CSV  Discuss (0)

Strategy Settings

LotSize
0.1
Magic
740714
FIFO
false
ClosePreviousSessio...
2
InternalControl
true
ManualTradeControl
false
MaxTradesPerSideAll...
99
BotComment
"Forex Inv...
FastVolatilityBase
5
SlowVolatilityBase
60
VolatilityFactor
3
SupportFastVolatili...
5
SupporVolatilityFac...
2
ProfitTarget
0.2
StopLoss
0.2
+28.04%

0.02%
0.74%
Drawdown: 3.55%

Balance: $12,803.68
Highest: (Feb 07) $12,803.68
Profit: $2,803.68
Deposits: $10,000.00

Test Started: May 13, 2010
Test Ended: Feb 07, 2013
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Feb 13, 2013 at 16:44
Loading, please wait...
Trades: 188
Profitability:
Pips: 2,902.6
Average Win: 40.53 pips / $40.00
Average Loss: -29.87 pips / -$30.39
Lots: 18.80
Commissions: 0
Longs Won: (58/95) 61%
Shorts Won: (63/93) 67%
Best Trade ($): (Feb 07) 123.48
Worst Trade ($): (Sep 06) -93.32
Best Trade (Pips): (Feb 07) 124.0
Worst Trade (Pips): (Sep 06) -92.8
Avg. Trade Length: 4h 0m
Profit Factor: 2.38
Standard Deviation: $39.83
Sharpe Ratio 0.00
Z-Score (Probability): -2.51 (-111.81%)
Expectancy 15.4 Pips / $14.91
AHPR: 0.13%
GHPR: 0.13%
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% <0.01% <0.01%
Consecutive Losing Trades 421 379 337 295 253 211 168 126 84 42
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (188)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
02.07.2013 15:45 02.07.2013 17:45 EURUSD Sell 0.10 - - 1.35134 1.33894 124.0 123.48 2h 0m 0.97%
02.07.2013 16:45 02.07.2013 17:15 EURUSD Sell 0.10 - - 1.34476 1.34052 42.4 41.88 30m 0.33%
02.07.2013 16:15 02.07.2013 17:15 EURUSD Sell 0.10 - - 1.3473 1.34052 67.8 67.28 1h 0m 0.54%
02.07.2013 10:30 02.07.2013 15:15 EURUSD Buy 0.10 - - 1.35678 1.35465 -21.3 -21.82 4h 45m -0.17%
02.05.2013 10:30 02.05.2013 12:45 EURUSD Buy 0.10 - - 1.35131 1.35464 33.3 32.78 2h 15m 0.26%
02.05.2013 11:15 02.05.2013 12:15 EURUSD Buy 0.10 - - 1.35407 1.35227 -18.0 -18.52 1h 0m -0.15%
02.01.2013 18:15 02.01.2013 20:00 EURUSD Buy 0.10 - - 1.36962 1.36708 -25.4 -25.92 1h 45m -0.21%
02.01.2013 12:00 02.01.2013 13:15 EURUSD Buy 0.10 - - 1.36691 1.3645 -24.1 -24.62 1h 15m -0.19%
01.12.2012 16:00 01.12.2012 16:45 EURUSD Buy 0.10 - - 1.2819 1.27917 -27.3 -27.82 45m -0.22%
01.11.2012 12:30 01.11.2012 14:00 EURUSD Sell 0.10 - - 1.26997 1.27185 -18.8 -19.32 1h 30m -0.15%
01.06.2012 15:00 01.06.2012 15:15 EURUSD Sell 0.10 - - 1.27316 1.27579 -26.3 -26.82 15m -0.21%
01.05.2012 10:15 01.05.2012 11:15 EURUSD Sell 0.10 - - 1.28701 1.28456 24.5 23.98 1h 0m 0.19%
12.28.2011 15:30 12.28.2011 18:00 EURUSD Sell 0.10 - - 1.30132 1.29231 90.1 89.58 2h 30m 0.71%
12.28.2011 16:45 12.28.2011 17:45 EURUSD Sell 0.10 - - 1.29507 1.29285 22.2 21.68 1h 0m 0.17%
12.28.2011 16:15 12.28.2011 16:30 EURUSD Sell 0.10 - - 1.29914 1.29575 33.9 33.38 15m 0.27%
12.28.2011 16:00 12.28.2011 16:30 EURUSD Sell 0.10 - - 1.29841 1.29575 26.6 26.08 30m 0.21%
12.21.2011 12:15 12.21.2011 14:15 EURUSD Sell 0.10 - - 1.30949 1.30528 42.1 41.58 2h 0m 0.33%
12.21.2011 12:00 12.21.2011 14:15 EURUSD Sell 0.10 - - 1.31037 1.30528 50.9 50.38 2h 15m 0.41%
12.21.2011 12:45 12.21.2011 13:45 EURUSD Sell 0.10 - - 1.30868 1.30756 11.2 10.68 1h 0m 0.09%
12.20.2011 11:00 12.20.2011 14:45 EURUSD Buy 0.10 - - 1.30767 1.31033 26.6 26.08 3h 45m 0.21%

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.