Z12 Trading Status

System Start: 07-15 22:18 UTC (22:18 Local)
Last Update: 08-07 09:47 UTC (09:47 Local)
System State: 849 -103 +21.48 4/5
Last DD: 141$ (363.3%) in 13 days (3 days ago), CBI 1.4%

Z system 12.63

EUR/USDBB:S +9VO:LS -28
USD/CHF
GBP/USDVO:S +6ES:LS -6
USD/CADCT:L -14CY:L -26HP:L -3LP:L -5
USD/JPYCY:LS -18HP:L -4VO:L -3
AUD/USD


[Mon 18-08-06 04:18] 858 -103 +30.76 /////\\\ (1.15590)
[Mon 18-08-06 08:18] 864 -103 +36.20 /////\\\ (1.15613)
{EUR/USD:HP:s7801} Trail 1@1.17870 Stop 1.17698

[Mon 18-08-06 12:18] 875 -103 +47.88 /////\\\ (1.15423)
[Mon 18-08-06 16:18] 867 -103 +39.05 /////\\\ (1.15601)
{EUR/USD:HP:s7801} Trail 1@1.17870 Stop 1.17665
{GBP/USD:VO:s6001} Short 1@1.29395 Risk 11 ts.
[GBP/USD:VO:S9125] Short 1@1.29395 Pool trade

[Mon 18-08-06 20:18] 866 -103 +38.46 5/4 (1.15548)
[Tue 18-08-07 00:18] 866 -103 +38.28 5/4 (1.15602)

Tuesday 18-08-07 Profit +8.76 ----
{EUR/USD:HP:s7801} Trail 1@1.17870 Stop 1.17634

[Tue 18-08-07 04:18] 866 -103 +37.87 5/4 (1.15584)
[Tue 18-08-07 08:18] 852 -103 +24.52 4/5 (1.15804)
{EUR/USD:HP:s7801} Trail 1@1.17870 Stop 1.17605


Trade ID Lots Entry Time Entry Price Stop Trail Target Risk Profit Pips
[USD/CHF:A2:L3007]2613007
1
07-02 12:220.99350.9952 - - - - - - - - - - - - - - - -
1.46$
14.5p
[USD/CHF:A2:L8423]2668423
1
07-09 08:220.98670.9952 - - - - - - - - - - - - - - - -
8.31$
82.0p
[USD/CHF:CT:L5797]2765797
1
07-18 04:181.00150.9952 - - - - - - - - - - - - - - - -
-6.58$
-65.4p
[EUR/USD:BB:S5035]2895035
1
07-31 12:181.17351.1593 - - - - - - - - - - - - - - - -
14.03$
140.3p
[GBP/USD:ES:S8239]2898239
1
07-31 16:181.31261.2966 - - - - - - - - - - - - - - - -
15.75$
157.5p
[USD/CAD:HU:L3116]2923116
1
08-02 12:181.30371.2972 - - - - - - - - - - - - - - - -
-5.15$
-67.1p
[EUR/USD:VO:S4510]2934510
1
08-03 07:571.15671.1593 - - - - - - - - - - - - - - - -
-2.70$
-27.0p
[USD/JPY:CY:S8932]2938932
1
08-03 16:18111.17111.24 - - - - - - - - - - - - - - - -
-0.74$
-8.2p
[GBP/USD:VO:S9125]2949125
1
08-06 16:181.29391.2966 - - - - - - - - - - - - - - - -
-2.81$
-28.1p
{EUR/USD:HP:s7801}67801
1
06-11 20:221.17871.15931.17611.1678 - - - -
2.45$
19.26$
192.6p
{EUR/USD:CY:s3501}73501
1
06-25 16:221.17011.15931.17941.1227 - - - -
-9.51$
10.66$
106.6p
{EUR/USD:CY:s4001}74001
1
06-26 12:221.16801.15931.17941.1221 - - - -
-11.61$
8.56$
85.6p
{USD/CHF:A2:l6301}76301
1
07-02 12:220.99350.99520.97451.0125 - - - -
-19.37$
1.91$
19.0p
{USD/CHF:A2:l9101}79101
1
07-09 08:220.98670.99520.96991.0035 - - - -
-17.29$
8.76$
86.4p
{USD/CHF:CT:l8201}68201
1
07-18 04:180.99400.99520.97811.0099 - - - -
-16.27$
1.24$
12.3p
{GBP/USD:VO:s2201}72201
1
07-27 00:181.31091.29661.31271.3025 - - - -
-2.05$
13.93$
139.3p
{EUR/USD:VO:l2801}72801
1
07-30 04:181.16541.15931.15171.1792 - - - -
-13.94$
-6.38$
-63.8p
{USD/CAD:HU:l4801}74801
1
08-02 12:181.30371.29721.29211.3152 - - - -
-9.14$
-5.29$
-68.9p
{USD/JPY:CY:s5501}75501
1
08-03 16:18111.17111.24114.35107.99 - - - -
-28.78$
-0.81$
-9.0p
{GBP/USD:VO:s6001}76001
1
08-06 16:181.29391.29661.30441.2835 - - - -
-10.73$
-2.87$
-28.7p

