Advertisement
Strategy Settings
+1279.94% |
0.73% | |
24.37% | |
Drawdown: | 23.22% |
Balance: | $6,899.60 |
Highest: | (Dec 30) $6,899.60 |
Profit: | $6,399.70 |
Deposits: | $500.00 |
Test Started: | Jan 03, 2013 |
Test Ended: | Dec 30, 2013 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Jan 01, 2018 at 04:25 |
Trades: | 528 |
Profitability: |
|
Pips: | 5,769.0 |
Average Win: | 39.71 pips / $45.66 |
Average Loss: | -40.28 pips / -$47.54 |
Lots: | 76.68 |
Commissions: | 0 |
Longs Won: | (183/270) 67% |
Shorts Won: | (155/258) 60% |
Best Trade ($): | (Dec 23) 245.41 |
Worst Trade ($): | (Dec 23) -122.54 |
Best Trade (Pips): | (Jun 13) 132.6 |
Worst Trade (Pips): | (Feb 20) -67.9 |
Avg. Trade Length: | 12h 41m |
Profit Factor: | 1.71 |
Standard Deviation: | $61.28 |
Sharpe Ratio | 0.26 |
Z-Score (Probability): | -9.15 (99.99%) |
Expectancy | 10.9 Pips / $12.12 |
AHPR: | 0.52% |
GHPR: | 0.50% |
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% | 0.94% |
Consecutive Losing Trades | 145 | 131 | 116 | 102 | 87 | 73 | 58 | 44 | 29 | 15 |
Trading Activity (528)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2013 10:58 | 12.30.2013 23:59 | USDJPY | Sell | 0.87 | 105.4 | 104.9 | 105.253 | 105.077 | 17.6 | 145.72 | 13h 1m | 2.16% |
12.30.2013 10:58 | 12.30.2013 16:08 | USDJPY | Sell | 0.87 | 105.4 | 105.1 | 105.253 | 105.094 | 15.9 | 131.63 | 5h 10m | 1.99% |
12.26.2013 08:00 | 12.27.2013 01:28 | USDJPY | Buy | 0.46 | 104.1 | 105.0 | 104.416 | 104.972 | 55.6 | 243.06 | 17h 28m | 3.81% |
12.26.2013 08:00 | 12.26.2013 08:00 | USDJPY | Buy | 0.46 | 104.1 | 104.7 | 104.416 | 104.694 | 27.8 | 122.05 | 0s | 1.95% |
12.23.2013 16:04 | 12.23.2013 16:37 | USDJPY | Buy | 1.77 | 104.0 | 104.2 | 104.079 | 104.007 | -7.2 | -122.54 | 33m | -1.92% |
12.23.2013 16:04 | 12.23.2013 16:37 | USDJPY | Buy | 1.77 | 104.0 | 104.2 | 104.079 | 104.007 | -7.2 | -122.54 | 33m | -1.88% |
12.23.2013 08:24 | 12.23.2013 12:59 | USDJPY | Sell | 1.77 | 104.1 | 103.9 | 104.002 | 103.858 | 14.4 | 245.41 | 4h 35m | 3.92% |
12.23.2013 08:24 | 12.23.2013 12:04 | USDJPY | Sell | 1.77 | 104.1 | 103.9 | 104.002 | 103.93 | 7.2 | 122.62 | 3h 40m | 2.00% |
12.18.2013 20:00 | 12.19.2013 20:00 | USDJPY | Buy | 0.17 | 102.6 | 104.6 | 103.295 | 104.172 | 87.7 | 142.46 | 1d | 2.38% |
12.18.2013 14:23 | 12.18.2013 21:48 | USDJPY | Buy | 0.25 | 102.6 | 104.0 | 103.036 | 103.988 | 95.2 | 228.87 | 7h 25m | 3.97% |
12.18.2013 20:00 | 12.18.2013 21:48 | USDJPY | Buy | 0.17 | 102.6 | 103.9 | 103.295 | 103.942 | 64.7 | 105.82 | 1h 48m | 1.87% |
12.17.2013 17:16 | 12.18.2013 20:00 | USDJPY | Sell | 0.17 | 103.3 | 101.3 | 102.643 | 103.29 | -64.7 | -107.65 | 1d | -1.91% |
12.18.2013 14:23 | 12.18.2013 20:00 | USDJPY | Buy | 0.25 | 102.6 | 103.5 | 103.036 | 103.512 | 47.6 | 114.92 | 5h 37m | 2.07% |
12.17.2013 17:16 | 12.18.2013 20:00 | USDJPY | Sell | 0.17 | 103.3 | 102.0 | 102.643 | 103.29 | -64.7 | -107.65 | 1d | -1.87% |
12.18.2013 14:30 | 12.18.2013 19:59 | USDJPY | Buy | 0.61 | 102.9 | 103.3 | 103.112 | 102.923 | -18.9 | -112.04 | 5h 29m | -1.87% |
12.18.2013 14:30 | 12.18.2013 19:59 | USDJPY | Buy | 0.61 | 102.9 | 103.5 | 103.112 | 102.923 | -18.9 | -112.04 | 5h 29m | -1.91% |
12.17.2013 09:42 | 12.17.2013 19:28 | USDJPY | Sell | 0.61 | 103.1 | 102.5 | 102.918 | 102.54 | 37.8 | 224.88 | 9h 46m | 3.91% |
12.17.2013 09:42 | 12.17.2013 16:55 | USDJPY | Sell | 0.61 | 103.1 | 102.7 | 102.918 | 102.729 | 18.9 | 112.23 | 7h 13m | 1.99% |
12.12.2013 14:32 | 12.13.2013 04:53 | USDJPY | Buy | 0.26 | 102.6 | 103.7 | 102.952 | 103.702 | 75.0 | 187.71 | 14h 21m | 3.44% |
12.12.2013 08:29 | 12.12.2013 23:39 | USDJPY | Buy | 0.30 | 102.4 | 103.4 | 102.757 | 103.447 | 69.0 | 200.10 | 15h 10m | 3.81% |
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.