Advertisement
Strategy Settings
+15569.64% |
0.23% | |
7.04% | |
Drawdown: | 43.24% |
Balance: | $156,696.39 |
Highest: | (Feb 08) $156,696.39 |
Profit: | $155,696.39 |
Deposits: | $1,000.00 |
Test Started: | Jan 02, 2011 |
Test Ended: | Feb 08, 2017 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Nov 11, 2023 at 10:19 |
Trades: | 536 |
Profitability: |
|
Pips: | 2,918.6 |
Average Win: | 9.67 pips / $623.82 |
Average Loss: | -10.56 pips / -$971.45 |
Lots: | 4,127.44 |
Commissions: | 0 |
Longs Won: | (162/198) 81% |
Shorts Won: | (262/338) 77% |
Best Trade ($): | (Jan 15) 21,471.17 |
Worst Trade ($): | (Jun 19) -15,851.73 |
Best Trade (Pips): | (Jul 17) 90.0 |
Worst Trade (Pips): | (Apr 26) -70.0 |
Avg. Trade Length: | 7h 48m |
Profit Factor: | 2.43 |
Standard Deviation: | $2,060.50 |
Sharpe Ratio | 0.27 |
Z-Score (Probability): | -1.92 (-97.03%) |
Expectancy | 5.4 Pips / $290.48 |
AHPR: | 1.02% |
GHPR: | 0.95% |
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% | 0.05% | 0.86% | 10.6% |
Consecutive Losing Trades | 161 | 145 | 129 | 113 | 97 | 81 | 65 | 48 | 32 | 16 |
Trading Activity (536)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.08.2017 20:29 | 02.08.2017 20:59 | USDCAD | Sell | 31.85 | 1.3 | 1.2 | 1.24751 | 1.24692 | 5.9 | 1,738.78 | 30m | 1.12% |
02.06.2017 20:26 | 02.06.2017 21:54 | USDCAD | Buy | 31.88 | 1.2 | 1.2 | 1.23531 | 1.23533 | 0.2 | -153.47 | 1h 28m | -0.10% |
02.03.2017 20:29 | 02.06.2017 00:05 | USDCAD | Buy | 31.86 | 1.2 | 1.2 | 1.23907 | 1.23917 | 1.0 | 112.29 | 2d | 0.07% |
02.01.2017 20:00 | 02.01.2017 20:48 | USDCAD | Sell | 31.81 | 1.3 | 1.2 | 1.25707 | 1.25693 | 1.4 | 244.72 | 48m | 0.16% |
01.29.2017 22:02 | 01.29.2017 22:29 | USDCAD | Sell | 30.99 | 1.3 | 1.2 | 1.2551 | 1.2538 | 13.0 | 3,985.10 | 27m | 2.64% |
01.26.2017 21:14 | 01.26.2017 21:35 | USDCAD | Sell | 30.61 | 1.3 | 1.3 | 1.26029 | 1.25964 | 6.5 | 1,862.56 | 21m | 1.25% |
01.19.2017 20:11 | 01.19.2017 22:27 | USDCAD | Buy | 30.62 | 1.2 | 1.3 | 1.24146 | 1.24151 | 0.5 | -51.65 | 2h 16m | -0.03% |
01.18.2017 20:55 | 01.18.2017 21:18 | USDCAD | Sell | 30.22 | 1.2 | 1.2 | 1.23526 | 1.23458 | 6.8 | 1,933.32 | 23m | 1.31% |
01.15.2017 22:03 | 01.15.2017 22:39 | USDCAD | Buy | 27.48 | 1.2 | 1.2 | 1.21234 | 1.21707 | 47.3 | 13,358.11 | 36m | 9.99% |
01.13.2017 21:56 | 01.15.2017 22:02 | USDCAD | Sell | 23.06 | 1.2 | 1.2 | 1.2309 | 1.2219 | 90.0 | 21,471.17 | 2d | 19.14% |
01.08.2017 22:00 | 01.08.2017 22:54 | USDCAD | Buy | 22.98 | 1.2 | 1.3 | 1.24654 | 1.24678 | 2.4 | 416.33 | 54m | 0.37% |
01.04.2017 20:45 | 01.04.2017 22:02 | USDCAD | Buy | 22.91 | 1.3 | 1.3 | 1.25812 | 1.25833 | 2.1 | 343.42 | 1h 17m | 0.31% |
12.30.2016 21:36 | 01.02.2017 05:24 | USDCAD | Sell | 23.49 | 1.3 | 1.2 | 1.25637 | 1.25746 | -10.9 | -2,830.77 | 2d | -2.48% |
12.29.2016 20:00 | 12.29.2016 21:58 | USDCAD | Sell | 23.44 | 1.3 | 1.2 | 1.25456 | 1.25441 | 1.5 | 204.77 | 1h 58m | 0.18% |
12.21.2016 20:06 | 12.21.2016 22:03 | USDCAD | Sell | 23.46 | 1.3 | 1.3 | 1.26743 | 1.26739 | 0.4 | -64.02 | 1h 57m | -0.06% |
12.20.2016 20:05 | 12.20.2016 20:46 | USDCAD | Sell | 23.16 | 1.3 | 1.3 | 1.27244 | 1.27179 | 6.5 | 1,409.48 | 41m | 1.25% |
12.19.2016 20:00 | 12.19.2016 20:40 | USDCAD | Sell | 23.07 | 1.3 | 1.3 | 1.27347 | 1.27321 | 2.6 | 466.14 | 40m | 0.42% |
12.15.2016 20:38 | 12.16.2016 08:02 | USDCAD | Buy | 23.09 | 1.3 | 1.3 | 1.27983 | 1.27985 | 0.2 | -111.14 | 11h 24m | -0.10% |
12.14.2016 20:38 | 12.15.2016 00:07 | USDCAD | Buy | 23.11 | 1.3 | 1.3 | 1.28206 | 1.28209 | 0.3 | -87.15 | 3h 29m | -0.08% |
12.13.2016 20:59 | 12.14.2016 08:27 | USDCAD | Buy | 23.13 | 1.3 | 1.3 | 1.28174 | 1.28176 | 0.2 | -111.34 | 11h 28m | -0.10% |
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.