CSV  Discuss (0)

Strategy Settings

useV1
true
MoneyManag
true
percMM
3
useV2
true
MoneyManag2
true
percMM2
3
+19.67%

0.03%
0.76%
Drawdown: 14.62%

Balance: $119,667.28
Highest: (Aug 10) $124,939.14
Profit: $19,667.28
Deposits: $100,000.00

Test Started: Jan 20, 2009
Test Ended: Dec 30, 2010
Timeframe: 1 Hour

Model Type: Every Tick
Added: May 12, 2011 at 21:31
Loading, please wait...
Trades: 37
Profitability:
Pips: 1,661.0
Average Win: 218.44 pips / $2,196.02
Average Loss: -316.67 pips / -$2,936.10
Lots: 32.60
Commissions: 0
Longs Won: (20/22) 90%
Shorts Won: (5/15) 33%
Best Trade ($): (May 20) 11,082.50
Worst Trade ($): (Sep 09) -4,226.88
Best Trade (Pips): (May 20) 896.0
Worst Trade (Pips): (Dec 17) -452.0
Avg. Trade Length: 21d
Profit Factor: 1.56
Standard Deviation: $3,462.18
Sharpe Ratio 0.16
Z-Score (Probability): -2.57 (-113.99%)
Expectancy 44.9 Pips / $531.55
AHPR: 0.54%
GHPR: 0.49%
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% 0.07% 0.48% 2.4% 9.69% 33.22%
Consecutive Losing Trades 41 37 33 29 24 20 16 12 8 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (37)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.13.2010 19:14 12.30.2010 23:59 AUDUSD Buy 0.80 1.0 1.2 0.9964 1.0165 201.0 1,734.16 17d 1.49%
12.13.2010 19:14 12.30.2010 23:59 AUDUSD Buy 0.80 1.0 1.2 0.9964 1.0165 201.0 1,734.16 17d 1.47%
11.15.2010 05:13 12.03.2010 08:03 AUDUSD Sell 1.00 1.0 0.8 0.9825 0.9789 36.0 12.00 18d 0.01%
10.27.2010 19:17 11.02.2010 08:18 AUDUSD Sell 1.10 1.0 0.8 0.9661 0.9998 -337.0 -3,821.84 5d -3.09%
10.27.2010 19:17 11.02.2010 08:18 AUDUSD Sell 1.10 1.0 0.8 0.9661 0.9998 -337.0 -3,821.84 5d -3.18%
09.06.2010 06:00 10.05.2010 09:03 AUDUSD Buy 0.90 1.0 1.1 0.9175 0.9559 384.0 3,672.63 29d 3.15%
09.06.2010 06:00 10.05.2010 09:03 AUDUSD Buy 0.90 1.0 1.1 0.9175 0.9559 384.0 3,672.63 29d 3.06%
08.16.2010 02:02 09.09.2010 03:31 AUDUSD Sell 1.20 0.9 0.8 0.8914 0.9221 -307.0 -4,226.88 24d -3.38%
08.16.2010 02:02 09.09.2010 03:31 AUDUSD Sell 1.20 0.9 0.8 0.8914 0.9221 -307.0 -4,226.88 24d -3.50%
07.13.2010 15:01 08.10.2010 14:19 AUDUSD Buy 0.80 0.9 1.1 0.879 0.907 280.0 2,425.92 27d 2.02%
07.13.2010 15:01 08.10.2010 14:19 AUDUSD Buy 0.80 0.9 1.1 0.879 0.907 280.0 2,425.92 27d 1.98%
04.27.2010 18:14 05.20.2010 08:26 AUDUSD Sell 1.30 0.9 0.8 0.9157 0.8261 896.0 11,082.50 22d 11.32%
04.27.2010 18:14 05.20.2010 08:26 AUDUSD Sell 1.30 0.9 0.8 0.9157 0.8261 896.0 11,082.50 22d 10.17%
04.05.2010 02:02 04.19.2010 00:00 AUDUSD Buy 1.40 0.9 1.0 0.9216 0.9223 7.0 260.68 13d 0.27%
04.05.2010 02:02 04.19.2010 00:00 AUDUSD Buy 1.40 0.9 1.0 0.9216 0.9223 7.0 260.68 13d 0.27%
02.16.2010 05:36 03.22.2010 12:58 AUDUSD Buy 0.80 0.9 1.0 0.8919 0.9095 176.0 1,633.76 34d 1.71%
03.08.2010 02:24 03.22.2010 12:58 AUDUSD Buy 1.00 0.9 1.0 0.9092 0.9095 3.0 146.20 14d 0.15%
01.26.2010 05:57 02.11.2010 20:28 AUDUSD Sell 0.80 0.9 0.8 0.8982 0.8915 67.0 285.44 16d 0.30%
01.26.2010 05:57 02.11.2010 20:28 AUDUSD Sell 0.80 0.9 0.8 0.8982 0.8915 67.0 285.44 16d 0.30%
01.04.2010 08:58 01.20.2010 03:00 AUDUSD Buy 1.00 0.9 1.0 0.9007 0.9174 167.0 1,802.80 15d 1.93%

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.