CSV  Discuss (0)

Strategy Settings

LotSize
0.1
Magic
740714
FIFO
false
ClosePreviousSessio...
2
InternalControl
true
ManualTradeControl
false
MaxTradesPerSideAll...
99
BotComment
"Forex Inv...
FastVolatilityBase
5
SlowVolatilityBase
60
VolatilityFactor
3
SupportFastVolatili...
5
SupporVolatilityFac...
2
ProfitTarget
0.2
StopLoss
0.2
+179.99%

0.02%
0.6%
Drawdown: 26.17%

Balance: $27,997.87
Highest: (Jan 05) $28,071.48
Profit: $17,998.79
Deposits: $10,000.00

Test Started: Jan 06, 1999
Test Ended: Jan 25, 2013
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jan 30, 2013 at 19:58
Loading, please wait...
Trades: 2,179
Profitability:
Pips: 19,686.4
Average Win: 40.81 pips / $40.03
Average Loss: -28.49 pips / -$29.27
Lots: 217.90
Commissions: 0
Longs Won: (637/1,182) 53%
Shorts Won: (543/997) 54%
Best Trade ($): (Mar 19) 448.10
Worst Trade ($): (Feb 28) -136.75
Best Trade (Pips): (Mar 19) 449.0
Worst Trade (Pips): (Feb 28) -136.0
Avg. Trade Length: 11h 18m
Profit Factor: 1.62
Standard Deviation: $44.09
Sharpe Ratio 0.00
Z-Score (Probability): -25.31 (99.99%)
Expectancy 9.0 Pips / $8.26
AHPR: 0.05%
GHPR: 0.05%
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 957 861 766 670 574 478 383 287 191 96
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2179)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.25.2013 09:15 01.25.2013 11:15 EURUSD Buy 0.10 - - 1.34131 1.34357 22.6 21.85 2h 0m 0.08%
01.23.2013 17:45 01.24.2013 10:30 EURUSD Sell 0.10 - - 1.32702 1.33304 -60.2 -60.90 16h 45m -0.22%
10.05.2012 16:30 10.05.2012 18:15 EURUSD Buy 0.10 - - 1.30453 1.30509 5.6 4.85 1h 45m 0.02%
10.05.2012 16:45 10.05.2012 18:15 EURUSD Buy 0.10 - - 1.30497 1.30509 1.2 0.45 1h 30m 0.00%
10.05.2012 17:15 10.05.2012 18:15 EURUSD Buy 0.10 - - 1.3061 1.30509 -10.1 -10.85 1h 0m -0.04%
01.12.2012 16:00 01.13.2012 07:00 EURUSD Buy 0.10 - - 1.28196 1.28396 20.0 18.79 15h 0m 0.07%
01.11.2012 12:30 01.11.2012 14:00 EURUSD Sell 0.10 - - 1.26997 1.27191 -19.4 -20.15 1h 30m -0.07%
01.06.2012 15:00 01.06.2012 15:15 EURUSD Sell 0.10 - - 1.27316 1.27585 -26.9 -27.65 15m -0.10%
01.05.2012 10:15 01.05.2012 11:15 EURUSD Sell 0.10 - - 1.28701 1.28462 23.9 23.15 1h 0m 0.08%
12.28.2011 15:45 12.29.2011 01:15 EURUSD Sell 0.10 - - 1.29911 1.2904 87.1 86.40 9h 30m 0.31%
12.28.2011 16:15 12.29.2011 01:15 EURUSD Sell 0.10 - - 1.29914 1.2904 87.4 86.70 9h 0m 0.31%
12.28.2011 15:30 12.29.2011 01:15 EURUSD Sell 0.10 - - 1.30132 1.2904 109.2 108.50 9h 45m 0.39%
12.28.2011 16:30 12.29.2011 01:15 EURUSD Sell 0.10 - - 1.29571 1.2904 53.1 52.40 8h 45m 0.19%
12.28.2011 16:45 12.29.2011 01:15 EURUSD Sell 0.10 - - 1.29507 1.2904 46.7 46.00 8h 30m 0.16%
12.28.2011 16:00 12.29.2011 01:15 EURUSD Sell 0.10 - - 1.29841 1.2904 80.1 79.40 9h 15m 0.29%
12.21.2011 12:00 12.21.2011 14:15 EURUSD Sell 0.10 - - 1.31037 1.30534 50.3 49.55 2h 15m 0.18%
12.21.2011 12:15 12.21.2011 14:15 EURUSD Sell 0.10 - - 1.30949 1.30534 41.5 40.75 2h 0m 0.15%
12.21.2011 12:45 12.21.2011 14:15 EURUSD Sell 0.10 - - 1.30868 1.30534 33.4 32.65 1h 30m 0.12%
12.20.2011 12:00 12.20.2011 13:30 EURUSD Buy 0.10 - - 1.30829 1.30603 -22.6 -23.35 1h 30m -0.08%
12.20.2011 11:00 12.20.2011 13:30 EURUSD Buy 0.10 - - 1.30773 1.30603 -17.0 -17.75 2h 30m -0.06%

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.