CSV  Discuss (0)

Strategy Settings

Configuration
"
Magic
0
OrderCmt
""
NDD_Mode
false
Show_Debug
false
Verbose
false
ScalpingSettings
"
TakeProfit
8
StopLoss
5
Distance
2
Trailing_Resolution...
1
Trailing_Stoploss
4
VolatilityLimit
29
Money_Management
"
Max_Orders
1
+527.5%

0.56%
18.23%
Drawdown: 9.80%

Balance: $62,750.45
Highest: (Oct 31) $67,550.45
Profit: $52,750.45
Deposits: $10,000.00

Test Started: Jan 05, 2011
Test Ended: Nov 30, 2011
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Dec 29, 2011 at 19:54
Loading, please wait...
Trades: 887
Profitability:
Pips: 2,046.8
Average Win: 8.24 pips / $236.79
Average Loss: -4.09 pips / -$131.55
Lots: 1,923.83
Commissions: 0
Longs Won: (303/572) 52%
Shorts Won: (157/315) 49%
Best Trade ($): (Aug 11) 4,417.36
Worst Trade ($): (Oct 31) -1,472.47
Best Trade (Pips): (Aug 11) 63.5
Worst Trade (Pips): (Jan 07) -9.1
Avg. Trade Length: 22s
Profit Factor: 1.94
Standard Deviation: $384.74
Sharpe Ratio 0.21
Z-Score (Probability): -2.92 (-132.00%)
Expectancy 2.3 Pips / $59.47
AHPR: 0.21%
GHPR: 0.21%
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 477 429 382 334 286 239 191 143 95 48
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (887)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.30.2011 13:08 11.30.2011 13:12 USDJPY Buy 2.73 77.5 77.6 77.408 77.534 12.6 419.96 4m 0.67%
11.30.2011 13:07 11.30.2011 13:08 USDJPY Buy 2.52 77.4 77.5 77.337 77.381 4.4 121.43 1m 0.20%
11.30.2011 13:07 11.30.2011 13:07 USDJPY Buy 2.88 77.3 77.4 77.353 77.303 -5.0 -211.29 0s -0.34%
11.30.2011 13:03 11.30.2011 13:05 USDJPY Buy 3.67 77.6 77.7 77.648 77.557 -9.1 -462.48 2m -0.74%
11.30.2011 13:02 11.30.2011 13:03 USDJPY Buy 4.67 77.6 77.8 77.741 77.65 -9.1 -587.84 1m -0.93%
11.30.2011 13:01 11.30.2011 13:01 USDJPY Buy 4.86 77.7 77.8 77.733 77.722 -1.1 -110.97 0s -0.17%
11.22.2011 01:34 11.22.2011 01:37 USDJPY Sell 3.92 77.2 77.1 77.31 77.195 11.5 549.93 3m 0.87%
11.15.2011 02:44 11.15.2011 02:45 USDJPY Sell 2.81 77.3 77.2 77.469 77.282 18.7 655.47 1m 1.05%
11.01.2011 00:19 11.01.2011 00:21 USDJPY Buy 2.94 78.5 78.6 78.509 78.495 -1.4 -77.96 2m -0.12%
11.01.2011 00:17 11.01.2011 00:19 USDJPY Buy 2.59 78.5 78.6 78.428 78.496 6.8 201.89 2m 0.32%
11.01.2011 00:14 11.01.2011 00:15 USDJPY Sell 1.90 78.7 78.6 78.848 78.673 17.5 406.13 1m 0.66%
11.01.2011 00:14 11.01.2011 00:14 USDJPY Sell 1.48 78.8 78.7 78.958 78.82 13.8 246.27 0s 0.40%
11.01.2011 00:14 11.01.2011 00:14 USDJPY Sell 1.33 78.9 78.8 78.967 78.909 5.8 86.20 0s 0.14%
10.31.2011 12:17 10.31.2011 12:19 USDJPY Sell 1.02 78.1 78.0 78.282 78.131 15.1 188.28 2m 0.31%
10.31.2011 12:16 10.31.2011 12:17 USDJPY Sell 0.99 78.3 78.2 78.319 78.302 1.7 12.90 1m 0.02%
10.31.2011 08:57 10.31.2011 08:59 USDJPY Buy 0.88 78.2 78.3 78.124 78.193 6.9 70.01 2m 0.11%
10.31.2011 08:34 10.31.2011 08:36 USDJPY Buy 0.65 78.4 78.5 78.268 78.437 16.9 134.42 2m 0.22%
10.31.2011 08:18 10.31.2011 08:20 USDJPY Buy 0.62 78.8 78.9 78.771 78.8 2.9 17.43 2m 0.03%
10.31.2011 08:17 10.31.2011 08:18 USDJPY Buy 0.56 78.7 78.9 78.692 78.747 5.5 34.25 1m 0.06%
10.31.2011 06:54 10.31.2011 06:55 USDJPY Buy 0.43 79.0 79.1 78.867 79.014 14.7 76.27 1m 0.13%

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.