Advertisement
Strategy Settings
+1066.3% |
0.09% | |
2.67% | |
Drawdown: | 22.97% |
Balance: | $11,662.87 |
Highest: | (Sep 01) $11,662.87 |
Profit: | $10,662.96 |
Deposits: | $1,000.00 |
Test Started: | Jan 08, 2010 |
Test Ended: | Sep 01, 2017 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Sep 07, 2017 at 06:30 |
Trades: | 864 |
Profitability: |
|
Pips: | 13,396.8 |
Average Win: | 54.33 pips / $50.22 |
Average Loss: | -104.65 pips / -$104.88 |
Lots: | 84.01 |
Commissions: | 0 |
Longs Won: | (316/422) 74% |
Shorts Won: | (337/442) 76% |
Best Trade ($): | (Oct 06) 805.70 |
Worst Trade ($): | (Mar 27) -658.46 |
Best Trade (Pips): | (Oct 06) 891.9 |
Worst Trade (Pips): | (Jul 01) -350.0 |
Avg. Trade Length: | 3d |
Profit Factor: | 1.48 |
Standard Deviation: | $114.31 |
Sharpe Ratio | 0.16 |
Z-Score (Probability): | -1.33 (-81.88%) |
Expectancy | 15.5 Pips / $12.34 |
AHPR: | 0.31% |
GHPR: | 0.28% |
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% | 0.04% | 0.75% | 9.93% |
Consecutive Losing Trades | 111 | 100 | 89 | 78 | 67 | 56 | 44 | 33 | 22 | 11 |
Trading Activity (864)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
08.31.2017 10:00 | 09.01.2017 15:40 | EURUSD | Buy | 0.23 | 1.2 | 1.2 | 1.18923 | 1.19398 | 47.5 | 108.95 | 1d | 0.94% |
08.07.2017 09:00 | 08.30.2017 14:31 | EURUSD | Buy | 0.22 | 1.2 | 1.3 | 1.17867 | 1.19301 | 143.4 | 308.90 | 23d | 2.75% |
08.28.2017 20:50 | 08.29.2017 13:51 | EURUSD | Buy | 0.22 | 1.2 | 1.2 | 1.19756 | 1.20351 | 59.5 | 130.61 | 17h 1m | 1.18% |
08.25.2017 21:10 | 08.25.2017 22:44 | EURUSD | Buy | 0.22 | 1.2 | 1.2 | 1.18788 | 1.19064 | 27.6 | 60.72 | 1h 34m | 0.55% |
08.21.2017 21:25 | 08.23.2017 10:17 | EURUSD | Buy | 0.22 | 1.2 | 1.2 | 1.18167 | 1.17417 | -75.0 | -165.57 | 1d | -1.48% |
08.17.2017 01:55 | 08.17.2017 13:03 | EURUSD | Sell | 0.22 | 1.2 | 1.2 | 1.17791 | 1.17041 | 75.0 | 165.00 | 11h 8m | 1.49% |
08.11.2017 21:45 | 08.15.2017 08:54 | EURUSD | Buy | 0.22 | 1.2 | 1.2 | 1.18355 | 1.17605 | -75.0 | -165.57 | 3d | -1.48% |
08.09.2017 17:00 | 08.10.2017 06:00 | EURUSD | Buy | 0.22 | 1.2 | 1.2 | 1.17134 | 1.17483 | 34.9 | 75.92 | 13h 0m | 0.68% |
08.04.2017 21:40 | 08.08.2017 19:59 | EURUSD | Sell | 0.22 | 1.2 | 1.2 | 1.17639 | 1.17519 | 12.0 | 26.58 | 3d | 0.24% |
08.04.2017 21:50 | 08.08.2017 17:13 | EURUSD | Buy | 0.22 | 1.2 | 1.2 | 1.17683 | 1.17838 | 15.5 | 33.53 | 3d | 0.30% |
07.04.2017 05:00 | 08.04.2017 17:06 | EURUSD | Buy | 0.19 | 1.2 | 1.3 | 1.13706 | 1.177 | 399.4 | 750.71 | 31d | 7.87% |
07.04.2017 23:25 | 08.04.2017 17:06 | EURUSD | Buy | 0.19 | 1.2 | 1.3 | 1.13475 | 1.177 | 422.5 | 794.60 | 30d | 7.72% |
07.20.2017 20:10 | 07.21.2017 10:33 | EURUSD | Buy | 0.19 | 1.2 | 1.2 | 1.16253 | 1.16418 | 16.5 | 31.10 | 14h 23m | 0.33% |
07.06.2017 22:10 | 07.12.2017 10:00 | EURUSD | Buy | 0.19 | 1.1 | 1.2 | 1.14214 | 1.14543 | 32.9 | 61.52 | 5d | 0.65% |
07.03.2017 22:25 | 07.07.2017 15:30 | EURUSD | Buy | 0.19 | 1.1 | 1.2 | 1.13603 | 1.13876 | 27.3 | 50.39 | 3d | 0.54% |
07.05.2017 17:30 | 07.07.2017 15:30 | EURUSD | Buy | 0.19 | 1.1 | 1.2 | 1.1337 | 1.13876 | 50.6 | 95.15 | 1d | 1.02% |
07.05.2017 02:55 | 07.05.2017 21:00 | EURUSD | Sell | 0.19 | 1.1 | 1.1 | 1.13605 | 1.13511 | 9.4 | 17.86 | 18h 5m | 0.19% |
06.27.2017 23:35 | 06.28.2017 15:17 | EURUSD | Buy | 0.19 | 1.1 | 1.1 | 1.13429 | 1.13531 | 10.2 | 19.13 | 15h 42m | 0.21% |
06.19.2017 23:40 | 06.27.2017 11:12 | EURUSD | Sell | 0.19 | 1.1 | 1.1 | 1.11483 | 1.12233 | -75.0 | -141.86 | 7d | -1.51% |
06.20.2017 21:55 | 06.26.2017 21:26 | EURUSD | Buy | 0.19 | 1.1 | 1.1 | 1.11299 | 1.11798 | 49.9 | 93.33 | 5d | 1.00% |
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.