CSV  Discuss (0)

Strategy Settings

minSize
300
AtrPeriod
20
countback
40
startcountback
3
DevFactor
2.3
LimitTrade
true
TrailingTrade
false
StopFactor
0.7
AtrLimitFactor
4.8
limit
3100
trailingstop
1400
stop
600
maxstop
1000
multiTrades
false
FridayRisk
1
+1213.31%

0.12%
3.81%
Drawdown: 76.75%

Balance: $13,133.09
Highest: (Jan 26) $27,126.64
Profit: $12,133.06
Deposits: $1,000.00

Test Started: Jan 04, 2010
Test Ended: Sep 03, 2015
Timeframe: 1 Hour

Model Type: n/a
Added: Sep 11, 2015 at 21:42
Loading, please wait...
Trades: 402
Profitability:
Pips: 63,791.0
Average Win: 2,024.80 pips / $1,559.22
Average Loss: -683.43 pips / -$659.82
Lots: 372.27
Commissions: 0
Longs Won: (51/195) 26%
Shorts Won: (74/207) 35%
Best Trade ($): (Jan 26) 5,548.50
Worst Trade ($): (Jan 31) -2,062.26
Best Trade (Pips): (Jan 10) 3,100.0
Worst Trade (Pips): (Dec 18) -1,104.0
Avg. Trade Length: 1d
Profit Factor: 1.07
Standard Deviation: $1,368.06
Sharpe Ratio 0.11
Z-Score (Probability): -1.25 (-79.02%)
Expectancy 158.7 Pips / $30.18
AHPR: 1.31%
GHPR: 0.64%
Loading, please wait...
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% 39.71% 52.44% 61.7% 69.25% 75.73% 81.47% 86.67% 91.44% 95.86%
Consecutive Losing Trades 20 18 16 14 12 10 8 6 4 2
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (402)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.03.2015 13:00 09.03.2015 13:49 XAUUSD Sell 1.15 1,129.0 1,092.0 1,123 1,128.98 -598.0 -687.70 49m -4.98%
08.18.2015 15:00 08.20.2015 14:23 XAUUSD Buy 0.91 1,120.6 1,148.6 1,117.64 1,148.64 3,100.0 2,819.97 1d 25.63%
08.18.2015 14:00 08.18.2015 14:34 XAUUSD Sell 0.96 1,117.6 1,080.6 1,111.55 1,117.61 -606.0 -581.76 34m -5.02%
08.07.2015 14:00 08.12.2015 15:54 XAUUSD Buy 0.80 1,097.3 1,125.3 1,094.32 1,125.32 3,100.0 2,479.32 5d 27.24%
08.11.2015 02:00 08.11.2015 02:10 XAUUSD Sell 0.80 1,102.6 1,064.8 1,095.81 1,102.56 -675.0 -540.00 10m -5.60%
08.07.2015 13:00 08.07.2015 13:26 XAUUSD Sell 0.84 1,089.7 1,052.7 1,083.73 1,089.73 -600.0 -504.00 26m -4.97%
08.06.2015 14:00 08.07.2015 12:34 XAUUSD Buy 0.89 1,084.5 1,121.6 1,090.61 1,084.51 -610.0 -543.15 22h 34m -5.08%
07.31.2015 13:00 08.03.2015 22:00 XAUUSD Buy 0.93 1,084.2 1,121.2 1,090.15 1,084.23 -592.0 -550.82 3d -4.90%
07.23.2015 13:00 07.24.2015 18:29 XAUUSD Sell 0.98 1,101.8 1,064.8 1,095.82 1,101.82 -600.0 -588.50 1d -4.97%
07.23.2015 08:00 07.23.2015 12:31 XAUUSD Buy 1.03 1,098.5 1,135.5 1,104.46 1,098.46 -600.0 -618.00 4h 31m -4.96%
07.20.2015 02:00 07.20.2015 06:19 XAUUSD Sell 1.12 1,116.4 1,075.5 1,106.53 1,116.43 -990.0 -1,108.80 4h 19m -8.18%
07.17.2015 13:00 07.20.2015 01:29 XAUUSD Sell 0.89 1,136.5 1,108.5 1,139.48 1,108.48 3,100.0 2,758.55 2d 25.55%
07.07.2015 14:00 07.08.2015 13:21 XAUUSD Sell 0.94 1,162.3 1,125.3 1,156.29 1,162.3 -601.0 -565.42 23h 21m -4.98%
06.30.2015 16:00 07.01.2015 12:04 XAUUSD Buy 0.99 1,171.0 1,208.1 1,177.13 1,171.03 -610.0 -604.18 20h 4m -5.05%
06.22.2015 14:00 06.28.2015 22:01 XAUUSD Sell 1.00 1,187.8 1,155.5 1,186.46 1,187.82 -136.0 -139.04 6d -1.15%
06.17.2015 19:00 06.22.2015 13:21 XAUUSD Buy 1.02 1,186.4 1,218.8 1,187.84 1,186.44 -140.0 -144.24 4d -1.18%
06.16.2015 14:00 06.17.2015 18:03 XAUUSD Sell 1.07 1,183.8 1,146.9 1,177.89 1,183.83 -594.0 -636.12 1d -4.94%
06.12.2015 14:00 06.15.2015 08:00 XAUUSD Buy 1.12 1,177.4 1,214.4 1,183.37 1,177.37 -600.0 -672.32 2d -4.96%
06.03.2015 17:00 06.09.2015 08:34 XAUUSD Sell 1.10 1,179.7 1,151.7 1,182.67 1,179.67 300.0 326.66 5d 2.47%
06.01.2015 14:00 06.01.2015 15:20 XAUUSD Buy 1.20 1,194.6 1,235.5 1,204.51 1,194.6 -991.0 -1,189.20 1h 20m -8.25%

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.