CSV  Discuss (0)

Strategy Settings

AnzeigeLong
true
Risiko
0.42
IncreaseRiskMax
0.54
MoneyMangement_Inte...
1
MoneyMangement_Equi...
1
MinimumLotsize
0.1
sub_02
true
sub_03
true
sub_04
true
sub_05
true
sub_06
true
sub_07
true
sub_08
true
sub_09
true
sub_10
true
+536515.01%

0.3%
9.38%
Drawdown: 62.05%

Balance: $53,661,502.24
Highest: (Jun 20) $56,222,342.16
Profit: $53,651,500.64
Deposits: $10,000.00

Test Started: Oct 03, 2005
Test Ended: Aug 15, 2013
Timeframe: 5 Minutes

Model Type: n/a
Added: Feb 15, 2014 at 09:45
Loading, please wait...
Trades: 17,206
Profitability:
Pips: 59,198.3
Average Win: 36.65 pips / $27,036.72
Average Loss: -64.11 pips / -$45,532.89
Lots: 1,659,411.04
Commissions: 0
Longs Won: (3,969/7,469) 53%
Shorts Won: (7,566/9,737) 77%
Best Trade ($): (Jul 22) 1,489,637.43
Worst Trade ($): (Jun 26) -1,494,517.39
Best Trade (Pips): (Nov 21) 162.0
Worst Trade (Pips): (Jan 08) -173.0
Avg. Trade Length: 18h 48m
Profit Factor: 1.21
Standard Deviation: $103,609.59
Sharpe Ratio 0.05
Z-Score (Probability): -51.33 (99.99%)
Expectancy 3.4 Pips / $3,118.19
AHPR: 0.05%
GHPR: 0.05%
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% 0.1% 3.78%
Consecutive Losing Trades 1178 1060 942 824 707 589 471 353 236 118
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (17206)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.15.2013 10:25 08.15.2013 21:00 EURUSD Buy 1933.65 1.3 1.3 1.32834 1.33395 56.1 813,207.13 10h 35m 1.57%
08.15.2013 10:35 08.15.2013 21:00 EURUSD Buy 2359.18 1.3 1.3 1.32868 1.33395 52.7 932,034.83 10h 25m 1.77%
08.13.2013 14:10 08.15.2013 17:07 EURUSD Buy 278.40 1.3 1.3 1.33004 1.3208 -92.4 -195,316.53 2d -0.37%
08.13.2013 10:45 08.15.2013 17:03 EURUSD Buy 1312.25 1.3 1.3 1.33022 1.3215 -87.2 -868,516.88 2d -1.64%
08.13.2013 11:30 08.15.2013 17:03 EURUSD Buy 249.53 1.3 1.3 1.32871 1.32142 -72.9 -138,159.66 2d -0.26%
08.14.2013 21:00 08.15.2013 16:51 EURUSD Buy 286.69 1.3 1.3 1.32537 1.3219 -34.7 -75,684.71 19h 51m -0.14%
08.14.2013 11:55 08.15.2013 15:55 EURUSD Buy 393.59 1.3 1.3 1.32648 1.32237 -41.1 -122,919.84 1d -0.23%
08.14.2013 13:00 08.15.2013 15:37 EURUSD Buy 1031.84 1.3 1.3 1.3244 1.32347 -9.3 -74,048.78 1d -0.14%
08.13.2013 08:30 08.15.2013 15:37 EURUSD Buy 290.25 1.3 1.3 1.33034 1.32284 -75.0 -165,138.90 2d -0.31%
08.14.2013 04:35 08.15.2013 15:37 EURUSD Buy 411.29 1.3 1.3 1.32578 1.32257 -32.1 -100,439.12 1d -0.19%
08.13.2013 16:00 08.15.2013 15:37 EURUSD Buy 1647.25 1.3 1.3 1.32592 1.32326 -26.6 -334,409.37 1d -0.62%
08.14.2013 21:00 08.15.2013 15:36 EURUSD Buy 228.73 1.3 1.3 1.32537 1.32407 -13.0 -22,799.26 18h 36m -0.04%
08.14.2013 04:00 08.14.2013 09:00 EURUSD Buy 415.67 1.3 1.3 1.32635 1.32757 12.2 38,198.92 5h 0m 0.07%
08.12.2013 20:50 08.13.2013 17:04 EURUSD Buy 393.59 1.3 1.3 1.33087 1.32428 -65.9 -196,057.77 20h 14m -0.36%
08.12.2013 10:55 08.13.2013 17:04 EURUSD Buy 411.29 1.3 1.3 1.33088 1.3241 -67.8 -210,805.78 1d -0.39%
08.13.2013 08:30 08.13.2013 16:34 EURUSD Buy 228.73 1.3 1.3 1.33034 1.32485 -54.9 -94,783.34 8h 4m -0.17%
08.07.2013 00:00 08.13.2013 10:45 EURUSD Sell 1192.96 1.3 1.3 1.33035 1.33022 1.3 10,470.39 6d 0.02%
08.12.2013 12:40 08.13.2013 09:26 EURUSD Buy 415.67 1.3 1.3 1.3298 1.3314 16.0 49,745.08 20h 46m 0.09%
08.12.2013 00:15 08.12.2013 15:01 EURUSD Buy 228.73 1.3 1.3 1.33382 1.32858 -52.4 -90,213.18 14h 46m -0.17%
08.09.2013 02:50 08.12.2013 11:05 EURUSD Buy 2280.51 1.3 1.3 1.33813 1.33016 -79.7 -1,367,572.91 3d -2.45%

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.