Advertisement
Strategy Settings
+169.86% |
0.04% | |
1.16% | |
Drawdown: | 29.64% |
Balance: | $2,698,581.30 |
Highest: | (Dec 29) $2,698,581.30 |
Profit: | $1,698,581.30 |
Deposits: | $1,000,000.00 |
Test Started: | Nov 26, 2007 |
Test Ended: | Dec 29, 2014 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | Feb 26, 2016 at 01:51 |
Trades: | 138 |
Profitability: |
|
Pips: | 3,456.8 |
Average Win: | 54.81 pips / $27,349.69 |
Average Loss: | -53.28 pips / -$27,273.37 |
Lots: | 6,900.00 |
Commissions: | 0 |
Longs Won: | (53/78) 67% |
Shorts Won: | (47/60) 78% |
Best Trade ($): | (Mar 17) 113,613.64 |
Worst Trade ($): | (Nov 07) -82,499.31 |
Best Trade (Pips): | (Mar 17) 226.3 |
Worst Trade (Pips): | (Nov 07) -162.0 |
Avg. Trade Length: | 1d |
Profit Factor: | 2.64 |
Standard Deviation: | $33,498.88 |
Sharpe Ratio | 0.27 |
Z-Score (Probability): | -0.98 (-67.31%) |
Expectancy | 25.0 Pips / $12,308.56 |
AHPR: | 0.76% |
GHPR: | 0.72% |
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 | 99 | 89 | 79 | 69 | 59 | 49 | 40 | 30 | 20 | 10 |
Trading Activity (138)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.26.2014 00:00 | 12.29.2014 00:00 | CADCHF | Buy | 50.00 | - | - | 0.84486 | 0.84909 | 42.3 | 21,163.65 | 3d | 0.79% |
04.28.2014 00:00 | 04.29.2014 00:00 | CADCHF | Buy | 50.00 | - | - | 0.7972 | 0.79785 | 6.5 | 3,047.34 | 1d | 0.11% |
04.14.2014 00:00 | 04.15.2014 00:00 | CADCHF | Sell | 50.00 | - | - | 0.79965 | 0.80256 | -29.1 | -15,252.81 | 1d | -0.57% |
10.14.2013 00:00 | 10.15.2013 00:00 | CADCHF | Buy | 50.00 | - | - | 0.87628 | 0.87932 | 30.4 | 15,142.69 | 1d | 0.57% |
09.23.2013 00:00 | 09.24.2013 00:00 | CADCHF | Buy | 50.00 | - | - | 0.88113 | 0.88559 | 44.6 | 22,328.92 | 1d | 0.84% |
09.16.2013 00:00 | 09.17.2013 00:00 | CADCHF | Buy | 50.00 | - | - | 0.89443 | 0.89797 | 35.4 | 17,673.05 | 1d | 0.67% |
09.02.2013 00:00 | 09.03.2013 00:00 | CADCHF | Sell | 50.00 | - | - | 0.88438 | 0.88524 | -8.6 | -4,880.51 | 1d | -0.18% |
08.26.2013 00:00 | 08.27.2013 00:00 | CADCHF | Buy | 50.00 | - | - | 0.87563 | 0.87872 | 30.9 | 15,396.03 | 1d | 0.59% |
03.25.2013 00:00 | 03.26.2013 00:00 | CADCHF | Sell | 50.00 | - | - | 0.9218 | 0.92849 | -66.9 | -34,382.30 | 1d | -1.29% |
03.18.2013 00:00 | 03.19.2013 00:00 | CADCHF | Sell | 50.00 | - | - | 0.92343 | 0.92517 | -17.4 | -9,333.72 | 1d | -0.35% |
12.26.2012 12:00 | 12.27.2012 12:00 | CADCHF | Buy | 50.00 | - | - | 0.9198 | 0.91818 | -16.2 | -8,223.75 | 1d | -0.31% |
12.10.2012 00:00 | 12.11.2012 00:00 | CADCHF | Sell | 50.00 | - | - | 0.94865 | 0.94621 | 24.4 | 11,817.66 | 1d | 0.44% |
09.10.2012 00:00 | 09.11.2012 00:00 | CADCHF | Buy | 50.00 | - | - | 0.96484 | 0.96753 | 26.9 | 13,369.36 | 1d | 0.50% |
09.03.2012 00:00 | 09.04.2012 00:00 | CADCHF | Buy | 50.00 | - | - | 0.96676 | 0.96697 | 2.1 | 820.70 | 1d | 0.03% |
08.27.2012 00:00 | 08.28.2012 00:00 | CADCHF | Buy | 50.00 | - | - | 0.96653 | 0.96934 | 28.1 | 13,977.14 | 1d | 0.53% |
08.20.2012 00:00 | 08.21.2012 00:00 | CADCHF | Buy | 50.00 | - | - | 0.98383 | 0.98387 | 0.4 | -39.52 | 1d | 0.00% |
08.13.2012 00:00 | 08.14.2012 00:00 | CADCHF | Buy | 50.00 | - | - | 0.98535 | 0.98086 | -44.9 | -22,962.30 | 1d | -0.86% |
07.23.2012 00:00 | 07.24.2012 00:00 | CADCHF | Sell | 50.00 | - | - | 0.97671 | 0.97321 | 35.0 | 17,183.24 | 1d | 0.65% |
07.16.2012 00:00 | 07.17.2012 00:00 | CADCHF | Buy | 50.00 | - | - | 0.9654 | 0.96376 | -16.4 | -8,541.94 | 1d | -0.32% |
07.02.2012 00:00 | 07.03.2012 00:00 | CADCHF | Buy | 50.00 | - | - | 0.9317 | 0.93818 | 64.8 | 32,553.25 | 1d | 1.24% |
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.