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Strategy Settings

per
10
filter
2
robotName
"SP Patter...
DynamicSizing
true
StopLossInPips
1000
LotsIfNoMM
0.05
trail
0
trailactivation
0
breakeven
0
exitafter
1
+705.64%

0.06%
1.73%
Drawdown: 37.40%

Balance: $8,056.39
Highest: (Nov 17) $8,056.39
Profit: $7,056.37
Deposits: $1,000.00

Test Started: Nov 30, 2005
Test Ended: Nov 17, 2015
Timeframe: 1 Day

Model Type: Open Prices
Added: Dec 03 2015 at 09:56
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 3360
Ticks Modelled: 6619
Views: 34
Broker: AvaTrade
Trades: 136
Profitability:
Pips : 49250.0
Average Win: 1371.53 pips / $190.03
Average Loss: -773.44 pips / -$103.53
Lots: 17.14
Commissions: 0
Longs Won: (72/136) 52%
Shorts Won: (0/0) 0%
Best Trade ($): (Aug 27) 1435.14
Worst Trade ($): (Sep 01) -241.30
Best Trade (Pips): (Aug 27) 8975.0
Worst Trade (Pips): (Jan 03) -1000.0
Avg. Trade Length: 22h 39m
Profit Factor: 2.07
Standard Deviation: $244.78
Sharpe Ratio 0.2400
Z-Score (Probability): -0.22 (-17.42%)
Expectancy 362.1 Pips / $51.89
AHPR: 1.80%
GHPR: 1.55%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
S&P500 136 49250.0 7056.39 0 0.0 0.00 136 49250.0 7056.39 72 (53%) 64 (47%)
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% 0.74% 4.66% 23.51%
Consecutive Losing Trades 78 70 62 54 47 39 31 23 16 8
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (136)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.16.2015 00:00 11.17.2015 00:00 S&P500 Buy 0.33 1995.50000 - 2005.50000 2047.00000 4150.0 1367.62 1d 20.45%
11.02.2015 00:00 11.03.2015 00:00 S&P500 Buy 0.30 2059.00000 - 2069.00000 2094.50000 2550.0 763.25 1d 12.88%
09.30.2015 00:00 10.01.2015 00:00 S&P500 Buy 0.26 1866.25000 - 1876.25000 1904.00000 2775.0 720.12 1d 13.83%
09.02.2015 00:00 09.03.2015 00:00 S&P500 Buy 0.22 1909.25000 - 1919.25000 1952.25000 3300.0 724.81 1d 16.18%
08.31.2015 00:00 09.01.2015 00:00 S&P500 Buy 0.24 1957.75000 - 1967.75000 1957.75000 -1000.0 -241.30 1d -5.11%
08.26.2015 00:00 08.27.2015 00:00 S&P500 Buy 0.16 1842.00000 - 1852.00000 1941.75000 8975.0 1435.14 1d 43.66%
08.24.2015 00:00 08.25.2015 00:00 S&P500 Buy 0.17 1949.25000 - 1959.25000 1949.25000 -1000.0 -170.89 1d -4.94%
08.05.2015 00:00 08.06.2015 00:00 S&P500 Buy 0.17 2073.75000 - 2083.75000 2092.50000 875.0 147.76 1d 4.46%
07.27.2015 00:00 07.28.2015 00:00 S&P500 Buy 0.17 2067.50000 - 2077.50000 2067.50000 -1000.0 -170.98 1d -4.91%
01.26.2015 00:00 01.27.2015 00:00 S&P500 Buy 0.15 2016.75000 - 2026.75000 2053.50000 2675.0 400.39 1d 13.00%
01.14.2015 00:00 01.15.2015 00:00 S&P500 Buy 0.16 2007.00000 - 2017.00000 2007.00000 -1000.0 -160.89 1d -4.96%
01.12.2015 00:00 01.13.2015 00:00 S&P500 Buy 0.17 2024.00000 - 2034.00000 2024.00000 -1000.0 -170.96 1d -5.01%
12.17.2014 00:00 12.18.2014 00:00 S&P500 Buy 0.14 1959.25000 - 1969.25000 2006.50000 3725.0 520.72 1d 18.01%
12.10.2014 00:00 12.11.2014 00:00 S&P500 Buy 0.15 2048.50000 - 2058.50000 2048.50000 -1000.0 -150.84 1d -4.96%
12.01.2014 00:00 12.02.2014 00:00 S&P500 Buy 0.16 2048.75000 - 2058.75000 2048.75000 -1000.0 -160.91 1d -5.02%
10.13.2014 00:00 10.14.2014 00:00 S&P500 Buy 0.17 1876.50000 - 1886.50000 1876.50000 -1000.0 -170.88 1d -5.06%
10.08.2014 00:00 10.09.2014 00:00 S&P500 Buy 0.18 1919.00000 - 1929.00000 1919.00000 -1000.0 -180.98 1d -5.09%
09.24.2014 00:00 09.25.2014 00:00 S&P500 Buy 0.16 1963.25000 - 1973.25000 1990.75000 1750.0 279.12 1d 8.52%
09.15.2014 00:00 09.16.2014 00:00 S&P500 Buy 0.16 1959.75000 - 1969.75000 1976.25000 650.0 103.12 1d 3.25%
09.10.2014 00:00 09.11.2014 00:00 S&P500 Buy 0.15 1978.25000 - 1988.25000 1994.00000 575.0 85.42 1d 2.77%

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