Strategy Settings
| +2531.72% |
| 0.09% | |
| 2.73% | |
| Drawdown: | 28.20% |
| Balance: | $26,317.15 |
| Highest: | (Dec 17) $26,317.15 |
| Profit: | $25,317.15 |
| Deposits: | $1,000.00 |
| Test Started: | Jan 03, 2000 |
| Test Ended: | Dec 17, 2009 |
| Timeframe: | 1 Hour |
| Model Type: | n/a |
| Added: | Aug 29, 2012 at 10:50 |
| Trades: | 623 |
| Profitability: |
|
| Pips: | 3,175.9 |
| Average Win: | 14.78 pips / $138.64 |
| Average Loss: | -22.23 pips / -$235.93 |
| Lots: | 808.52 |
| Commissions: | 0 |
| Longs Won: | (184/254) 72% |
| Shorts Won: | (276/369) 74% |
| Best Trade ($): | (Nov 27) 1,070.03 |
| Worst Trade ($): | (Aug 08) -2,199.25 |
| Best Trade (Pips): | (Sep 22) 61.6 |
| Worst Trade (Pips): | (Aug 08) -162.2 |
| Avg. Trade Length: | 2h 43m |
| Profit Factor: | 1.66 |
| Standard Deviation: | $263.19 |
| Sharpe Ratio | 0.23 |
| Z-Score (Probability): | -0.02 (-1.60%) |
| Expectancy | 5.1 Pips / $40.64 |
| AHPR: | 0.56% |
| GHPR: | 0.53% |
| 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% | 0.11% | 3.93% |
| Consecutive Losing Trades | 112 | 100 | 89 | 78 | 67 | 56 | 45 | 33 | 22 | 11 |
Trading Activity (623)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.17.2009 14:43 | 12.17.2009 15:00 | EURUSD | Buy | 2.97 | 1.0 | - | 1.43342 | 1.43514 | 17.2 | 355.95 | 17m | 1.37% |
| 12.17.2009 14:23 | 12.17.2009 14:31 | EURUSD | Buy | 2.93 | 1.0 | - | 1.43343 | 1.43554 | 21.1 | 430.66 | 8m | 1.69% |
| 12.17.2009 10:11 | 12.17.2009 12:21 | EURUSD | Buy | 3.02 | 1.0 | - | 1.4379 | 1.4362 | -17.0 | -357.47 | 2h 10m | -1.38% |
| 12.17.2009 05:43 | 12.17.2009 07:36 | EURUSD | Buy | 3.09 | 1.1 | - | 1.43728 | 1.44054 | 32.6 | 699.28 | 1h 53m | 2.78% |
| 12.09.2009 00:31 | 12.09.2009 01:22 | EURUSD | Buy | 2.90 | 1.1 | - | 1.46783 | 1.46964 | 18.1 | 357.16 | 51m | 1.44% |
| 12.08.2009 19:24 | 12.08.2009 21:26 | EURUSD | Buy | 3.07 | 1.1 | - | 1.46991 | 1.46982 | -0.9 | -18.80 | 2h 2m | -0.08% |
| 12.04.2009 18:00 | 12.04.2009 21:22 | EURUSD | Buy | 3.39 | 1.2 | - | 1.48822 | 1.48437 | -38.5 | -879.26 | 3h 22m | -3.42% |
| 11.27.2009 08:39 | 11.27.2009 10:16 | EURUSD | Buy | 3.29 | 1.2 | - | 1.4833 | 1.48814 | 48.4 | 1,070.03 | 1h 37m | 4.34% |
| 11.25.2009 12:39 | 11.25.2009 15:00 | EURUSD | Sell | 3.60 | 1.7 | - | 1.50765 | 1.50664 | 10.1 | 241.33 | 2h 21m | 0.99% |
| 11.23.2009 08:18 | 11.23.2009 12:08 | EURUSD | Sell | 3.51 | 1.7 | - | 1.49598 | 1.49745 | -14.7 | -344.57 | 3h 50m | -1.39% |
| 11.17.2009 15:34 | 11.17.2009 18:10 | EURUSD | Buy | 3.62 | 1.2 | - | 1.48644 | 1.48436 | -20.8 | -507.26 | 2h 36m | -2.01% |
| 11.09.2009 15:08 | 11.09.2009 15:35 | EURUSD | Sell | 3.20 | 1.8 | - | 1.50154 | 1.49958 | 19.6 | 418.25 | 27m | 1.68% |
| 11.09.2009 10:48 | 11.09.2009 12:26 | EURUSD | Sell | 3.33 | 1.8 | - | 1.49782 | 1.49886 | -10.4 | -231.06 | 1h 38m | -0.92% |
| 11.09.2009 08:25 | 11.09.2009 10:08 | EURUSD | Sell | 3.43 | 1.8 | - | 1.49561 | 1.49581 | -2.0 | -45.86 | 1h 43m | -0.18% |
| 11.04.2009 20:42 | 11.04.2009 21:45 | EURUSD | Sell | 3.15 | 1.8 | - | 1.48792 | 1.48674 | 11.8 | 250.01 | 1h 3m | 1.00% |
| 11.04.2009 20:22 | 11.04.2009 20:26 | EURUSD | Sell | 3.02 | 1.8 | - | 1.48797 | 1.4838 | 41.7 | 848.73 | 4m | 3.53% |
| 11.04.2009 20:15 | 11.04.2009 20:20 | EURUSD | Sell | 2.94 | 1.8 | - | 1.48803 | 1.4837 | 43.3 | 858.00 | 5m | 3.70% |
| 10.29.2009 17:22 | 10.29.2009 20:33 | EURUSD | Sell | 2.92 | 1.8 | - | 1.48358 | 1.48366 | -0.8 | -15.74 | 3h 11m | -0.07% |
| 10.26.2009 20:00 | 10.26.2009 21:29 | EURUSD | Buy | 3.11 | 1.2 | - | 1.48587 | 1.4871 | 12.3 | 257.23 | 1h 29m | 1.12% |
| 10.08.2009 09:14 | 10.08.2009 10:29 | EURUSD | Sell | 3.14 | 1.8 | - | 1.47795 | 1.47679 | 11.6 | 246.64 | 1h 15m | 1.09% |
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.
