CSV  Discuss (0)

Strategy Settings

MagicNumber
12345
mmSize
5
tpmfactor
8.5
slmfactor
5
+249.09%

0.1%
2.91%
Drawdown: 45.00%

Balance: $3,490.86
Highest: (Sep 04) $3,490.86
Profit: $2,490.86
Deposits: $1,000.00

Test Started: Feb 03, 2011
Test Ended: Sep 04, 2014
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Feb 03, 2015 at 00:09
Loading, please wait...
Trades: 360
Profitability:
Pips: 3,379.6
Average Win: 46.81 pips / $43.45
Average Loss: -29.30 pips / -$30.85
Lots: 36.28
Commissions: 0
Longs Won: (83/175) 47%
Shorts Won: (100/185) 54%
Best Trade ($): (Sep 04) 152.60
Worst Trade ($): (Nov 07) -154.53
Best Trade (Pips): (May 05) 166.7
Worst Trade (Pips): (Jul 11) -103.8
Avg. Trade Length: 9h 43m
Profit Factor: 1.46
Standard Deviation: $47.54
Sharpe Ratio 0.17
Z-Score (Probability): -8.81 (99.99%)
Expectancy 9.4 Pips / $6.92
AHPR: 0.37%
GHPR: 0.35%
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% 0.05% 0.88% 10.68%
Consecutive Losing Trades 113 102 91 79 68 57 45 34 23 11
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (360)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.04.2014 12:05 09.04.2014 23:05 EURUSD Sell 0.14 1.3 1.2 1.30259 1.29411 84.8 118.72 11h 0m 3.77%
09.04.2014 12:15 09.04.2014 23:05 EURUSD Sell 0.14 1.3 1.2 1.30161 1.29411 75.0 105.00 10h 50m 3.10%
09.04.2014 12:10 09.04.2014 23:05 EURUSD Sell 0.14 1.3 1.2 1.30267 1.29411 85.6 119.84 10h 55m 3.67%
09.04.2014 12:00 09.04.2014 23:05 EURUSD Sell 0.14 1.3 1.2 1.30498 1.29411 108.7 152.18 11h 5m 5.08%
09.04.2014 11:55 09.04.2014 23:05 EURUSD Sell 0.14 1.3 1.3 1.30501 1.29411 109.0 152.60 11h 10m 5.37%
09.04.2014 11:50 09.04.2014 23:05 EURUSD Sell 0.14 1.3 1.3 1.30369 1.29411 95.8 134.12 11h 15m 4.95%
08.13.2014 12:40 08.13.2014 13:32 EURUSD Buy 0.14 1.3 1.4 1.34049 1.33887 -16.2 -22.68 52m -0.83%
04.28.2014 07:30 04.28.2014 11:54 EURUSD Buy 0.14 1.4 1.4 1.38747 1.38616 -13.1 -18.34 4h 24m -0.67%
03.24.2014 18:00 03.24.2014 20:25 EURUSD Buy 0.14 1.4 1.4 1.38784 1.3835 -43.4 -60.76 2h 25m -2.16%
03.24.2014 17:55 03.24.2014 18:12 EURUSD Buy 0.14 1.4 1.4 1.3839 1.38451 6.1 8.54 17m 0.30%
03.19.2014 18:05 03.20.2014 00:54 EURUSD Sell 0.13 1.4 1.4 1.3875 1.38292 45.8 59.54 6h 49m 2.27%
03.19.2014 18:20 03.20.2014 00:54 EURUSD Sell 0.13 1.4 1.3 1.38525 1.38292 23.3 30.29 6h 34m 1.09%
03.19.2014 18:10 03.20.2014 00:54 EURUSD Sell 0.13 1.4 1.4 1.38665 1.38292 37.3 48.49 6h 44m 1.80%
03.19.2014 18:15 03.20.2014 00:54 EURUSD Sell 0.13 1.4 1.4 1.3857 1.38292 27.8 36.14 6h 39m 1.32%
02.28.2014 10:05 03.02.2014 22:00 EURUSD Buy 0.14 1.4 1.4 1.37908 1.37687 -22.1 -30.94 2d -1.07%
02.28.2014 10:30 03.02.2014 22:00 EURUSD Buy 0.14 1.4 1.4 1.38086 1.37687 -39.9 -55.86 2d -2.08%
02.28.2014 10:15 03.02.2014 22:00 EURUSD Buy 0.14 1.4 1.4 1.3804 1.37687 -35.3 -49.42 2d -1.74%
02.28.2014 10:10 03.02.2014 22:00 EURUSD Buy 0.14 1.4 1.4 1.37878 1.37687 -19.1 -26.74 2d -0.93%
02.28.2014 10:20 03.02.2014 22:00 EURUSD Buy 0.14 1.4 1.4 1.3805 1.37687 -36.3 -50.82 2d -1.82%
02.28.2014 10:25 03.02.2014 22:00 EURUSD Buy 0.14 1.4 1.4 1.38094 1.37687 -40.7 -56.98 2d -2.08%

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.