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
Loading, please wait...
Trades: 538
Profitability:
Pips: 442,878.0
Average Win: 1,194.97 pips / $117.74
Average Loss: -1,436.82 pips / -$151.77
Lots: 53.80
Commissions: 0
Longs Won: (462/538) 85%
Shorts Won: (0/0) 0%
Best Trade ($): (Oct 24) 1,149.01
Worst Trade ($): (Oct 24) -962.23
Best Trade (Pips): (Oct 24) 11,732.0
Worst Trade (Pips): (Oct 24) -9,329.0
Avg. Trade Length: 7d
Profit Factor: 4.72
Standard Deviation: $166.02
Sharpe Ratio 0.00
Z-Score (Probability): 0.53 (40.38%)
Expectancy 823.2 Pips / $79.67
AHPR: 0.07%
GHPR: 0.07%
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% <0.01% <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 - - 2,437.93 2,431.58 -635.0 -66.20 4d -0.05%
05.24.2017 00:00 05.25.2017 00:00 S&P500 Buy 0.10 - - 2,401.51 2,409.54 803.0 79.63 1d 0.06%
05.11.2017 00:00 05.15.2017 00:00 S&P500 Buy 0.10 - - 2,394.94 2,393.98 -96.0 -12.26 4d -0.01%
05.12.2017 00:00 05.15.2017 00:00 S&P500 Buy 0.10 - - 2,392.54 2,393.98 144.0 12.41 3d 0.01%
05.08.2017 00:00 05.09.2017 00:00 S&P500 Buy 0.10 - - 2,400.04 2,401.58 154.0 14.73 1d 0.01%
04.24.2017 00:00 04.25.2017 00:00 S&P500 Buy 0.10 - - 2,370.43 2,381.51 1,108.0 110.14 1d 0.08%
04.06.2017 00:00 04.07.2017 00:00 S&P500 Buy 0.10 - - 2,353.89 2,356.59 270.0 26.35 1d 0.02%
03.21.2017 00:00 04.05.2017 00:00 S&P500 Buy 0.10 - - 2,366.72 2,366.59 -13.0 -11.09 15d -0.01%
03.31.2017 00:00 04.05.2017 00:00 S&P500 Buy 0.10 - - 2,364.92 2,366.59 167.0 13.42 5d 0.01%
03.13.2017 00:00 03.16.2017 00:00 S&P500 Buy 0.10 - - 2,371.57 2,383.39 1,182.0 116.22 3d 0.08%
03.06.2017 00:00 03.16.2017 00:00 S&P500 Buy 0.10 - - 2,375.33 2,383.39 806.0 74.01 10d 0.05%
03.02.2017 00:00 03.16.2017 00:00 S&P500 Buy 0.10 - - 2,394.85 2,383.39 -1,146.0 -123.83 14d -0.09%
02.23.2017 00:00 03.01.2017 00:00 S&P500 Buy 0.10 - - 2,367.6 2,380.13 1,253.0 121.36 6d 0.09%
02.16.2017 00:00 02.21.2017 00:00 S&P500 Buy 0.10 - - 2,349.74 2,354.91 517.0 48.43 5d 0.03%
02.01.2017 00:00 02.03.2017 00:00 S&P500 Buy 0.10 - - 2,285.69 2,288.54 285.0 27.23 2d 0.02%
01.04.2017 00:00 01.05.2017 00:00 S&P500 Buy 0.10 - - 2,261.7 2,268.18 648.0 64.17 1d 0.05%
12.19.2016 00:00 12.20.2016 00:00 S&P500 Buy 0.10 - - 2,259.34 2,266.5 716.0 70.97 1d 0.05%
12.13.2016 00:00 12.14.2016 00:00 S&P500 Buy 0.10 - - 2,263.42 2,268.35 493.0 48.67 1d 0.03%
12.09.2016 00:00 12.12.2016 00:00 S&P500 Buy 0.10 - - 2,249.83 2,258.83 900.0 88.12 3d 0.06%
12.05.2016 00:00 12.06.2016 00:00 S&P500 Buy 0.10 - - 2,200.75 2,207.26 651.0 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.