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This account uses a custom start date - for full history analysis use the 'Custom Analysis' tool.

Carry Trade Portfolio Optimization

Demo (USD), Oanda , Fundamental , Manual , 1:50 , Oanda fxTrade
+39.55%
+73.38%

0.01%
1.42%
Drawdown: 5.96%

Balance: $174,889.45
Equity: (100.00%) $174,889.45
Highest: (Jan 08) $174,889.45
Profit: $74016.52
Interest $32866.75

Deposits: $100,580.24
Withdrawals: $0.00

Updated Dec 09 2020 at 14:40
Tracking 0
Description:
Portfolio optimized for best ratio of highest swap:lowest volatility.

Minimum target of 1% monthly swap.

Split-balanced for total exposure

This portfolio is inherently sensitive to broad risk appetite. As such, when it is ...

Views: 24
Broker: Oanda
Leverage: 1:50
Type: Demo
System: Fundamental
Trading: Manual
Started: Jan 24, 2014
Added: Jan 30, 2014
Timezone: GMT +0
Gain (Difference) Profit (Difference) Pips (Difference) Win% (Difference) Trades (Difference) Units (Difference)
Today - - - - - -
This Week - - - - - -
This Month - - - - - -
This Year - - - - - -
Daily
0/0
0% progress
No Daily Goals.
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Weekly
0/0
0% progress
No Weekly Goals.
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Monthly
0/1
0% progress
Gain (%) at least 2.50% 0%
0% progress
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Yearly
0/0
0% progress
No Yearly Goals.
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Trades: 64
Profitability:
Pips: 11470.7
Average Win: 313.86 pips / $1019.25
Average Loss: -301.59 pips / -$700.92
Units : 7,410,562.00
Commissions: $0.00
Longs Won: (22/23) 95%
Shorts Won: (28/41) 68%
Best Trade ($): (Mar 28) 4905.45
Worst Trade ($): (Jan 29) -2262.20
Best Trade (Pips): (Mar 04) 3151.2
Worst Trade (Pips): (Jan 29) -937.8
Avg. Trade Length: 161d
Profit Factor: 5.19
Standard Deviation: $1500.26
Sharpe Ratio 0.46
Z-Score (Probability): -2.74 (99.99%)
Expectancy 179.2 Pips / $1156.51
AHPR: 0.53%
GHPR: 0.87%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
AUDCHF 2 311.3 2997.56 0 0.0 0.00 2 311.3 2997.56 2 (100%) 0 (0%)
AUDJPY 5 594.8 4460.71 0 0.0 0.00 5 594.8 4460.71 5 (100%) 0 (0%)
CHFZAR 0 0.0 0.00 3 6015.5 4667.35 3 6015.5 4667.35 3 (100%) 0 (0%)
EURAUD 0 0.0 0.00 2 527.6 127.83 2 527.6 127.83 2 (100%) 0 (0%)
EURHUF 0 0.0 0.00 3 -1031.6 -3625.61 3 -1031.6 -3625.61 0 (0%) 3 (100%)
EURNZD 0 0.0 0.00 3 553.9 5174.79 3 553.9 5174.79 3 (100%) 0 (0%)
EURPLN 0 0.0 0.00 3 -418.3 -880.67 3 -418.3 -880.67 1 (33%) 2 (67%)
EURTRY 0 0.0 0.00 5 1513.3 4364.21 5 1513.3 4364.21 4 (80%) 1 (20%)
EURZAR 0 0.0 0.00 2 -1510.1 -1134.86 2 -1510.1 -1134.86 0 (0%) 2 (100%)
NZDCHF 2 235.7 3671.01 0 0.0 0.00 2 235.7 3671.01 2 (100%) 0 (0%)
NZDJPY 5 479.7 1890.06 0 0.0 0.00 5 479.7 1890.06 5 (100%) 0 (0%)
TRYJPY 6 408.7 9402.84 1 -3.1 -29.01 7 405.6 9373.83 5 (71%) 2 (29%)
USDHUF 0 0.0 0.00 2 3.9 12.24 2 3.9 12.24 2 (100%) 0 (0%)
USDINR 0 0.0 0.00 5 -118.2 1360.96 5 -118.2 1360.96 3 (60%) 2 (40%)
USDMXN 0 0.0 0.00 5 3828.1 3730.54 5 3828.1 3730.54 5 (100%) 0 (0%)
USDPLN 0 0.0 0.00 2 30.1 39.96 2 30.1 39.96 2 (100%) 0 (0%)
USDTHB 0 0.0 0.00 5 -1.8 183.01 5 -1.8 183.01 3 (60%) 2 (40%)
ZARJPY 3 51.2 4736.86 0 0.0 0.00 3 51.2 4736.86 3 (100%) 0 (0%)
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 250 225 200 175 150 125 100 75 50 25
