CSV  Discuss (0)

Strategy Settings

StartTime1
"00:00"
StopTime1
"08:00"
StartTime2
"08:00"
StopTime2
"15:00"
StartTime3
"15:00"
StopTime3
"23:59"
MagicNumber
19833
TakeProfit
0
Risk
0.01
PipValue
1
LotsDigits
2
MaxTrades
5
EntryBufferPips
0
SLBufferPips
0
MaxRetouches
0
+78.48%

2.09%
86.02%
Drawdown: 33.57%

Balance: $178,481.44
Highest: (Aug 24) $187,969.46
Profit: $78,481.44
Deposits: $100,000.00

Test Started: Aug 02, 2011
Test Ended: Aug 30, 2011
Timeframe: 5 Minutes

Model Type: Control Points
Added: Nov 26, 2011 at 21:37
Loading, please wait...
Trades: 76
Profitability:
Pips: 273.2
Average Win: 18.08 pips / $4,889.99
Average Loss: -8.13 pips / -$2,089.96
Lots: 2,517.66
Commissions: 0
Longs Won: (13/35) 37%
Shorts Won: (21/41) 51%
Best Trade ($): (Aug 09) 10,544.35
Worst Trade ($): (Aug 25) -4,449.88
Best Trade (Pips): (Aug 04) 70.3
Worst Trade (Pips): (Aug 11) -21.5
Avg. Trade Length: 3h 30m
Profit Factor: 1.89
Standard Deviation: $3,745.36
Sharpe Ratio 0.30
Z-Score (Probability): -0.02 (-1.60%)
Expectancy 3.6 Pips / $1,032.65
AHPR: 0.80%
GHPR: 0.77%
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% 0.3% 6.46%
Consecutive Losing Trades 85 77 68 60 51 43 34 26 17 9
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (76)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.30.2011 17:12 08.30.2011 17:13 EURUSD Sell 42.03 1.4 - 1.44487 1.4453 -4.3 -2,227.59 1m -1.23%
08.30.2011 11:12 08.30.2011 11:13 EURUSD Buy 63.65 1.4 - 1.44178 1.44127 -5.1 -3,882.65 1m -2.10%
08.26.2011 17:48 08.30.2011 10:24 EURUSD Sell 49.39 - - 1.44686 1.44533 15.3 6,796.06 3d 3.82%
08.25.2011 17:17 08.26.2011 16:18 EURUSD Sell 53.71 - - 1.43709 1.43586 12.3 5,924.21 23h 1m 3.45%
08.25.2011 16:30 08.25.2011 16:31 EURUSD Buy 83.96 1.4 - 1.4362 1.43577 -4.3 -4,449.88 1m -2.52%
08.25.2011 16:28 08.25.2011 16:29 EURUSD Buy 33.18 1.4 - 1.43766 1.4369 -7.6 -2,853.48 1m -1.59%
08.25.2011 09:23 08.25.2011 10:10 EURUSD Sell 26.27 1.4 - 1.4467 1.44739 -6.9 -2,075.33 47m -1.15%
08.25.2011 09:13 08.25.2011 09:21 EURUSD Sell 35.28 1.4 - 1.44587 1.44639 -5.2 -2,187.36 8m -1.19%
08.25.2011 09:07 08.25.2011 09:08 EURUSD Sell 40.37 1.4 - 1.44464 1.4451 -4.6 -2,260.72 1m -1.22%
08.24.2011 19:06 08.24.2011 19:26 EURUSD Sell 39.16 1.4 - 1.44151 1.44199 -4.8 -2,271.28 20m -1.21%
08.24.2011 15:58 08.24.2011 16:28 EURUSD Sell 27.96 1.4 - 1.44784 1.44652 13.2 3,411.12 30m 1.85%
08.24.2011 06:31 08.24.2011 07:37 EURUSD Sell 43.42 - - 1.44131 1.4397 16.1 6,556.42 1h 6m 3.68%
08.23.2011 17:31 08.24.2011 04:53 EURUSD Sell 46.39 - - 1.44087 1.43937 15.0 6,369.35 11h 22m 3.71%
08.23.2011 09:57 08.23.2011 11:02 EURUSD Sell 43.93 - - 1.44622 1.44405 21.7 9,093.51 1h 5m 5.59%
08.22.2011 09:48 08.22.2011 09:52 EURUSD Sell 35.01 1.4 - 1.44 1.44047 -4.7 -1,995.57 4m -1.21%
08.19.2011 16:03 08.19.2011 16:07 EURUSD Sell 38.74 1.4 - 1.44327 1.4437 -4.3 -2,053.22 4m -1.23%
08.19.2011 15:33 08.19.2011 15:37 EURUSD Buy 44.87 1.4 - 1.43994 1.44117 12.3 5,070.31 4m 3.14%
08.19.2011 14:28 08.19.2011 14:31 EURUSD Sell 23.68 1.4 - 1.44105 1.44174 -6.9 -1,870.72 3m -1.14%
08.18.2011 20:20 08.18.2011 21:22 EURUSD Sell 23.94 1.4 - 1.43402 1.43268 13.4 2,968.56 1h 2m 1.85%
08.18.2011 16:14 08.18.2011 16:15 EURUSD Buy 65.66 1.4 - 1.42888 1.42841 -4.7 -3,742.62 1m -2.28%

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.