+252.41% |
0.35% | |
11% | |
Drawdown: | 16.03% |
Balance: | $35,240.67 |
Highest: | (Dec 27) $36,474.11 |
Profit: | $25,240.62 |
Deposits: | $10,000.00 |
Test Started: | Jan 01, 2004 |
Test Ended: | Dec 28, 2004 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Apr 16, 2016 at 05:45 |
Trades: | 130 |
Profitability: | |
Pips: | 2,682.9 |
Average Win: | 40.62 pips / $404.21 |
Average Loss: | -24.33 pips / -$278.46 |
Lots: | 140.09 |
Commissions: | 0 |
Longs Won: | (57/85) 67% |
Shorts Won: | (33/45) 73% |
Best Trade ($): | (Dec 16) 1,080.24 |
Worst Trade ($): | (Dec 02) -536.80 |
Best Trade (Pips): | (Mar 03) 98.5 |
Worst Trade (Pips): | (Feb 09) -42.7 |
Avg. Trade Length: | 13h 57m |
Profit Factor: | 3.27 |
Standard Deviation: | $396.08 |
Sharpe Ratio | 0.57 |
Z-Score (Probability): | -2.67 (-118.12%) |
Expectancy | 20.6 Pips / $194.16 |
AHPR: | 0.99% |
GHPR: | 0.97% |
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 | 127 | 114 | 101 | 89 | 76 | 63 | 51 | 38 | 25 | 13 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.27.2004 17:00 | 12.28.2004 01:35 | EURUSD | Buy | 1.78 | 1.4 | 1.4 | 1.36155 | 1.3597 | -18.5 | -336.49 | 8h 35m | -0.95% |
12.27.2004 17:15 | 12.28.2004 01:27 | EURUSD | Buy | 1.78 | 1.4 | 1.4 | 1.36275 | 1.36033 | -24.2 | -437.95 | 8h 12m | -1.22% |
12.27.2004 17:30 | 12.27.2004 21:45 | EURUSD | Buy | 1.80 | 1.4 | 1.4 | 1.36375 | 1.3612 | -25.5 | -459.00 | 4h 15m | -1.26% |
12.27.2004 16:45 | 12.27.2004 17:21 | EURUSD | Buy | 1.79 | 1.4 | 1.4 | 1.35975 | 1.36326 | 35.1 | 628.29 | 36m | 1.75% |
12.16.2004 16:00 | 12.16.2004 18:47 | EURUSD | Sell | 1.65 | 1.3 | 1.3 | 1.3316 | 1.32517 | 64.3 | 1,060.95 | 2h 47m | 3.05% |
12.16.2004 15:45 | 12.16.2004 18:47 | EURUSD | Sell | 1.68 | 1.3 | 1.3 | 1.3316 | 1.32517 | 64.3 | 1,080.24 | 3h 2m | 3.21% |
12.16.2004 15:30 | 12.16.2004 16:09 | EURUSD | Sell | 1.71 | 1.3 | 1.3 | 1.3302 | 1.33316 | -29.6 | -506.16 | 39m | -1.48% |
12.03.2004 15:45 | 12.03.2004 16:01 | EURUSD | Buy | 1.73 | 1.3 | 1.3 | 1.33675 | 1.33435 | -24.0 | -415.20 | 16m | -1.20% |
12.02.2004 17:15 | 12.02.2004 17:45 | EURUSD | Sell | 1.76 | 1.3 | 1.3 | 1.325 | 1.32805 | -30.5 | -536.80 | 30m | -1.53% |
11.23.2004 12:15 | 11.24.2004 00:15 | EURUSD | Buy | 1.75 | 1.3 | 1.3 | 1.30695 | 1.3083 | 13.5 | 229.18 | 12h 0m | 0.66% |
11.05.2004 16:30 | 11.05.2004 21:40 | EURUSD | Buy | 1.57 | 1.3 | 1.3 | 1.29015 | 1.29695 | 68.0 | 1,067.60 | 5h 10m | 3.15% |
11.05.2004 16:15 | 11.05.2004 21:30 | EURUSD | Buy | 1.58 | 1.3 | 1.3 | 1.28935 | 1.29614 | 67.9 | 1,072.82 | 5h 15m | 3.27% |
11.05.2004 16:00 | 11.05.2004 17:42 | EURUSD | Buy | 1.59 | 1.3 | 1.3 | 1.28805 | 1.29467 | 66.2 | 1,052.58 | 1h 42m | 3.32% |
11.05.2004 14:45 | 11.05.2004 14:59 | EURUSD | Sell | 1.61 | 1.3 | 1.3 | 1.2804 | 1.28355 | -31.5 | -507.15 | 14m | -1.57% |
10.27.2004 17:45 | 10.28.2004 08:26 | EURUSD | Sell | 1.63 | 1.3 | 1.3 | 1.2709 | 1.27345 | -25.5 | -413.01 | 14h 41m | -1.26% |
10.27.2004 18:00 | 10.28.2004 06:01 | EURUSD | Sell | 1.59 | 1.3 | 1.3 | 1.2727 | 1.27235 | 3.5 | 58.23 | 12h 1m | 0.18% |
10.21.2004 10:30 | 10.21.2004 11:13 | EURUSD | Buy | 1.65 | 1.3 | 1.3 | 1.26345 | 1.2615 | -19.5 | -321.75 | 43m | -0.98% |
10.21.2004 10:15 | 10.21.2004 10:55 | EURUSD | Buy | 1.68 | 1.3 | 1.3 | 1.26395 | 1.26229 | -16.6 | -278.88 | 40m | -0.84% |
10.21.2004 10:45 | 10.21.2004 10:54 | EURUSD | Buy | 1.65 | 1.3 | 1.3 | 1.26465 | 1.26274 | -19.1 | -315.15 | 9m | -0.94% |
10.20.2004 10:30 | 10.20.2004 17:33 | EURUSD | Buy | 1.59 | 1.3 | 1.3 | 1.25835 | 1.26272 | 43.7 | 694.83 | 7h 3m | 2.12% |
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.