CSV  Discuss (4)

Strategy Settings

Risk
5
StopLoss
110
TakeProfit
20
MinSignalPips
14
MaxWidth
30
MinGridStep
20
MagicNum
21338
IsECNBroker
true
MaxSpread
3
MaxOrders
6
+2014.58%

0.19%
5.71%
Drawdown: 33.02%

Balance: $63,497.86
Highest: (Jul 20) $63,497.86
Profit: $60,497.78
Deposits: $3,000.00

Test Started: Jan 15, 2008
Test Ended: Jul 20, 2012
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jul 31, 2012 at 22:34
Loading, please wait...
Trades: 378
Profitability:
Pips: 6,318.6
Average Win: 29.50 pips / $282.59
Average Loss: -22.45 pips / -$215.49
Lots: 362.92
Commissions: 0
Longs Won: (139/188) 73%
Shorts Won: (146/190) 76%
Best Trade ($): (Oct 17) 1,706.92
Worst Trade ($): (Oct 17) -1,524.28
Best Trade (Pips): (Oct 17) 86.4
Worst Trade (Pips): (Oct 17) -76.6
Avg. Trade Length: 7h 57m
Profit Factor: 4.02
Standard Deviation: $366.36
Sharpe Ratio 0.58
Z-Score (Probability): -2.05 (-99.75%)
Expectancy 16.7 Pips / $160.05
AHPR: 0.82%
GHPR: 0.81%
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% <0.01% <0.01% <0.01% <0.01%
Consecutive Losing Trades 295 265 236 206 177 147 118 88 59 29
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (378)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.20.2012 14:55 07.20.2012 20:59 EURUSD Sell 3.15 1.2 1.2 1.21707 1.216 10.7 337.05 6h 4m 0.53%
06.25.2012 08:35 06.25.2012 09:10 EURUSD Sell 3.13 1.3 1.2 1.25089 1.24921 16.8 525.84 35m 0.84%
06.21.2012 16:00 06.21.2012 16:27 EURUSD Sell 3.10 1.3 1.3 1.25846 1.25657 18.9 585.90 27m 0.94%
06.08.2012 09:50 06.08.2012 10:25 EURUSD Sell 3.07 1.3 1.2 1.24827 1.24638 18.9 580.23 35m 0.94%
05.28.2012 07:30 05.28.2012 08:10 EURUSD Buy 3.10 1.2 1.3 1.25897 1.25711 -18.6 -576.60 40m -0.93%
05.23.2012 01:40 05.23.2012 08:09 EURUSD Sell 3.06 1.3 1.3 1.26728 1.26472 25.6 783.36 6h 29m 1.28%
05.21.2012 02:35 05.21.2012 16:11 EURUSD Buy 2.95 1.3 1.3 1.27975 1.2784 -13.5 -398.25 13h 36m -0.67%
05.21.2012 12:00 05.21.2012 16:11 EURUSD Buy 2.95 1.3 1.3 1.27551 1.2784 28.9 852.55 4h 11m 1.45%
05.21.2012 06:10 05.21.2012 16:11 EURUSD Buy 2.95 1.3 1.3 1.27774 1.2784 6.6 194.70 10h 1m 0.33%
05.21.2012 13:05 05.21.2012 16:11 EURUSD Buy 2.95 1.3 1.3 1.27328 1.2784 51.2 1,510.40 3h 6m 2.53%
05.18.2012 07:25 05.18.2012 08:30 EURUSD Sell 3.00 1.3 1.3 1.26677 1.2699 -31.3 -939.00 1h 5m -1.56%
05.09.2012 15:15 05.09.2012 20:59 EURUSD Sell 2.92 1.3 1.3 1.29441 1.29283 15.8 461.36 5h 44m 0.79%
05.09.2012 17:35 05.09.2012 20:59 EURUSD Sell 2.92 1.3 1.3 1.29651 1.29283 36.8 1,074.56 3h 24m 1.82%
04.26.2012 08:55 04.26.2012 10:05 EURUSD Buy 2.96 1.3 1.3 1.32379 1.32143 -23.6 -698.56 1h 10m -1.18%
04.18.2012 11:55 04.18.2012 12:49 EURUSD Sell 2.93 1.3 1.3 1.30851 1.30694 15.7 460.01 54m 0.78%
04.12.2012 12:40 04.12.2012 13:44 EURUSD Buy 2.89 1.3 1.3 1.31419 1.31693 27.4 791.86 1h 4m 1.37%
04.04.2012 13:45 04.04.2012 14:52 EURUSD Sell 2.86 1.3 1.3 1.31396 1.31143 25.3 723.58 1h 7m 1.26%
03.23.2012 13:35 03.23.2012 14:57 EURUSD Buy 2.77 1.3 1.3 1.32324 1.32768 44.4 1,229.88 1h 22m 2.20%
03.23.2012 09:45 03.23.2012 14:57 EURUSD Buy 2.77 1.3 1.3 1.32595 1.32768 17.3 479.21 5h 12m 0.86%
02.23.2012 10:20 02.23.2012 17:44 EURUSD Buy 2.69 1.3 1.3 1.33073 1.33196 12.3 330.87 7h 24m 0.61%

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.