CSV  Discuss (0)

Strategy Settings

Volatility_Adapter
1
Leva
3
+2531.72%

0.09%
2.73%
Drawdown: 28.20%

Balance: $26,317.15
Highest: (Dec 17) $26,317.15
Profit: $25,317.15
Deposits: $1,000.00

Test Started: Jan 03, 2000
Test Ended: Dec 17, 2009
Timeframe: 1 Hour

Model Type: n/a
Added: Aug 29, 2012 at 10:50
Loading, please wait...
Trades: 623
Profitability:
Pips: 3,175.9
Average Win: 14.78 pips / $138.64
Average Loss: -22.23 pips / -$235.93
Lots: 808.52
Commissions: 0
Longs Won: (184/254) 72%
Shorts Won: (276/369) 74%
Best Trade ($): (Nov 27) 1,070.03
Worst Trade ($): (Aug 08) -2,199.25
Best Trade (Pips): (Sep 22) 61.6
Worst Trade (Pips): (Aug 08) -162.2
Avg. Trade Length: 2h 43m
Profit Factor: 1.66
Standard Deviation: $263.19
Sharpe Ratio 0.23
Z-Score (Probability): -0.02 (-1.60%)
Expectancy 5.1 Pips / $40.64
AHPR: 0.56%
GHPR: 0.53%
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% 0.11% 3.93%
Consecutive Losing Trades 112 100 89 78 67 56 45 33 22 11
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (623)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.17.2009 14:43 12.17.2009 15:00 EURUSD Buy 2.97 1.0 - 1.43342 1.43514 17.2 355.95 17m 1.37%
12.17.2009 14:23 12.17.2009 14:31 EURUSD Buy 2.93 1.0 - 1.43343 1.43554 21.1 430.66 8m 1.69%
12.17.2009 10:11 12.17.2009 12:21 EURUSD Buy 3.02 1.0 - 1.4379 1.4362 -17.0 -357.47 2h 10m -1.38%
12.17.2009 05:43 12.17.2009 07:36 EURUSD Buy 3.09 1.1 - 1.43728 1.44054 32.6 699.28 1h 53m 2.78%
12.09.2009 00:31 12.09.2009 01:22 EURUSD Buy 2.90 1.1 - 1.46783 1.46964 18.1 357.16 51m 1.44%
12.08.2009 19:24 12.08.2009 21:26 EURUSD Buy 3.07 1.1 - 1.46991 1.46982 -0.9 -18.80 2h 2m -0.08%
12.04.2009 18:00 12.04.2009 21:22 EURUSD Buy 3.39 1.2 - 1.48822 1.48437 -38.5 -879.26 3h 22m -3.42%
11.27.2009 08:39 11.27.2009 10:16 EURUSD Buy 3.29 1.2 - 1.4833 1.48814 48.4 1,070.03 1h 37m 4.34%
11.25.2009 12:39 11.25.2009 15:00 EURUSD Sell 3.60 1.7 - 1.50765 1.50664 10.1 241.33 2h 21m 0.99%
11.23.2009 08:18 11.23.2009 12:08 EURUSD Sell 3.51 1.7 - 1.49598 1.49745 -14.7 -344.57 3h 50m -1.39%
11.17.2009 15:34 11.17.2009 18:10 EURUSD Buy 3.62 1.2 - 1.48644 1.48436 -20.8 -507.26 2h 36m -2.01%
11.09.2009 15:08 11.09.2009 15:35 EURUSD Sell 3.20 1.8 - 1.50154 1.49958 19.6 418.25 27m 1.68%
11.09.2009 10:48 11.09.2009 12:26 EURUSD Sell 3.33 1.8 - 1.49782 1.49886 -10.4 -231.06 1h 38m -0.92%
11.09.2009 08:25 11.09.2009 10:08 EURUSD Sell 3.43 1.8 - 1.49561 1.49581 -2.0 -45.86 1h 43m -0.18%
11.04.2009 20:42 11.04.2009 21:45 EURUSD Sell 3.15 1.8 - 1.48792 1.48674 11.8 250.01 1h 3m 1.00%
11.04.2009 20:22 11.04.2009 20:26 EURUSD Sell 3.02 1.8 - 1.48797 1.4838 41.7 848.73 4m 3.53%
11.04.2009 20:15 11.04.2009 20:20 EURUSD Sell 2.94 1.8 - 1.48803 1.4837 43.3 858.00 5m 3.70%
10.29.2009 17:22 10.29.2009 20:33 EURUSD Sell 2.92 1.8 - 1.48358 1.48366 -0.8 -15.74 3h 11m -0.07%
10.26.2009 20:00 10.26.2009 21:29 EURUSD Buy 3.11 1.2 - 1.48587 1.4871 12.3 257.23 1h 29m 1.12%
10.08.2009 09:14 10.08.2009 10:29 EURUSD Sell 3.14 1.8 - 1.47795 1.47679 11.6 246.64 1h 15m 1.09%

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.