Advertisement
Strategy Settings
| +136.53% |
| 0.01% | |
| 0.18% | |
| Drawdown: | 13.46% |
| Balance: | $23,652.91 |
| Highest: | (May 11) $23,842.66 |
| Profit: | $13,652.90 |
| Deposits: | $10,000.00 |
| Test Started: | Sep 12, 1972 |
| Test Ended: | Jul 21, 2011 |
| Timeframe: | 1 Day |
| Model Type: | n/a |
| Added: | May 26, 2013 at 08:35 |
| Trades: | 330 |
| Profitability: |
|
| Pips: | 15,198.9 |
| Average Win: | 254.51 pips / $243.87 |
| Average Loss: | -47.20 pips / -$49.22 |
| Lots: | 33.00 |
| Commissions: | 0 |
| Longs Won: | (51/141) 36% |
| Shorts Won: | (51/189) 26% |
| Best Trade ($): | (Dec 09) 2,452.18 |
| Worst Trade ($): | (Oct 25) -411.79 |
| Best Trade (Pips): | (Dec 09) 2,475.4 |
| Worst Trade (Pips): | (Oct 25) -409.5 |
| Avg. Trade Length: | 18d |
| Profit Factor: | 2.22 |
| Standard Deviation: | $291.12 |
| Sharpe Ratio | 0.14 |
| Z-Score (Probability): | 0.98 (67.29%) |
| Expectancy | 46.1 Pips / $41.37 |
| AHPR: | 0.28% |
| GHPR: | 0.26% |
| 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% | 0.03% | 0.6% | 8.91% |
| Consecutive Losing Trades | 481 | 432 | 384 | 336 | 288 | 240 | 192 | 144 | 96 | 48 |
Trading Activity (330)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.11.2011 01:00 | 07.21.2011 21:59 | EURUSD | Sell | 0.10 | 1.4 | - | 1.42236 | 1.44107 | -187.1 | -189.75 | 10d | -0.80% |
| 02.24.2011 00:00 | 05.11.2011 18:59 | EURUSD | Buy | 0.10 | 1.4 | - | 1.37474 | 1.42604 | 513.0 | 493.29 | 76d | 2.11% |
| 12.31.2010 00:00 | 01.13.2011 18:24 | EURUSD | Sell | 0.10 | 1.3 | - | 1.32864 | 1.33494 | -63.0 | -65.84 | 13d | -0.28% |
| 08.17.2010 00:00 | 08.23.2010 17:43 | EURUSD | Buy | 0.10 | 1.3 | - | 1.28271 | 1.26714 | -155.7 | -157.73 | 6d | -0.67% |
| 01.09.2010 00:44 | 04.12.2010 07:56 | EURUSD | Sell | 0.10 | 1.4 | - | 1.44101 | 1.36782 | 731.9 | 714.69 | 93d | 3.13% |
| 05.04.2009 01:01 | 12.07.2009 11:36 | EURUSD | Buy | 0.10 | 1.5 | - | 1.32833 | 1.48024 | 1,519.1 | 1,462.21 | 217d | 6.83% |
| 02.28.2009 00:00 | 03.16.2009 10:46 | EURUSD | Sell | 0.10 | 1.3 | - | 1.2675 | 1.295 | -275.0 | -278.20 | 16d | -1.28% |
| 01.20.2009 00:00 | 01.27.2009 12:00 | EURUSD | Buy | 0.10 | 1.3 | - | 1.31045 | 1.32884 | 183.9 | 181.61 | 7d | 0.84% |
| 08.06.2008 00:00 | 12.09.2008 20:13 | EURUSD | Sell | 0.10 | 1.3 | - | 1.5454 | 1.29786 | 2,475.4 | 2,452.18 | 125d | 12.88% |
| 07.17.2008 00:00 | 07.29.2008 19:05 | EURUSD | Buy | 0.10 | 1.6 | - | 1.58265 | 1.55776 | -248.9 | -251.97 | 12d | -1.31% |
| 07.10.2008 00:00 | 07.17.2008 00:00 | EURUSD | Sell | 0.10 | - | - | 1.5741 | 1.58265 | -85.5 | -87.24 | 7d | -0.45% |
| 03.24.2007 00:00 | 06.08.2007 10:16 | EURUSD | Buy | 0.10 | 1.3 | - | 1.32845 | 1.34038 | 119.3 | 98.81 | 76d | 0.51% |
| 02.27.2007 00:00 | 03.05.2007 04:51 | EURUSD | Sell | 0.10 | 1.3 | - | 1.3182 | 1.313 | 52.0 | 50.44 | 6d | 0.26% |
| 12.02.2006 00:00 | 01.05.2007 19:07 | EURUSD | Buy | 0.10 | 1.3 | - | 1.33355 | 1.29809 | -354.6 | -364.17 | 34d | -1.86% |
| 10.20.2006 00:00 | 11.01.2006 18:02 | EURUSD | Sell | 0.10 | 1.3 | - | 1.2624 | 1.27878 | -163.8 | -166.09 | 12d | -0.84% |
| 08.22.2006 00:00 | 09.08.2006 17:16 | EURUSD | Buy | 0.10 | 1.3 | - | 1.28935 | 1.26592 | -234.3 | -239.71 | 17d | -1.20% |
| 08.16.2006 15:31 | 08.18.2006 14:19 | EURUSD | Sell | 0.10 | 1.3 | - | 1.28105 | 1.28162 | -5.7 | -6.90 | 1d | -0.03% |
| 08.16.2006 00:00 | 08.16.2006 15:31 | EURUSD | Sell | 0.10 | 1.3 | - | 1.2788 | 1.2806 | -18.0 | -18.47 | 15h 31m | -0.09% |
| 04.14.2006 00:00 | 06.13.2006 07:14 | EURUSD | Buy | 0.10 | 1.3 | - | 1.21125 | 1.25742 | 461.7 | 446.15 | 60d | 2.28% |
| 03.30.2006 18:20 | 03.31.2006 13:06 | EURUSD | Sell | 0.10 | 1.2 | - | 1.20891 | 1.20865 | 2.6 | 1.95 | 18h 46m | 0.01% |
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.
