CSV  Discuss (0)

Strategy Settings

T1
" Trading ...
MaxSpread
5
ReversSignal
true
StepPrice
2
Size_Stop_Loss
190
Size_Take_Profit
11
Size_Lot_1
0.04
T2
" MM_Param...
MM_Method
0
MM_Risk
0.04
Lot_Exponent
0
Max_Deals
8
Magic_Number
2223
T3
" Trading ...
Channel_Period
10
+241.33%

0.34%
10.84%
Drawdown: 18.63%

Balance: $3,413.31
Highest: (Dec 28) $3,413.53
Profit: $2,413.25
Deposits: $1,000.00

Test Started: Jan 04, 2001
Test Ended: Dec 28, 2001
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jun 19, 2017 at 13:10
Loading, please wait...
Trades: 729
Profitability:
Pips: 3,878.2
Average Win: 10.55 pips / $6.42
Average Loss: -22.59 pips / -$13.31
Lots: 54.70
Commissions: 0
Longs Won: (370/440) 84%
Shorts Won: (244/289) 84%
Best Trade ($): (Dec 28) 11.75
Worst Trade ($): (Jun 15) -123.34
Best Trade (Pips): (Jan 05) 11.0
Worst Trade (Pips): (Jun 15) -190.0
Avg. Trade Length: 2h 32m
Profit Factor: 2.58
Standard Deviation: $10.14
Sharpe Ratio 0.00
Z-Score (Probability): -11.20 (99.99%)
Expectancy 5.3 Pips / $3.31
AHPR: 0.17%
GHPR: 0.17%
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 256 231 205 180 154 128 103 77 51 26
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (729)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.28.2001 03:15 12.28.2001 05:45 USDJPY Buy 0.14 129.4 131.4 131.336 131.35 1.4 1.49 2h 30m 0.04%
12.28.2001 02:45 12.28.2001 05:45 USDJPY Buy 0.14 129.5 131.5 131.366 131.35 -1.6 -1.71 3h 0m -0.05%
12.28.2001 03:25 12.28.2001 03:30 USDJPY Buy 0.14 129.0 131.0 130.896 131.006 11.0 11.75 5m 0.35%
12.28.2001 02:55 12.28.2001 03:05 USDJPY Buy 0.14 129.4 131.4 131.306 131.416 11.0 11.71 10m 0.35%
12.27.2001 12:45 12.27.2001 14:53 USDJPY Buy 0.14 129.6 131.6 131.476 131.586 11.0 11.71 2h 8m 0.35%
12.27.2001 09:50 12.27.2001 10:06 USDJPY Buy 0.13 129.6 131.6 131.476 131.586 11.0 10.87 16m 0.32%
12.26.2001 15:30 12.26.2001 15:31 USDJPY Buy 0.13 128.5 130.5 130.436 130.546 11.0 10.95 1m 0.33%
12.26.2001 04:15 12.26.2001 07:30 USDJPY Buy 0.13 128.7 130.7 130.636 130.71 7.4 7.36 3h 15m 0.22%
12.26.2001 04:00 12.26.2001 07:30 USDJPY Buy 0.13 128.7 130.7 130.636 130.71 7.4 7.36 3h 30m 0.22%
12.26.2001 05:40 12.26.2001 06:29 USDJPY Buy 0.13 128.7 130.7 130.556 130.666 11.0 10.94 49m 0.33%
12.26.2001 04:30 12.26.2001 04:51 USDJPY Buy 0.13 128.7 130.7 130.596 130.706 11.0 10.94 21m 0.33%
12.24.2001 18:45 12.24.2001 20:10 USDJPY Buy 0.13 127.9 129.9 129.796 129.9 10.4 10.41 1h 25m 0.31%
12.24.2001 18:10 12.24.2001 20:10 USDJPY Buy 0.13 127.9 129.9 129.806 129.9 9.4 9.41 2h 0m 0.29%
12.24.2001 18:05 12.24.2001 20:10 USDJPY Buy 0.13 128.0 130.0 129.856 129.9 4.4 4.40 2h 5m 0.13%
12.24.2001 18:50 12.24.2001 19:14 USDJPY Buy 0.13 127.8 129.9 129.746 129.856 11.0 11.01 24m 0.34%
12.24.2001 18:15 12.24.2001 18:26 USDJPY Buy 0.13 127.9 129.9 129.766 129.876 11.0 11.01 11m 0.34%
12.24.2001 09:40 12.24.2001 10:56 USDJPY Buy 0.13 127.5 129.5 129.406 129.516 11.0 11.04 1h 16m 0.34%
12.24.2001 09:25 12.24.2001 09:56 USDJPY Buy 0.13 127.5 129.5 129.376 129.486 11.0 11.04 31m 0.34%
12.24.2001 06:30 12.24.2001 08:00 USDJPY Buy 0.13 127.6 129.6 129.516 129.6 8.4 8.43 1h 30m 0.26%
12.21.2001 22:15 12.21.2001 22:23 USDJPY Buy 0.13 127.6 129.7 129.546 129.656 11.0 11.03 8m 0.34%

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.