+2195853.72M% |
0.58% | |
18.94% | |
Drawdown: | 0.78% |
Balance: | $65,875,677,376.54 |
Highest: | (Apr 15) $65,882,179,471.52 |
Profit: | $65,875,677,373.61 |
Deposits: | $3.00 |
Test Started: | Jan 04, 2000 |
Test Ended: | Apr 15, 2011 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Apr 19, 2011 at 05:41 |
Trades: | 7,471 |
Profitability: |
|
Pips: | 46,291.2 |
Average Win: | 10.92 pips / $15,919,416.03 |
Average Loss: | -19.02 pips / -$29,083,365.80 |
Lots: | 694,356,495.38 |
Commissions: | 0 |
Longs Won: | (3,171/3,675) 86% |
Shorts Won: | (3,121/3,796) 82% |
Best Trade ($): | (Jul 06) 48,770,512.29 |
Worst Trade ($): | (Sep 09) -35,159,273.40 |
Best Trade (Pips): | (Feb 16) 30.0 |
Worst Trade (Pips): | (Jan 05) -20.7 |
Avg. Trade Length: | 7h 26m |
Profit Factor: | 2.92 |
Standard Deviation: | $19,393,571.47 |
Sharpe Ratio | 0.15 |
Z-Score (Probability): | -7.07 (99.99%) |
Expectancy | 6.2 Pips / $8,817,518.05 |
AHPR: | 0.34% |
GHPR: | 0.32% |
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 | 2268 | 2041 | 1814 | 1587 | 1361 | 1134 | 907 | 680 | 454 | 227 |
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
04.15.2011 22:34 | 04.15.2011 22:59 | EURGBP | Buy | 99999.00 | 0.9 | 0.9 | 0.88417 | 0.88377 | -4.0 | -6,502,094.98 | 25m | -0.01% |
04.15.2011 19:18 | 04.15.2011 22:34 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.88538 | 0.8842 | 11.8 | 19,182,950.17 | 3h 16m | 0.03% |
04.15.2011 02:13 | 04.15.2011 07:30 | EURGBP | Buy | 99999.00 | 0.9 | 0.9 | 0.88554 | 0.8863 | 7.6 | 12,353,980.46 | 5h 17m | 0.02% |
04.15.2011 01:30 | 04.15.2011 02:13 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.88662 | 0.88554 | 10.8 | 17,557,276.42 | 43m | 0.03% |
04.15.2011 00:35 | 04.15.2011 01:26 | EURGBP | Buy | 99999.00 | 0.9 | 0.9 | 0.88568 | 0.88662 | 9.4 | 15,279,923.20 | 51m | 0.02% |
04.14.2011 19:00 | 04.15.2011 00:35 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.88592 | 0.88568 | 2.4 | 3,399,422.00 | 5h 35m | 0.01% |
04.14.2011 02:09 | 04.14.2011 07:04 | EURGBP | Buy | 99999.00 | 0.9 | 0.9 | 0.88719 | 0.88765 | 4.6 | 7,477,363.23 | 4h 55m | 0.01% |
04.14.2011 01:44 | 04.14.2011 02:09 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.888 | 0.88722 | 7.8 | 12,679,943.20 | 25m | 0.02% |
04.13.2011 19:11 | 04.14.2011 01:44 | EURGBP | Buy | 99999.00 | 0.9 | 0.9 | 0.88793 | 0.88799 | 0.6 | 780,910.19 | 6h 33m | 0.00% |
04.13.2011 02:08 | 04.13.2011 06:58 | EURGBP | Buy | 99999.00 | 0.9 | 0.9 | 0.89011 | 0.89061 | 5.0 | 8,127,568.72 | 4h 50m | 0.01% |
04.12.2011 20:35 | 04.13.2011 02:08 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.89126 | 0.89012 | 11.4 | 18,030,029.70 | 5h 33m | 0.03% |
04.12.2011 03:33 | 04.12.2011 08:16 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.8834 | 0.88279 | 6.1 | 9,916,365.84 | 4h 43m | 0.02% |
04.12.2011 02:28 | 04.12.2011 03:33 | EURGBP | Buy | 99999.00 | 0.9 | 0.9 | 0.88245 | 0.88339 | 9.4 | 15,279,829.20 | 1h 5m | 0.02% |
04.11.2011 19:45 | 04.12.2011 02:28 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.88265 | 0.88245 | 2.0 | 2,749,072.50 | 6h 43m | 0.00% |
04.08.2011 22:51 | 04.11.2011 00:00 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.8837 | 0.88205 | 16.5 | 26,320,761.79 | 2d | 0.04% |
04.08.2011 03:50 | 04.08.2011 08:25 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.87858 | 0.87741 | 11.7 | 19,019,914.80 | 4h 35m | 0.03% |
04.08.2011 03:11 | 04.08.2011 03:50 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.87658 | 0.87865 | -20.7 | -33,650,618.49 | 39m | -0.05% |
04.08.2011 00:35 | 04.08.2011 03:11 | EURGBP | Buy | 99999.00 | 0.9 | 0.9 | 0.87609 | 0.87657 | 4.8 | 7,802,417.97 | 2h 36m | 0.01% |
04.07.2011 06:13 | 04.07.2011 09:01 | EURGBP | Sell | 99999.00 | 0.9 | 0.9 | 0.87765 | 0.87681 | 8.4 | 13,655,323.45 | 2h 48m | 0.02% |
04.07.2011 02:37 | 04.07.2011 06:13 | EURGBP | Buy | 99999.00 | 0.9 | 0.9 | 0.87721 | 0.87766 | 4.5 | 7,314,766.85 | 3h 36m | 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 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.