CSV  Discuss (0)

Strategy Settings

minSize
30
AtrPeriod
21
countback
15
startcountback
1
DevFactor
2.4
LimitTrade
true
TrailingTrade
true
StopFactor
0.65
AtrLimitFactor
4.8
limit
140
trailingstop
80
stop
25
maxstop
40
multiTrades
false
FridayRisk
0
+3509.23%

0.17%
5.34%
Drawdown: 25.42%

Balance: $36,092.36
Highest: (Aug 24) $37,861.10
Profit: $35,092.33
Deposits: $1,000.00

Test Started: Jan 04, 2010
Test Ended: Sep 04, 2015
Timeframe: 1 Hour

Model Type: n/a
Added: Sep 11, 2015 at 19:12
Loading, please wait...
Trades: 493
Profitability:
Pips: 10,373.6
Average Win: 84.58 pips / $343.82
Average Loss: -25.33 pips / -$127.80
Lots: 229.01
Commissions: 0
Longs Won: (106/245) 43%
Shorts Won: (102/248) 41%
Best Trade ($): (Mar 12) 5,840.88
Worst Trade ($): (Aug 28) -559.49
Best Trade (Pips): (Mar 12) 679.9
Worst Trade (Pips): (Jul 19) -41.5
Avg. Trade Length: 1d
Profit Factor: 1.96
Standard Deviation: $512.54
Sharpe Ratio 0.26
Z-Score (Probability): -10.44 (99.99%)
Expectancy 21.0 Pips / $71.18
AHPR: 0.77%
GHPR: 0.73%
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% 0.1% 1.31% 12.93%
Consecutive Losing Trades 282 254 226 198 169 141 113 85 56 28
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (493)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.03.2015 13:00 09.04.2015 07:14 EURUSD Sell 1.46 1.1 - 1.11192 1.11414 -22.2 -324.88 18h 14m -0.89%
09.03.2015 13:00 09.04.2015 07:14 EURUSD Sell 1.46 1.1 1.1 1.11192 1.11414 -22.2 -324.88 18h 14m -0.88%
08.27.2015 13:00 08.28.2015 07:24 EURUSD Sell 1.51 1.1 1.1 1.12435 1.12805 -37.0 -559.49 18h 24m -1.48%
08.27.2015 13:00 08.28.2015 07:24 EURUSD Sell 1.51 1.1 - 1.12435 1.12805 -37.0 -559.49 18h 24m -1.50%
08.19.2015 18:00 08.24.2015 14:10 EURUSD Buy 1.23 1.2 - 1.1121 1.15889 467.9 5,749.51 4d 17.90%
08.24.2015 14:00 08.24.2015 14:05 EURUSD Buy 1.30 1.2 1.2 1.16704 1.16305 -39.9 -518.70 5m -1.59%
08.19.2015 18:00 08.21.2015 02:34 EURUSD Buy 1.23 1.1 1.1 1.1121 1.1261 140.0 1,717.47 1d 5.56%
08.11.2015 08:00 08.13.2015 06:41 EURUSD Buy 1.13 1.1 - 1.10391 1.11185 79.4 893.06 1d 2.97%
08.11.2015 08:00 08.12.2015 13:40 EURUSD Buy 1.13 1.1 1.1 1.10391 1.11791 140.0 1,580.96 1d 5.56%
08.04.2015 18:00 08.05.2015 12:15 EURUSD Sell 1.12 1.1 - 1.09168 1.09068 10.0 111.42 18h 15m 0.39%
08.04.2015 18:00 08.05.2015 12:15 EURUSD Sell 1.12 1.1 1.1 1.09168 1.09068 10.0 111.42 18h 15m 0.39%
07.27.2015 08:00 07.27.2015 12:30 EURUSD Buy 1.16 1.1 - 1.10881 1.10501 -38.0 -440.80 4h 30m -1.54%
07.27.2015 08:00 07.27.2015 12:30 EURUSD Buy 1.16 1.1 1.1 1.10881 1.10501 -38.0 -440.80 4h 30m -1.51%
07.23.2015 08:00 07.24.2015 04:28 EURUSD Buy 1.18 1.1 1.1 1.09868 1.09652 -21.6 -255.97 20h 28m -0.86%
07.23.2015 08:00 07.24.2015 04:28 EURUSD Buy 1.18 1.1 - 1.09868 1.09652 -21.6 -255.97 20h 28m -0.87%
07.16.2015 14:00 07.16.2015 16:35 EURUSD Buy 1.21 1.1 - 1.09101 1.08763 -33.8 -408.98 2h 35m -1.36%
07.16.2015 14:00 07.16.2015 16:35 EURUSD Buy 1.21 1.1 1.1 1.09101 1.08763 -33.8 -408.98 2h 35m -1.34%
07.13.2015 08:00 07.15.2015 13:20 EURUSD Sell 1.13 1.1 1.1 1.10981 1.09581 140.0 1,580.82 2d 5.48%
07.13.2015 08:00 07.14.2015 12:30 EURUSD Sell 1.13 1.1 - 1.10981 1.10601 38.0 428.81 1d 1.51%
07.09.2015 08:00 07.09.2015 22:25 EURUSD Sell 1.16 1.1 1.1 1.10355 1.10709 -35.4 -410.64 14h 25m -1.40%

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.