Advertisement
Strategy Settings
| +143.41% |
| 0.03% | |
| 0.77% | |
| Drawdown: | 18.03% |
| Balance: | $24,341.48 |
| Highest: | (Mar 04) $26,855.48 |
| Profit: | $14,341.42 |
| Deposits: | $10,000.00 |
| Test Started: | May 01, 2007 |
| Test Ended: | Oct 31, 2016 |
| Timeframe: | 1 Day |
| Model Type: | Every Tick |
| Added: | Nov 22, 2016 at 22:42 |
| Trades: | 615 |
| Profitability: |
|
| Pips: | 8,577.5 |
| Average Win: | 111.32 pips / $219.03 |
| Average Loss: | -100.29 pips / -$206.28 |
| Lots: | 145.28 |
| Commissions: | 0 |
| Longs Won: | (164/291) 56% |
| Shorts Won: | (168/324) 51% |
| Best Trade ($): | (Jun 06) 1,191.02 |
| Worst Trade ($): | (Oct 07) -960.66 |
| Best Trade (Pips): | (Oct 16) 429.3 |
| Worst Trade (Pips): | (Oct 07) -801.3 |
| Avg. Trade Length: | 5d |
| Profit Factor: | 1.25 |
| Standard Deviation: | $273.76 |
| Sharpe Ratio | 0.11 |
| Z-Score (Probability): | -0.41 (-31.82%) |
| Expectancy | 13.9 Pips / $23.32 |
| AHPR: | 0.16% |
| GHPR: | 0.14% |
| 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% | 0.05% | 0.46% | 3.47% | 20.46% |
| Consecutive Losing Trades | 118 | 106 | 94 | 83 | 71 | 59 | 47 | 35 | 24 | 12 |
Trading Activity (615)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10.30.2016 22:00 | 10.31.2016 23:59 | AUDUSD | Buy | 0.40 | 0.6 | 0.9 | 0.75917 | 0.76103 | 18.6 | 75.40 | 1d | 0.31% |
| 10.25.2016 00:00 | 10.30.2016 22:00 | AUDUSD | Sell | 0.40 | 0.9 | 0.6 | 0.75989 | 0.75917 | 7.2 | 20.80 | 5d | 0.09% |
| 10.24.2016 00:00 | 10.25.2016 00:00 | AUDUSD | Buy | 0.40 | 0.6 | 0.9 | 0.76061 | 0.75989 | -7.2 | -27.80 | 1d | -0.11% |
| 10.18.2016 00:00 | 10.24.2016 00:00 | AUDUSD | Sell | 0.39 | 0.9 | 0.6 | 0.76334 | 0.76061 | 27.3 | 97.11 | 6d | 0.40% |
| 10.17.2016 00:00 | 10.18.2016 00:00 | AUDUSD | Buy | 0.39 | 0.6 | 0.9 | 0.76191 | 0.76334 | 14.3 | 56.75 | 1d | 0.24% |
| 10.14.2016 00:00 | 10.17.2016 00:00 | AUDUSD | Sell | 0.39 | 0.9 | 0.6 | 0.7565 | 0.76191 | -54.1 | -212.55 | 3d | -0.87% |
| 10.06.2016 00:00 | 10.14.2016 00:00 | AUDUSD | Buy | 0.38 | 0.6 | 0.9 | 0.76138 | 0.7565 | -48.8 | -177.84 | 8d | -0.73% |
| 10.05.2016 00:00 | 10.06.2016 00:00 | AUDUSD | Sell | 0.38 | 0.9 | 0.6 | 0.76133 | 0.76138 | -0.5 | -6.46 | 1d | -0.03% |
| 09.22.2016 00:00 | 10.05.2016 00:00 | AUDUSD | Buy | 0.34 | 0.6 | 0.9 | 0.76335 | 0.76133 | -20.2 | -59.33 | 13d | -0.24% |
| 09.21.2016 00:00 | 09.22.2016 00:00 | AUDUSD | Sell | 0.35 | 0.9 | 0.6 | 0.75531 | 0.76335 | -80.4 | -285.60 | 1d | -1.15% |
| 09.19.2016 00:00 | 09.21.2016 00:00 | AUDUSD | Buy | 0.35 | 0.6 | 0.9 | 0.74856 | 0.75531 | 67.5 | 238.00 | 2d | 0.97% |
| 09.13.2016 00:00 | 09.19.2016 00:00 | AUDUSD | Sell | 0.34 | 0.9 | 0.6 | 0.75641 | 0.74856 | 78.5 | 258.74 | 6d | 1.06% |
| 09.12.2016 00:00 | 09.13.2016 00:00 | AUDUSD | Buy | 0.34 | 0.6 | 0.9 | 0.75433 | 0.75641 | 20.8 | 71.57 | 1d | 0.29% |
| 09.11.2016 23:00 | 09.12.2016 00:00 | AUDUSD | Sell | 0.33 | 0.9 | 0.6 | 0.75379 | 0.75433 | -5.4 | -19.14 | 1h 0m | -0.08% |
| 08.25.2016 00:00 | 09.11.2016 23:00 | AUDUSD | Buy | 0.34 | 0.6 | 0.9 | 0.7614 | 0.75379 | -76.1 | -245.99 | 17d | -1.00% |
| 08.23.2016 00:00 | 08.25.2016 00:00 | AUDUSD | Sell | 0.34 | 0.9 | 0.6 | 0.76322 | 0.7614 | 18.2 | 56.44 | 2d | 0.23% |
| 08.22.2016 00:00 | 08.23.2016 00:00 | AUDUSD | Buy | 0.34 | 0.6 | 0.9 | 0.76131 | 0.76322 | 19.1 | 65.79 | 1d | 0.27% |
| 08.21.2016 23:00 | 08.22.2016 00:00 | AUDUSD | Sell | 0.34 | 0.9 | 0.6 | 0.76024 | 0.76131 | -10.7 | -37.74 | 1h 0m | -0.15% |
| 08.10.2016 00:00 | 08.21.2016 23:00 | AUDUSD | Buy | 0.33 | 0.7 | 0.9 | 0.76681 | 0.76024 | -65.7 | -207.74 | 11d | -0.84% |
| 08.09.2016 00:00 | 08.10.2016 00:00 | AUDUSD | Sell | 0.33 | 0.9 | 0.6 | 0.76555 | 0.76681 | -12.6 | -42.90 | 1d | -0.17% |
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.
