+16.42% |
0.05% | |
1.53% | |
Drawdown: | 41.24% |
Balance: | $11,642.00 |
Highest: | (May 05) $18,646.72 |
Profit: | $1,642.00 |
Deposits: | $10,000.00 |
Test Started: | Jan 03, 2011 |
Test Ended: | Oct 31, 2011 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Nov 02, 2011 at 23:36 |
Trades: | 577 |
Profitability: | |
Pips: | 2,087.5 |
Average Win: | 12.20 pips / $172.63 |
Average Loss: | -8.44 pips / -$235.55 |
Lots: | 1,538.46 |
Commissions: | 0 |
Longs Won: | (171/294) 58% |
Shorts Won: | (166/283) 58% |
Best Trade ($): | (May 05) 1,129.44 |
Worst Trade ($): | (Apr 20) -799.24 |
Best Trade (Pips): | (Feb 22) 129.0 |
Worst Trade (Pips): | (Apr 20) -21.2 |
Avg. Trade Length: | 26m |
Profit Factor: | 1.03 |
Standard Deviation: | $240.22 |
Sharpe Ratio | 0.02 |
Z-Score (Probability): | -2.90 (-130.67%) |
Expectancy | 3.6 Pips / $2.85 |
AHPR: | 0.04% |
GHPR: | 0.03% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | 7.26% | 15.99% | 25.38% | 35.22% | 45.41% | 55.89% | 66.62% | 77.56% | 88.69% |
Consecutive Losing Trades | 49 | 44 | 40 | 35 | 30 | 25 | 20 | 15 | 10 | 5 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.31.2011 09:59 | 10.31.2011 12:33 | EURUSD | Buy | 1.06 | 1.4 | - | 1.39943 | 1.39943 | 0.0 | 0.00 | 2h 34m | 0.00% |
10.31.2011 09:33 | 10.31.2011 09:37 | EURUSD | Buy | 1.49 | 1.4 | - | 1.40099 | 1.39951 | -14.8 | -220.52 | 4m | -1.86% |
10.31.2011 08:55 | 10.31.2011 09:04 | EURUSD | Sell | 2.08 | 1.4 | - | 1.40475 | 1.40475 | 0.0 | 0.00 | 9m | 0.00% |
10.31.2011 08:50 | 10.31.2011 08:54 | EURUSD | Sell | 2.28 | 1.4 | - | 1.4034 | 1.40428 | -8.8 | -200.64 | 4m | -1.66% |
10.28.2011 11:41 | 10.28.2011 11:45 | EURUSD | Buy | 1.55 | 1.4 | - | 1.4161 | 1.41669 | 5.9 | 91.45 | 4m | 0.76% |
10.28.2011 11:31 | 10.28.2011 11:41 | EURUSD | Buy | 3.10 | 1.4 | - | 1.4161 | 1.41729 | 11.9 | 184.45 | 10m | 1.56% |
10.28.2011 11:15 | 10.28.2011 11:17 | EURUSD | Buy | 3.16 | 1.4 | - | 1.41785 | 1.4172 | -6.5 | -205.40 | 2m | -1.71% |
10.28.2011 10:11 | 10.28.2011 10:15 | EURUSD | Sell | 2.28 | 1.4 | - | 1.41782 | 1.4187 | -8.8 | -200.64 | 4m | -1.65% |
10.28.2011 09:14 | 10.28.2011 09:15 | EURUSD | Buy | 3.40 | 1.4 | - | 1.41649 | 1.41587 | -6.2 | -210.80 | 1m | -1.70% |
10.27.2011 10:05 | 10.27.2011 11:44 | EURUSD | Sell | 1.59 | 1.4 | - | 1.40254 | 1.40118 | 13.6 | 216.24 | 1h 39m | 1.77% |
10.27.2011 08:52 | 10.27.2011 09:12 | EURUSD | Buy | 1.03 | 1.4 | - | 1.3984 | 1.4022 | 38.0 | 391.40 | 20m | 3.32% |
10.27.2011 08:37 | 10.27.2011 08:52 | EURUSD | Buy | 2.07 | 1.4 | - | 1.3984 | 1.40033 | 19.3 | 200.72 | 15m | 1.73% |
10.26.2011 11:43 | 10.26.2011 11:58 | EURUSD | Buy | 0.95 | 1.4 | - | 1.39252 | 1.39354 | 10.2 | 96.90 | 15m | 0.84% |
10.26.2011 10:22 | 10.26.2011 11:43 | EURUSD | Buy | 1.90 | 1.4 | - | 1.39252 | 1.39457 | 20.5 | 194.75 | 1h 21m | 1.72% |
10.26.2011 09:40 | 10.26.2011 09:42 | EURUSD | Sell | 2.30 | 1.4 | - | 1.39321 | 1.39402 | -8.1 | -186.30 | 2m | -1.62% |
10.26.2011 08:24 | 10.26.2011 08:41 | EURUSD | Sell | 2.74 | 1.4 | - | 1.39121 | 1.39121 | 0.0 | 0.00 | 17m | 0.00% |
10.25.2011 12:39 | 10.25.2011 12:59 | EURUSD | Buy | 0.64 | 1.4 | - | 1.39236 | 1.39394 | 15.8 | 101.12 | 20m | 0.89% |
10.25.2011 11:51 | 10.25.2011 12:39 | EURUSD | Buy | 1.28 | 1.4 | - | 1.39236 | 1.39553 | 31.7 | 202.88 | 48m | 1.81% |
10.25.2011 11:15 | 10.25.2011 11:31 | EURUSD | Sell | 1.32 | 1.4 | - | 1.39298 | 1.39452 | -15.4 | -203.28 | 16m | -1.78% |
10.25.2011 10:56 | 10.25.2011 11:15 | EURUSD | Sell | 1.32 | 1.4 | - | 1.39297 | 1.39297 | 0.0 | 0.00 | 19m | 0.00% |
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.