Strategy Settings
s1
"----
Magic_Number
1010111
TradeComment
"XRO AU2"
fifo
false
s2
"----
s21
"Set Fixed...
FixedLots
0.1
LotMultiplierLong
0
LotMultiplierShort
0
s22
"Percent o...
riskPercent
1
s23
"Adjust th...
atrAdjustedMM
false
s24
"Keep the ...
KeepTradeSizeInBask...
true
s25
"Use minim...
UseMinLotIfUnderMin...
true
s26
"Maximum c...
TradesMax
4
TradesMax2
-1
s3
"----
s31
"Ignore th...
useInitialBalance
false
initialBalance
0
s32
"Close all...
avoidTradesOverWeek...
false
s33
"Set a sec...
useBracketSLTP
false
bracketSLTPatr
1.1
s34
"Friday cl...
fridayClosingDay
5
fridayClosingHour
21
s4
"----
Strat_1
1
Strat_2
1
strat_1
"--- Strat...
FastVol
3
SlowVol
31
VolRatio
2.7
VolRatioMax
0
VolatilityScanBack
98
strat_2
"--- Strat...
CCI_Period
10
WPR_Period
10
ma_period
50
separation
0.15
WPR_Threshold
-13
CCI_Threshold
150
S2RangeBars
79
exit_str
"--- Exit ...
s44
"Take Prof...
TP
0.15
SL
0.2
TP2
0.2
SL2
0.3
s45
"Number of...
S1RangeBars
30
s46
"Activate ...
useTimedExit
true
timedExitBarsTP
50
timedExitBarsMax
9999
timedExitFactor
0.6
s47
"Trailing ...
barTrailing
0
highTrailing
0
progressTrailing
0
fixedSL
0
gotoBE
0
tightenFactor
2.2
s5
"----
s51
"Maximal a...
Slippage
3
s52
"Spread Fi...
useSpreadFilter
true
maxSpreadInPips
3
s6
"----
showInfo
true
saveScreenshots
false
csvBaskets
false
HidetestIndicators
false
__hud1
"HUD relat...
dXcord
100
displayFontSize
9
displayXcord
0
displayYcord
10
displayRatio
1
displayCCIxCord
10
displaySpacing
9
displayColor
DeepSkyBlu...
xro_news
"xro_news....
checkNews
0
avoidNews
0
| +53.35% |
| 0.03% | |
| 0.89% | |
| Drawdown: | 1.68% |
| Balance: | $15,335.06 |
| Highest: | (Nov 07) $15,409.49 |
| Profit: | $5,335.06 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 02, 2009 |
| Test Ended: | Dec 13, 2012 |
| Timeframe: | 30 Minutes |
| Model Type: | Open Prices |
| Added: | Jan 07, 2013 at 15:15 |
Loading, please wait...
| Trades: | 426 |
| Profitability: | |
| Pips: | 5,308.7 |
| Average Win: | 33.58 pips / $33.62 |
| Average Loss: | -28.89 pips / -$28.80 |
| Lots: | 42.60 |
| Commissions: | 0 |
| Longs Won: | (158/225) 70% |
| Shorts Won: | (124/201) 61% |
| Best Trade ($): | (May 20) 162.90 |
| Worst Trade ($): | (Nov 30) -93.21 |
| Best Trade (Pips): | (May 20) 162.9 |
| Worst Trade (Pips): | (Nov 30) -92.3 |
| Avg. Trade Length: | 9h 58m |
| Profit Factor: | 2.29 |
| Standard Deviation: | $37.91 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -3.81 (99.99%) |
| Expectancy | 12.5 Pips / $12.52 |
| AHPR: | 0.10% |
| GHPR: | 0.10% |
