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Strategy Settings

TF
7
AppliedPrice
3
MovingPeriod
3
MovingMethod
3
Shift
0
TF2
7
MovingPeriod2
0
AppliedPrice2
2
Shift2
61
LowZone2
31.9
TF3
7
Period3
36
Shift3
49
Custom
3
+64.83%

0.01%
0.21%
Drawdown: 5.22%

Balance: $1,648,267.32
Highest: (Mar 16) $1,649,184.86
Profit: $648,267.45
Deposits: $1,000,000.00

Test Started: Jun 25, 1997
Test Ended: Apr 06, 2017
Timeframe: 1 Day

Model Type: Open Prices
Added: Apr 20 2017 at 06:13
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 5114
Ticks Modelled: 10109
Views: 5
Broker: AvaTrade
Trades: 823
Profitability:
Pips : 668461.0
Average Win: 1207.80 pips / $1191.91
Average Loss: -2183.44 pips / -$2273.47
Lots: 823.00
Commissions: 0
Longs Won: (727/823) 88%
Shorts Won: (0/0) 0%
Best Trade ($): (Aug 20) 10662.63
Worst Trade ($): (Nov 05) -16328.00
Best Trade (Pips): (Aug 20) 10727.0
Worst Trade (Pips): (Nov 05) -16234.0
Avg. Trade Length: 7d
Profit Factor: 3.97
Standard Deviation: $2011.77
Sharpe Ratio 0.0000
Z-Score (Probability): -3.75 (-256.18%)
Expectancy 812.2 Pips / $787.69
AHPR: 0.06%
GHPR: 0.06%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
S&P500 823 668461.0 648267.32 0 0.0 0.00 823 668461.0 648267.32 727 (88%) 96 (12%)
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 725 653 580 508 435 363 290 218 145 73
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (823)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.05.2017 00:00 04.06.2017 23:59 S&P500 Buy 1.00 - - 2366.60000 2357.49000 -911.0 -917.54 1d -0.06%
03.10.2017 00:00 03.16.2017 00:00 S&P500 Buy 1.00 - - 2372.53000 2387.71000 1518.0 1478.44 6d 0.09%
02.23.2017 00:00 03.01.2017 00:00 S&P500 Buy 1.00 - - 2367.51000 2380.13000 1262.0 1222.56 6d 0.07%
02.27.2017 00:00 03.01.2017 00:00 S&P500 Buy 1.00 - - 2365.24000 2380.13000 1489.0 1475.82 2d 0.09%
02.22.2017 00:00 02.23.2017 00:00 S&P500 Buy 1.00 - - 2361.12000 2367.50000 638.0 631.42 1d 0.04%
02.21.2017 00:00 02.22.2017 00:00 S&P500 Buy 1.00 - - 2354.92000 2361.11000 619.0 612.44 1d 0.04%
02.16.2017 00:00 02.21.2017 00:00 S&P500 Buy 1.00 - - 2349.65000 2354.91000 526.0 493.33 5d 0.03%
02.15.2017 00:00 02.16.2017 00:00 S&P500 Buy 1.00 - - 2335.59000 2349.64000 1405.0 1398.47 1d 0.09%
02.14.2017 00:00 02.15.2017 00:00 S&P500 Buy 1.00 - - 2326.13000 2335.58000 945.0 938.51 1d 0.06%
02.13.2017 00:00 02.14.2017 00:00 S&P500 Buy 1.00 - - 2321.73000 2326.12000 439.0 432.54 1d 0.03%
02.10.2017 00:00 02.13.2017 00:00 S&P500 Buy 1.00 - - 2312.28000 2321.72000 944.0 924.65 3d 0.06%
02.09.2017 00:00 02.10.2017 00:00 S&P500 Buy 1.00 - - 2296.71000 2312.27000 1556.0 1549.58 1d 0.09%
02.03.2017 00:00 02.06.2017 00:00 S&P500 Buy 1.00 - - 2288.55000 2294.28000 573.0 553.88 3d 0.03%
02.01.2017 00:00 02.03.2017 00:00 S&P500 Buy 1.00 - - 2285.60000 2288.54000 294.0 281.32 2d 0.02%
01.26.2017 00:00 01.27.2017 00:00 S&P500 Buy 1.00 - - 2298.64000 2299.02000 38.0 31.61 1d 0.00%
01.25.2017 00:00 01.26.2017 00:00 S&P500 Buy 1.00 - - 2288.89000 2298.63000 974.0 967.61 1d 0.06%
12.28.2016 00:00 01.06.2017 00:00 S&P500 Buy 1.00 - - 2270.24000 2271.14000 90.0 33.59 9d 0.00%
01.05.2017 00:00 01.06.2017 00:00 S&P500 Buy 1.00 - - 2268.19000 2271.14000 295.0 288.69 1d 0.02%
12.12.2016 00:00 12.13.2016 00:00 S&P500 Buy 1.00 - - 2258.84000 2263.32000 448.0 441.71 1d 0.03%
11.28.2016 00:00 12.08.2016 00:00 S&P500 Buy 1.00 - - 2210.22000 2241.13000 3091.0 3029.73 10d 0.19%

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