CSV      Discuss (2)      Custom Analysis
Strategy Settings
HoursFrom 1 HoursTo 24 MaxSpread 3
Step 1 BalanceRiskPercent 10
Files:
Forward test is not available.
Moving_Average.ex4  
  • Info
  • Stats
  • General
  • Gain: +327.78M%
  • Daily: 0.29%
  • Monthly: 8.94%
  • Drawdown: 3.13%
  • Balance: $16389158.3K
  • Highest: (Dec 09) $16721514.9K
  • Profit: $16389153257.03
  • Deposits: $5000.00
  • Test Started:Jan 04, 1999
  • Test Ended:Oct 15, 2010
  • Timeframe:5 Minutes
  • Model Type:Every Tick
  • Added:Nov 09 2011 at 17:48
More
  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 6923
Profitability:
Pips: 19810.0
Average Win: 5.00 pips / $4000320.87
Average Loss: -100.00 pips / -$76177467.32
Lots: 555,030,632.47
Commissions: 0
Longs Won: (3315/3386) 97%
Shorts Won: (3467/3537) 98%
Best Trade($): (Jun 01) 4999950.00
Worst Trade($): (Apr 20) -102028979.70
Best Trade (Pips): (Jan 04) 5.0
Worst Trade (Pips): (Jan 07) -100.0
Avg. Trade Length: 2h 4m
Profit Factor: 2.53
Standard Deviation: $12938326.64
Sharpe Ratio: 0.0900
Z-Score (Probability): 1.28 (79.94%)
Expectancy: 2.9 Pips / $2367348.44
AHPR: 0.32%
GHPR: 0.22%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
EURUSD 3386 9475.0 8264056180.18 3537 10335.0 8125097076.84 6923 19810.0 16389153257.02 6782 (98%) 141 (2%)
Trading Activity (6923)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.15.2010 12:15 10.15.2010 13:38 EURUSD Buy 99999.00 1.39798 1.40848 1.40798 1.40848 5.0 4999950.00 1h 23m 0.03%
09.16.2010 10:30 09.16.2010 10:30 EURUSD Buy 99999.00 1.29119 1.30169 1.30119 1.30169 5.0 4999950.00 0s 0.03%
09.14.2010 11:00 09.14.2010 15:51 EURUSD Buy 99999.00 1.27825 1.28875 1.28825 1.28875 5.0 4999950.00 4h 51m 0.03%
09.06.2010 17:10 09.06.2010 17:24 EURUSD Sell 99999.00 1.29828 1.28778 1.28828 1.28778 5.0 4999950.00 14m 0.03%
08.09.2010 04:50 08.09.2010 07:58 EURUSD Buy 99999.00 1.31790 1.32840 1.32790 1.32840 5.0 4999950.00 3h 8m 0.03%
04.30.2010 22:55 05.03.2010 00:00 EURUSD Buy 99999.00 1.32011 1.33061 1.33011 1.33061 5.0 4899951.00 2d 0.03%
04.26.2010 04:25 04.26.2010 05:11 EURUSD Buy 99999.00 1.32739 1.33789 1.33739 1.33789 5.0 4999950.00 46m 0.03%
04.02.2010 22:35 04.05.2010 00:00 EURUSD Sell 99999.00 1.36017 1.34967 1.35017 1.34967 5.0 4709952.90 2d 0.03%
03.25.2010 22:14 03.25.2010 22:39 EURUSD Buy 99999.00 1.31761 1.32811 1.32761 1.32811 5.0 4999950.00 25m 0.03%
03.03.2010 18:45 03.03.2010 19:40 EURUSD Buy 99999.00 1.36194 1.37244 1.37194 1.37244 5.0 4999950.00 55m 0.03%
02.24.2010 05:11 02.24.2010 05:23 EURUSD Buy 99999.00 1.34385 1.35435 1.35385 1.35435 5.0 4999950.00 12m 0.03%
02.18.2010 10:30 02.18.2010 10:31 EURUSD Sell 99999.00 1.36645 1.35595 1.35645 1.35595 5.0 4999950.00 1m 0.03%
02.12.2010 14:45 02.12.2010 14:47 EURUSD Sell 99999.00 1.36965 1.35915 1.35965 1.35915 5.0 4999950.00 2m 0.03%
01.19.2010 04:00 01.19.2010 04:50 EURUSD Buy 99999.00 1.42905 1.43955 1.43905 1.43955 5.0 4999950.00 50m 0.03%
01.12.2010 05:30 01.12.2010 09:58 EURUSD Sell 99999.00 1.45872 1.44822 1.44872 1.44822 5.0 4999950.00 4h 28m 0.03%
12.30.2009 23:40 12.30.2009 23:55 EURUSD Buy 99999.00 1.42307 1.43357 1.43307 1.43357 5.0 4999950.00 15m 0.03%
12.29.2009 14:15 12.29.2009 14:45 EURUSD Buy 99999.00 1.43321 1.44371 1.44321 1.44371 5.0 4999950.00 30m 0.03%
11.26.2009 14:15 11.26.2009 14:19 EURUSD Sell 99999.00 1.51709 1.50659 1.50709 1.50659 5.0 4999950.00 4m 0.03%
10.19.2009 14:15 10.19.2009 14:24 EURUSD Buy 99999.00 1.48168 1.49218 1.49168 1.49218 5.0 4999950.00 9m 0.03%
10.13.2009 02:55 10.13.2009 04:50 EURUSD Buy 99999.00 1.46750 1.47800 1.47750 1.47800 5.0 4999950.00 1h 55m 0.03%

More
  • Monthly Analytics
  • 1999
  • 2000
  • 2001
  • 2002
  • 2003
  • 2004
  • 2005
  • 2006
  • 2007
  • 2008
  • 2009
  • 2010


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 strategiy 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.
Bank of Japan Governor Kuroda Speech (11h 10min)
2 freight trains collide, injuring 7: report(31 min ago)
EURUSD 1.29328 GBPUSD 1.51194
USDJPY 101.25 USDCAD 1.03196
Tools Community Reviews Platform Company Support
Economic Calendar Community Brokers Widgets About FAQ
Forex Market Systems Expert Advisors Features Blog Help
Forex Volatility Most Popular Systems Signal Providers API Twitter Contact Us
Forex Correlation Strategies VPS Services Mobile Facebook Report A Bug!
Forex Broker Spreads Contests EA Programming Translations    
Forex Broker Quotes Forex Charts PAMM Brokers RSS    
Forex Broker Swaps Community Outlook Rebate Programs      
Streaming Forex News   Trading Platforms      
Forex Broker Volume          
COT Data New          

Site Map  |   Terms & Conditions  |   Privacy Policy
©2012 Myfxbook Ltd. All Rights Reserved.
HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors. Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance. You could lose some or all of your initial investment; do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions. Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice.