 | -107.00 | -6 015.00 |
| 47668381 | 2011.05.17 16:18 | buy | 5.00 | audusd | 1.05433 | 0.00000 | 0.00000 | 2011.05.19 10:59 | 1.06500 | 0.00 | 0.00 | 296.60 | 5 335.00 |
| 47668377 | 2011.05.17 16:18 | sell | 5.00 | eurusd | 1.41352 | 0.00000 | 0.00000 | 2011.05.19 10:59 | 1.42357 | 0.00 | 0.00 | -107.00 | -5 025.00 |
| 47677022 | 2011.05.17 17:59 | sell | 5.00 | eurusd | 1.41666 | 0.00000 | 0.00000 | 2011.05.19 10:59 | 1.42354 | 0.00 | 0.00 | -107.00 | -3 440.00 |
| 47677020 | 2011.05.17 17:59 | buy | 5.00 | audusd | 1.05581 | 0.00000 | 0.00000 | 2011.05.19 10:59 | 1.06494 | 0.00 | 0.00 | 296.60 | 4 565.00 |
| 47804930 | 2011.05.19 11:00 | sell | 5.00 | gbpusd | 1.61418 | 0.00000 | 0.00000 | 2011.05.19 12:59 | 1.61757 | 0.00 | 0.00 | 0.00 | -1 695.00 |
| 47804928 | 2011.05.19 11:00 | buy | 5.00 | eurusd | 1.42331 | 0.00000 | 0.00000 | 2011.05.19 12:59 | 1.42744 | 0.00 | 0.00 | 0.00 | 2 065.00 |
| 47824153 | 2011.05.19 14:52 | sell | 5.00 | gbpusd | 1.61949 | 0.00000 | 0.00000 | 2011.05.19 15:12 | 1.61869 | 0.00 | 0.00 | 0.00 | 400.00 |
| 47824148 | 2011.05.19 14:52 | buy | 5.00 | eurusd | 1.42543 | 0.00000 | 0.00000 | 2011.05.19 15:12 | 1.42616 | 0.00 | 0.00 | 0.00 | 365.00 |
| 47856477 | 2011.05.19 21:44 | buy | 5.00 | eurusd | 1.42938 | 0.00000 | 0.00000 | 2011.05.20 01:25 | 1.43178 | 0.00 | 0.00 | 14.40 | 1 200.00 |
| 47856478 | 2011.05.19 21:44 | sell | 5.00 | gbpusd | 1.62073 | 0.00000 | 0.00000 | 2011.05.20 01:25 | 1.62311 | 0.00 | 0.00 | -13.75 | -1 190.00 |
| 47864433 | 2011.05.20 03:24 | buy | 5.00 | eurusd | 1.42994 | 0.00000 | 0.00000 | 2011.05.20 07:33 | 1.43096 | 0.00 | 0.00 | 0.00 | 510.00 |
| 47864435 | 2011.05.20 03:24 | sell | 5.00 | gbpusd | 1.62202 | 0.00000 | 0.00000 | 2011.05.20 07:33 | 1.62251 | 0.00 | 0.00 | 0.00 | -245.00 |
| 47870807 | 2011.05.20 09:04 | buy | 5.00 | eurusd | 1.43190 | 0.00000 | 0.00000 | 2011.05.20 09:26 | 1.43200 | 0.00 | 0.00 | 0.00 | 50.00 |
| 47870808 | 2011.05.20 09:04 | sell | 5.00 | gbpusd | 1.62392 | 0.00000 | 0.00000 | 2011.05.20 09:26 | 1.62356 | 0.00 | 0.00 | 0.00 | 180.00 |
| 47696378 | 2011.05.17 23:12 | sell | 5.00 | eurusd | 1.42318 | 0.00000 | 0.00000 | 2011.05.20 23:15 | 1.41463 | 0.00 | 0.00 | -133.75 | 4 275.00 |
| 47696374 | 2011.05.17 23:12 | buy | 5.00 | gbpusd | 1.62495 | 0.00000 | 0.00000 | 2011.05.20 23:15 | 1.62356 | 0.00 | 0.00 | 0.00 | -695.00 |
| 0.00 | 0.00 | 181.60 | 11 391.40 | ||||||||||
| Closed P/L: | 11 573.00 | ||||||||||||
| Open Trades: | |||||||||||||
| Ticket | Open Time | Type | Size | Item | Price | S / L | T / P | Price | Commission | Taxes | Swap | Profit | |
| 47877823 | 2011.05.20 11:15 | buy | 5.00 | eurusd | 1.43316 | 0.00000 | 0.00000 | 1.41586 | 0.00 | 0.00 | 14.40 | -8 650.00 | |
| 47877824 | 2011.05.20 11:15 | sell | 5.00 | gbpusd | 1.62485 | 0.00000 | 0.00000 | 1.62331 | 0.00 | 0.00 | -13.75 | 770.00 | |
| 0.00 | 0.00 | 0.65 | -7 880.00 | ||||||||||
| Floating P/L: | -7 879.35 | ||||||||||||
| Working Orders: | |||||||||||||
| Ticket | Open Time | Type | Size | Item | Price | S / L | T / P | Market Price | |||||
