Advertisement
Strategy Settings
+896.8% |
0.29% | |
9.16% | |
Drawdown: | 58.47% |
Balance: | $99,678.20 |
Highest: | (Jan 17) $99,889.04 |
Profit: | $89,679.81 |
Deposits: | $10,000.00 |
Test Started: | Nov 21, 2005 |
Test Ended: | Jan 17, 2008 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Nov 15, 2011 at 17:07 |
Trades: | 18,478 |
Profitability: |
|
Pips: | 4,527.3 |
Average Win: | 6.59 pips / $17.48 |
Average Loss: | -14.60 pips / -$24.69 |
Lots: | 2,766.21 |
Commissions: | 0 |
Longs Won: | (12,945/18,478) 70% |
Shorts Won: | (0/0) 0% |
Best Trade ($): | (Jun 08) 7,706.16 |
Worst Trade ($): | (Jun 08) -3,245.76 |
Best Trade (Pips): | (Nov 07) 88.9 |
Worst Trade (Pips): | (Dec 17) -210.9 |
Avg. Trade Length: | 3h 59m |
Profit Factor: | 1.66 |
Standard Deviation: | $132.28 |
Sharpe Ratio | 0.00 |
Z-Score (Probability): | -49.52 (99.99%) |
Expectancy | 0.2 Pips / $4.85 |
AHPR: | 0.01% |
GHPR: | 0.01% |
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 | 4032 | 3629 | 3226 | 2823 | 2419 | 2016 | 1613 | 1210 | 806 | 403 |
Trading Activity (18478)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.17.2008 18:28 | 01.17.2008 23:59 | EURUSD | Buy | 0.14 | 1.4 | - | 1.46987 | 1.4642 | -56.7 | -79.38 | 5h 31m | -0.08% |
01.17.2008 23:42 | 01.17.2008 23:59 | EURUSD | Buy | 0.42 | 1.4 | - | 1.46401 | 1.4642 | 1.9 | 7.98 | 17m | 0.01% |
01.17.2008 19:03 | 01.17.2008 23:59 | EURUSD | Buy | 0.28 | 1.4 | - | 1.46918 | 1.4642 | -49.8 | -139.44 | 4h 56m | -0.14% |
01.17.2008 18:04 | 01.17.2008 18:27 | EURUSD | Buy | 0.14 | 1.4 | - | 1.46915 | 1.4698 | 6.5 | 9.10 | 23m | 0.01% |
01.17.2008 18:14 | 01.17.2008 18:27 | EURUSD | Buy | 0.28 | 1.4 | - | 1.46878 | 1.4698 | 10.2 | 28.56 | 13m | 0.03% |
01.17.2008 17:23 | 01.17.2008 18:04 | EURUSD | Buy | 0.42 | 1.4 | - | 1.46828 | 1.46913 | 8.5 | 35.70 | 41m | 0.04% |
01.17.2008 17:11 | 01.17.2008 18:04 | EURUSD | Buy | 0.28 | 1.4 | - | 1.46895 | 1.46913 | 1.8 | 5.04 | 53m | 0.01% |
01.17.2008 17:01 | 01.17.2008 18:04 | EURUSD | Buy | 0.14 | 1.4 | - | 1.46943 | 1.46913 | -3.0 | -4.20 | 1h 3m | 0.00% |
01.17.2008 16:00 | 01.17.2008 17:01 | EURUSD | Buy | 0.14 | 1.4 | - | 1.47055 | 1.46903 | -15.2 | -21.28 | 1h 1m | -0.02% |
01.17.2008 16:10 | 01.17.2008 17:01 | EURUSD | Buy | 0.28 | 1.4 | - | 1.46923 | 1.46903 | -2.0 | -5.60 | 51m | -0.01% |
01.17.2008 16:33 | 01.17.2008 17:01 | EURUSD | Buy | 0.56 | 1.4 | - | 1.46778 | 1.46903 | 12.5 | 70.00 | 28m | 0.07% |
01.17.2008 16:20 | 01.17.2008 17:01 | EURUSD | Buy | 0.42 | 1.4 | - | 1.46878 | 1.46903 | 2.5 | 10.50 | 41m | 0.01% |
01.17.2008 15:54 | 01.17.2008 16:00 | EURUSD | Buy | 0.14 | 1.4 | - | 1.4692 | 1.47051 | 13.1 | 18.34 | 6m | 0.02% |
01.17.2008 15:32 | 01.17.2008 15:54 | EURUSD | Buy | 0.42 | 1.4 | - | 1.46778 | 1.46915 | 13.7 | 57.54 | 22m | 0.06% |
01.17.2008 14:57 | 01.17.2008 15:54 | EURUSD | Buy | 0.28 | 1.4 | - | 1.46825 | 1.46915 | 9.0 | 25.20 | 57m | 0.03% |
01.17.2008 14:30 | 01.17.2008 15:54 | EURUSD | Buy | 0.14 | 1.4 | - | 1.46981 | 1.46915 | -6.6 | -9.24 | 1h 24m | -0.01% |
01.17.2008 13:48 | 01.17.2008 14:30 | EURUSD | Buy | 0.28 | 1.4 | - | 1.47022 | 1.4697 | -5.2 | -14.56 | 42m | -0.01% |
01.17.2008 14:08 | 01.17.2008 14:30 | EURUSD | Buy | 0.56 | 1.4 | - | 1.46888 | 1.4697 | 8.2 | 45.92 | 22m | 0.05% |
01.17.2008 13:38 | 01.17.2008 14:30 | EURUSD | Buy | 0.14 | 1.4 | - | 1.4704 | 1.4697 | -7.0 | -9.80 | 52m | -0.01% |
01.17.2008 13:58 | 01.17.2008 14:30 | EURUSD | Buy | 0.42 | 1.4 | - | 1.469 | 1.4697 | 7.0 | 29.40 | 32m | 0.03% |
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.