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 | 532 | 479 | 426 | 373 | 319 | 266 | 213 | 160 | 106 | 53 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (426)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.13.2012 19:00 | 12.13.2012 21:00 | AUDUSD | Sell | 0.10 | - | - | 1.05272 | 1.05138 | 13.4 | 13.40 | 2h 0m | 0.09% |
| 12.12.2012 20:30 | 12.12.2012 22:30 | AUDUSD | Buy | 0.10 | - | - | 1.05741 | 1.05495 | -24.6 | -24.60 | 2h 0m | -0.16% |
| 12.12.2012 20:00 | 12.12.2012 22:30 | AUDUSD | Buy | 0.10 | - | - | 1.05782 | 1.05495 | -28.7 | -28.70 | 2h 30m | -0.19% |
| 12.12.2012 21:00 | 12.12.2012 22:00 | AUDUSD | Buy | 0.10 | - | - | 1.05728 | 1.05629 | -9.9 | -9.90 | 1h 0m | -0.06% |
| 11.29.2012 16:30 | 11.29.2012 17:00 | AUDUSD | Sell | 0.10 | - | - | 1.04326 | 1.04461 | -13.5 | -13.50 | 30m | -0.09% |
| 11.28.2012 18:30 | 11.29.2012 03:30 | AUDUSD | Buy | 0.10 | - | - | 1.04744 | 1.04615 | -12.9 | -11.13 | 9h 0m | -0.07% |
| 11.06.2012 06:00 | 11.07.2012 07:00 | AUDUSD | Buy | 0.10 | - | - | 1.04253 | 1.04497 | 24.4 | 24.99 | 1d | 0.16% |
| 11.06.2012 06:30 | 11.07.2012 06:30 | AUDUSD | Buy | 0.10 | - | - | 1.04339 | 1.04525 | 18.6 | 19.19 | 1d | 0.13% |
| 11.07.2012 05:30 | 11.07.2012 06:30 | AUDUSD | Buy | 0.10 | - | - | 1.04374 | 1.04525 | 15.1 | 15.10 | 1h 0m | 0.10% |
| 11.06.2012 18:00 | 11.07.2012 04:00 | AUDUSD | Buy | 0.10 | - | - | 1.0425 | 1.04108 | -14.2 | -13.61 | 10h 0m | -0.09% |
| 11.06.2012 07:00 | 11.06.2012 13:00 | AUDUSD | Buy | 0.10 | - | - | 1.04289 | 1.04373 | 8.4 | 8.40 | 6h 0m | 0.05% |
| 10.24.2012 05:00 | 10.24.2012 13:30 | AUDUSD | Buy | 0.10 | - | - | 1.03082 | 1.03279 | 19.7 | 19.70 | 8h 30m | 0.13% |
| 10.05.2012 18:30 | 10.05.2012 20:30 | AUDUSD | Sell | 0.10 | - | - | 1.02155 | 1.01937 | 21.8 | 21.80 | 2h 0m | 0.14% |
| 10.05.2012 19:00 | 10.05.2012 20:30 | AUDUSD | Sell | 0.10 | - | - | 1.02158 | 1.01937 | 22.1 | 22.10 | 1h 30m | 0.14% |
| 09.14.2012 23:30 | 09.17.2012 15:00 | AUDUSD | Buy | 0.10 | - | - | 1.05484 | 1.05054 | -43.0 | -42.41 | 2d | -0.28% |
| 09.13.2012 20:30 | 09.14.2012 06:30 | AUDUSD | Buy | 0.10 | - | - | 1.0534 | 1.05812 | 47.2 | 47.79 | 10h 0m | 0.31% |
| 09.13.2012 21:00 | 09.13.2012 21:30 | AUDUSD | Buy | 0.10 | - | - | 1.0535 | 1.05563 | 21.3 | 21.30 | 30m | 0.14% |
| 09.06.2012 17:30 | 09.07.2012 05:30 | AUDUSD | Buy | 0.10 | - | - | 1.0269 | 1.03027 | 33.7 | 34.29 | 12h 0m | 0.23% |
| 09.06.2012 18:00 | 09.06.2012 19:00 | AUDUSD | Buy | 0.10 | - | - | 1.0283 | 1.02852 | 2.2 | 2.20 | 1h 0m | 0.01% |
| 09.06.2012 06:00 | 09.06.2012 09:30 | AUDUSD | Buy | 0.10 | - | - | 1.02209 | 1.0231 | 10.1 | 10.10 | 3h 30m | 0.07% |
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.
