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Strategy Settings

TF
0
MovingPeriod
8
AppliedPrice
1
Shift
13
MARSI_Period
84
MARSI_Method
0
MARSI_Shift
45
MARSI_Zone
0
Direction
1
+33.13%

0%
0.14%
Drawdown: 2.50%

Balance: $133,127.81
Highest: (Apr 13) $133,791.10
Profit: $33,127.76
Deposits: $100,000.00

Test Started: Nov 13, 2000
Test Ended: Jun 09, 2017
Timeframe: 1 Day

Model Type: n/a
Added: Sep 14 2017 at 15:33
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 4460
Ticks Modelled: 8819
Views: 4
Broker: AvaTrade
Trades: 290
Profitability:
Pips : 350080.0
Average Win: 1818.15 pips / $177.83
Average Loss: -2400.48 pips / -$261.26
Lots: 29.00
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (248/290) 85%
Best Trade ($): (Sep 30) 951.59
Worst Trade ($): (Jan 28) -990.37
Best Trade (Pips): (Sep 30) 9519.0
Worst Trade (Pips): (Jan 28) -9360.0
Avg. Trade Length: 16d
Profit Factor: 4.02
Standard Deviation: $239.93
Sharpe Ratio 0.0000
Z-Score (Probability): -0.32 (-25.11%)
Expectancy 1207.2 Pips / $114.23
AHPR: 0.10%
GHPR: 0.10%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
S&P500 0 0.0 0.00 290 350080.0 33127.81 290 350080.0 33127.81 248 (86%) 42 (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% <0.01% <0.01% <0.01% <0.01%
Consecutive Losing Trades 510 459 408 357 306 255 204 153 102 51
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (290)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.22.2017 00:00 06.09.2017 23:59 S&P500 Sell 0.10 - - 2387.21000 2431.68000 -4447.0 -456.81 18d -0.34%
05.30.2017 00:00 06.09.2017 23:59 S&P500 Sell 0.10 - - 2411.67000 2431.68000 -2001.0 -206.85 10d -0.16%
06.06.2017 00:00 06.09.2017 23:59 S&P500 Sell 0.10 - - 2431.92000 2431.68000 24.0 0.37 3d 0.00%
03.28.2017 00:00 04.13.2017 00:00 S&P500 Sell 0.10 - - 2339.79000 2342.08000 -229.0 -33.38 16d -0.02%
03.31.2017 00:00 04.13.2017 00:00 S&P500 Sell 0.10 - - 2364.82000 2342.08000 2274.0 218.89 13d 0.16%
02.22.2017 00:00 03.27.2017 00:00 S&P500 Sell 0.10 - - 2361.11000 2329.21000 3190.0 297.31 33d 0.22%
02.17.2017 00:00 03.27.2017 00:00 S&P500 Sell 0.10 - - 2343.01000 2329.21000 1380.0 113.04 38d 0.08%
02.09.2017 00:00 03.27.2017 00:00 S&P500 Sell 0.10 - - 2296.70000 2329.21000 -3251.0 -355.24 46d -0.27%
01.19.2017 00:00 01.20.2017 00:00 S&P500 Sell 0.10 - - 2271.90000 2270.06000 184.0 17.77 1d 0.01%
12.21.2016 00:00 12.22.2016 00:00 S&P500 Sell 0.10 - - 2270.54000 2263.03000 751.0 74.47 1d 0.06%
10.17.2016 00:00 10.31.2016 00:00 S&P500 Sell 0.10 - - 2132.95000 2130.70000 225.0 14.18 14d 0.01%
09.15.2016 00:00 10.12.2016 00:00 S&P500 Sell 0.10 - - 2125.36000 2137.77000 -1241.0 -140.28 27d -0.11%
09.29.2016 00:00 10.12.2016 00:00 S&P500 Sell 0.10 - - 2168.90000 2137.77000 3113.0 303.50 13d 0.23%
09.13.2016 00:00 09.14.2016 00:00 S&P500 Sell 0.10 - - 2150.47000 2127.96000 2251.0 224.51 1d 0.17%
07.25.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2173.71000 2120.96000 5275.0 497.90 49d 0.38%
08.22.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2181.58000 2120.96000 6062.0 593.54 21d 0.45%
09.08.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2182.76000 2120.96000 6180.0 615.63 4d 0.46%
06.30.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2073.17000 2120.96000 -4779.0 -522.35 74d -0.40%
07.15.2016 00:00 09.12.2016 00:00 S&P500 Sell 0.10 - - 2165.13000 2120.96000 4417.0 406.08 59d 0.31%
05.23.2016 00:00 06.14.2016 00:00 S&P500 Sell 0.10 - - 2052.23000 2076.75000 -2452.0 -258.01 22d -0.20%

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