CSV  Discuss (0)

Strategy Settings

s1
"
SerialNumber
"PmXfwutgo...
 StopLoss 
130
 TakeProfit 
20
Trailingstop
18
Risk
0.3
+6146.19%

0.15%
4.53%
Drawdown: 0.00%

Balance: $124,923.80
Highest: (Sep 27) $128,195.51
Profit: $122,923.72
Deposits: $2,000.00

Test Started: Mar 04, 2003
Test Ended: Nov 03, 2010
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Nov 22, 2010 at 10:04
Loading, please wait...
Trades: 1,111
Profitability:
Pips: 12,055.5
Average Win: 19.40 pips / $185.70
Average Loss: -62.44 pips / -$533.16
Lots: 1,163.46
Commissions: 0
Longs Won: (415/454) 91%
Shorts Won: (580/657) 88%
Best Trade ($): (Nov 03) 1,530.21
Worst Trade ($): (Jul 20) -4,459.53
Best Trade (Pips): (Mar 24) 20.4
Worst Trade (Pips): (Jul 12) -130.4
Avg. Trade Length: 7h 23m
Profit Factor: 2.99
Standard Deviation: $479.48
Sharpe Ratio 0.38
Z-Score (Probability): -13.06 (99.99%)
Expectancy 10.9 Pips / $110.64
AHPR: 0.38%
GHPR: 0.37%
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 234 211 187 164 141 117 94 70 47 23
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1111)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.03.2010 20:15 11.03.2010 20:29 USDCHF Buy 7.42 1.0 1.0 0.97748 0.9795 20.2 1,530.21 14m 1.24%
11.02.2010 11:00 11.03.2010 09:00 USDCHF Buy 7.66 1.0 1.0 0.98677 0.98165 -51.2 -3,995.23 22h 0m -3.14%
10.07.2010 15:15 10.08.2010 14:45 USDCHF Sell 3.85 1.0 1.0 0.9619 0.9639 -20.0 -806.69 23h 30m -0.63%
09.24.2010 19:00 09.27.2010 13:42 USDCHF Sell 3.72 1.0 1.0 0.98463 0.9826 20.3 760.94 2d 0.60%
09.27.2010 03:15 09.27.2010 07:11 USDCHF Sell 3.78 1.0 1.0 0.9856 0.9836 20.0 768.61 3h 56m 0.61%
09.27.2010 03:30 09.27.2010 07:07 USDCHF Sell 3.78 1.0 1.0 0.98625 0.9843 19.5 748.86 3h 37m 0.59%
09.24.2010 20:00 09.24.2010 22:59 USDCHF Sell 3.72 1.0 1.0 0.98612 0.9841 20.2 763.58 2h 59m 0.61%
09.24.2010 19:30 09.24.2010 22:59 USDCHF Sell 3.72 1.0 1.0 0.98527 0.9833 19.7 745.29 3h 29m 0.60%
09.24.2010 20:45 09.24.2010 22:56 USDCHF Sell 3.72 1.0 1.0 0.98645 0.9845 19.5 736.82 2h 11m 0.60%
09.24.2010 07:15 09.24.2010 07:53 USDCHF Sell 7.34 1.0 1.0 0.98647 0.9845 19.7 1,468.75 38m 1.20%
09.24.2010 02:00 09.24.2010 06:09 USDCHF Sell 7.26 1.0 1.0 0.98658 0.9846 19.8 1,459.96 4h 9m 1.21%
09.23.2010 08:30 09.23.2010 12:06 USDCHF Sell 7.00 1.0 1.0 0.98796 0.986 19.6 1,391.48 3h 36m 1.17%
09.23.2010 10:00 09.23.2010 12:02 USDCHF Sell 7.00 1.0 1.0 0.98841 0.9864 20.1 1,426.40 2h 2m 1.21%
09.23.2010 10:30 09.23.2010 10:49 USDCHF Sell 7.00 1.0 1.0 0.98967 0.9877 19.7 1,396.17 19m 1.20%
09.15.2010 21:00 09.16.2010 02:09 USDCHF Sell 6.92 1.0 1.0 1.00373 1.0017 20.3 1,360.03 5h 9m 1.18%
08.27.2010 13:00 08.27.2010 14:11 USDCHF Sell 6.84 1.0 1.0 1.02475 1.0228 19.5 1,304.07 1h 11m 1.15%
08.27.2010 10:45 08.27.2010 11:23 USDCHF Sell 6.76 1.0 1.0 1.02475 1.0228 19.5 1,288.82 38m 1.14%
07.16.2010 16:15 07.20.2010 08:00 USDCHF Sell 7.18 1.1 1.0 1.04533 1.05182 -64.9 -4,459.53 3d -3.81%
07.16.2010 15:15 07.19.2010 10:15 USDCHF Sell 7.18 1.1 1.0 1.04428 1.04602 -17.4 -1,209.01 2d -1.02%
07.16.2010 12:00 07.19.2010 10:00 USDCHF Sell 7.10 1.1 1.0 1.04315 1.045 -18.5 -1,271.42 2d -1.06%

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.