Strategy Settings
+334.92% |
0.41% | |
12.99% | |
Förlustsekvens: | 32.90% |
Balans: | $43,492.29 |
Högsta: | (Feb 06) $43,728.19 |
Vinst: | $33,492.34 |
Insättningar: | $10,000.00 |
Test Started: | Feb 13, 2017 |
Test Ended: | Feb 09, 2018 |
Timeframe: | 5 Minutes |
Model Type: | n/a |
Added: | Feb 21 2018 at 17:52 |
Kommentarer:
No comments entered. |
Model Quality: | 90.0 |
Bars In Test: | 75015 |
Ticks Modelled: | 24637707 |
Visningar: | 24 |
Mäklare: | - |
Positioner: | 436 |
Profitability: | |
Pips: | 10438.0 |
Snittvinst: | 52.90 pips / $110.56 |
Genomsnittlig förlust: | -54.11 pips / -$14.13 |
Lots: | 59.57 |
Provision: | 0 |
Long(köp) vunna: | (257/347) 74% |
Vunna Short-positioner: | (61/89) 68% |
Bästa affär($): | (Apr 18) 2080.13 |
Sämsta affär($): | (Oct 17) -97.24 |
Bästa affär (pips): | (Oct 17) 121.0 |
Sämsta affär (pips): | (Oct 17) -1046.7 |
Avg. Trade Length: | 4d |
Vinstfaktor: | 21.09 |
Standard Deviation: | $252.03 |
Sharpe Ratio | 0.2500 |
Z-Score (Probability): | -12.47 (99.99%) |
Expectancy: | 23.9 Pips / $76.82 |
AHPR: | 0.35% |
GHPR: | 0.34% |
Long(köp) | Short(sälj) positioner | Totalt | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Valuta | Positioner | Pips | Vinst($) | Positioner | Pips | Vinst($) | Positioner | Pips | Vinst($) | Vunna(%) | Förlorade(%) |
EURUSD | 347 | 9954.5 | 23627.35 | 89 | 483.5 | 9864.94 | 436 | 10438.0 | 33492.29 | 318 (73%) | 118 (27%) |
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 | 3077 | 2769 | 2462 | 2154 | 1846 | 1538 | 1231 | 923 | 615 | 308 |
Handelsaktivitet (436)
Öppningsdatum | Stängningsdatum | Symbol | Åtgärd | Lots | SL | TP | Öppningspris | Stängningspris | Pips | Vinst | Varaktighet | Förändring |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.08.2018 14:35 | 02.09.2018 23:59 | EURUSD | Buy | 0.42 | - | 1.23268 | 1.22212 | 1.22475 | 26.3 | 106.74 | 1d | 0.25% |
02.07.2018 10:10 | 02.09.2018 23:59 | EURUSD | Buy | 0.01 | - | 1.23268 | 1.23673 | 1.22475 | -119.8 | -12.33 | 2d | -0.03% |
02.06.2018 21:40 | 02.09.2018 23:59 | EURUSD | Buy | 0.01 | - | 1.23268 | 1.23868 | 1.22475 | -139.3 | -14.37 | 3d | -0.03% |
02.07.2018 13:00 | 02.09.2018 23:59 | EURUSD | Buy | 0.04 | - | 1.23268 | 1.23392 | 1.22475 | -91.7 | -38.10 | 2d | -0.09% |
02.07.2018 17:35 | 02.09.2018 23:59 | EURUSD | Buy | 0.10 | - | 1.23268 | 1.23096 | 1.22475 | -62.1 | -65.64 | 2d | -0.15% |
02.07.2018 17:55 | 02.09.2018 23:59 | EURUSD | Buy | 0.16 | - | 1.23268 | 1.22984 | 1.22475 | -50.9 | -87.11 | 2d | -0.20% |
02.07.2018 22:35 | 02.09.2018 23:59 | EURUSD | Buy | 0.26 | - | 1.23268 | 1.22654 | 1.22475 | -17.9 | -55.75 | 2d | -0.13% |
02.07.2018 12:00 | 02.09.2018 23:59 | EURUSD | Buy | 0.02 | - | 1.23268 | 1.23514 | 1.22475 | -103.9 | -21.49 | 2d | -0.05% |
02.07.2018 17:20 | 02.09.2018 23:59 | EURUSD | Buy | 0.06 | - | 1.23268 | 1.23237 | 1.22475 | -76.2 | -47.85 | 2d | -0.11% |
02.06.2018 14:25 | 02.06.2018 19:49 | EURUSD | Buy | 0.16 | - | 1.24028 | 1.23530 | 1.24028 | 49.8 | 79.68 | 5h 24m | 0.18% |
02.05.2018 16:45 | 02.06.2018 19:49 | EURUSD | Buy | 0.02 | - | 1.24028 | 1.24056 | 1.24028 | -2.8 | -0.74 | 1d | 0.00% |
02.06.2018 04:15 | 02.06.2018 19:49 | EURUSD | Buy | 0.10 | - | 1.24028 | 1.23630 | 1.24028 | 39.8 | 39.80 | 15h 34m | 0.09% |
02.06.2018 17:30 | 02.06.2018 19:49 | EURUSD | Buy | 0.42 | - | 1.24028 | 1.23214 | 1.24028 | 81.4 | 341.88 | 2h 19m | 0.79% |
02.05.2018 23:00 | 02.06.2018 19:49 | EURUSD | Buy | 0.04 | - | 1.24028 | 1.23886 | 1.24028 | 14.2 | 5.33 | 20h 49m | 0.01% |
02.06.2018 04:05 | 02.06.2018 19:49 | EURUSD | Buy | 0.06 | - | 1.24028 | 1.23731 | 1.24028 | 29.7 | 17.82 | 15h 44m | 0.04% |
02.06.2018 16:35 | 02.06.2018 19:49 | EURUSD | Buy | 0.26 | - | 1.24028 | 1.23364 | 1.24028 | 66.4 | 172.64 | 3h 14m | 0.40% |
02.01.2018 20:00 | 02.06.2018 19:49 | EURUSD | Buy | 0.01 | - | 1.24028 | 1.24789 | 1.24028 | -76.1 | -7.88 | 4d | -0.02% |
02.02.2018 17:45 | 02.06.2018 19:49 | EURUSD | Buy | 0.01 | - | 1.24028 | 1.24178 | 1.24028 | -15.0 | -1.68 | 4d | 0.00% |
01.31.2018 16:15 | 02.01.2018 18:10 | EURUSD | Buy | 0.01 | - | 1.24759 | 1.24481 | 1.24759 | 27.8 | 2.51 | 1d | 0.01% |
01.31.2018 19:45 | 02.01.2018 18:10 | EURUSD | Buy | 0.01 | - | 1.24759 | 1.24229 | 1.24759 | 53.0 | 5.03 | 22h 25m | 0.01% |
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 strategiy 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 yourbroker. 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.