Strategy Settings
+852.77% |
0.07% | |
2.06% | |
Drawdown: | 30.15% |
Balance: | $95,277.03 |
Highest: | (Jan 15) $103,034.07 |
Profit: | $85,277.05 |
Deposits: | $10,000.00 |
Test Started: | Jan 20, 2012 |
Test Ended: | Feb 11, 2021 |
Timeframe: | 1 Hour |
Model Type: | Every Tick |
Added: | Feb 16 at 15:42 |
Comments:
SWAT EA on DAX H1 with 99.9% modelling accuracy testing 10 full years |
Model Quality: | 99.9 |
Bars In Test: | 42509 |
Ticks Modelled: | 162630127 |
Views: | 0 |
Broker: | Darwinex |
Trades: | 1784 |
Profitability: | |
Pips: | 2135960.0 |
Average Win: | 12881.32 pips / $600.33 |
Average Loss: | -5762.97 pips / -$281.35 |
Lots: | 1,028.59 |
Commissions: | 0 |
Longs Won: | (388/960) 40% |
Shorts Won: | (278/824) 33% |
Best Trade($): | (Jan 07) 3399.72 |
Worst Trade($): | (Jan 19) -926.10 |
Best Trade (Pips): | (Apr 14) 96610.0 |
Worst Trade (Pips): | (Dec 16) -25870.0 |
Avg. Trade Length: | 1d |
Profit Factor: | 1.27 |
Standard Deviation: | $633.60 |
Sharpe Ratio | 0.1000 |
Z-Score (Probability): | -20.56 (99.99%) |
Expectancy: | 1197.3 Pips / $47.80 |
AHPR: | 0.14% |
GHPR: | 0.13% |
Longs | Shorts | Total | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Currency | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Trades | Pips | Profit($) | Won(%) | Lost(%) |
GDAXI | 960 | 1861410.0 | 78544.14 | 824 | 274550.0 | 6732.89 | 1784 | 2135960.0 | 85277.03 | 666 (37%) | 1118 (63%) |
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% | 0.03% | 0.64% | 9.22% |
Consecutive Losing Trades | 339 | 305 | 271 | 237 | 203 | 169 | 135 | 102 | 68 | 34 |
Trading Activity (1784)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.10.2021 15:25 | 02.11.2021 14:33 | GDAXI | Sell | 1.01 | 14046.30000 | 13606.40000 | 13958.40000 | 14046.30000 | -8790.0 | -895.68 | 23h 8m | -0.92% |
02.10.2021 15:25 | 02.11.2021 14:33 | GDAXI | Sell | 1.01 | 14046.30000 | 13606.40000 | 13958.40000 | 14046.30000 | -8790.0 | -895.68 | 23h 8m | -0.93% |
02.11.2021 00:16 | 02.11.2021 08:44 | GDAXI | Sell | 1.79 | 13966.30000 | 13718.30000 | 13916.80000 | 13966.30000 | -4950.0 | -886.05 | 8h 28m | -0.90% |
02.11.2021 00:16 | 02.11.2021 08:44 | GDAXI | Sell | 1.79 | 13966.30000 | 13718.30000 | 13916.80000 | 13966.30000 | -4950.0 | -886.05 | 8h 28m | -0.90% |
02.04.2021 21:10 | 02.05.2021 14:37 | GDAXI | Buy | 1.11 | 14048.70000 | 14392.70000 | 14071.30000 | 14048.70000 | -2260.0 | -250.86 | 17h 27m | -0.25% |
02.04.2021 21:10 | 02.05.2021 14:37 | GDAXI | Buy | 1.11 | 14048.70000 | 14392.70000 | 14071.30000 | 14048.70000 | -2260.0 | -250.86 | 17h 27m | -0.25% |
02.01.2021 16:45 | 02.04.2021 08:30 | GDAXI | Buy | 0.91 | 13556.60000 | 14013.30000 | 13647.90000 | 14013.30000 | 36540.0 | 3325.14 | 2d | 3.46% |
02.01.2021 16:45 | 02.04.2021 08:30 | GDAXI | Buy | 0.91 | 13556.60000 | 14013.30000 | 13647.90000 | 14013.30000 | 36540.0 | 3325.14 | 2d | 3.59% |
01.27.2021 21:07 | 01.29.2021 11:37 | GDAXI | Sell | 0.31 | 13584.30000 | 12410.00000 | 13471.30000 | 13584.30000 | -11300.0 | -355.14 | 1d | -0.38% |
01.27.2021 21:07 | 01.29.2021 11:37 | GDAXI | Sell | 0.31 | 13584.30000 | 12410.00000 | 13471.30000 | 13584.30000 | -11300.0 | -355.14 | 1d | -0.38% |
01.25.2021 16:08 | 01.26.2021 09:06 | GDAXI | Sell | 0.39 | 13821.10000 | 12739.20000 | 13604.80000 | 13821.10000 | -21630.0 | -852.71 | 16h 58m | -0.90% |
01.25.2021 16:08 | 01.26.2021 09:06 | GDAXI | Sell | 0.39 | 13821.10000 | 12739.20000 | 13604.80000 | 13821.10000 | -21630.0 | -852.71 | 16h 58m | -0.90% |
01.25.2021 06:43 | 01.25.2021 08:11 | GDAXI | Buy | 3.35 | 13901.70000 | 14031.60000 | 13927.70000 | 13901.70000 | -2600.0 | -871.00 | 1h 28m | -0.91% |
01.25.2021 06:43 | 01.25.2021 08:11 | GDAXI | Buy | 3.35 | 13901.70000 | 14031.60000 | 13927.70000 | 13901.70000 | -2600.0 | -871.00 | 1h 28m | -0.90% |
01.22.2021 07:10 | 01.22.2021 14:46 | GDAXI | Sell | 1.82 | 13887.60000 | 13671.60000 | 13868.60000 | 13887.60000 | -1900.0 | -345.80 | 7h 36m | -0.35% |
01.22.2021 07:10 | 01.22.2021 14:46 | GDAXI | Sell | 1.82 | 13887.60000 | 13671.60000 | 13868.60000 | 13887.60000 | -1900.0 | -345.80 | 7h 36m | -0.36% |
01.22.2021 08:20 | 01.22.2021 09:04 | GDAXI | Sell | 2.18 | 13837.80000 | 13628.60000 | 13796.10000 | 13837.80000 | -4170.0 | -909.06 | 44m | -0.91% |
01.22.2021 08:20 | 01.22.2021 09:04 | GDAXI | Sell | 2.18 | 13837.80000 | 13628.60000 | 13796.10000 | 13837.80000 | -4170.0 | -909.06 | 44m | -0.92% |
01.20.2021 20:42 | 01.21.2021 14:52 | GDAXI | Buy | 1.61 | 13895.70000 | 14178.80000 | 13952.30000 | 13895.70000 | -5660.0 | -911.26 | 18h 10m | -0.90% |
01.20.2021 20:42 | 01.21.2021 14:52 | GDAXI | Buy | 1.61 | 13895.70000 | 14178.80000 | 13952.30000 | 13895.70000 | -5660.0 | -911.26 | 18h 10m | -0.91% |
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.