Strategy Settings
| +3160.39% |
| 0.24% | |
| 7.44% | |
| Drawdown: | 54.97% |
| Balance: | $32,603.98 |
| Highest: | (Dec 30) $32,705.98 |
| Profit: | $31,603.91 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 03, 2011 |
| Test Ended: | Dec 30, 2014 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Feb 17, 2016 at 13:57 |
| Trades: | 1,593 |
| Profitability: | |
| Pips: | 7,722.0 |
| Average Win: | 9.22 pips / $35.10 |
| Average Loss: | -41.98 pips / -$143.70 |
| Lots: | 709.12 |
| Commissions: | 0 |
| Longs Won: | (772/825) 93% |
| Shorts Won: | (685/768) 89% |
| Best Trade ($): | (Jun 20) 2,071.40 |
| Worst Trade ($): | (Jun 20) -1,028.94 |
| Best Trade (Pips): | (Feb 25) 79.6 |
| Worst Trade (Pips): | (Feb 27) -174.9 |
| Avg. Trade Length: | 5h 29m |
| Profit Factor: | 2.62 |
| Standard Deviation: | $115.26 |
| Sharpe Ratio | 0.23 |
| Z-Score (Probability): | -5.51 (99.99%) |
| Expectancy | 4.8 Pips / $19.84 |
| AHPR: | 0.23% |
| GHPR: | 0.22% |
| 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 | 227 | 204 | 182 | 159 | 136 | 113 | 91 | 68 | 45 | 23 |
Trading Activity (1593)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.30.2014 23:14 | 12.30.2014 23:59 | GBPCAD | Sell | 1.47 | - | 1.8 | 1.80598 | 1.80684 | -8.6 | -102.00 | 45m | -0.31% |
| 12.29.2014 23:30 | 12.30.2014 02:39 | GBPCAD | Sell | 1.45 | - | 1.8 | 1.80634 | 1.80551 | 8.3 | 96.52 | 3h 9m | 0.30% |
| 12.29.2014 23:00 | 12.29.2014 23:30 | GBPCAD | Buy | 1.45 | - | 1.8 | 1.80409 | 1.80634 | 22.5 | 263.26 | 30m | 0.81% |
| 12.29.2014 00:50 | 12.29.2014 10:36 | GBPCAD | Sell | 1.45 | - | 1.8 | 1.80845 | 1.80837 | 0.8 | 9.36 | 9h 46m | 0.03% |
| 12.29.2014 00:29 | 12.29.2014 00:50 | GBPCAD | Buy | 1.44 | - | 1.8 | 1.80752 | 1.80845 | 9.3 | 108.06 | 21m | 0.34% |
| 12.29.2014 00:26 | 12.29.2014 00:29 | GBPCAD | Sell | 1.44 | - | 1.8 | 1.80845 | 1.80752 | 9.3 | 108.05 | 3m | 0.34% |
| 12.29.2014 00:18 | 12.29.2014 00:26 | GBPCAD | Buy | 1.43 | - | 1.8 | 1.80758 | 1.80845 | 8.7 | 100.39 | 8m | 0.31% |
| 12.29.2014 00:16 | 12.29.2014 00:18 | GBPCAD | Sell | 1.43 | - | 1.8 | 1.80847 | 1.80758 | 8.9 | 102.68 | 2m | 0.32% |
| 12.29.2014 00:09 | 12.29.2014 00:16 | GBPCAD | Buy | 1.43 | - | 1.8 | 1.80768 | 1.80847 | 7.9 | 91.16 | 7m | 0.29% |
| 12.23.2014 11:31 | 12.24.2014 17:21 | GBPCAD | Buy | 1.43 | - | - | 1.80884 | 1.80893 | 0.9 | 4.32 | 1d | 0.01% |
| 12.22.2014 23:00 | 12.24.2014 17:21 | GBPCAD | Buy | 1.43 | - | 1.8 | 1.81334 | 1.80893 | -44.1 | -521.00 | 1d | -1.64% |
| 12.23.2014 17:02 | 12.24.2014 17:21 | GBPCAD | Buy | 1.43 | - | - | 1.80431 | 1.80893 | 46.2 | 527.04 | 1d | 1.68% |
| 12.23.2014 23:00 | 12.24.2014 04:15 | GBPCAD | Sell | 1.43 | - | 1.8 | 1.80315 | 1.80314 | 0.1 | 0.58 | 5h 15m | 0.00% |
| 12.22.2014 00:00 | 12.22.2014 01:30 | GBPCAD | Buy | 1.42 | - | 1.8 | 1.81338 | 1.81456 | 11.8 | 135.20 | 1h 30m | 0.43% |
| 12.19.2014 07:03 | 12.19.2014 09:02 | GBPCAD | Buy | 1.42 | - | - | 1.81149 | 1.81381 | 23.2 | 265.81 | 1h 59m | 0.85% |
| 12.18.2014 23:33 | 12.19.2014 09:02 | GBPCAD | Buy | 1.42 | - | 1.8 | 1.81603 | 1.81381 | -22.2 | -260.37 | 9h 29m | -0.82% |
| 12.18.2014 23:00 | 12.18.2014 23:33 | GBPCAD | Sell | 1.42 | - | 1.8 | 1.81775 | 1.81603 | 17.2 | 197.04 | 33m | 0.63% |
| 12.17.2014 23:00 | 12.18.2014 04:49 | GBPCAD | Buy | 1.41 | - | 1.8 | 1.81222 | 1.81357 | 13.5 | 135.64 | 5h 49m | 0.43% |
| 12.16.2014 23:33 | 12.17.2014 02:36 | GBPCAD | Sell | 1.40 | - | 1.8 | 1.83135 | 1.83042 | 9.3 | 104.48 | 3h 3m | 0.33% |
| 12.16.2014 23:13 | 12.16.2014 23:33 | GBPCAD | Buy | 1.40 | - | 1.8 | 1.82961 | 1.83135 | 17.4 | 196.54 | 20m | 0.63% |
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.
