CSV  Discuss (0)

Strategy Settings

UseMoneyManagement
true
Lots
0.01
RiskInPercent
2
MaximumLots
50
MagicNumber
-1
DisplayInfoPanel
false
+8.95%

0%
0.07%
Drawdown: 11.87%

Balance: $10,894.73
Highest: (Aug 04) $11,072.74
Profit: $894.93
Deposits: $10,000.00

Test Started: May 15, 2007
Test Ended: Oct 21, 2016
Timeframe: 1 Day

Model Type: Every Tick
Added: Nov 22, 2016 at 22:45
Loading, please wait...
Trades: 305
Profitability:
Pips: 1,018.2
Average Win: 63.55 pips / $57.17
Average Loss: -86.98 pips / -$78.42
Lots: 30.64
Commissions: 0
Longs Won: (89/153) 58%
Shorts Won: (94/152) 61%
Best Trade ($): (Apr 17) 172.85
Worst Trade ($): (Nov 21) -334.93
Best Trade (Pips): (Jun 26) 222.6
Worst Trade (Pips): (Nov 21) -434.1
Avg. Trade Length: 4d
Profit Factor: 1.09
Standard Deviation: $88.28
Sharpe Ratio 0.03
Z-Score (Probability): 0.73 (53.46%)
Expectancy 3.3 Pips / $2.93
AHPR: 0.03%
GHPR: 0.03%
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% 0.06% 0.35% 1.55% 5.44% 16.19% 42.32%
Consecutive Losing Trades 139 125 111 97 83 69 56 42 28 14
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (305)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.19.2016 00:00 10.21.2016 00:00 USDCAD Buy 0.11 1.2 1.4 1.31105 1.32305 120.0 99.18 2d 0.92%
10.14.2016 00:00 10.16.2016 23:01 USDCAD Sell 0.11 1.4 1.2 1.31939 1.31487 45.2 37.81 2d 0.35%
10.13.2016 00:00 10.14.2016 00:00 USDCAD Buy 0.11 1.2 1.4 1.32693 1.31939 -75.4 -63.01 1d -0.58%
10.09.2016 23:01 10.11.2016 00:00 USDCAD Sell 0.11 1.5 1.2 1.32388 1.31658 73.0 60.93 1d 0.57%
10.04.2016 00:00 10.05.2016 00:00 USDCAD Buy 0.11 1.2 1.4 1.31189 1.31896 70.7 58.81 1d 0.55%
09.14.2016 00:00 09.22.2016 00:00 USDCAD Sell 0.11 1.4 1.2 1.3159 1.30963 62.7 52.36 8d 0.49%
09.08.2016 00:00 09.09.2016 00:00 USDCAD Buy 0.11 1.2 1.4 1.28884 1.29278 39.4 33.37 1d 0.31%
09.01.2016 00:00 09.04.2016 23:04 USDCAD Sell 0.11 1.4 1.2 1.31076 1.30075 100.1 84.62 3d 0.80%
08.07.2016 23:01 08.16.2016 00:00 USDCAD Buy 0.11 1.2 1.4 1.31827 1.29265 -256.2 -219.36 8d -2.04%
07.24.2016 23:00 07.31.2016 23:02 USDCAD Sell 0.11 1.4 1.2 1.31235 1.30368 86.7 72.94 7d 0.68%
07.18.2016 00:00 07.19.2016 00:00 USDCAD Buy 0.11 1.2 1.4 1.29481 1.29496 1.5 1.12 1d 0.01%
07.08.2016 00:00 07.10.2016 23:00 USDCAD Buy 0.11 1.2 1.4 1.30044 1.3043 38.6 32.55 2d 0.31%
07.06.2016 00:00 07.07.2016 00:00 USDCAD Buy 0.11 1.2 1.4 1.2988 1.29649 -23.1 -20.05 1d -0.19%
06.23.2016 00:00 06.26.2016 23:01 USDCAD Buy 0.10 1.2 1.4 1.28169 1.30395 222.6 170.58 3d 1.63%
06.19.2016 23:00 06.22.2016 00:00 USDCAD Sell 0.10 1.4 1.2 1.28424 1.28172 25.2 19.59 2d 0.19%
06.07.2016 00:00 06.15.2016 00:00 USDCAD Buy 0.10 1.2 1.4 1.28268 1.2865 38.2 28.61 8d 0.27%
05.31.2016 00:00 06.01.2016 00:00 USDCAD Buy 0.10 1.2 1.4 1.30518 1.30906 38.8 29.50 1d 0.28%
05.17.2016 00:00 05.22.2016 23:01 USDCAD Sell 0.11 1.4 1.2 1.28935 1.31161 -222.6 -186.84 5d -1.76%
05.16.2016 00:00 05.17.2016 00:00 USDCAD Buy 0.11 1.2 1.4 1.29502 1.28935 -56.7 -48.52 1d -0.46%
05.10.2016 00:00 05.12.2016 00:00 USDCAD Sell 0.11 1.4 1.2 1.29599 1.28536 106.3 90.85 2d 0.86%

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.