CSV  Discuss (0)

Strategy Settings

LANGUAGE_ENGLISH
false
ma_options
"
MA_TIMEFRAME
240
MA_FAST_PERIOD
50
MA_FAST_SHIFT
1
MA_FAST_METHOD
0
MA_FAST_PRICE
1
MA_SLOW_PERIOD
43
MA_SLOW_SHIFT
6
MA_SLOW_METHOD
0
MA_SLOW_PRICE
6
order_options
"
LEVEL_COEF
20
ENTRY_DELTA
14
MIN_SIZE
32
+60416.41%

4.48%
272.92%
Drawdown: 79.22%

Balance: $605,164.13
Highest: (May 29) $605,164.13
Profit: $604,164.13
Deposits: $1,000.00

Test Started: Jan 03, 2013
Test Ended: May 29, 2013
Timeframe: 1 Hour

Model Type: Every Tick
Added: Jun 17, 2013 at 18:52
Loading, please wait...
Trades: 94
Profitability:
Pips: 1,371.4
Average Win: 24.94 pips / $10,888.34
Average Loss: -44.54 pips / -$19,064.53
Lots: 4,879.53
Commissions: 0
Longs Won: (45/49) 91%
Shorts Won: (35/45) 77%
Best Trade ($): (May 21) 77,535.50
Worst Trade ($): (May 20) -82,852.22
Best Trade (Pips): (Mar 14) 59.0
Worst Trade (Pips): (Feb 21) -64.4
Avg. Trade Length: 8h 56m
Profit Factor: 3.26
Standard Deviation: $23,150.81
Sharpe Ratio 0.50
Z-Score (Probability): 1.52 (87.14%)
Expectancy 14.6 Pips / $6,427.28
AHPR: 8.58%
GHPR: 7.05%
Loading, please wait...
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% <0.01% <0.01% <0.01% <0.01% 0.01% 0.07% 0.62% 4.17% 22.32%
Consecutive Losing Trades 32 29 25 22 19 16 13 10 6 3
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (94)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.29.2013 02:09 05.29.2013 03:48 EURUSD Buy 337.32 1.3 1.3 1.2849 1.2857 8.0 26,985.60 1h 39m 4.67%
05.27.2013 03:23 05.27.2013 08:31 EURUSD Buy 327.65 1.3 1.3 1.2925 1.2929 4.0 13,106.00 5h 8m 2.32%
05.24.2013 03:14 05.24.2013 09:24 EURUSD Buy 289.11 1.3 1.3 1.29202 1.29432 23.0 66,495.30 6h 10m 13.34%
05.23.2013 02:23 05.23.2013 10:18 EURUSD Buy 264.57 1.3 1.3 1.28387 1.28557 17.0 44,976.90 7h 55m 9.92%
05.22.2013 03:06 05.22.2013 13:09 EURUSD Buy 254.71 1.3 1.3 1.29383 1.29443 6.0 15,282.60 10h 3m 3.49%
05.21.2013 00:09 05.21.2013 14:13 EURUSD Sell 221.53 1.3 1.3 1.28842 1.28492 35.0 77,535.50 14h 4m 21.49%
05.21.2013 00:09 05.21.2013 14:13 EURUSD Sell 172.58 1.3 1.3 1.28842 1.28492 35.0 60,403.00 14h 4m 20.11%
05.21.2013 03:29 05.21.2013 03:30 EURUSD Buy 172.56 1.3 1.3 1.28794 1.28804 1.0 1,725.60 1m 0.58%
05.21.2013 03:29 05.21.2013 03:30 EURUSD Buy 221.53 1.3 1.3 1.28794 1.28804 1.0 2,215.30 1m 0.74%
05.20.2013 00:30 05.20.2013 19:52 EURUSD Sell 221.53 1.3 1.3 1.28422 1.28796 -37.4 -82,852.22 19h 22m -21.84%
05.17.2013 00:20 05.17.2013 15:25 EURUSD Sell 193.81 1.3 1.3 1.28842 1.28482 36.0 69,771.60 15h 5m 22.54%
05.17.2013 00:20 05.17.2013 15:25 EURUSD Sell 149.00 1.3 1.3 1.28842 1.28482 36.0 53,640.00 15h 5m 20.96%
05.16.2013 11:05 05.16.2013 15:14 EURUSD Sell 193.81 1.3 1.3 1.28521 1.28919 -39.8 -77,136.38 4h 9m -23.16%
05.15.2013 00:15 05.15.2013 13:09 EURUSD Sell 150.50 1.3 1.3 1.29284 1.28794 49.0 73,745.00 12h 54m 28.44%
05.10.2013 09:18 05.10.2013 09:26 EURUSD Buy 135.81 1.3 1.3 1.30219 1.30389 17.0 23,087.70 8m 9.78%
05.09.2013 03:08 05.09.2013 16:30 EURUSD Sell 80.91 1.3 1.3 1.31623 1.31103 52.0 42,073.20 13h 22m 29.65%
05.09.2013 03:08 05.09.2013 16:30 EURUSD Sell 100.41 1.3 1.3 1.31623 1.31103 52.0 52,213.20 13h 22m 28.38%
05.07.2013 04:25 05.07.2013 13:15 EURUSD Sell 100.41 1.3 1.3 1.30793 1.31141 -34.8 -34,942.68 8h 50m -19.76%
05.06.2013 10:05 05.07.2013 13:05 EURUSD Buy 76.79 1.3 1.3 1.31018 1.31047 2.9 1,766.17 1d 1.01%
05.06.2013 00:13 05.06.2013 17:25 EURUSD Sell 76.79 1.3 1.3 1.31242 1.30712 53.0 40,698.70 17h 12m 30.29%

All performance claims found on Myfxbook about strategies must be regarded as hypothetical. Use of Myfxbook to offer or subscribe to a strategy indicates you agree to our Terms & Conditions. Before using any strategy listed on Myfxbook you should be aware that there is often a vast difference between hypothetical results and real-life trading results achievable in a real brokerage account, and real-live results are almost always vastly worse than hypothetical results. Performance results for strategies listed on Myfxbook do not take into account fees, spreads and/or trading commissions that may be charged by your broker. Please consult with your broker for information on these costs. Additional information on how Myfxbook calculates performance data can be found on the Myfxbook help page.