Strategy Settings
LotSize
2
Magic
456976
FIFO
false
ClosePreviousSessio...
2
Assign_PT_and_ST
false
InternalControl
true
ManualTradeControl
false
FastVolatilityBase
5
SlowVolatilityBase
60
VolatilityFactor
2
SmartExit
true
| +3408.83% |
| 0.28% | |
| 8.85% | |
| Drawdown: | 54.98% |
| Balance: | $350,883.20 |
| Highest: | (Nov 10) $352,753.20 |
| Profit: | $340,883.20 |
| Deposits: | $10,000.00 |
| Test Started: | Jun 03, 2008 |
| Test Ended: | Nov 14, 2011 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Jun 04, 2012 at 20:14 |
Loading, please wait...
| Trades: | 1,402 |
| Profitability: | |
| Pips: | 17,133.5 |
| Average Win: | 69.10 pips / $1,380.13 |
| Average Loss: | -31.33 pips / -$627.50 |
| Lots: | 2,814.00 |
| Commissions: | 0 |
| Longs Won: | (298/698) 42% |
| Shorts Won: | (310/704) 44% |
| Best Trade ($): | (Mar 20) 11,974.00 |
| Worst Trade ($): | (Jan 08) -2,286.00 |
| Best Trade (Pips): | (Mar 20) 599.1 |
| Worst Trade (Pips): | (Jan 08) -114.3 |
| Avg. Trade Length: | 10h 46m |
| Profit Factor: | 1.68 |
| Standard Deviation: | $1,276.31 |
| Sharpe Ratio | 0.14 |
| Z-Score (Probability): | -14.69 (99.99%) |
| Expectancy | 12.2 Pips / $243.14 |
| AHPR: | 0.27% |
| GHPR: | 0.25% |
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% | <0.01% |
| Consecutive Losing Trades | 559 | 503 | 447 | 391 | 336 | 280 | 224 | 168 | 112 | 56 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (1402)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.11.2011 16:30 | 11.14.2011 08:30 | EURUSD | Buy | 2.00 | - | - | 1.37693 | 1.37196 | -49.7 | -996.00 | 2d | -0.28% |
| 11.11.2011 16:45 | 11.14.2011 08:00 | EURUSD | Buy | 2.00 | - | - | 1.37797 | 1.37361 | -43.6 | -874.00 | 2d | -0.25% |
| 11.10.2011 09:15 | 11.10.2011 12:45 | EURUSD | Buy | 2.00 | - | - | 1.35721 | 1.36365 | 64.4 | 1,288.00 | 3h 30m | 0.37% |
| 11.10.2011 07:15 | 11.10.2011 07:30 | EURUSD | Sell | 2.00 | - | - | 1.34852 | 1.3509 | -23.8 | -476.00 | 15m | -0.14% |
| 11.09.2011 09:45 | 11.10.2011 00:30 | EURUSD | Sell | 2.00 | - | - | 1.37189 | 1.35193 | 199.6 | 3,982.40 | 14h 45m | 1.14% |
| 11.09.2011 10:15 | 11.09.2011 15:00 | EURUSD | Sell | 2.00 | - | - | 1.36957 | 1.35638 | 131.9 | 2,638.00 | 4h 45m | 0.76% |
| 11.09.2011 10:00 | 11.09.2011 15:00 | EURUSD | Sell | 2.00 | - | - | 1.37068 | 1.35638 | 143.0 | 2,860.00 | 5h 0m | 0.84% |
| 11.09.2011 10:30 | 11.09.2011 14:15 | EURUSD | Sell | 2.00 | - | - | 1.36771 | 1.36015 | 75.6 | 1,512.00 | 3h 45m | 0.44% |
| 11.09.2011 10:45 | 11.09.2011 13:30 | EURUSD | Sell | 2.00 | - | - | 1.36655 | 1.36002 | 65.3 | 1,306.00 | 2h 45m | 0.38% |
| 11.08.2011 09:15 | 11.08.2011 09:45 | EURUSD | Buy | 2.00 | - | - | 1.37905 | 1.37736 | -16.9 | -338.00 | 30m | -0.10% |
| 11.07.2011 15:00 | 11.07.2011 15:30 | EURUSD | Buy | 2.00 | - | - | 1.38067 | 1.37711 | -35.6 | -712.00 | 30m | -0.21% |
| 11.07.2011 11:30 | 11.07.2011 13:30 | EURUSD | Buy | 2.00 | - | - | 1.37625 | 1.37264 | -36.1 | -722.00 | 2h 0m | -0.21% |
| 11.04.2011 15:00 | 11.04.2011 18:15 | EURUSD | Sell | 2.00 | - | - | 1.37287 | 1.3765 | -36.3 | -726.00 | 3h 15m | -0.21% |
| 11.04.2011 15:15 | 11.04.2011 17:00 | EURUSD | Sell | 2.00 | - | - | 1.37313 | 1.37607 | -29.4 | -588.00 | 1h 45m | -0.17% |
| 11.03.2011 14:45 | 11.03.2011 15:45 | EURUSD | Sell | 2.00 | - | - | 1.3727 | 1.37667 | -39.7 | -794.00 | 1h 0m | -0.23% |
| 11.03.2011 15:15 | 11.03.2011 15:30 | EURUSD | Sell | 2.00 | - | - | 1.36877 | 1.37283 | -40.6 | -812.00 | 15m | -0.24% |
| 11.03.2011 15:00 | 11.03.2011 15:30 | EURUSD | Sell | 2.00 | - | - | 1.36844 | 1.37283 | -43.9 | -878.00 | 30m | -0.25% |
| 11.03.2011 11:00 | 11.03.2011 14:45 | EURUSD | Buy | 2.00 | - | - | 1.37755 | 1.3727 | -48.5 | -970.00 | 3h 45m | -0.28% |
| 11.03.2011 11:15 | 11.03.2011 14:30 | EURUSD | Buy | 2.00 | - | - | 1.37947 | 1.37529 | -41.8 | -836.00 | 3h 15m | -0.24% |
| 11.03.2011 10:15 | 11.03.2011 10:45 | EURUSD | Buy | 2.00 | - | - | 1.3753 | 1.37397 | -13.3 | -266.00 | 30m | -0.08% |
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.
