To use chat, please login.
Back to contacts
 CSV  Discuss (1)

Strategy Settings

InitialEquity
10000
MyCutOffMarginLevel...
200
MMType
1
UseAdd
false
LotExponent
1
TakeProfit
250
Stoploss
0
PipStep
16
MaxTrades
6
+19.93%

0.34%
10.62%
Drawdown: 8.04%

Balance: $11,992.65
Highest: (May 15) $12,077.67
Profit: $1,992.65
Deposits: $10,000.00

Test Started: Apr 16, 2015
Test Ended: Jun 09, 2015
Timeframe: 30 Minutes

Model Type: Every Tick
Added: Jun 09 2015 at 16:20
Comments:
Triangulation Strategy featured by www.siginvestfx.com
Model Quality: 85.46
Bars in test: 2862
Ticks Modelled: 8914235
Views: 301
Broker: FXCM
Trades: 11
Profitability:
Pips: 186.0
Average Win: 23.54 pips / $259.04
Average Loss: -49.40 pips / -$597.74
Lots: 12.21
Commissions: 0
Longs Won: (3/4) 75%
Shorts Won: (7/7) 100%
Best Trade ($): (May 12) 318.55
Worst Trade ($): (May 27) -597.74
Best Trade (Pips): (Apr 23) 28.8
Worst Trade (Pips): (May 27) -49.4
Avg. Trade Length: 3h 25m
Profit Factor: 4.33
Standard Deviation: $260.37
Sharpe Ratio 0.7500
Z-Score (Probability): 1.77 (92.32%)
Expectancy 16.9 Pips / $181.15
AHPR: 1.69%
GHPR: 1.67%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
EURUSD 4 31.0 277.53 7 155.0 1715.12 11 186.0 1992.65 10 (91%) 1 (9%)
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 20 18 16 14 12 10 8 6 4 2
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (11)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.09.2015 10:20 06.09.2015 14:59 EURUSD Sell 1.17 1.13462 1.10146 1.12646 1.12425 22.1 258.57 4h 39m 2.20%
06.04.2015 20:55 06.05.2015 01:41 EURUSD Sell 1.15 1.12993 1.09810 1.12310 1.12089 22.1 254.15 4h 46m 2.21%
05.27.2015 09:23 05.27.2015 13:45 EURUSD Buy 1.21 1.08724 1.11718 1.09218 1.08724 -49.4 -597.74 4h 22m -4.95%
05.15.2015 11:33 05.15.2015 14:58 EURUSD Sell 1.18 1.14155 1.11130 1.13630 1.13397 23.3 274.94 3h 25m 2.33%
05.12.2015 07:50 05.12.2015 09:38 EURUSD Buy 1.15 1.11335 1.14225 1.11725 1.12002 27.7 318.55 1h 48m 2.77%
05.07.2015 17:04 05.08.2015 01:47 EURUSD Sell 1.12 1.13551 1.10038 1.12538 1.12325 21.3 238.56 8h 43m 2.12%
05.01.2015 18:09 05.01.2015 20:00 EURUSD Sell 1.10 1.12909 1.09509 1.12009 1.11788 22.1 243.10 1h 51m 2.21%
04.23.2015 17:25 04.23.2015 17:47 EURUSD Buy 1.07 1.07285 1.10344 1.07844 1.08132 28.8 308.16 22m 2.88%
04.23.2015 12:43 04.23.2015 14:51 EURUSD Buy 1.04 1.06629 1.09922 1.07422 1.07661 23.9 248.56 2h 8m 2.38%
04.20.2015 07:38 04.20.2015 11:40 EURUSD Sell 1.02 1.08192 1.05303 1.07803 1.07563 24.0 244.80 4h 2m 2.40%
04.16.2015 10:23 04.16.2015 12:01 EURUSD Sell 1.00 1.07010 1.03967 1.06467 1.06266 20.1 201.00 1h 38m 2.01%

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.