Advertisement
Strategy Settings
+39827.24% |
1.57% | |
59.48% | |
Drawdown: | 40.96% |
Balance: | $199,636.20 |
Highest: | (Jan 04) $199,636.20 |
Profit: | $199,136.20 |
Deposits: | $500.00 |
Test Started: | Dec 15, 2010 |
Test Ended: | Jan 04, 2012 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Jan 04, 2012 at 22:48 |
Trades: | 189 |
Profitability: |
|
Pips: | 5,269.0 |
Average Win: | 100.64 pips / $3,820.35 |
Average Loss: | -73.43 pips / -$2,798.76 |
Lots: | 736.47 |
Commissions: | 0 |
Longs Won: | (57/90) 63% |
Shorts Won: | (53/99) 53% |
Best Trade ($): | (Dec 21) 36,540.00 |
Worst Trade ($): | (Dec 13) -36,930.30 |
Best Trade (Pips): | (Dec 20) 150.0 |
Worst Trade (Pips): | (May 27) -176.3 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.90 |
Standard Deviation: | $7,646.23 |
Sharpe Ratio | 0.32 |
Z-Score (Probability): | 0.83 (59.34%) |
Expectancy | 27.9 Pips / $1,053.63 |
AHPR: | 3.90% |
GHPR: | 3.22% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | <0.01% | 0.02% | 0.16% | 0.75% | 2.72% | 8.07% | 20.71% | 47.54% |
Consecutive Losing Trades | 71 | 64 | 57 | 50 | 43 | 36 | 29 | 21 | 14 | 7 |
Trading Activity (189)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
01.04.2012 03:41 | 01.04.2012 18:24 | EURUSD | Sell | 17.54 | 1.3 | 1.3 | 1.30306 | 1.29447 | 85.9 | 15,066.86 | 14h 43m | 8.16% |
12.29.2011 17:30 | 01.04.2012 03:15 | EURUSD | Buy | 21.93 | 1.3 | 1.3 | 1.29397 | 1.30255 | 85.8 | 18,815.94 | 5d | 11.35% |
12.29.2011 00:40 | 12.29.2011 17:00 | EURUSD | Sell | 19.49 | 1.3 | 1.3 | 1.29043 | 1.29528 | -48.5 | -9,452.65 | 16h 20m | -5.40% |
12.22.2011 01:40 | 12.29.2011 00:17 | EURUSD | Sell | 24.36 | 1.3 | 1.3 | 1.30417 | 1.28917 | 150.0 | 36,540.00 | 6d | 26.35% |
12.21.2011 11:40 | 12.22.2011 01:15 | EURUSD | Buy | 19.49 | 1.3 | 1.3 | 1.30883 | 1.30355 | -52.8 | -10,290.72 | 13h 35m | -6.91% |
12.15.2011 08:10 | 12.21.2011 10:21 | EURUSD | Buy | 24.36 | 1.3 | 1.3 | 1.30083 | 1.31583 | 150.0 | 36,540.00 | 6d | 32.50% |
12.13.2011 20:00 | 12.15.2011 07:40 | EURUSD | Sell | 27.07 | 1.3 | 1.3 | 1.30366 | 1.30098 | 26.8 | 7,254.76 | 1d | 6.90% |
12.13.2011 11:40 | 12.13.2011 19:35 | EURUSD | Buy | 21.66 | 1.3 | 1.3 | 1.32141 | 1.30436 | -170.5 | -36,930.30 | 7h 55m | -25.99% |
12.12.2011 19:20 | 12.13.2011 11:15 | EURUSD | Sell | 17.33 | 1.3 | 1.3 | 1.31699 | 1.32282 | -58.3 | -10,103.39 | 15h 55m | -6.64% |
12.09.2011 06:40 | 12.12.2011 19:12 | EURUSD | Sell | 21.66 | 1.3 | 1.3 | 1.3325 | 1.3175 | 150.0 | 32,490.00 | 3d | 27.14% |
12.05.2011 00:40 | 12.06.2011 11:05 | EURUSD | Sell | 18.43 | 1.4 | 1.3 | 1.34097 | 1.34187 | -9.0 | -1,658.70 | 1d | -1.37% |
12.01.2011 18:00 | 12.05.2011 00:14 | EURUSD | Buy | 16.38 | 1.3 | 1.4 | 1.34433 | 1.34125 | -30.8 | -5,045.04 | 3d | -3.99% |
11.28.2011 18:25 | 11.30.2011 13:05 | EURUSD | Sell | 13.11 | 1.4 | 1.3 | 1.33263 | 1.34976 | -171.3 | -22,457.43 | 1d | -15.09% |
11.27.2011 23:05 | 11.28.2011 17:55 | EURUSD | Buy | 13.79 | 1.3 | 1.3 | 1.33125 | 1.33148 | 2.3 | 317.17 | 18h 50m | 0.21% |
11.23.2011 17:15 | 11.27.2011 22:35 | EURUSD | Sell | 15.32 | 1.4 | 1.3 | 1.33488 | 1.33053 | 43.5 | 6,664.20 | 4d | 4.70% |
11.21.2011 08:25 | 11.23.2011 17:05 | EURUSD | Sell | 19.15 | 1.3 | 1.3 | 1.34675 | 1.33575 | 110.0 | 21,065.00 | 2d | 17.43% |
11.16.2011 09:45 | 11.21.2011 06:35 | EURUSD | Buy | 17.02 | 1.3 | 1.4 | 1.35253 | 1.35119 | -13.4 | -2,280.68 | 4d | -1.85% |
11.15.2011 17:10 | 11.16.2011 09:15 | EURUSD | Sell | 15.13 | 1.4 | 1.3 | 1.35264 | 1.35327 | -6.3 | -953.19 | 16h 5m | -0.77% |
11.14.2011 16:35 | 11.15.2011 16:59 | EURUSD | Sell | 18.92 | 1.4 | 1.3 | 1.36369 | 1.35269 | 110.0 | 20,812.00 | 1d | 20.16% |
11.14.2011 08:27 | 11.14.2011 16:10 | EURUSD | Buy | 15.13 | 1.4 | 1.4 | 1.37214 | 1.36406 | -80.8 | -12,225.04 | 7h 43m | -10.59% |
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.