Strategy Settings
| +1290.17% |
| 12.71% | |
| 3520.17% | |
| Drawdown: | 38.30% |
| Balance: | $13,901.67 |
| Highest: | (Nov 25) $19,938.34 |
| Profit: | $12,901.72 |
| Deposits: | $1,000.00 |
| Test Started: | Nov 03, 2011 |
| Test Ended: | Nov 25, 2011 |
| Timeframe: | 1 Minute |
| Model Type: | Every Tick |
| Added: | Dec 02, 2011 at 19:03 |
| Trades: | 554 |
| Profitability: |
|
| Pips: | 3,964.6 |
| Average Win: | 11.30 pips / $35.01 |
| Average Loss: | -165.21 pips / -$464.36 |
| Lots: | 2,253.86 |
| Commissions: | 0 |
| Longs Won: | (65/69) 94% |
| Shorts Won: | (476/485) 98% |
| Best Trade ($): | (Nov 25) 281.83 |
| Worst Trade ($): | (Nov 25) -1,884.44 |
| Best Trade (Pips): | (Nov 23) 362.2 |
| Worst Trade (Pips): | (Nov 25) -591.1 |
| Avg. Trade Length: | 11h 41m |
| Profit Factor: | 3.14 |
| Standard Deviation: | $126.65 |
| Sharpe Ratio | 0.48 |
| Z-Score (Probability): | -22.58 (99.99%) |
| Expectancy | 7.2 Pips / $23.29 |
| AHPR: | 0.48% |
| GHPR: | 0.48% |
| 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% | 1.45% |
| Consecutive Losing Trades | 30 | 27 | 24 | 21 | 18 | 15 | 12 | 9 | 6 | 3 |
Trading Activity (554)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.25.2011 21:07 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32243 | 1.32355 | -11.2 | -133.95 | 2h 52m | -0.93% |
| 11.22.2011 13:42 | 11.25.2011 23:59 | EURUSD | Buy | 5.74 | - | 1.4 | 1.35631 | 1.32325 | -330.6 | -1,884.44 | 3d | -11.40% |
| 11.25.2011 20:17 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32265 | 1.32355 | -9.0 | -107.64 | 3h 42m | -0.74% |
| 11.25.2011 23:04 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32312 | 1.32355 | -4.3 | -51.43 | 55m | -0.37% |
| 11.25.2011 21:38 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32313 | 1.32355 | -4.2 | -50.23 | 2h 21m | -0.35% |
| 11.09.2011 11:58 | 11.25.2011 23:59 | EURUSD | Buy | 1.99 | - | 1.4 | 1.38056 | 1.32325 | -573.1 | -1,123.98 | 16d | -6.37% |
| 11.09.2011 09:34 | 11.25.2011 23:59 | EURUSD | Buy | 1.96 | - | 1.4 | 1.38236 | 1.32325 | -591.1 | -1,142.33 | 16d | -6.08% |
| 11.09.2011 09:26 | 11.25.2011 23:59 | EURUSD | Buy | 1.96 | - | 1.4 | 1.38229 | 1.32325 | -590.4 | -1,140.95 | 16d | -5.72% |
| 11.25.2011 22:08 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32255 | 1.32355 | -10.0 | -119.60 | 1h 51m | -0.85% |
| 11.25.2011 22:03 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.323 | 1.32355 | -5.5 | -65.78 | 1h 56m | -0.46% |
| 11.25.2011 16:07 | 11.25.2011 23:59 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32309 | 1.32355 | -4.6 | -52.49 | 7h 52m | -0.36% |
| 11.25.2011 20:25 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32232 | 1.32355 | -12.3 | -147.11 | 3h 34m | -1.02% |
| 11.25.2011 22:52 | 11.25.2011 23:59 | EURUSD | Sell | 11.96 | - | 1.3 | 1.32341 | 1.32355 | -1.4 | -16.74 | 1h 7m | -0.12% |
| 11.25.2011 20:06 | 11.25.2011 20:11 | EURUSD | Sell | 11.93 | - | 1.3 | 1.32296 | 1.32251 | 4.5 | 53.69 | 5m | 0.27% |
| 11.25.2011 16:54 | 11.25.2011 19:00 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32607 | 1.3243 | 17.7 | 201.96 | 2h 6m | 1.03% |
| 11.25.2011 17:27 | 11.25.2011 18:26 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32809 | 1.32562 | 24.7 | 281.83 | 59m | 1.45% |
| 11.25.2011 18:05 | 11.25.2011 18:21 | EURUSD | Sell | 11.53 | - | 1.3 | 1.32634 | 1.32598 | 3.6 | 41.51 | 16m | 0.21% |
| 11.25.2011 17:35 | 11.25.2011 18:14 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32739 | 1.32621 | 11.8 | 134.64 | 39m | 0.70% |
| 11.25.2011 17:43 | 11.25.2011 17:59 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32814 | 1.32697 | 11.7 | 133.49 | 16m | 0.70% |
| 11.25.2011 17:51 | 11.25.2011 17:59 | EURUSD | Sell | 11.41 | - | 1.3 | 1.32762 | 1.32697 | 6.5 | 74.16 | 8m | 0.39% |
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.
