Advertisement
Strategy Settings
+5.9M% |
2.47% | |
107.65% | |
Drawdown: | 34.78% |
Balance: | $58,981,113.08 |
Highest: | (Dec 26) $58,992,618.27 |
Profit: | $58,980,113.07 |
Deposits: | $1,000.00 |
Test Started: | Oct 01, 2012 |
Test Ended: | Dec 26, 2013 |
Timeframe: | 1 Hour |
Model Type: | n/a |
Added: | Jun 23, 2014 at 19:42 |
Trades: | 5,155 |
Profitability: |
|
Pips: | 14,426.4 |
Average Win: | 20.73 pips / $86,336.36 |
Average Loss: | -19.99 pips / -$83,744.62 |
Lots: | 2,081,407.59 |
Commissions: | 0 |
Longs Won: | (1,511/2,665) 56% |
Shorts Won: | (1,374/2,490) 55% |
Best Trade ($): | (Sep 16) 623,816.63 |
Worst Trade ($): | (Aug 08) -210,061.75 |
Best Trade (Pips): | (Feb 25) 81.6 |
Worst Trade (Pips): | (Oct 01) -20.0 |
Avg. Trade Length: | 3h 20m |
Profit Factor: | 1.31 |
Standard Deviation: | $133,210.78 |
Sharpe Ratio | 0.13 |
Z-Score (Probability): | 0.90 (63.18%) |
Expectancy | 2.8 Pips / $11,441.34 |
AHPR: | 0.23% |
GHPR: | 0.21% |
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 | 704 | 634 | 563 | 493 | 423 | 352 | 282 | 211 | 141 | 70 |
Trading Activity (5155)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.26.2013 08:00 | 12.26.2013 16:26 | USDJPY | Buy | 1000.00 | 104.6 | - | 104.78 | 104.768 | -1.2 | -11,505.19 | 8h 26m | -0.02% |
12.24.2013 02:06 | 12.26.2013 08:00 | USDJPY | Buy | 1000.00 | 104.8 | - | 104.297 | 104.797 | 50.0 | 477,990.38 | 2d | 0.82% |
12.24.2013 10:28 | 12.26.2013 08:00 | USDJPY | Buy | 1000.00 | 104.8 | - | 104.296 | 104.797 | 50.1 | 478,944.61 | 1d | 0.82% |
12.24.2013 08:20 | 12.24.2013 11:58 | USDJPY | Sell | 1000.00 | 104.3 | - | 104.145 | 104.345 | -20.0 | -191,721.33 | 3h 38m | -0.33% |
12.23.2013 23:04 | 12.24.2013 02:07 | USDJPY | Buy | 1000.00 | 104.3 | - | 104.144 | 104.312 | 16.8 | 161,237.73 | 3h 3m | 0.28% |
12.23.2013 15:25 | 12.23.2013 23:25 | USDJPY | Buy | 1000.00 | 104.2 | - | 103.994 | 104.159 | 16.5 | 158,360.35 | 8h 0m | 0.27% |
12.23.2013 13:22 | 12.23.2013 15:47 | USDJPY | Sell | 1000.00 | 104.0 | - | 103.843 | 104.043 | -20.0 | -192,277.68 | 2h 25m | -0.33% |
12.20.2013 17:05 | 12.23.2013 13:24 | USDJPY | Sell | 1000.00 | 103.8 | - | 103.996 | 103.828 | 16.8 | 160,787.25 | 2d | 0.28% |
12.20.2013 16:36 | 12.20.2013 17:05 | USDJPY | Sell | 1000.00 | 104.0 | - | 104.146 | 103.962 | 18.4 | 176,936.44 | 29m | 0.31% |
12.20.2013 16:09 | 12.20.2013 17:05 | USDJPY | Sell | 1000.00 | 104.0 | - | 104.146 | 103.962 | 18.4 | 176,936.44 | 56m | 0.31% |
12.20.2013 16:18 | 12.20.2013 16:38 | USDJPY | Buy | 1000.00 | 104.1 | - | 104.296 | 104.096 | -20.0 | -192,181.65 | 20m | -0.33% |
12.20.2013 16:04 | 12.20.2013 16:10 | USDJPY | Sell | 1000.00 | 104.1 | - | 104.297 | 104.114 | 18.3 | 175,717.56 | 6m | 0.31% |
12.20.2013 15:14 | 12.20.2013 16:05 | USDJPY | Sell | 1000.00 | 104.3 | - | 104.448 | 104.274 | 17.4 | 166,813.55 | 51m | 0.29% |
12.20.2013 14:30 | 12.20.2013 15:54 | USDJPY | Buy | 1000.00 | 104.4 | - | 104.598 | 104.398 | -20.0 | -191,629.53 | 1h 24m | -0.33% |
12.20.2013 05:17 | 12.20.2013 14:32 | USDJPY | Buy | 1000.00 | 104.6 | - | 104.447 | 104.614 | 16.7 | 159,583.16 | 9h 15m | 0.28% |
12.20.2013 00:30 | 12.20.2013 05:54 | USDJPY | Buy | 1000.00 | 104.5 | - | 104.296 | 104.465 | 16.9 | 161,726.91 | 5h 24m | 0.28% |
12.19.2013 15:01 | 12.20.2013 01:32 | USDJPY | Sell | 1000.00 | 104.3 | - | 104.145 | 104.345 | -20.0 | -192,690.67 | 10h 31m | -0.34% |
12.19.2013 14:11 | 12.19.2013 15:05 | USDJPY | Buy | 1000.00 | 104.1 | - | 104.295 | 104.095 | -20.0 | -192,183.50 | 54m | -0.33% |
12.19.2013 12:32 | 12.19.2013 14:13 | USDJPY | Buy | 1000.00 | 104.3 | - | 104.143 | 104.313 | 17.0 | 162,921.31 | 1h 41m | 0.28% |
12.19.2013 03:39 | 12.19.2013 13:43 | USDJPY | Buy | 1000.00 | 104.2 | - | 103.994 | 104.185 | 19.1 | 183,276.42 | 10h 4m | 0.32% |
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.