CSV  Discuss (0)

Strategy Settings

mn
2015
comm
"Swaan Sca...
q
"---------...
K
5
D
3
S
3
OS
20
OB
80
o
"---------...
ema
0
had
false
fulltime
true
manual
false
mm
3000
a
"---------...
+2177.11%

1.01%
35.32%
Drawdown: 44.08%

Balance: $68,378.97
Highest: (Nov 12) $68,378.97
Profit: $65,378.73
Deposits: $3,000.00

Test Started: Jan 06, 2015
Test Ended: Nov 12, 2015
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Nov 13, 2015 at 16:29
Loading, please wait...
Trades: 679
Profitability:
Pips: 8,708.3
Average Win: 34.14 pips / $151.22
Average Loss: -36.11 pips / -$29.86
Lots: 289.46
Commissions: 0
Longs Won: (181/258) 70%
Shorts Won: (292/421) 69%
Best Trade ($): (Oct 15) 3,964.47
Worst Trade ($): (Oct 06) -877.24
Best Trade (Pips): (Jan 16) 170.8
Worst Trade (Pips): (Feb 02) -213.7
Avg. Trade Length: 17h 50m
Profit Factor: 11.63
Standard Deviation: $387.54
Sharpe Ratio 0.33
Z-Score (Probability): -19.59 (99.99%)
Expectancy 12.8 Pips / $96.29
AHPR: 0.47%
GHPR: 0.46%
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 2288 2059 1831 1602 1373 1144 915 686 458 229
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (679)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.12.2015 03:25 11.12.2015 10:00 USDCAD Buy 0.22 - - 1.32327 1.32647 32.0 53.07 6h 35m 0.08%
11.11.2015 05:35 11.11.2015 12:10 USDCAD Buy 0.22 - - 1.32461 1.3268 21.9 36.31 6h 35m 0.05%
11.10.2015 20:00 11.11.2015 12:10 USDCAD Buy 0.22 - - 1.32501 1.3268 17.9 28.56 16h 10m 0.04%
11.11.2015 06:00 11.11.2015 12:10 USDCAD Buy 0.22 - - 1.32408 1.3268 27.2 45.10 6h 10m 0.07%
11.04.2015 20:25 11.05.2015 10:30 USDCAD Sell 0.22 - - 1.31825 1.3154 28.5 48.23 14h 5m 0.07%
11.04.2015 20:10 11.05.2015 10:30 USDCAD Sell 0.22 - - 1.31763 1.3154 22.3 37.86 14h 20m 0.06%
11.04.2015 20:35 11.05.2015 10:30 USDCAD Sell 0.22 - - 1.31882 1.3154 34.2 57.76 13h 55m 0.08%
11.03.2015 15:15 11.03.2015 19:40 USDCAD Sell 0.22 - - 1.31246 1.3089 35.6 59.84 4h 25m 0.09%
11.03.2015 15:35 11.03.2015 19:40 USDCAD Sell 0.22 - - 1.31489 1.3089 59.9 100.68 4h 5m 0.15%
11.03.2015 16:50 11.03.2015 19:40 USDCAD Sell 0.22 - - 1.31599 1.3089 70.9 119.17 2h 50m 0.18%
11.03.2015 15:20 11.03.2015 19:40 USDCAD Sell 0.22 - - 1.31356 1.3089 46.6 78.33 4h 20m 0.12%
11.03.2015 11:20 11.03.2015 19:40 USDCAD Sell 0.22 - - 1.3122 1.3089 33.0 55.47 8h 20m 0.08%
11.03.2015 15:30 11.03.2015 19:40 USDCAD Sell 0.22 - - 1.31471 1.3089 58.1 97.65 4h 10m 0.14%
11.03.2015 15:25 11.03.2015 19:40 USDCAD Sell 0.22 - - 1.31429 1.3089 53.9 90.60 4h 15m 0.13%
11.03.2015 11:15 11.03.2015 19:40 USDCAD Sell 0.22 - - 1.31168 1.3089 27.8 46.73 8h 25m 0.07%
10.27.2015 11:20 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.31916 1.32607 -69.1 -109.25 20h 50m -0.17%
10.27.2015 15:05 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.32139 1.32607 -46.8 -73.93 17h 5m -0.11%
10.27.2015 16:25 10.28.2015 08:10 USDCAD Sell 2.10 - - 1.32459 1.32607 -14.8 -232.60 15h 45m -0.36%
10.27.2015 15:10 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.32223 1.32607 -38.4 -60.63 17h 0m -0.09%
10.27.2015 11:05 10.28.2015 08:10 USDCAD Sell 0.21 - - 1.31866 1.32607 -74.1 -117.17 21h 5m -0.18%

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.