| No transactions | |||||||||||||
| Summary: | |||||||||||||
| Deposit/Withdrawal: | 50 000.00 | Credit Facility: | 0.00 | ||||||||||
| Closed Trade P/L: | 11 573.00 | Floating P/L: | -7 879.35 | Margin: | 3 058.01 | ||||||||
| Balance: | 61 573.00 | Equity: | 53 693.65 | Free Margin: | 50 635.64 | ||||||||
Details: The trades were performed on a demo account as part of testing processess for new features within the product. No particular attention was given to STD multiples - the arbs were set up on hourly and 15 minute charts to test the new' Lock_Long/Lock_Short' hedging strategy and also GVAR Lot and Aggregation Controls. Hourly charts used an STD Multiple of 1 and the 15 mintue charts used an STD of 0.5. Some arbs were also manually closed but most were closed by the auto profit management system. As you can see from the data the vast majority of the profit was made on just the EURUSD and GBPUSD pairs.If the current open arb was closed the system would have created a locked in profit of $3693.65 in 4 days off a 50k USD initial equity. Therefore this account is up 7.4% in 4 days without any serious effort to set correct STD Multiples or broaden the candidate pool. If the current arb reverts to breakeven next week the system would have returned $11,573 or 23.14% in 10 trading days. Note the max drawdown was around 15% on account which for current V2.5 customer should be noted and compared with their own results and max risk parameters. |
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 | |||||||||||||
| Gross Profit: | 38 997.62 | Gross Loss: | 27 424.62 | Total Net Profit: | 11 573.00 | ||||||||
| Profit Factor: | 1.42 | Expected Payoff: | 231.46 | ||||||||||
| Absolute Drawdown: | 101.42 | Maximal Drawdown: | 9 169.40 (15.08%) | Relative Drawdown: | 15.08% (9 169.40) | ||||||||
| Total Trades: | 50 | Short Positions (won %): | 25 (60.00%) | Long Positions (won %): | 25 (52.00%) | ||||||||
| Profit Trades (% of total): | 28 (56.00%) | Loss trades (% of total): | 22 (44.00%) | ||||||||||
| Largest | profit trade: | 7 865.82 | loss trade: | -6 122.00 | |||||||||
| Average | profit trade: | 1 392.77 | loss trade: | -1 246.57 | |||||||||
| Maximum | consecutive wins ($): | 3 (1 344.40) | consecutive losses ($): | 2 (-8 679.00) | |||||||||
| Maximal | consecutive profit (count): | 10 175.22 (2) | consecutive loss (count): | -8 679.00 (2) | |||||||||
| Average | consecutive wins: | 1 | consecutive losses: | 1 | |||||||||
RISK DISCLOSURE The products on this site are trading tools and are not intended to replace individual research or licensed investment advice. Past performance does not guarantee future results. Trading currencies involves substantial risk, and there is always the potential for loss. No representation is being made that these products will guarantee profits or not result in losses from trading. Any explanation or demonstration of the product's operation should not be construed as a trade recommendation or the provision of investment advice.
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