Strategy Settings
Lots
0.01
ProfitTarget
0
StopLoss
3
BreakEven
3
applyBreakEven
true
Slippage
3
TrailingStop
3
stochUpLevel
70
stochDnLevel
30
highLowSmth1_thresh...
0.00045
| +20059.73% |
| 2.89% | |
| 135.34% | |
| Drawdown: | 8.55% |
| Balance: | $10,079,864.60 |
| Highest: | (Jul 08) $10,086,605.04 |
| Profit: | $10,029,864.58 |
| Deposits: | $50,000.00 |
| Test Started: | Jan 03, 2011 |
| Test Ended: | Jul 08, 2011 |
| Timeframe: | 30 Minutes |
| Model Type: | Every Tick |
| Added: | Jul 24, 2011 at 10:41 |
Loading, please wait...
| Trades: | 446 |
| Profitability: | |
| Pips: | 6,189.3 |
| Average Win: | 45.72 pips / $74,178.18 |
| Average Loss: | -3.77 pips / -$6,147.96 |
| Lots: | 66,980.50 |
| Commissions: | 0 |
| Longs Won: | (89/222) 40% |
| Shorts Won: | (70/224) 31% |
| Best Trade ($): | (Jul 07) 1,281,690.98 |
| Worst Trade ($): | (Jun 29) -40,832.40 |
| Best Trade (Pips): | (Jan 07) 341.3 |
| Worst Trade (Pips): | (Jan 04) -5.3 |
| Avg. Trade Length: | 6h 23m |
| Profit Factor: | 6.68 |
| Standard Deviation: | $105,092.80 |
| Sharpe Ratio | 0.31 |
| Z-Score (Probability): | 0.50 (38.29%) |
| Expectancy | 13.9 Pips / $22,488.49 |
| AHPR: | 1.27% |
| GHPR: | 1.20% |
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% | 1.35% |
| Consecutive Losing Trades | 1639 | 1475 | 1311 | 1148 | 984 | 820 | 656 | 492 | 328 | 164 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (446)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07.08.2011 12:30 | 07.08.2011 15:41 | EURUSD | Sell | 962.92 | 1.4 | - | 1.43025 | 1.43025 | 0.0 | -6,740.44 | 3h 11m | -0.07% |
| 07.08.2011 12:30 | 07.08.2011 13:17 | EURUSD | Sell | 962.92 | 1.4 | - | 1.43025 | 1.42543 | 48.2 | 457,387.00 | 47m | 4.75% |
| 07.07.2011 17:31 | 07.08.2011 07:20 | EURUSD | Buy | 954.89 | 1.4 | - | 1.43408 | 1.43408 | 0.0 | -6,617.39 | 13h 49m | -0.07% |
| 07.07.2011 17:31 | 07.07.2011 18:31 | EURUSD | Buy | 954.89 | 1.4 | - | 1.43408 | 1.43506 | 9.8 | 86,894.99 | 1h 0m | 0.91% |
| 07.05.2011 04:45 | 07.07.2011 17:31 | EURUSD | Sell | 812.74 | 1.5 | - | 1.4501 | 1.43408 | 160.2 | 1,281,690.98 | 2d | 15.50% |
| 07.05.2011 04:45 | 07.05.2011 04:45 | EURUSD | Sell | 812.74 | 1.4 | - | 1.4501 | 1.44831 | 17.9 | 139,791.28 | 0s | 1.72% |
| 07.01.2011 22:47 | 07.04.2011 14:35 | EURUSD | Buy | 784.26 | 1.5 | - | 1.45128 | 1.45128 | 0.0 | -5,434.92 | 2d | -0.07% |
| 07.01.2011 22:47 | 07.04.2011 04:07 | EURUSD | Buy | 784.26 | 1.5 | - | 1.45128 | 1.45505 | 37.7 | 290,231.10 | 2d | 3.70% |
| 07.01.2011 16:11 | 07.01.2011 17:26 | EURUSD | Sell | 765.36 | 1.4 | - | 1.44821 | 1.44821 | 0.0 | -5,357.52 | 1h 15m | -0.07% |
| 07.01.2011 16:11 | 07.01.2011 17:17 | EURUSD | Sell | 765.36 | 1.4 | - | 1.44821 | 1.4456 | 26.1 | 194,401.44 | 1h 6m | 2.54% |
| 06.29.2011 18:22 | 07.01.2011 16:11 | EURUSD | Buy | 669.28 | 1.4 | - | 1.4404 | 1.44821 | 78.1 | 518,210.12 | 1d | 7.26% |
| 06.29.2011 18:22 | 06.30.2011 01:48 | EURUSD | Buy | 669.28 | 1.4 | - | 1.4404 | 1.44708 | 66.8 | 442,534.63 | 7h 26m | 6.61% |
| 06.29.2011 16:44 | 06.29.2011 18:06 | EURUSD | Sell | 664.30 | 1.4 | - | 1.4382 | 1.4382 | 0.0 | -4,650.10 | 1h 22m | -0.07% |
| 06.29.2011 16:44 | 06.29.2011 17:21 | EURUSD | Sell | 664.30 | 1.4 | - | 1.4382 | 1.43731 | 8.9 | 54,472.60 | 37m | 0.82% |
| 06.29.2011 15:48 | 06.29.2011 15:48 | EURUSD | Buy | 672.37 | 1.4 | - | 1.43946 | 1.43893 | -5.3 | -40,342.20 | 0s | -0.60% |
| 06.29.2011 15:48 | 06.29.2011 15:48 | EURUSD | Buy | 672.37 | 1.4 | - | 1.43946 | 1.43893 | -5.3 | -40,342.20 | 0s | -0.60% |
| 06.29.2011 15:46 | 06.29.2011 15:46 | EURUSD | Sell | 680.54 | 1.4 | - | 1.43377 | 1.4343 | -5.3 | -40,832.40 | 0s | -0.60% |
| 06.28.2011 15:46 | 06.29.2011 15:46 | EURUSD | Buy | 633.29 | 1.4 | - | 1.42864 | 1.43377 | 51.3 | 320,489.07 | 1d | 4.94% |
| 06.29.2011 15:46 | 06.29.2011 15:46 | EURUSD | Sell | 680.54 | 1.4 | - | 1.43377 | 1.4343 | -5.3 | -40,832.40 | 0s | -0.60% |
| 06.28.2011 15:46 | 06.28.2011 15:46 | EURUSD | Buy | 633.29 | 1.4 | - | 1.42864 | 1.43111 | 24.7 | 151,989.60 | 0s | 2.40% |
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.
