Strategy Settings
T1
" Trading ...
MaxSpread
5
ReversSignal
true
StepPrice
2
Size_Stop_Loss
190
Size_Take_Profit
11
Size_Lot_1
0.01
T2
" MM_Param...
MM_Method
0
MM_Risk
0.04
Lot_Exponent
0
Max_Deals
8
Magic_Number
2223
T3
" Trading ...
Channel_Period
10
T4
" Indicato...
Period_Rotation
10
Bulls_Level
72
Bears_Level
28
T5
" Indicato...
Period_Power
3
Level_Power
5
T6
" Indicato...
Risk_Period
1
Bears_Risk
0.3
Bulls_Risk
0.7
T7
" Trend In...
Indicator
true
Size_Trend
400
Size_S
0
Size_T
2
Size_P
4
Trend_Deviation
25
T8
" Trading ...
Channel_Period_1
10
T9
" Indicato...
Period_Rotation_1
8
Bulls_Level_1
72
Bears_Level_1
28
T10
" Indicato...
Period_Power_1
10
Level_Power_1
5
T11
" Indicato...
Risk_Period_1
1
Bears_Risk_1
0.7
Bulls_Risk_1
0.3
T12
" Trend In...
Indicator_1
true
Size_Trends_1
800
Trend_Deviation_1
70
T13
" Trading ...
Channel_Period_2
10
T14
" Trading ...
Period_Rotation_2
8
Bulls_Level_2
72
Bears_Level_2
28
T15
" Indicato...
Period_Power_2
1
Level_Power_2
10
T16
" Indicato...
Risk_Period_2
1
Bears_Risk_2
0.7
Bulls_Risk_2
0.3
T17
" StartSto...
Start_after_market_...
6
Friday_Stop
"25:31"
Friday_Close
"25:50"
| +125315.53% |
| 0.13% | |
| 3.94% | |
| Drawdown: | 41.76% |
| Balance: | $1,254,155.45 |
| Highest: | (Mar 02) $1,254,155.45 |
| Profit: | $1,253,155.32 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 03, 2000 |
| Test Ended: | Mar 02, 2015 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Jun 14, 2017 at 12:27 |
Loading, please wait...
| Trades: | 6,562 |
| Profitability: | |
| Pips: | 20,637.3 |
| Average Win: | 10.08 pips / $579.80 |
| Average Loss: | -24.35 pips / -$1,350.23 |
| Lots: | 39,943.20 |
| Commissions: | 0 |
| Longs Won: | (2,931/3,644) 80% |
| Shorts Won: | (2,309/2,918) 79% |
| Best Trade ($): | (Mar 02) 4,584.48 |
| Worst Trade ($): | (May 23) -34,196.70 |
| Best Trade (Pips): | (Jan 03) 11.0 |
| Worst Trade (Pips): | (Feb 08) -190.0 |
| Avg. Trade Length: | 3h 45m |
| Profit Factor: | 1.70 |
| Standard Deviation: | $1,774.17 |
| Sharpe Ratio | 0.11 |
| Z-Score (Probability): | -31.04 (99.99%) |
| Expectancy | 3.1 Pips / $190.97 |
| AHPR: | 0.11% |
| GHPR: | 0.11% |
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% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
| Consecutive Losing Trades | 929 | 836 | 743 | 650 | 557 | 464 | 371 | 279 | 186 | 93 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (6562)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.02.2015 12:40 | 03.02.2015 17:10 | USDJPY | Buy | 49.98 | 117.9 | 119.9 | 119.811 | 119.921 | 11.0 | 4,584.48 | 4h 30m | 0.37% |
