Advertisement
Strategy Settings
| +78.64% |
| 0.01% | |
| 0.39% | |
| Drawdown: | 21.25% |
| Balance: | $17,864.00 |
| Highest: | (May 05) $18,170.74 |
| Profit: | $7,864.04 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 16, 2001 |
| Test Ended: | Mar 07, 2013 |
| Timeframe: | 4 Hours |
| Model Type: | n/a |
| Added: | Mar 10, 2013 at 18:27 |
| Trades: | 116 |
| Profitability: |
|
| Pips: | 8,208.6 |
| Average Win: | 403.23 pips / $487.28 |
| Average Loss: | -190.09 pips / -$261.34 |
| Lots: | 15.90 |
| Commissions: | 0 |
| Longs Won: | (32/70) 45% |
| Shorts Won: | (19/46) 41% |
| Best Trade ($): | (Jan 05) 2,759.96 |
| Worst Trade ($): | (Aug 29) -988.41 |
| Best Trade (Pips): | (Dec 11) 1,267.0 |
| Worst Trade (Pips): | (Jan 30) -489.3 |
| Avg. Trade Length: | 38d |
| Profit Factor: | 1.46 |
| Standard Deviation: | $515.32 |
| Sharpe Ratio | 0.14 |
| Z-Score (Probability): | -0.69 (-50.98%) |
| Expectancy | 70.8 Pips / $67.79 |
| AHPR: | 0.58% |
| GHPR: | 0.50% |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | 0.03% | 0.2% | 1.01% | 4.05% | 13.46% | 38.79% |
| Consecutive Losing Trades | 68 | 62 | 55 | 48 | 41 | 34 | 27 | 21 | 14 | 7 |
Trading Activity (116)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.12.2011 16:40 | 03.07.2013 11:00 | EURUSD | Sell | 0.10 | 1.3 | - | 1.32101 | 1.29174 | 292.7 | 141.07 | 450d | 0.80% |
| 11.01.2011 08:00 | 03.07.2013 11:00 | EURUSD | Sell | 0.10 | 1.3 | - | 1.3813 | 1.29174 | 895.6 | 730.19 | 492d | 4.30% |
| 07.08.2011 14:50 | 08.29.2011 07:20 | EURUSD | Sell | 0.50 | 1.5 | - | 1.43365 | 1.45167 | -180.2 | -988.41 | 51d | -5.50% |
| 05.27.2011 20:00 | 07.11.2011 13:10 | EURUSD | Buy | 0.10 | 1.4 | - | 1.42721 | 1.41023 | -169.8 | -189.59 | 44d | -1.04% |
| 04.19.2011 16:40 | 05.05.2011 15:40 | EURUSD | Buy | 0.10 | 1.5 | - | 1.43279 | 1.46632 | 335.3 | 328.26 | 15d | 1.84% |
| 02.22.2011 14:40 | 04.18.2011 13:40 | EURUSD | Buy | 0.10 | 1.4 | - | 1.36906 | 1.4277 | 586.4 | 562.22 | 54d | 3.30% |
| 03.17.2011 10:40 | 04.18.2011 13:40 | EURUSD | Buy | 0.10 | 1.4 | - | 1.40365 | 1.4277 | 240.5 | 226.43 | 32d | 1.29% |
| 02.04.2011 21:30 | 02.14.2011 13:30 | EURUSD | Buy | 0.40 | 1.3 | - | 1.35882 | 1.34484 | -139.8 | -576.79 | 9d | -3.27% |
| 12.15.2010 20:00 | 01.14.2011 09:30 | EURUSD | Sell | 0.10 | 1.3 | - | 1.32603 | 1.3433 | -172.7 | -182.79 | 29d | -1.03% |
| 09.01.2010 16:00 | 11.10.2010 15:40 | EURUSD | Buy | 0.10 | 1.4 | - | 1.28431 | 1.36975 | 854.4 | 823.62 | 69d | 4.75% |
| 10.14.2010 02:20 | 11.10.2010 15:40 | EURUSD | Buy | 0.10 | 1.4 | - | 1.40368 | 1.36975 | -339.3 | -351.17 | 27d | -1.93% |
| 06.29.2010 12:00 | 07.01.2010 16:40 | EURUSD | Sell | 0.10 | 1.2 | - | 1.21925 | 1.24664 | -273.9 | -274.57 | 2d | -1.56% |
| 04.22.2010 16:10 | 06.21.2010 07:30 | EURUSD | Sell | 0.10 | 1.2 | - | 1.3277 | 1.24518 | 825.2 | 805.03 | 59d | 4.80% |
| 03.18.2010 20:00 | 06.21.2010 07:30 | EURUSD | Sell | 0.10 | 1.2 | - | 1.36194 | 1.24518 | 1,167.6 | 1,135.66 | 94d | 7.27% |
| 05.13.2010 22:05 | 06.21.2010 07:30 | EURUSD | Sell | 0.10 | 1.2 | - | 1.25201 | 1.24518 | 68.3 | 55.19 | 38d | 0.31% |
| 01.15.2010 12:00 | 03.12.2010 10:20 | EURUSD | Sell | 0.10 | 1.4 | - | 1.43797 | 1.37351 | 644.6 | 625.77 | 55d | 4.20% |
| 01.27.2010 09:40 | 03.12.2010 10:20 | EURUSD | Sell | 0.10 | 1.4 | - | 1.40211 | 1.37351 | 286.0 | 271.21 | 44d | 1.75% |
| 02.12.2010 10:45 | 03.12.2010 10:20 | EURUSD | Sell | 0.10 | 1.4 | - | 1.35789 | 1.37351 | -156.2 | -165.61 | 27d | -1.05% |
| 01.05.2010 14:35 | 01.13.2010 12:40 | EURUSD | Sell | 0.30 | 1.5 | - | 1.44318 | 1.45545 | -122.7 | -376.17 | 7d | -2.46% |
| 11.05.2009 00:00 | 12.07.2009 09:33 | EURUSD | Buy | 0.10 | 1.5 | - | 1.48789 | 1.48011 | -77.8 | -91.87 | 32d | -0.60% |
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.
