Advertisement
Strategy Settings
+24.99M% |
0.39% | |
12.24% | |
Drawdown: | 25.59% |
Balance: | $24,992,884.63 |
Highest: | (Sep 23) $25,131,151.00 |
Profit: | $24,992,784.78 |
Deposits: | $100.00 |
Test Started: | Nov 21, 2007 |
Test Ended: | Sep 23, 2016 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | Sep 25, 2016 at 07:03 |
Trades: | 2,295 |
Profitability: |
|
Pips: | 103,872.8 |
Average Win: | 98.75 pips / $22,725.62 |
Average Loss: | -47.21 pips / -$9,572.26 |
Lots: | 44,304.62 |
Commissions: | 0 |
Longs Won: | (707/1,174) 60% |
Shorts Won: | (747/1,121) 66% |
Best Trade ($): | (Jul 12) 1,121,923.44 |
Worst Trade ($): | (Sep 23) -138,266.37 |
Best Trade (Pips): | (Dec 12) 500.0 |
Worst Trade (Pips): | (Nov 22) -50.0 |
Avg. Trade Length: | 23h 19m |
Profit Factor: | 4.10 |
Standard Deviation: | $68,133.77 |
Sharpe Ratio | 0.32 |
Z-Score (Probability): | -4.23 (99.99%) |
Expectancy | 45.3 Pips / $10,890.10 |
AHPR: | 0.56% |
GHPR: | 0.54% |
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 | 2611 | 2350 | 2089 | 1828 | 1567 | 1305 | 1044 | 783 | 522 | 261 |
Trading Activity (2295)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.23.2016 00:00 | 09.23.2016 03:33 | GBPJPY | Sell | 279.24 | 132.2 | 126.7 | 131.713 | 132.213 | -50.0 | -138,266.37 | 3h 33m | -0.55% |
09.22.2016 13:52 | 09.23.2016 00:00 | GBPJPY | Buy | 276.10 | 130.2 | 135.7 | 130.678 | 131.713 | 103.5 | 282,184.88 | 10h 8m | 1.14% |
09.21.2016 00:00 | 09.21.2016 01:00 | GBPJPY | Sell | 277.63 | 132.6 | 127.1 | 132.07 | 132.57 | -50.0 | -137,469.18 | 1h 0m | -0.55% |
09.20.2016 00:00 | 09.21.2016 00:00 | GBPJPY | Sell | 275.63 | 133.3 | 127.8 | 132.765 | 132.1 | 66.5 | 180,092.50 | 1d | 0.73% |
09.19.2016 00:00 | 09.19.2016 01:36 | GBPJPY | Sell | 277.15 | 133.3 | 127.8 | 132.79 | 133.29 | -50.0 | -137,231.50 | 1h 36m | -0.55% |
09.16.2016 00:00 | 09.19.2016 00:00 | GBPJPY | Sell | 270.48 | 135.6 | 130.1 | 135.068 | 132.82 | 224.8 | 600,746.26 | 3d | 2.47% |
09.15.2016 00:00 | 09.15.2016 01:57 | GBPJPY | Sell | 271.97 | 136.0 | 130.5 | 135.504 | 136.004 | -50.0 | -134,666.61 | 1h 57m | -0.55% |
09.14.2016 00:00 | 09.15.2016 00:00 | GBPJPY | Buy | 271.19 | 134.7 | 140.2 | 135.233 | 135.504 | 27.1 | 70,293.21 | 1d | 0.29% |
09.13.2016 00:00 | 09.14.2016 00:00 | GBPJPY | Sell | 269.64 | 136.3 | 130.8 | 135.761 | 135.233 | 52.8 | 139,596.19 | 1d | 0.58% |
09.12.2016 00:00 | 09.13.2016 00:00 | GBPJPY | Sell | 269.10 | 136.5 | 131.0 | 135.977 | 135.791 | 18.6 | 48,176.69 | 1d | 0.20% |
09.09.2016 00:00 | 09.09.2016 05:52 | GBPJPY | Buy | 270.59 | 135.7 | 141.2 | 136.232 | 135.732 | -50.0 | -134,001.88 | 5h 52m | -0.55% |
09.08.2016 00:00 | 09.08.2016 01:38 | GBPJPY | Buy | 272.09 | 135.2 | 140.7 | 135.726 | 135.226 | -50.0 | -134,744.71 | 1h 38m | -0.55% |
09.07.2016 00:00 | 09.08.2016 00:00 | GBPJPY | Sell | 268.31 | 137.5 | 132.0 | 137.022 | 135.726 | 129.6 | 340,198.77 | 1d | 1.41% |
09.06.2016 00:00 | 09.06.2016 01:23 | GBPJPY | Sell | 269.80 | 138.0 | 132.5 | 137.506 | 138.006 | -50.0 | -133,592.13 | 1h 23m | -0.55% |
09.05.2016 00:00 | 09.06.2016 00:00 | GBPJPY | Sell | 267.41 | 138.9 | 133.4 | 138.351 | 137.536 | 81.5 | 214,444.30 | 1d | 0.89% |
09.02.2016 00:00 | 09.05.2016 00:00 | GBPJPY | Buy | 263.44 | 136.5 | 142.0 | 136.977 | 138.351 | 137.4 | 357,698.46 | 3d | 1.51% |
09.01.2016 00:00 | 09.02.2016 00:00 | GBPJPY | Buy | 260.35 | 135.4 | 140.9 | 135.867 | 136.947 | 108.0 | 277,691.56 | 1d | 1.19% |
08.31.2016 00:00 | 09.01.2016 00:00 | GBPJPY | Buy | 257.01 | 134.1 | 139.6 | 134.645 | 135.837 | 119.2 | 301,061.55 | 1d | 1.30% |
08.30.2016 00:00 | 08.31.2016 00:00 | GBPJPY | Buy | 254.08 | 133.1 | 138.6 | 133.566 | 134.615 | 104.9 | 263,202.72 | 1d | 1.15% |
08.29.2016 00:00 | 08.29.2016 05:40 | GBPJPY | Sell | 255.49 | 134.3 | 128.8 | 133.806 | 134.306 | -50.0 | -126,506.50 | 5h 40m | -0.55% |
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.