CSV  Discuss (0)

Strategy Settings

EANumber
1
TradeComment
"Adaptive ...
InstrumentName
"USDCHF"
MaxTradesPerSymbol
3
Slippage
2
AdvertisedSpread
1.9
UseCurrATR
true
UseCommATR
false
CurrMaxVolatility
217
CommMaxVolatility
45
Lots
1
MaximumRisk
0.01
MaxLotSize
2.15
DecreaseFactor
6
UseStopLoss
true
+37.49%

0.02%
0.54%
Drawdown: 8.30%

Balance: $68,743.40
Highest: (Apr 22) $70,471.57
Profit: $18,743.47
Deposits: $50,000.00

Test Started: Oct 05, 2009
Test Ended: Jul 30, 2014
Timeframe: 15 Minutes

Model Type: Open Prices
Added: Aug 17, 2014 at 19:10
Loading, please wait...
Trades: 161
Profitability:
Pips: 750.7
Average Win: 29.43 pips / $621.72
Average Loss: -27.54 pips / -$540.47
Lots: 308.07
Commissions: 0
Longs Won: (45/81) 55%
Shorts Won: (46/80) 57%
Best Trade ($): (Aug 10) 1,155.23
Worst Trade ($): (Jun 29) -1,245.55
Best Trade (Pips): (Nov 05) 39.0
Worst Trade (Pips): (Jun 29) -55.6
Avg. Trade Length: 15h 12m
Profit Factor: 1.50
Standard Deviation: $630.96
Sharpe Ratio 0.20
Z-Score (Probability): -1.55 (-88.52%)
Expectancy 4.7 Pips / $116.42
AHPR: 0.20%
GHPR: 0.20%
Loading, please wait...
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% 1.47%
Consecutive Losing Trades 127 114 102 89 76 64 51 38 25 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (161)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.30.2014 21:15 07.30.2014 23:59 USDCHF Buy 2.15 0.9 0.9 0.90881 0.90745 -13.6 -322.22 2h 44m -0.47%
07.30.2014 04:45 07.30.2014 16:00 USDCHF Buy 2.15 0.9 0.9 0.9067 0.90958 28.8 680.75 11h 15m 1.00%
07.28.2014 09:45 07.29.2014 19:15 USDCHF Buy 1.08 0.9 0.9 0.90475 0.90721 24.6 292.85 1d 0.43%
07.07.2014 10:45 07.08.2014 17:00 USDCHF Buy 1.43 0.9 0.9 0.8951 0.89251 -25.9 -414.98 1d -0.61%
07.01.2014 05:15 07.02.2014 15:30 USDCHF Sell 2.15 0.9 0.9 0.88695 0.8896 -26.5 -644.27 1d -0.92%
07.01.2014 05:45 07.02.2014 15:30 USDCHF Sell 2.15 0.9 0.9 0.88712 0.8896 -24.8 -603.18 1d -0.87%
06.18.2014 21:15 06.19.2014 09:15 USDCHF Sell 1.43 0.9 0.9 0.89806 0.89531 27.5 431.64 12h 0m 0.62%
06.06.2014 11:15 06.09.2014 12:45 USDCHF Sell 2.15 0.9 0.9 0.89225 0.89493 -26.8 -647.66 3d -0.93%
05.29.2014 03:45 05.29.2014 12:15 USDCHF Buy 2.15 0.9 0.9 0.89805 0.89664 -14.1 -338.10 8h 30m -0.48%
05.21.2014 21:45 05.23.2014 11:45 USDCHF Buy 1.43 0.9 0.9 0.89352 0.89668 31.6 503.95 1d 0.72%
05.01.2014 16:45 05.02.2014 10:45 USDCHF Sell 2.15 0.9 0.9 0.87907 0.88045 -13.8 -340.80 18h 0m -0.48%
05.01.2014 17:45 05.02.2014 10:45 USDCHF Sell 2.15 0.9 0.9 0.87913 0.88045 -13.2 -326.15 17h 0m -0.47%
04.18.2014 08:45 04.22.2014 09:15 USDCHF Buy 2.15 0.9 0.9 0.88309 0.88551 24.2 587.57 4d 0.84%
04.18.2014 09:45 04.21.2014 19:15 USDCHF Buy 2.15 0.9 0.9 0.8827 0.88519 24.9 604.79 3d 0.87%
04.10.2014 09:30 04.10.2014 12:45 USDCHF Sell 2.15 0.9 0.9 0.8804 0.87796 24.4 597.52 3h 15m 0.87%
03.25.2014 07:45 03.25.2014 12:45 USDCHF Sell 2.15 0.9 0.9 0.88118 0.88246 -12.8 -311.86 5h 0m -0.45%
03.20.2014 18:45 03.24.2014 15:00 USDCHF Buy 2.15 0.9 0.9 0.88384 0.88636 25.2 611.26 3d 0.89%
03.20.2014 09:15 03.20.2014 12:30 USDCHF Buy 2.15 0.9 0.9 0.88075 0.88337 26.2 637.67 3h 15m 0.94%
03.20.2014 10:45 03.20.2014 12:15 USDCHF Buy 2.15 0.9 0.9 0.88026 0.88296 27.0 657.45 1h 30m 0.98%
03.13.2014 03:15 03.13.2014 10:00 USDCHF Sell 1.43 0.9 0.9 0.87456 0.87214 24.2 396.79 6h 45m 0.59%

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.