Trade Z12  (TICKS)

Bar period          4 hours (avg 346 min)
Trade period        2018-07-16..2018-08-07

Gross win/loss      28.82$ / -132$ (-1251p)
Virtual win/loss    25.05$ / -119$
Average profit      -1528$/year, -127$/month, -5.88$/day
Max drawdown        -111$ -107.9% (MAE -141$ -137.0%)
Max down time       6 days from Jul 2018
Max open margin     204$
Max open risk       322$
Trade volume        33456$ (495402$/year)
Transaction costs   -4.77$ spr, 0.85$ slp, -6.04$ rol, -1.54$ com
Capital required    538$

Number of trades    29 (430/year, 9/week, 2/day)
Percent winning     31.0%
Max win/loss        10.03$ / -25.66$
Avg trade profit    -3.56$ -43.2p (+38.8p / -80.0p)
Avg trade slippage  0.03$ 0.4p (+1.3p / -0.1p)
Avg trade bars      57 (+55 / -58)
Max trade bars      225 (7 weeks)
Max open trades     18
Max loss streak     11

Annual return       -284%
Profit factor       0.22 (PRR 0.12)

Portfolio analysis  OptF  ProF  Win/Loss  Result

AUD/USD avg         .028  ----    0/0       +0   
EUR/USD avg         .044  0.57    8/5      -11   
GBP/USD avg         .077  0.00    0/3      -11   
USD/CAD avg         .068  0.18    1/7      -49   
USD/CHF avg         .086  ----    0/0       +0   
USD/JPY avg         .043  0.00    0/4      -23   

A2 avg              .080  ----    0/0       +0   
BB avg              .083  ++++    2/0       +9   
CT avg              .071  0.00    0/1      -14   
CY avg              .100  0.00    0/4      -42   
ES avg              .033  0.00    0/2       -6   
HP avg              .067  0.61    1/3       -7   
HU avg              .017  ----    0/0       +0   
LP avg              .017  0.00    0/2       -5   
VO avg              .063  0.16    6/7      -29   

EUR/USD:BB          .077  ++++    2/0       +9   
EUR/USD:BB:L        .000  ----    0/0       +0   
EUR/USD:BB:S        .126  ++++    2/0       +9   
EUR/USD:VO          .081  0.22    6/5      -20   
EUR/USD:VO:L        .078  0.10    2/3      -22   
EUR/USD:VO:S        .083  2.65    4/2       +2   
GBP/USD:ES          .093  0.00    0/2       -6   
GBP/USD:ES:L        .081  0.00    0/1       -3   
GBP/USD:ES:S        .109  0.00    0/1       -3   
GBP/USD:VO          .098  0.00    0/1       -5   
GBP/USD:VO:L        .000  ----    0/0       +0   
GBP/USD:VO:S        .148  0.00    0/1       -5   
USD/CAD:CT          .109  0.00    0/1      -14   
USD/CAD:CT:L        .088  0.00    0/1      -14   
USD/CAD:CT:S        .122  ----    0/0       +0   
USD/CAD:CY          .142  0.00    0/2      -26   
USD/CAD:CY:L        .188  0.00    0/2      -26   
USD/CAD:CY:S        .122  ----    0/0       +0   
USD/CAD:HP          .112  0.76    1/2       -3   
USD/CAD:HP:L        .102  0.76    1/2       -3   
USD/CAD:HP:S        .118  ----    0/0       +0   
USD/CAD:LP          .102  0.00    0/2       -5   
USD/CAD:LP:L        .144  0.00    0/2       -5   
USD/CAD:LP:S        .000  ----    0/0       +0   
USD/JPY:CY          .075  0.00    0/2      -17   
USD/JPY:CY:L        .075  0.00    0/1       -3   
USD/JPY:CY:S        .074  0.00    0/1      -14   
USD/JPY:HP          .084  0.00    0/1       -4   
USD/JPY:HP:L        .106  0.00    0/1       -4   
USD/JPY:HP:S        .000  ----    0/0       +0   
USD/JPY:VO          .086  0.00    0/1       -3   
USD/JPY:VO:L        .121  0.00    0/1       -3   
USD/JPY:VO:S        .000  ----    0/0       +0