CSV  Discuss (0)

Strategy Settings

_s1
"----- In...
pRSI_1
38
pLongConsty_2
4.24
pRSI_3
30
pRSI_4
60
pRSI_5
14
pCCI_6
43
pCCI_7
52
pRSI_8
42
pRSI_9
92
pRSI_10
57
pCCI_11
3
pLongConsty_12
4.52
pCCI_13
4
pRSI_14
51
+97.63%

0.05%
1.43%
Drawdown: 5.83%

Balance: $19,762.30
Highest: (Dec 10) $20,138.57
Profit: $9,762.75
Deposits: $10,000.00

Test Started: Feb 03, 2012
Test Ended: Jan 12, 2016
Timeframe: 1 Day

Model Type: Every Tick
Added: Jan 15, 2016 at 21:11
Loading, please wait...
Trades: 587
Profitability:
Pips: 9,868.1
Average Win: 65.26 pips / $65.08
Average Loss: -67.64 pips / -$67.81
Lots: 58.70
Commissions: 0
Longs Won: (181/293) 61%
Shorts Won: (192/294) 65%
Best Trade ($): (May 17) 501.32
Worst Trade ($): (Jan 12) -347.54
Best Trade (Pips): (May 17) 499.8
Worst Trade (Pips): (Jan 12) -350.2
Avg. Trade Length: 2d
Profit Factor: 1.67
Standard Deviation: $89.34
Sharpe Ratio 0.00
Z-Score (Probability): -0.93 (-64.78%)
Expectancy 16.8 Pips / $16.63
AHPR: 0.12%
GHPR: 0.12%
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% <0.01%
Consecutive Losing Trades 291 262 233 204 175 146 117 87 58 29
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (587)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.12.2016 00:00 01.12.2016 23:59 GBPUSD Sell 0.10 - - 1.45422 1.44362 106.0 106.00 23h 59m 0.54%
12.29.2015 00:00 01.12.2016 00:00 GBPUSD Buy 0.10 - - 1.48924 1.45422 -350.2 -347.54 14d -1.74%
12.25.2015 00:00 12.29.2015 00:00 GBPUSD Sell 0.10 - - 1.49089 1.48924 16.5 15.80 4d 0.08%
12.16.2015 00:00 12.25.2015 00:00 GBPUSD Buy 0.10 - - 1.50452 1.49089 -136.3 -134.21 9d -0.67%
12.15.2015 00:00 12.16.2015 00:00 GBPUSD Sell 0.10 - - 1.51576 1.50452 112.4 112.05 1d 0.56%
12.13.2015 22:00 12.15.2015 00:00 GBPUSD Buy 0.10 - - 1.52324 1.51576 -74.8 -74.42 1d -0.37%
12.10.2015 00:00 12.13.2015 22:00 GBPUSD Sell 0.10 - - 1.51788 1.52324 -53.6 -53.95 3d -0.27%
12.08.2015 00:00 12.10.2015 00:00 GBPUSD Buy 0.10 - - 1.50488 1.51788 130.0 130.76 2d 0.65%
12.04.2015 00:00 12.08.2015 00:00 GBPUSD Sell 0.10 - - 1.51324 1.50488 83.6 82.90 4d 0.42%
12.03.2015 00:00 12.04.2015 00:00 GBPUSD Buy 0.10 - - 1.49479 1.51324 184.5 184.69 1d 0.94%
12.02.2015 00:00 12.03.2015 00:00 GBPUSD Sell 0.10 - - 1.50759 1.49479 128.0 126.95 1d 0.65%
12.01.2015 00:00 12.02.2015 00:00 GBPUSD Buy 0.10 - - 1.50578 1.50759 18.1 18.29 1d 0.09%
11.27.2015 00:00 12.01.2015 00:00 GBPUSD Sell 0.10 - - 1.51007 1.50578 42.9 42.20 4d 0.22%
11.22.2015 22:00 11.27.2015 00:00 GBPUSD Buy 0.10 - - 1.51826 1.51007 -81.9 -80.57 4d -0.41%
11.19.2015 00:00 11.22.2015 22:00 GBPUSD Sell 0.10 - - 1.52382 1.51826 55.6 55.25 3d 0.28%
11.18.2015 00:00 11.19.2015 00:00 GBPUSD Buy 0.10 - - 1.52173 1.52382 20.9 21.47 1d 0.11%
11.17.2015 00:00 11.18.2015 00:00 GBPUSD Sell 0.10 - - 1.51997 1.52173 -17.6 -17.95 1d -0.09%
11.16.2015 00:00 11.17.2015 00:00 GBPUSD Buy 0.10 - - 1.52187 1.51997 -19.0 -18.81 1d -0.10%
11.11.2015 00:00 11.16.2015 00:00 GBPUSD Sell 0.10 - - 1.51355 1.52187 -83.2 -84.95 5d -0.43%
11.10.2015 00:00 11.11.2015 00:00 GBPUSD Buy 0.10 - - 1.512 1.51355 15.5 15.69 1d 0.08%

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.