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
0.02
PipValue
1
LotsDigits
2
MaxTrades
5
EntryBufferPips
5
SLBufferPips
0
MaxRetouches
0
+543.51%

0.09%
2.59%
Drawdown: 19.09%

Balance: $64,350.67
Highest: (Nov 23) $72,717.43
Profit: $54,350.61
Deposits: $10,000.00

Test Started: Jan 03, 2005
Test Ended: Dec 31, 2010
Timeframe: 4 Hours

Model Type: Control Points
Added: Nov 28, 2011 at 05:10
Loading, please wait...
Trades: 292
Profitability:
Pips: 3,495.9
Average Win: 91.10 pips / $1,759.65
Average Loss: -28.62 pips / -$621.01
Lots: 663.19
Commissions: 0
Longs Won: (64/156) 41%
Shorts Won: (35/136) 25%
Best Trade ($): (Sep 21) 4,246.21
Worst Trade ($): (Nov 26) -1,420.86
Best Trade (Pips): (Nov 07) 178.8
Worst Trade (Pips): (Jul 20) -45.6
Avg. Trade Length: 17h 1m
Profit Factor: 1.45
Standard Deviation: $1,294.68
Sharpe Ratio 0.19
Z-Score (Probability): 2.44 (98.53%)
Expectancy 12.0 Pips / $186.13
AHPR: 0.71%
GHPR: 0.64%
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% 0.07% 0.64% 4.26% 22.53%
Consecutive Losing Trades 104 93 83 73 62 52 41 31 21 10
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (292)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.31.2010 07:20 12.31.2010 16:20 EURUSD Sell 3.38 1.3 - 1.33627 1.33997 -37.0 -1,284.40 9h 0m -1.96%
12.22.2010 14:40 12.23.2010 14:30 EURUSD Buy 4.46 1.3 - 1.31014 1.30732 -28.2 -1,306.33 23h 50m -1.95%
12.21.2010 02:20 12.21.2010 02:40 EURUSD Sell 4.14 1.3 - 1.31511 1.31823 -31.2 -1,333.08 20m -1.95%
12.17.2010 11:15 12.17.2010 15:30 EURUSD Sell 2.98 1.3 - 1.33581 1.3234 124.1 3,668.38 4h 15m 5.68%
12.17.2010 04:30 12.17.2010 07:33 EURUSD Sell 3.91 1.3 - 1.32901 1.3322 -31.9 -1,286.39 3h 3m -1.95%
12.08.2010 05:05 12.08.2010 08:40 EURUSD Buy 5.17 1.3 - 1.32171 1.31929 -24.2 -1,302.84 3h 35m -1.94%
12.03.2010 14:40 12.03.2010 17:05 EURUSD Sell 3.50 1.3 - 1.33486 1.3386 -37.4 -1,344.00 2h 25m -1.96%
12.01.2010 11:40 12.01.2010 17:40 EURUSD Sell 3.80 1.3 - 1.31141 1.31491 -35.0 -1,368.00 6h 0m -1.96%
11.29.2010 13:40 11.29.2010 15:20 EURUSD Buy 4.54 1.3 - 1.31382 1.31086 -29.6 -1,389.24 1h 40m -1.95%
11.26.2010 04:05 11.26.2010 07:30 EURUSD Buy 3.98 1.3 - 1.33209 1.32862 -34.7 -1,420.86 3h 25m -1.95%
11.23.2010 07:40 11.23.2010 09:40 EURUSD Buy 7.10 1.4 - 1.35276 1.35878 60.2 4,203.20 2h 0m 6.13%
11.22.2010 08:15 11.22.2010 13:30 EURUSD Sell 3.55 1.4 - 1.37853 1.36778 107.5 3,780.75 5h 15m 5.84%
11.16.2010 18:30 11.18.2010 07:05 EURUSD Buy 2.95 1.3 - 1.34821 1.36047 122.6 3,583.66 1d 5.86%
11.08.2010 11:40 11.09.2010 00:40 EURUSD Buy 3.27 1.4 - 1.38999 1.38636 -36.3 -1,220.69 13h 0m -1.96%
11.05.2010 11:30 11.05.2010 11:40 EURUSD Buy 4.66 1.4 - 1.41275 1.4102 -25.5 -1,234.90 10m -1.94%
10.14.2010 03:40 10.14.2010 09:30 EURUSD Sell 4.80 1.4 - 1.40851 1.41103 -25.2 -1,257.60 5h 50m -1.94%
10.05.2010 01:30 10.05.2010 09:30 EURUSD Buy 3.90 1.4 - 1.36586 1.37486 90.0 3,471.00 8h 0m 5.65%
09.29.2010 20:40 09.30.2010 14:40 EURUSD Sell 3.72 1.4 - 1.36461 1.3678 -31.9 -1,254.01 18h 0m -2.00%
09.28.2010 16:30 09.28.2010 17:30 EURUSD Sell 3.22 1.4 - 1.35247 1.35626 -37.9 -1,252.58 1h 0m -1.96%
09.22.2010 11:40 09.22.2010 15:30 EURUSD Sell 4.99 1.3 - 1.33904 1.34147 -24.3 -1,262.47 3h 50m -1.94%

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.