CSV  Discuss (0)

Strategy Settings

InpDepth
9
InpDeviation
3
InpBackstep
4
TakeProfit
50
StopLoss
30
Lots
0.1
TrailingStop
30
sl
1.3
tp
0.8
+10.32%

0%
0.07%
Drawdown: 4.04%

Balance: $11,032.11
Highest: (Nov 09) $11,032.11
Profit: $1,032.11
Deposits: $10,000.00

Test Started: Jan 05, 2005
Test Ended: Nov 09, 2016
Timeframe: 4 Hours

Model Type: Open Prices
Added: Apr 16, 2017 at 07:09
Loading, please wait...
Trades: 38
Profitability:
Pips: 824.0
Average Win: 71.93 pips / $90.08
Average Loss: -118.99 pips / -$149.01
Lots: 3.80
Commissions: 0
Longs Won: (13/18) 72%
Shorts Won: (15/20) 75%
Best Trade ($): (May 05) 242.31
Worst Trade ($): (Jun 03) -323.34
Best Trade (Pips): (May 05) 193.4
Worst Trade (Pips): (Jun 03) -258.3
Avg. Trade Length: 9d
Profit Factor: 1.69
Standard Deviation: $119.66
Sharpe Ratio 0.27
Z-Score (Probability): 0.33 (25.86%)
Expectancy 21.7 Pips / $27.16
AHPR: 0.27%
GHPR: 0.26%
Loading, please wait...
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% 1.25%
Consecutive Losing Trades 74 67 59 52 44 37 30 22 15 7
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (38)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.09.2016 08:00 11.09.2016 20:00 EURGBP Sell 0.10 0.9 0.9 0.89911 0.89053 85.8 107.50 12h 0m 0.98%
10.28.2016 20:00 11.03.2016 16:00 EURGBP Sell 0.10 0.9 0.9 0.89973 0.89165 80.8 101.24 5d 0.94%
09.13.2016 20:00 09.23.2016 20:00 EURGBP Sell 0.10 0.9 0.8 0.85269 0.86852 -158.3 -198.33 10d -1.80%
09.08.2015 16:00 09.11.2015 20:00 EURGBP Buy 0.10 0.7 0.7 0.72568 0.73346 77.8 97.40 3d 0.89%
08.05.2015 16:00 08.07.2015 20:00 EURGBP Buy 0.10 0.7 0.7 0.69714 0.70688 97.4 121.92 2d 1.13%
03.19.2015 00:00 04.22.2015 20:00 EURGBP Sell 0.10 0.7 0.7 0.72495 0.71341 115.4 144.59 34d 1.36%
01.09.2015 20:00 01.15.2015 16:00 EURGBP Buy 0.10 0.8 0.8 0.78207 0.77184 -102.3 -128.06 5d -1.19%
12.11.2014 16:00 12.18.2014 20:00 EURGBP Sell 0.10 0.8 0.8 0.79457 0.78664 79.3 99.36 7d 0.93%
01.21.2014 20:00 02.04.2014 12:00 EURGBP Buy 0.10 0.8 0.8 0.82434 0.83154 72.0 90.13 13d 0.85%
11.20.2013 20:00 12.11.2013 16:00 EURGBP Buy 0.10 0.8 0.8 0.83394 0.83966 57.2 71.61 20d 0.68%
04.09.2013 04:00 04.25.2013 16:00 EURGBP Sell 0.10 0.9 0.8 0.85513 0.84598 91.5 114.64 16d 1.10%
02.19.2013 20:00 02.22.2013 16:00 EURGBP Sell 0.10 0.9 0.9 0.86739 0.86156 58.3 73.04 2d 0.71%
05.28.2012 12:00 05.31.2012 20:00 EURGBP Buy 0.10 0.8 0.8 0.80292 0.80321 2.9 3.63 3d 0.04%
05.25.2012 16:00 05.28.2012 12:00 EURGBP Buy 0.10 0.8 0.8 0.7992 0.80321 40.1 50.19 2d 0.49%
01.12.2012 12:00 02.22.2012 16:00 EURGBP Sell 0.10 0.8 0.8 0.83116 0.84273 -115.7 -144.96 41d -1.39%
08.17.2011 20:00 08.24.2011 20:00 EURGBP Buy 0.10 0.9 0.9 0.87253 0.8803 77.7 97.26 7d 0.94%
04.27.2011 04:00 05.06.2011 20:00 EURGBP Sell 0.10 0.9 0.9 0.88932 0.88091 84.1 105.37 9d 1.03%
12.27.2010 20:00 01.05.2011 20:00 EURGBP Sell 0.10 0.9 0.8 0.85451 0.84842 60.9 76.30 9d 0.75%
12.04.2009 20:00 12.08.2009 16:00 EURGBP Buy 0.10 0.9 0.9 0.90229 0.90894 66.5 83.24 3d 0.83%
07.29.2009 16:00 07.30.2009 20:00 EURGBP Buy 0.10 0.9 0.9 0.8603 0.8515 -88.0 -110.16 1d -1.08%

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.