CSV  Discuss (0)

Strategy Settings

ECN
true
s0
"Settings ...
useMA
true
MA_Period
100
Slippage_MA
25
reverse_MA
false
useOpenBarForFirst
false
s01
"---------...
useWPR
true
Williams_Period
8
Level_High
3
Level_Low
98
reverse_WPR
false
s02
"---------...
useATR
true
+408193.49%

0.17%
5.34%
Drawdown: 56.32%

Balance: $816,586.91
Highest: (Jul 01) $816,586.91
Profit: $816,386.98
Deposits: $200.00

Test Started: May 14, 2003
Test Ended: Jul 01, 2016
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Oct 02, 2016 at 17:45
Loading, please wait...
Trades: 1,604
Profitability:
Pips: 6,364.5
Average Win: 6.80 pips / $819.75
Average Loss: -74.35 pips / -$8,081.92
Lots: 21,631.86
Commissions: 0
Longs Won: (766/793) 96%
Shorts Won: (782/811) 96%
Best Trade ($): (Jun 23) 13,477.00
Worst Trade ($): (Dec 24) -59,646.29
Best Trade (Pips): (May 15) 14.0
Worst Trade (Pips): (Jan 20) -81.0
Avg. Trade Length: 1h 55m
Profit Factor: 2.80
Standard Deviation: $3,444.20
Sharpe Ratio 0.20
Z-Score (Probability): 0.15 (11.92%)
Expectancy 4.0 Pips / $508.97
AHPR: 0.57%
GHPR: 0.52%
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 101 91 81 71 61 51 40 30 20 10
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1604)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.30.2016 23:00 07.01.2016 00:03 GBPUSD Sell 100.00 1.3 1.3 1.33127 1.33067 6.0 5,464.00 1h 3m 0.67%
06.29.2016 08:00 06.29.2016 08:42 GBPUSD Sell 100.00 1.3 1.3 1.33315 1.33255 6.0 5,477.00 42m 0.68%
06.29.2016 01:30 06.29.2016 01:39 GBPUSD Sell 100.00 1.3 1.3 1.33696 1.33556 14.0 13,477.00 9m 1.70%
06.28.2016 20:30 06.28.2016 20:39 GBPUSD Sell 100.00 1.3 1.3 1.3348 1.3334 14.0 13,477.00 9m 1.73%
06.27.2016 23:30 06.27.2016 23:40 GBPUSD Sell 100.00 1.3 1.3 1.32185 1.32125 6.0 5,477.00 10m 0.71%
06.27.2016 09:30 06.27.2016 09:37 GBPUSD Sell 100.00 1.3 1.3 1.34471 1.34411 6.0 5,477.00 7m 0.71%
06.24.2016 10:45 06.24.2016 10:45 GBPUSD Sell 100.00 1.4 1.4 1.3795 1.3781 14.0 13,477.00 0s 1.79%
06.23.2016 21:45 06.23.2016 21:54 GBPUSD Buy 100.00 1.5 1.5 1.47893 1.48033 14.0 13,477.00 9m 1.82%
06.23.2016 17:30 06.23.2016 17:35 GBPUSD Buy 100.00 1.5 1.5 1.47658 1.47718 6.0 5,477.00 5m 0.74%
06.22.2016 08:15 06.22.2016 09:05 GBPUSD Buy 100.00 1.5 1.5 1.46779 1.46839 6.0 5,477.00 50m 0.75%
06.21.2016 18:30 06.21.2016 18:37 GBPUSD Buy 100.00 1.5 1.5 1.46593 1.46653 6.0 5,477.00 7m 0.76%
06.20.2016 09:00 06.20.2016 09:08 GBPUSD Buy 100.00 1.5 1.5 1.45549 1.45609 6.0 5,477.00 8m 0.76%
06.13.2016 17:00 06.13.2016 18:09 GBPUSD Sell 98.78 1.4 1.4 1.42678 1.42538 14.0 13,312.58 1h 9m 1.89%
06.09.2016 21:15 06.09.2016 23:31 GBPUSD Sell 98.03 1.4 1.4 1.44752 1.44692 6.0 5,369.10 2h 16m 0.77%
06.07.2016 22:15 06.08.2016 03:03 GBPUSD Buy 98.03 1.4 1.5 1.45462 1.45472 1.0 10.78 4h 48m 0.00%
06.02.2016 08:00 06.02.2016 08:43 GBPUSD Sell 97.28 1.4 1.4 1.44409 1.44349 6.0 5,328.03 43m 0.77%
06.02.2016 04:45 06.02.2016 05:07 GBPUSD Sell 96.54 1.4 1.4 1.44273 1.44213 6.0 5,287.50 22m 0.77%
06.02.2016 03:00 06.02.2016 03:23 GBPUSD Sell 95.80 1.4 1.4 1.44189 1.44129 6.0 5,246.97 23m 0.77%
06.01.2016 20:15 06.01.2016 20:54 GBPUSD Sell 95.08 1.4 1.4 1.44224 1.44164 6.0 5,207.53 39m 0.77%
06.01.2016 09:00 06.01.2016 09:09 GBPUSD Sell 94.35 1.4 1.4 1.4497 1.4491 6.0 5,167.55 9m 0.77%

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.