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Data includes last 200 transactions based on the analysed history.
No data to display
Open Date Close date Symbol Action Units SL
(Pips)
TP
(Pips)
Open Price Close Price Pips Profit
(USD)
Duration Gain
03.28.2014 14:49 01.08.2016 22:21 USDTHB Sell 7458.00 - - 32.42000 32.42000 0.0 0.00 651d 0.00% 32.42000,32.768,31.746,31.788,33.016,32.960,32.041,32.529,35.785,36.481,35.126,36.305,32.420
03.28.2014 14:49 01.08.2016 22:21 USDPLN Sell 12947.00 - - 3.03020 3.03020 0.0 0.00 651d 0.00% 3.03020,3.00040,3.13850,3.12542,3.40798,3.36372,3.95221,3.52408,3.84032,3.67361,4.03731,3.99071,3.03020
03.28.2014 14:49 01.08.2016 22:21 CHFZAR Sell 42141.00 - - 11.94921 11.94921 0.0 0.00 651d 0.00%
03.28.2014 14:49 01.08.2016 22:21 USDHUF Sell 22682.00 - - 224.54700 224.54700 0.0 0.00 651d 0.00%
03.28.2014 14:47 01.08.2016 22:21 EURNZD Sell 42200.00 - - 1.58560 1.58560 0.0 0.00 651d 0.00% 1.58560,1.62184,1.54194,1.55494,1.63325,1.60560,1.39811,1.42207,1.79210,1.80024,1.58794,1.66861,1.58560
03.28.2014 14:47 01.08.2016 22:21 EURAUD Sell 843.00 - - 1.48704 1.48704 0.0 0.00 651d 0.00% 1.48704,1.49597,1.42370,1.38099,1.50990,1.52168,1.37375,1.36879,1.62360,1.61273,1.45170,1.57090,1.48704
03.28.2014 14:47 01.08.2016 22:21 EURTRY Sell 51145.00 - - 3.00992 3.00992 0.0 0.00 651d 0.00% 3.00992,2.80941,2.91101,2.75081,2.95175,2.63322,2.85764,3.41779,3.45714,3.00352,3.29599,3.00992
03.28.2014 14:46 01.08.2016 22:21 USDMXN Sell 42667.00 - - 13.07480 13.07480 0.0 0.00 651d 0.00% 13.07480,12.8395,13.2940,13.0298,14.7774,14.4872,15.6218,15.0101,17.2009,16.3808,17.9279,17.9279,13.0748
03.28.2014 14:48 01.08.2016 22:21 ZARJPY Buy 527606.00 - - 9.70200 9.70200 0.0 0.00 651d 0.00% 9.70200,9.889,9.401,9.480,10.777,10.417,9.729,10.272,8.939,9.129,7.193,7.193,9.702
03.28.2014 14:48 01.08.2016 22:21 NZDCHF Buy 44405.00 - - 0.76908 0.76908 0.0 0.00 651d 0.00% 0.76908,0.75125,0.78696,0.77540,0.73842,0.79623,0.64827,0.73668,0.60203,0.60633,0.68450,0.65065,0.76908
03.28.2014 14:48 01.08.2016 22:21 NZDJPY Buy 1300.00 - - 89.13000 89.13000 0.0 0.00 651d 0.00% 89.13000,86.361,89.663,83.935,93.674,93.935,85.331,91.759,76.671,74.617,83.030,76.824,89.130
03.28.2014 14:48 01.08.2016 22:21 AUDCHF Buy 27453.00 - - 0.82027 0.82027 0.0 0.00 651d 0.00% 0.82027,0.81379,0.85296,0.87320,0.79481,0.83301,0.68762,0.76631,0.66539,0.67090,0.75111,0.69141,0.82027
03.28.2014 14:47 01.08.2016 22:21 AUDJPY Buy 15520.00 - - 95.04400 95.04400 0.0 0.00 651d 0.00% 95.04400,93.645,96.395,93.082,102.082,98.056,90.674,96.714,84.727,90.381,81.639,81.639,95.044
03.28.2014 14:47 01.08.2016 22:21 TRYJPY Buy 103164.00 - - 46.96500 46.96500 0.0 0.00 651d 0.00%
01.08.2016 21:00 01.08.2016 21:00 ZARJPY Interest 0.00 - - 0.00000 0.00000 0.0 4.34 0s 0.00%
01.08.2016 21:00 01.08.2016 21:00 USDTHB Interest 0.00 - - 0.00000 0.00000 0.0 0.50 0s 0.00%
01.08.2016 21:00 01.08.2016 21:00 USDPLN Interest 0.00 - - 0.00000 0.00000 0.0 0.05 0s 0.00%
01.08.2016 21:00 01.08.2016 21:00 USDMXN Interest 0.00 - - 0.00000 0.00000 0.0 1.62 0s 0.00%
01.08.2016 21:00 01.08.2016 21:00 USDHUF Interest 0.00 - - 0.00000 0.00000 0.0 0.23 0s 0.00%
01.08.2016 21:00 01.08.2016 21:00 TRYJPY Interest 0.00 - - 0.00000 0.00000 0.0 5.69 0s 0.00%
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Account USV