CSV  Discuss (0)

Strategy Settings

Settings01
"
BBPeriod
25
MaxCandle
320
OzymandiasFilter
false
Amplitude
18
DemFilter
true
DemPer
8
DemB
0.2
Settings02
"
Exits01
"
Exits02
"-Ñòîõàñòè...
StochExit
true
KPer
11
DPer
16
SPer
4
+0.94%

0%
0.03%
Drawdown: 4.38%

Balance: $10,093.58
Highest: (Feb 25) $10,121.59
Profit: $93.58
Deposits: $10,000.00

Test Started: Sep 04, 2012
Test Ended: Sep 25, 2015
Timeframe: 4 Hours

Model Type: Every Tick
Added: Jan 15, 2016 at 20:45
Loading, please wait...
Trades: 15
Profitability:
Pips: 128.9
Average Win: 51.93 pips / $49.52
Average Loss: -78.08 pips / -$80.33
Lots: 1.50
Commissions: 0
Longs Won: (9/9) 100%
Shorts Won: (1/6) 16%
Best Trade ($): (Sep 18) 141.17
Worst Trade ($): (Apr 04) -288.64
Best Trade (Pips): (Sep 18) 153.6
Worst Trade (Pips): (Apr 04) -277.6
Avg. Trade Length: 2d
Profit Factor: 1.23
Standard Deviation: $95.81
Sharpe Ratio 0.07
Z-Score (Probability): 0.51 (38.99%)
Expectancy 8.6 Pips / $6.24
AHPR: 0.07%
GHPR: 0.06%
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% 0.09% 0.77% 4.75% 23.73%
Consecutive Losing Trades 126 113 101 88 75 63 50 38 25 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (15)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.23.2015 08:00 09.25.2015 12:00 USDJPY Buy 0.10 116.0 - 120.233 121.009 77.6 63.98 2d 0.64%
05.22.2015 08:00 05.22.2015 10:57 USDJPY Buy 0.10 120.8 - 120.754 120.843 8.9 7.36 2h 57m 0.07%
01.21.2015 16:00 01.22.2015 08:00 USDJPY Buy 0.10 115.7 - 117.762 117.996 23.4 19.72 16h 0m 0.20%
09.16.2014 04:00 09.18.2014 16:00 USDJPY Buy 0.10 102.0 - 107.154 108.69 153.6 141.17 2d 1.43%
08.22.2014 12:00 09.01.2014 16:00 USDJPY Buy 0.10 101.2 - 103.782 104.268 48.6 46.31 10d 0.47%
03.18.2014 04:00 03.27.2014 04:00 USDJPY Sell 0.10 103.9 - 101.778 102.041 -26.3 -26.21 9d -0.27%
11.13.2013 20:00 11.14.2013 16:00 USDJPY Buy 0.10 96.8 - 99.387 99.938 55.1 55.02 20h 0m 0.56%
11.01.2013 08:00 11.07.2013 18:27 USDJPY Buy 0.10 98.2 - 98.14 98.162 2.2 2.02 6d 0.02%
10.21.2013 16:00 10.21.2013 20:00 USDJPY Sell 0.10 99.8 - 98.144 98.2 -5.6 -5.70 4h 0m -0.06%
09.09.2013 20:00 09.10.2013 11:28 USDJPY Sell 0.10 100.4 - 99.571 100.364 -79.3 -79.05 15h 28m -0.80%
04.17.2013 08:00 04.17.2013 16:00 USDJPY Sell 0.10 100.1 - 98.114 97.762 35.2 36.01 8h 0m 0.37%
04.03.2013 12:00 04.04.2013 20:00 USDJPY Sell 0.10 96.8 - 93.439 96.215 -277.6 -288.64 1d -2.85%
02.19.2013 12:00 02.25.2013 00:00 USDJPY Buy 0.10 87.9 - 93.544 94.229 68.5 72.48 5d 0.72%
01.21.2013 12:00 01.24.2013 16:00 USDJPY Buy 0.10 83.7 - 89.527 89.989 46.2 51.15 3d 0.51%
09.04.2012 12:00 09.04.2012 15:27 USDJPY Sell 0.10 78.4 - 78.402 78.418 -1.6 -2.04 3h 27m -0.02%

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.