Advertisement
Strategy Settings
+230.35% |
0.05% | |
1.57% | |
Drawdown: | 59.15% |
Balance: | $330.39 |
Highest: | (Oct 21) $332.33 |
Profit: | $230.35 |
Deposits: | $100.00 |
Test Started: | Sep 30, 2005 |
Test Ended: | Jan 13, 2012 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | Mar 21, 2013 at 07:53 |
Trades: | 297 |
Profitability: |
|
Pips: | 1,151.0 |
Average Win: | 47.98 pips / $2.63 |
Average Loss: | -287.90 pips / -$11.48 |
Lots: | 15.93 |
Commissions: | 0 |
Longs Won: | (142/159) 89% |
Shorts Won: | (116/138) 84% |
Best Trade ($): | (Nov 25) 36.45 |
Worst Trade ($): | (Feb 26) -44.82 |
Best Trade (Pips): | (Mar 22) 208.0 |
Worst Trade (Pips): | (Jun 16) -395.0 |
Avg. Trade Length: | 2d |
Profit Factor: | 1.51 |
Standard Deviation: | $7.14 |
Sharpe Ratio | 0.12 |
Z-Score (Probability): | 1.21 (77.37%) |
Expectancy | 3.9 Pips / $0.78 |
AHPR: | 0.49% |
GHPR: | 0.40% |
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% | 0.1% | 0.6% | 2.82% | 10.74% | 34.86% |
Consecutive Losing Trades | 29 | 26 | 23 | 20 | 17 | 14 | 12 | 9 | 6 | 3 |
Trading Activity (297)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.13.2012 03:22 | 01.13.2012 11:23 | EURUSD | Sell | 0.03 | - | - | 1.2861 | 1.2816 | 45.0 | 1.35 | 8h 1m | 0.41% |
01.06.2012 03:22 | 01.06.2012 14:35 | EURUSD | Sell | 0.03 | - | - | 1.2809 | 1.2762 | 47.0 | 1.41 | 11h 13m | 0.43% |
12.23.2011 03:22 | 12.28.2011 15:20 | EURUSD | Sell | 0.03 | - | - | 1.3093 | 1.3048 | 45.0 | 1.32 | 5d | 0.40% |
12.16.2011 03:22 | 12.16.2011 13:31 | EURUSD | Sell | 0.03 | - | - | 1.3139 | 1.3052 | 87.0 | 2.61 | 10h 9m | 0.81% |
12.09.2011 03:22 | 12.09.2011 08:00 | EURUSD | Sell | 0.03 | - | - | 1.3369 | 1.3324 | 45.0 | 1.35 | 4h 38m | 0.42% |
12.02.2011 03:22 | 12.02.2011 15:45 | EURUSD | Sell | 0.03 | - | - | 1.3523 | 1.3478 | 45.0 | 1.35 | 12h 23m | 0.42% |
11.25.2011 03:22 | 11.25.2011 09:58 | EURUSD | Sell | 0.03 | - | - | 1.3379 | 1.3334 | 45.0 | 1.35 | 6h 36m | 0.42% |
11.18.2011 03:22 | 11.21.2011 09:15 | EURUSD | Sell | 0.03 | - | - | 1.3511 | 1.3466 | 45.0 | 1.34 | 3d | 0.42% |
11.11.2011 03:22 | 11.15.2011 09:53 | EURUSD | Sell | 0.03 | - | - | 1.3627 | 1.3582 | 45.0 | 1.33 | 4d | 0.42% |
11.04.2011 03:22 | 11.04.2011 09:10 | EURUSD | Buy | 0.03 | - | - | 1.3851 | 1.3896 | 45.0 | 1.35 | 5h 48m | 0.43% |
11.01.2011 14:04 | 11.01.2011 18:37 | EURUSD | Buy | 0.81 | - | - | 1.3667 | 1.3712 | 45.0 | 36.45 | 4h 33m | 13.06% |
10.31.2011 17:56 | 11.01.2011 14:04 | EURUSD | Buy | 0.16 | - | - | 1.3944 | 1.3664 | -280.0 | -44.78 | 20h 8m | -13.82% |
10.28.2011 03:22 | 10.31.2011 17:56 | EURUSD | Buy | 0.03 | - | - | 1.422 | 1.3941 | -279.0 | -8.37 | 3d | -2.52% |
10.21.2011 03:22 | 10.21.2011 10:10 | EURUSD | Sell | 0.03 | - | - | 1.3788 | 1.3743 | 45.0 | 1.35 | 6h 48m | 0.41% |
10.14.2011 03:22 | 10.20.2011 09:03 | EURUSD | Sell | 0.03 | - | - | 1.3748 | 1.3703 | 45.0 | 1.28 | 6d | 0.39% |
10.07.2011 03:22 | 10.07.2011 18:44 | EURUSD | Sell | 0.03 | - | - | 1.3449 | 1.3404 | 45.0 | 1.35 | 15h 22m | 0.41% |
09.30.2011 03:22 | 09.30.2011 08:46 | EURUSD | Sell | 0.03 | - | - | 1.3611 | 1.3566 | 45.0 | 1.35 | 5h 24m | 0.41% |
09.23.2011 03:22 | 09.23.2011 07:34 | EURUSD | Sell | 0.03 | - | - | 1.3542 | 1.3497 | 45.0 | 1.35 | 4h 12m | 0.41% |
09.16.2011 03:22 | 09.16.2011 09:29 | EURUSD | Sell | 0.03 | - | - | 1.3879 | 1.3834 | 45.0 | 1.35 | 6h 7m | 0.42% |
09.09.2011 03:22 | 09.09.2011 08:30 | EURUSD | Sell | 0.03 | - | - | 1.3934 | 1.3887 | 47.0 | 1.41 | 5h 8m | 0.44% |
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.