Advertisement
Strategy Settings
+351.1% |
0.42% | |
13.42% | |
Drawdown: | 58.78% |
Balance: | $451.10 |
Highest: | (Dec 31) $451.10 |
Profit: | $351.10 |
Deposits: | $100.00 |
Test Started: | Jan 06, 2009 |
Test Ended: | Dec 31, 2009 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Aug 13, 2013 at 11:23 |
Trades: | 338 |
Profitability: |
|
Pips: | 1,945.0 |
Average Win: | 12.00 pips / $1.72 |
Average Loss: | -48.34 pips / -$4.88 |
Lots: | 39.00 |
Commissions: | 0 |
Longs Won: | (200/216) 92% |
Shorts Won: | (103/122) 84% |
Best Trade ($): | (Dec 29) 29.20 |
Worst Trade ($): | (Jun 16) -28.88 |
Best Trade (Pips): | (Jul 28) 104.0 |
Worst Trade (Pips): | (Jun 16) -289.0 |
Avg. Trade Length: | 6h 19m |
Profit Factor: | 3.05 |
Standard Deviation: | $4.23 |
Sharpe Ratio | 0.27 |
Z-Score (Probability): | 1.70 (91.08%) |
Expectancy | 5.8 Pips / $1.04 |
AHPR: | 0.46% |
GHPR: | 0.45% |
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 | 92 | 83 | 74 | 65 | 55 | 46 | 37 | 28 | 18 | 9 |
Trading Activity (338)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.31.2009 04:00 | 12.31.2009 05:57 | EURUSD | Buy | 0.10 | - | 1.4 | 1.4405 | 1.4415 | 10.0 | 1.00 | 1h 57m | 0.22% |
12.30.2009 04:00 | 12.30.2009 09:20 | EURUSD | Sell | 0.10 | - | 1.4 | 1.4369 | 1.4359 | 10.0 | 1.00 | 5h 20m | 0.22% |
12.29.2009 04:00 | 12.29.2009 17:12 | EURUSD | Sell | 0.40 | - | 1.4 | 1.446 | 1.4387 | 73.0 | 29.20 | 13h 12m | 6.95% |
12.24.2009 04:00 | 12.29.2009 17:12 | EURUSD | Sell | 0.20 | - | 1.4 | 1.4392 | 1.4387 | 5.0 | 0.78 | 5d | 0.19% |
12.23.2009 04:00 | 12.29.2009 17:12 | EURUSD | Sell | 0.10 | - | 1.4 | 1.428 | 1.4387 | -107.0 | -10.92 | 6d | -2.54% |
12.22.2009 04:00 | 12.22.2009 06:54 | EURUSD | Buy | 0.10 | - | 1.4 | 1.4455 | 1.4465 | 10.0 | 1.00 | 2h 54m | 0.23% |
12.18.2009 04:10 | 12.18.2009 05:20 | EURUSD | Buy | 0.10 | - | 1.4 | 1.44 | 1.441 | 10.0 | 1.00 | 1h 10m | 0.23% |
12.17.2009 04:37 | 12.17.2009 05:23 | EURUSD | Sell | 0.20 | - | 1.4 | 1.4417 | 1.4405 | 12.0 | 2.40 | 46m | 0.56% |
12.17.2009 04:15 | 12.17.2009 05:23 | EURUSD | Sell | 0.10 | - | 1.4 | 1.4391 | 1.4405 | -14.0 | -1.40 | 1h 8m | -0.33% |
12.17.2009 04:10 | 12.17.2009 04:14 | EURUSD | Sell | 0.10 | - | 1.4 | 1.4409 | 1.4399 | 10.0 | 1.00 | 4m | 0.23% |
12.17.2009 04:05 | 12.17.2009 04:09 | EURUSD | Sell | 0.10 | - | 1.4 | 1.442 | 1.441 | 10.0 | 1.00 | 4m | 0.24% |
12.17.2009 04:00 | 12.17.2009 04:02 | EURUSD | Sell | 0.10 | - | 1.4 | 1.4433 | 1.4423 | 10.0 | 1.00 | 2m | 0.24% |
12.16.2009 04:00 | 12.16.2009 07:22 | EURUSD | Buy | 0.10 | - | 1.5 | 1.4612 | 1.4622 | 10.0 | 1.00 | 3h 22m | 0.24% |
12.15.2009 04:00 | 12.15.2009 05:28 | EURUSD | Buy | 0.10 | - | 1.5 | 1.4729 | 1.4739 | 10.0 | 1.00 | 1h 28m | 0.24% |
12.11.2009 04:40 | 12.11.2009 06:17 | EURUSD | Buy | 0.10 | - | 1.5 | 1.4796 | 1.4806 | 10.0 | 1.00 | 1h 37m | 0.24% |
12.11.2009 04:00 | 12.11.2009 04:36 | EURUSD | Buy | 0.20 | - | 1.5 | 1.4785 | 1.4795 | 10.0 | 2.00 | 36m | 0.48% |
12.10.2009 04:00 | 12.11.2009 04:36 | EURUSD | Buy | 0.10 | - | 1.5 | 1.4811 | 1.4795 | -16.0 | -1.59 | 1d | -0.38% |
12.09.2009 04:05 | 12.09.2009 07:26 | EURUSD | Sell | 0.10 | - | 1.5 | 1.4737 | 1.4727 | 10.0 | 1.00 | 3h 21m | 0.24% |
12.08.2009 04:00 | 12.08.2009 06:51 | EURUSD | Buy | 0.10 | - | 1.5 | 1.489 | 1.49 | 10.0 | 1.00 | 2h 51m | 0.24% |
12.03.2009 04:00 | 12.03.2009 07:26 | EURUSD | Buy | 0.10 | - | 1.5 | 1.5285 | 1.5295 | 10.0 | 1.00 | 3h 26m | 0.24% |
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.