| 03.02.2015 07:35 | 03.02.2015 10:48 | USDJPY | Buy | 49.80 | 117.9 | 120.0 | 119.841 | 119.951 | 11.0 | 4,566.86 | 3h 13m | 0.37% |
| 02.18.2015 04:35 | 02.18.2015 08:40 | USDJPY | Buy | 49.79 | 117.3 | 119.3 | 119.194 | 119.202 | 0.8 | 334.16 | 4h 5m | 0.03% |
| 02.18.2015 00:50 | 02.18.2015 02:38 | USDJPY | Buy | 49.60 | 117.3 | 119.3 | 119.189 | 119.299 | 11.0 | 4,573.38 | 1h 48m | 0.37% |
| 02.17.2015 05:40 | 02.17.2015 08:40 | USDJPY | Sell | 49.55 | 120.4 | 118.4 | 118.489 | 118.454 | 3.5 | 1,464.07 | 3h 0m | 0.12% |
| 02.16.2015 09:10 | 02.16.2015 13:45 | USDJPY | Sell | 49.46 | 120.5 | 118.5 | 118.623 | 118.571 | 5.2 | 2,169.10 | 4h 35m | 0.18% |
| 02.13.2015 22:00 | 02.13.2015 23:50 | USDJPY | Sell | 49.35 | 120.7 | 118.7 | 118.783 | 118.72 | 6.3 | 2,618.81 | 1h 50m | 0.21% |
| 02.13.2015 09:10 | 02.13.2015 16:30 | USDJPY | Sell | 49.43 | 120.7 | 118.7 | 118.848 | 118.891 | -4.3 | -1,787.76 | 7h 20m | -0.14% |
| 02.12.2015 23:15 | 02.13.2015 01:20 | USDJPY | Sell | 49.48 | 120.9 | 118.9 | 118.976 | 118.998 | -2.2 | -1,243.53 | 2h 5m | -0.10% |
| 02.12.2015 20:45 | 02.12.2015 21:50 | USDJPY | Sell | 49.29 | 120.9 | 118.9 | 119.002 | 118.892 | 11.0 | 4,560.39 | 1h 5m | 0.37% |
| 02.12.2015 08:25 | 02.12.2015 09:06 | USDJPY | Buy | 49.11 | 118.3 | 120.3 | 120.169 | 120.279 | 11.0 | 4,491.27 | 41m | 0.37% |
| 02.12.2015 01:30 | 02.12.2015 04:40 | USDJPY | Buy | 48.54 | 118.3 | 120.3 | 120.216 | 120.17 | -4.6 | -1,858.07 | 3h 10m | -0.15% |
| 02.12.2015 01:35 | 02.12.2015 04:40 | USDJPY | Buy | 48.54 | 118.3 | 120.3 | 120.205 | 120.17 | -3.5 | -1,413.75 | 3h 5m | -0.12% |
| 02.12.2015 01:20 | 02.12.2015 04:40 | USDJPY | Buy | 48.54 | 118.3 | 120.3 | 120.221 | 120.17 | -5.1 | -2,060.03 | 3h 20m | -0.17% |
| 02.12.2015 02:05 | 02.12.2015 04:40 | USDJPY | Buy | 48.54 | 118.2 | 120.2 | 120.125 | 120.17 | 4.5 | 1,817.67 | 2h 35m | 0.15% |
| 02.12.2015 03:40 | 02.12.2015 04:38 | USDJPY | Buy | 48.54 | 118.2 | 120.2 | 120.056 | 120.166 | 11.0 | 4,443.35 | 58m | 0.36% |
| 02.12.2015 03:55 | 02.12.2015 04:31 | USDJPY | Buy | 48.54 | 118.1 | 120.1 | 120.038 | 120.148 | 11.0 | 4,444.02 | 36m | 0.36% |
| 02.12.2015 04:00 | 02.12.2015 04:29 | USDJPY | Buy | 48.54 | 118.1 | 120.1 | 120.026 | 120.136 | 11.0 | 4,444.43 | 29m | 0.37% |
| 02.12.2015 04:05 | 02.12.2015 04:29 | USDJPY | Buy | 48.54 | 118.1 | 120.1 | 120.021 | 120.131 | 11.0 | 4,444.61 | 24m | 0.36% |
| 02.11.2015 20:15 | 02.11.2015 22:24 | USDJPY | Buy | 48.02 | 118.3 | 120.3 | 120.217 | 120.327 | 11.0 | 4,389.87 | 2h 9m | 0.36% |
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.
