CSV      Discuss (0)      Custom Analysis
Strategy Settings
TF 7 AppliedPrice 5 MovingPeriod 3
MovingMethod 0 Shift 0 TF2 7
MovingPeriod2 32 AppliedPrice2 4 Shift2 39
HighZone2 52.8 TF3 7 Period3 35
Shift3 12 Custom 1
Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +56.06%
  • Daily: 0.01%
  • Monthly: 0.18%
  • Drawdown: 3.86%
  • Balance: $1560.6K
  • Highest: (Jan 30) $1571.3K
  • Profit: $560631.36
  • Deposits: $1000000.00
  • Test Started:Jun 24, 1997
  • Test Ended:Apr 06, 2017
  • Timeframe:1 Day
  • Model Type:Open Prices
  • Added:Apr 20 2017 at 06:14
More
  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 542
Profitability:
Pips: 597682.0
Average Win: 1893.08 pips / $1848.45
Average Loss: -2616.04 pips / -$2796.07
Lots: 542
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (447/542) 82%
Best Trade($): (Oct 28) 8958.44
Worst Trade($): (Aug 06) -16857.87
Best Trade (Pips): (Oct 28) 8998.0
Worst Trade (Pips): (Aug 06) -16474.0
Avg. Trade Length: 17d
Profit Factor: 3.11
Standard Deviation: $2667.42
Sharpe Ratio: 0.0000
Z-Score (Probability): -1.52 (-87.71%)
Expectancy: 1102.7 Pips / $1034.38
AHPR: 0.08%
GHPR: 0.08%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
S&P500 0 0.0 0.00 542 597682.0 560631.40 542 597682.0 560631.40 447 (82%) 95 (18%)
Trading Activity (542)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.31.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2274.02000 2357.50000 -8348.0 -8772.23 65d -0.56%
04.06.2017 23:59 04.06.2017 23:59 S&P500 Sell 1.00 - - 2357.49000 2357.50000 -1.0 -1.00 0s 0.00%
04.06.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2353.79000 2357.50000 -371.0 -371.00 23h 59m -0.02%
03.22.2017 00:00 04.06.2017 23:59 S&P500 Sell 1.00 - - 2343.00000 2357.50000 -1450.0 -1547.97 15d -0.10%
01.27.2017 00:00 01.30.2017 00:00 S&P500 Sell 1.00 - - 2299.02000 2286.02000 1300.0 1280.95 3d 0.08%
01.20.2017 00:00 01.23.2017 00:00 S&P500 Sell 1.00 - - 2269.96000 2267.79000 217.0 198.10 3d 0.01%
11.01.2016 00:00 11.02.2016 00:00 S&P500 Sell 1.00 - - 2128.68000 2109.44000 1924.0 1918.14 1d 0.12%
10.31.2016 00:00 11.01.2016 00:00 S&P500 Sell 1.00 - - 2129.78000 2128.69000 109.0 103.09 1d 0.01%
10.28.2016 00:00 10.31.2016 00:00 S&P500 Sell 1.00 - - 2132.23000 2129.79000 244.0 226.25 3d 0.01%
10.17.2016 00:00 10.28.2016 00:00 S&P500 Sell 1.00 - - 2132.95000 2132.24000 71.0 5.53 11d 0.00%
10.26.2016 00:00 10.28.2016 00:00 S&P500 Sell 1.00 - - 2136.97000 2132.24000 473.0 461.12 2d 0.03%
09.12.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2120.86000 2137.68000 -1682.0 -1861.56 30d -0.12%
09.19.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2143.99000 2137.68000 631.0 493.06 23d 0.03%
09.20.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2145.94000 2137.68000 826.0 694.02 22d 0.04%
09.14.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2127.86000 2137.68000 -982.0 -1149.67 28d -0.07%
09.21.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2144.58000 2137.68000 690.0 563.98 21d 0.04%
09.27.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2146.04000 2137.68000 836.0 746.00 15d 0.05%
09.30.2016 00:00 10.12.2016 00:00 S&P500 Sell 1.00 - - 2156.51000 2137.68000 1883.0 1811.02 12d 0.12%
08.03.2016 00:00 09.12.2016 00:00 S&P500 Sell 1.00 - - 2156.81000 2120.87000 3594.0 3352.32 40d 0.22%
06.28.2016 00:00 09.12.2016 00:00 S&P500 Sell 1.00 - - 2006.67000 2120.87000 -11420.0 -11875.83 76d -0.76%

More
  • Monthly Analytics
  • 1997
  • 1998
  • 1999
  • 2000
  • 2001
  • 2002
  • 2003
  • 2004
  • 2005
  • 2006
  • 2007
  • 2008
  • 2009
  • 2010
  • 2011
  • 2012
  • 2013
  • 2014
  • 2015
  • 2016
  • 2017


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 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.
Imports (17h 13min)
British Pound Hit By Trade War Crosswind...(1h 31min ago)
EURUSD 1.11451 GBPUSD 1.22928
USDJPY 105.396 USDCAD 1.32864

Tools

Community

Reviews

Brokers

Platform

Support


Twitter |  Facebook |  Site Map  |  Terms  |   Privacy Policy
©2019 Myfxbook Ltd. All Rights Reserved.
HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors. Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance. You could lose some or all of your initial investment; do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions. Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice. Past performance is not indicative of future results.