To use chat, please login.
Back to contacts
 CSV  Discuss (0)

Strategy Settings

TF
0
MovingPeriod
2
AppliedPrice
3
Shift
39
MARSI_Period
19
MARSI_Method
1
MARSI_Shift
17
MARSI_Zone
86.2
Direction
0
+42.86%

0.01%
0.18%
Drawdown: 2.34%

Balance: $142,861.92
Highest: (May 25) $142,928.12
Profit: $42,861.97
Deposits: $100,000.00

Test Started: Nov 24, 2000
Test Ended: Jun 09, 2017
Timeframe: 1 Day

Model Type: n/a
Added: Sep 14 2017 at 15:35
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 4460
Ticks Modelled: 8819
Views: 3
Broker: AvaTrade
Trades: 538
Profitability:
Pips: 442878.0
Average Win: 1194.97 pips / $117.74
Average Loss: -1436.82 pips / -$151.77
Lots: 53.80
Commissions: 0
Longs Won: (462/538) 85%
Shorts Won: (0/0) 0%
Best Trade ($): (Oct 24) 1149.01
Worst Trade ($): (Oct 24) -962.23
Best Trade (Pips): (Oct 24) 11732.0
Worst Trade (Pips): (Oct 24) -9329.0
Avg. Trade Length: 7d
Profit Factor: 4.72
Standard Deviation: $166.02
Sharpe Ratio 0.0000
Z-Score (Probability): 0.53 (40.38%)
Expectancy 823.2 Pips / $79.67
AHPR: 0.07%
GHPR: 0.07%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
S&P500 538 442878.0 42861.92 0 0.0 0.00 538 442878.0 42861.92 462 (86%) 76 (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 942 847 753 659 565 471 377 282 188 94
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (538)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.05.2017 00:00 06.09.2017 23:59 S&P500 Buy 0.10 - - 2437.93000 2431.58000 -635.0 -66.20 4d -0.05%
05.24.2017 00:00 05.25.2017 00:00 S&P500 Buy 0.10 - - 2401.51000 2409.54000 803.0 79.63 1d 0.06%
05.12.2017 00:00 05.15.2017 00:00 S&P500 Buy 0.10 - - 2392.54000 2393.98000 144.0 12.41 3d 0.01%
05.11.2017 00:00 05.15.2017 00:00 S&P500 Buy 0.10 - - 2394.94000 2393.98000 -96.0 -12.26 4d -0.01%
05.08.2017 00:00 05.09.2017 00:00 S&P500 Buy 0.10 - - 2400.04000 2401.58000 154.0 14.73 1d 0.01%
04.24.2017 00:00 04.25.2017 00:00 S&P500 Buy 0.10 - - 2370.43000 2381.51000 1108.0 110.14 1d 0.08%
04.06.2017 00:00 04.07.2017 00:00 S&P500 Buy 0.10 - - 2353.89000 2356.59000 270.0 26.35 1d 0.02%
03.21.2017 00:00 04.05.2017 00:00 S&P500 Buy 0.10 - - 2366.72000 2366.59000 -13.0 -11.09 15d -0.01%
03.31.2017 00:00 04.05.2017 00:00 S&P500 Buy 0.10 - - 2364.92000 2366.59000 167.0 13.42 5d 0.01%
03.06.2017 00:00 03.16.2017 00:00 S&P500 Buy 0.10 - - 2375.33000 2383.39000 806.0 74.01 10d 0.05%
03.13.2017 00:00 03.16.2017 00:00 S&P500 Buy 0.10 - - 2371.57000 2383.39000 1182.0 116.22 3d 0.08%
03.02.2017 00:00 03.16.2017 00:00 S&P500 Buy 0.10 - - 2394.85000 2383.39000 -1146.0 -123.83 14d -0.09%
02.23.2017 00:00 03.01.2017 00:00 S&P500 Buy 0.10 - - 2367.60000 2380.13000 1253.0 121.36 6d 0.09%
02.16.2017 00:00 02.21.2017 00:00 S&P500 Buy 0.10 - - 2349.74000 2354.91000 517.0 48.43 5d 0.03%
02.01.2017 00:00 02.03.2017 00:00 S&P500 Buy 0.10 - - 2285.69000 2288.54000 285.0 27.23 2d 0.02%
01.04.2017 00:00 01.05.2017 00:00 S&P500 Buy 0.10 - - 2261.70000 2268.18000 648.0 64.17 1d 0.05%
12.19.2016 00:00 12.20.2016 00:00 S&P500 Buy 0.10 - - 2259.34000 2266.50000 716.0 70.97 1d 0.05%
12.13.2016 00:00 12.14.2016 00:00 S&P500 Buy 0.10 - - 2263.42000 2268.35000 493.0 48.67 1d 0.03%
12.09.2016 00:00 12.12.2016 00:00 S&P500 Buy 0.10 - - 2249.83000 2258.83000 900.0 88.12 3d 0.06%
12.05.2016 00:00 12.06.2016 00:00 S&P500 Buy 0.10 - - 2200.75000 2207.26000 651.0 64.49 1d 0.05%

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.