Strategy Settings
+208.31% |
0.31% | |
9.81% | |
Drawdown: | 30.77% |
Balance: | $9,255.48 |
Highest: | (Dec 21) $10,388.20 |
Profit: | $6,255.54 |
Deposits: | $3,000.00 |
Test Started: | Jan 02, 2017 |
Test Ended: | Dec 29, 2017 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Jan 13 2018 at 07:58 |
Comments:
https://www.forexrelativity.com |
Model Quality: | 90.0 |
Bars In Test: | 7208 |
Ticks Modelled: | 25152667 |
Views: | 176 |
Broker: | XM |
Trades: | 592 |
Profitability: | |
Pips: | 10282.0 |
Average Win: | 56.81 pips / $123.16 |
Average Loss: | -39.28 pips / -$151.14 |
Lots: | 261.69 |
Commissions: | 0 |
Longs Won: | (157/290) 54% |
Shorts Won: | (192/302) 63% |
Best Trade($): | (Apr 24) 207.37 |
Worst Trade($): | (Jun 01) -210.80 |
Best Trade (Pips): | (Mar 10) 176.3 |
Worst Trade (Pips): | (Jan 18) -92.5 |
Avg. Trade Length: | 22h 2m |
Profit Factor: | 1.17 |
Standard Deviation: | $141.54 |
Sharpe Ratio | 0.1200 |
Z-Score (Probability): | -9.86 (99.99%) |
Expectancy: | 17.4 Pips / $10.57 |
AHPR: | 0.21% |
GHPR: | 0.19% |
Longs | Shorts | Total | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Currency | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Won(%) | Lost(%) |
USDJPY | 290 | 3458.1 | -656.01 | 302 | 6823.9 | 6911.49 | 592 | 10282.0 | 6255.48 | 349 (59%) | 243 (41%) |
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% | 0.12% | 0.71% | 3.15% | 11.5% | 36.02% |
Consecutive Losing Trades | 61 | 55 | 49 | 43 | 37 | 31 | 24 | 18 | 12 | 6 |
Trading Activity (592)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.28.2017 09:07 | 12.29.2017 19:57 | USDJPY | Sell | 0.31 | 113.36300 | 112.08900 | 112.70400 | 112.62100 | 8.3 | 20.43 | 1d | 0.22% |
12.28.2017 09:07 | 12.29.2017 19:57 | USDJPY | Sell | 0.31 | 113.36300 | 111.54500 | 112.70400 | 112.62100 | 8.3 | 20.43 | 1d | 0.22% |
12.28.2017 07:32 | 12.28.2017 07:46 | USDJPY | Sell | 0.48 | 113.40400 | 112.88100 | 113.18400 | 112.88100 | 30.3 | 113.83 | 14m | 1.25% |
12.26.2017 19:03 | 12.28.2017 07:32 | USDJPY | Sell | 0.97 | 113.40400 | 112.88100 | 113.18400 | 112.96000 | 22.4 | 81.84 | 1d | 0.91% |
12.26.2017 19:03 | 12.28.2017 06:55 | USDJPY | Sell | 0.97 | 113.40400 | 113.00800 | 113.18400 | 113.00800 | 17.6 | 120.73 | 1d | 1.36% |
12.27.2017 12:15 | 12.28.2017 00:00 | USDJPY | Buy | 0.99 | 113.15800 | 113.76300 | 113.37500 | 113.15800 | -21.7 | -183.04 | 11h 45m | -1.98% |
12.27.2017 12:15 | 12.28.2017 00:00 | USDJPY | Buy | 0.99 | 113.15800 | 113.57400 | 113.37500 | 113.15800 | -21.7 | -183.04 | 11h 45m | -2.02% |
12.27.2017 10:06 | 12.27.2017 12:15 | USDJPY | Sell | 0.99 | 113.37500 | 112.94100 | 113.15800 | 113.37500 | -21.7 | -189.49 | 2h 9m | -2.00% |
12.27.2017 10:06 | 12.27.2017 12:15 | USDJPY | Sell | 0.99 | 113.37500 | 112.75200 | 113.15800 | 113.37500 | -21.7 | -189.49 | 2h 9m | -1.96% |
12.21.2017 09:06 | 12.22.2017 19:57 | USDJPY | Buy | 0.84 | 113.19800 | 113.95900 | 113.46800 | 113.25800 | -21.0 | -153.82 | 1d | -1.54% |
12.22.2017 19:11 | 12.22.2017 19:57 | USDJPY | Sell | 1.64 | 113.40700 | 113.00800 | 113.26600 | 113.27600 | -1.0 | -14.48 | 46m | -0.15% |
12.22.2017 19:11 | 12.22.2017 19:57 | USDJPY | Sell | 1.64 | 113.40700 | 113.12500 | 113.26600 | 113.27600 | -1.0 | -14.48 | 46m | -0.15% |
12.21.2017 09:06 | 12.22.2017 19:57 | USDJPY | Buy | 0.84 | 113.19800 | 113.72000 | 113.46800 | 113.25800 | -21.0 | -153.82 | 1d | -1.57% |
12.22.2017 08:43 | 12.22.2017 19:11 | USDJPY | Buy | 1.64 | 113.26600 | 113.53000 | 113.40700 | 113.26600 | -14.1 | -204.16 | 10h 28m | -2.00% |
12.22.2017 08:43 | 12.22.2017 19:11 | USDJPY | Buy | 1.64 | 113.26600 | 113.64700 | 113.40700 | 113.26600 | -14.1 | -204.16 | 10h 28m | -1.97% |
12.20.2017 22:11 | 12.21.2017 09:35 | USDJPY | Buy | 0.43 | 112.83900 | 113.55000 | 113.09200 | 113.55000 | 45.8 | 176.40 | 11h 24m | 1.73% |
12.20.2017 09:38 | 12.20.2017 22:11 | USDJPY | Buy | 0.87 | 112.83900 | 113.55000 | 113.09200 | 113.44100 | 34.9 | 135.37 | 12h 33m | 1.34% |
12.20.2017 09:38 | 12.20.2017 18:00 | USDJPY | Buy | 0.87 | 112.83900 | 113.32700 | 113.09200 | 113.32700 | 23.5 | 180.41 | 8h 22m | 1.82% |
12.19.2017 16:29 | 12.19.2017 17:59 | USDJPY | Buy | 0.35 | 112.11100 | 112.98200 | 112.41800 | 112.98200 | 56.4 | 176.33 | 1h 30m | 1.81% |
12.19.2017 17:20 | 12.19.2017 17:24 | USDJPY | Buy | 0.70 | 112.53200 | 112.93900 | 112.68200 | 112.93900 | 25.7 | 159.29 | 4m | 1.67% |
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 strategiy 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 yourbroker. 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.