+44.41% |
0.11% | |
3.21% | |
Drawdown: | 54.71% |
Balance: | $14,441.26 |
Highest: | (Aug 01) $16,312.48 |
Profit: | $4,441.26 |
Deposits: | $10,000.00 |
Test Started: | Jan 15, 2002 |
Test Ended: | Dec 30, 2002 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Apr 17, 2016 at 18:45 |
Trades: | 53 |
Profitability: | |
Pips: | -68.5 |
Average Win: | 60.63 pips / $772.79 |
Average Loss: | -95.64 pips / -$966.10 |
Lots: | 62.00 |
Commissions: | 0 |
Longs Won: | (26/40) 65% |
Shorts Won: | (6/13) 46% |
Best Trade ($): | (Jun 24) 6,209.60 |
Worst Trade ($): | (Mar 26) -1,040.40 |
Best Trade (Pips): | (Dec 12) 85.5 |
Worst Trade (Pips): | (Feb 04) -100.0 |
Avg. Trade Length: | 3d |
Profit Factor: | 1.22 |
Standard Deviation: | $1,158.57 |
Sharpe Ratio | 0.11 |
Z-Score (Probability): | 0.04 (3.19%) |
Expectancy | -1.3 Pips / $83.80 |
AHPR: | 1.29% |
GHPR: | 0.70% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | 1.86% | 6.18% | 12.46% | 20.49% | 30.15% | 41.33% | 53.96% | 67.98% | 83.34% |
Consecutive Losing Trades | 15 | 13 | 12 | 10 | 9 | 7 | 6 | 4 | 3 | 1 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2002 23:15 | 12.30.2002 23:59 | EURUSD | Buy | 1.00 | 1.0 | 1.1 | 1.04845 | 1.0476 | -8.5 | -85.00 | 44m | -0.59% |
12.27.2002 21:15 | 12.30.2002 22:54 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 1.04355 | 1.0495 | 59.5 | 590.96 | 3d | 4.24% |
12.26.2002 09:15 | 12.27.2002 16:52 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 1.03555 | 1.0411 | 55.5 | 550.96 | 1d | 4.12% |
12.17.2002 15:45 | 12.19.2002 17:56 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 1.03145 | 1.02145 | -100.0 | -1,016.16 | 2d | -7.06% |
12.17.2002 04:30 | 12.17.2002 15:36 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 1.02755 | 1.0333 | 57.5 | 575.00 | 11h 6m | 4.16% |
12.12.2002 18:15 | 12.13.2002 10:54 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 1.01855 | 1.0246 | 60.5 | 600.96 | 16h 39m | 4.54% |
12.06.2002 15:30 | 12.12.2002 17:44 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 1.00935 | 1.0179 | 85.5 | 830.76 | 6d | 6.70% |
12.06.2002 15:00 | 12.06.2002 15:21 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 1.00545 | 1.0111 | 56.5 | 565.00 | 21m | 4.78% |
11.25.2002 13:30 | 12.04.2002 08:47 | EURUSD | Sell | 1.00 | 1.0 | 1.0 | 0.9903 | 1.0003 | -100.0 | -995.14 | 8d | -7.76% |
11.08.2002 13:00 | 11.15.2002 12:59 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 1.01125 | 1.00125 | -100.0 | -1,028.28 | 6d | -7.42% |
11.06.2002 21:45 | 11.08.2002 09:04 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 1.00375 | 1.0102 | 64.5 | 628.84 | 1d | 4.76% |
11.01.2002 13:45 | 11.05.2002 09:14 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 0.99635 | 1.0015 | 51.5 | 506.92 | 3d | 3.99% |
10.31.2002 03:15 | 11.01.2002 12:08 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 0.98695 | 0.9925 | 55.5 | 550.96 | 1d | 4.53% |
10.17.2002 12:45 | 10.21.2002 02:13 | EURUSD | Sell | 1.00 | 1.0 | 1.0 | 0.9756 | 0.9692 | 64.0 | 641.08 | 3d | 5.56% |
10.10.2002 01:15 | 10.15.2002 14:12 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 0.99065 | 0.98065 | -100.0 | -1,012.12 | 5d | -8.07% |
10.03.2002 14:00 | 10.04.2002 15:29 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 0.99025 | 0.98025 | -100.0 | -1,004.04 | 1d | -7.42% |
09.17.2002 10:30 | 09.17.2002 22:28 | EURUSD | Sell | 1.00 | 1.0 | 1.0 | 0.9642 | 0.9742 | -100.0 | -1,000.00 | 11h 58m | -6.88% |
09.16.2002 04:30 | 09.17.2002 09:43 | EURUSD | Sell | 1.00 | 1.0 | 1.0 | 0.9689 | 0.9633 | 56.0 | 560.54 | 1d | 4.01% |
09.11.2002 15:45 | 09.12.2002 21:01 | EURUSD | Sell | 1.00 | 1.0 | 1.0 | 0.9722 | 0.9822 | -100.0 | -998.38 | 1d | -6.67% |
09.03.2002 21:45 | 09.06.2002 14:37 | EURUSD | Buy | 1.00 | 1.0 | 1.0 | 0.99685 | 0.98685 | -100.0 | -1,020.20 | 2d | -6.38% |
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.