CSV  Discuss (0)

Strategy Settings

RISK
3%
+155800.14%

0.7%
23.13%
Drawdown: 33.71%

Balance: $1,559,001.38
Highest: (Dec 30) $1,564,354.33
Profit: $1,558,001.38
Deposits: $1,000.00

Test Started: Feb 04, 2008
Test Ended: Dec 30, 2010
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Feb 17, 2016 at 13:52
Loading, please wait...
Trades: 1,319
Profitability:
Pips: 19,826.9
Average Win: 22.90 pips / $1,778.48
Average Loss: -29.81 pips / -$2,220.59
Lots: 18,609.74
Commissions: 0
Longs Won: (593/720) 82%
Shorts Won: (529/599) 88%
Best Trade ($): (Nov 03) 21,611.31
Worst Trade ($): (Nov 03) -21,268.94
Best Trade (Pips): (Sep 08) 100.0
Worst Trade (Pips): (Oct 22) -136.9
Avg. Trade Length: 2h 44m
Profit Factor: 4.56
Standard Deviation: $3,229.46
Sharpe Ratio 0.56
Z-Score (Probability): 2.64 (99.17%)
Expectancy 15.0 Pips / $1,181.20
AHPR: 0.56%
GHPR: 0.56%
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% <0.01%
Consecutive Losing Trades 702 632 562 492 421 351 281 211 140 70
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1319)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2010 23:00 12.30.2010 23:59 GBPCAD Sell 70.57 - 1.5 1.54208 1.54302 -9.4 -5,352.95 59m -0.34%
12.29.2010 23:43 12.30.2010 01:18 GBPCAD Buy 69.84 - 1.6 1.54918 1.55067 14.9 7,509.67 1h 35m 0.48%
12.29.2010 23:00 12.29.2010 23:43 GBPCAD Sell 69.84 - 1.5 1.55069 1.54918 15.1 8,509.93 43m 0.55%
12.28.2010 23:06 12.29.2010 08:21 GBPCAD Sell 69.84 - 1.5 1.53815 1.53813 0.2 84.78 9h 15m 0.01%
12.28.2010 04:35 12.28.2010 06:02 GBPCAD Sell 69.84 - - 1.5571 1.55484 22.6 12,736.71 1h 27m 0.83%
12.27.2010 23:01 12.28.2010 06:02 GBPCAD Sell 69.84 - 1.5 1.5526 1.55484 -22.4 -12,651.93 7h 1m -0.82%
12.27.2010 00:00 12.27.2010 02:03 GBPCAD Sell 69.40 - 1.5 1.55685 1.55513 17.2 9,632.35 2h 3m 0.63%
12.23.2010 23:00 12.24.2010 03:13 GBPCAD Sell 69.40 - 1.5 1.55733 1.55732 0.1 28.24 4h 13m 0.00%
12.23.2010 00:00 12.23.2010 09:03 GBPCAD Sell 69.40 - 1.5 1.55935 1.55934 0.1 56.00 9h 3m 0.00%
12.22.2010 00:53 12.22.2010 01:12 GBPCAD Sell 68.97 - 1.6 1.57366 1.57284 8.2 4,563.72 19m 0.30%
12.21.2010 23:03 12.22.2010 00:53 GBPCAD Buy 68.97 - 1.6 1.57271 1.57366 9.5 4,995.31 1h 50m 0.33%
12.20.2010 23:00 12.21.2010 01:16 GBPCAD Buy 68.66 - 1.6 1.57715 1.57845 13.0 6,912.22 2h 16m 0.45%
12.20.2010 00:04 12.20.2010 01:26 GBPCAD Sell 68.20 - 1.6 1.57076 1.56894 18.2 10,016.22 1h 22m 0.66%
12.16.2010 23:00 12.17.2010 01:07 GBPCAD Sell 68.00 - 1.6 1.57217 1.57133 8.4 4,582.12 2h 7m 0.30%
12.15.2010 23:31 12.16.2010 02:53 GBPCAD Sell 67.85 - 1.6 1.56195 1.56132 6.3 3,367.94 3h 22m 0.22%
12.14.2010 23:02 12.15.2010 01:55 GBPCAD Buy 67.69 - 1.6 1.58643 1.58711 6.8 3,427.69 2h 53m 0.23%
12.13.2010 23:07 12.14.2010 01:53 GBPCAD Buy 67.47 - 1.6 1.59742 1.59836 9.4 4,832.26 2h 46m 0.32%
12.13.2010 00:48 12.13.2010 02:45 GBPCAD Sell 67.31 - 1.6 1.59528 1.59463 6.5 3,530.54 1h 57m 0.24%
12.09.2010 23:00 12.10.2010 02:03 GBPCAD Sell 67.27 - 1.6 1.59318 1.59301 1.7 895.91 3h 3m 0.06%
12.09.2010 00:14 12.09.2010 01:28 GBPCAD Buy 66.77 - 1.6 1.59673 1.59795 12.2 6,574.03 1h 14m 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.