Advertisement
Strategy Settings
| +114.35% |
| 0.04% | |
| 1.12% | |
| Drawdown: | 17.92% |
| Balance: | $21,436.49 |
| Highest: | (Nov 09) $21,456.54 |
| Profit: | $11,434.91 |
| Deposits: | $10,000.00 |
| Test Started: | Apr 01, 2010 |
| Test Ended: | Nov 19, 2015 |
| Timeframe: | 4 Hours |
| Model Type: | Every Tick |
| Added: | Feb 14, 2016 at 13:38 |
| Trades: | 2,261 |
| Profitability: |
|
| Pips: | 25,423.8 |
| Average Win: | 56.14 pips / $15.97 |
| Average Loss: | -70.59 pips / -$14.84 |
| Lots: | 96.41 |
| Commissions: | 0 |
| Longs Won: | (774/1,163) 66% |
| Shorts Won: | (686/1,098) 62% |
| Best Trade ($): | (Aug 09) 458.42 |
| Worst Trade ($): | (Aug 09) -110.98 |
| Best Trade (Pips): | (Jan 27) 567.2 |
| Worst Trade (Pips): | (Apr 30) -441.6 |
| Avg. Trade Length: | 4d |
| Profit Factor: | 1.96 |
| Standard Deviation: | $31.67 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -28.55 (99.99%) |
| Expectancy | 11.2 Pips / $5.06 |
| AHPR: | 0.03% |
| GHPR: | 0.03% |
| 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 | 1445 | 1301 | 1156 | 1012 | 867 | 723 | 578 | 434 | 289 | 145 |
Trading Activity (2261)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.13.2015 16:00 | 11.19.2015 23:59 | USDCAD | Sell | 0.02 | - | - | 1.33441 | 1.32991 | 45.0 | 6.41 | 6d | 0.03% |
| 11.12.2015 12:00 | 11.19.2015 23:59 | USDCAD | Sell | 0.01 | - | - | 1.32781 | 1.32991 | -21.0 | -1.79 | 7d | -0.01% |
| 11.12.2015 16:00 | 11.19.2015 23:59 | USDCAD | Sell | 0.01 | - | - | 1.33065 | 1.32991 | 7.4 | 0.35 | 7d | 0.00% |
| 11.16.2015 16:00 | 11.19.2015 23:59 | USDCAD | Sell | 0.02 | - | - | 1.3368 | 1.32991 | 68.9 | 10.06 | 3d | 0.05% |
| 11.11.2015 04:00 | 11.19.2015 23:59 | USDCAD | Buy | 0.01 | - | - | 1.32432 | 1.32951 | 51.9 | 3.63 | 8d | 0.02% |
| 10.30.2015 16:00 | 11.09.2015 10:40 | USDCAD | Buy | 0.01 | - | - | 1.30875 | 1.32989 | 211.4 | 15.71 | 9d | 0.07% |
| 11.09.2015 10:40 | 11.09.2015 10:40 | USDCAD | Sell | 0.02 | - | - | 1.33009 | 1.33009 | 0.0 | 0.00 | 0s | 0.00% |
| 11.06.2015 16:00 | 11.09.2015 10:40 | USDCAD | Sell | 0.03 | - | - | 1.32989 | 1.32989 | 0.0 | 0.00 | 2d | 0.00% |
| 11.03.2015 12:00 | 11.09.2015 10:40 | USDCAD | Sell | 0.01 | - | - | 1.3111 | 1.32702 | -159.2 | -12.18 | 5d | -0.06% |
| 11.08.2015 22:00 | 11.09.2015 10:40 | USDCAD | Sell | 0.04 | - | - | 1.33009 | 1.33009 | 0.0 | 0.00 | 12h 40m | 0.00% |
| 11.01.2015 22:00 | 11.09.2015 10:40 | USDCAD | Buy | 0.02 | - | - | 1.30781 | 1.33009 | 222.8 | 33.15 | 7d | 0.15% |
| 11.05.2015 08:00 | 11.09.2015 10:40 | USDCAD | Sell | 0.02 | - | - | 1.31774 | 1.32702 | -92.8 | -14.11 | 4d | -0.07% |
| 11.09.2015 10:40 | 11.09.2015 10:40 | USDCAD | Sell | 0.02 | - | - | 1.32989 | 1.32989 | 0.0 | 0.00 | 0s | 0.00% |
| 11.03.2015 20:00 | 11.09.2015 10:40 | USDCAD | Buy | 0.02 | - | - | 1.30469 | 1.33009 | 254.0 | 37.84 | 5d | 0.18% |
| 11.09.2015 10:40 | 11.09.2015 10:40 | USDCAD | Sell | 0.01 | - | - | 1.32989 | 1.32702 | 28.7 | 2.16 | 0s | 0.01% |
| 10.30.2015 20:00 | 11.09.2015 10:40 | USDCAD | Buy | 0.01 | - | - | 1.3079 | 1.32989 | 219.9 | 16.26 | 9d | 0.08% |
| 11.04.2015 20:00 | 11.09.2015 10:40 | USDCAD | Sell | 0.02 | - | - | 1.31622 | 1.32702 | -108.0 | -16.58 | 4d | -0.08% |
| 11.04.2015 16:00 | 11.09.2015 10:40 | USDCAD | Sell | 0.01 | - | - | 1.31371 | 1.32702 | -133.1 | -10.18 | 4d | -0.05% |
| 10.20.2015 00:00 | 10.28.2015 13:12 | USDCAD | Sell | 0.02 | - | - | 1.30213 | 1.32188 | -197.5 | -30.36 | 8d | -0.14% |
| 10.20.2015 04:00 | 10.28.2015 13:12 | USDCAD | Sell | 0.02 | - | - | 1.30429 | 1.32188 | -175.9 | -27.09 | 8d | -0.13% |
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.
