Z system 12.63
| EUR/USD | BB:S +9 | VO:LS -28 | |||||||
| USD/CHF | |||||||||
| GBP/USD | VO:S +6 | ES:LS -6 | |||||||
| USD/CAD | CT:L -14 | CY:L -26 | HP:L -3 | LP:L -5 | |||||
| USD/JPY | CY:LS -18 | HP:L -4 | VO: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 12:22 | 0.9935 | 0.9952 | - - - - | - - - - | - - - - | - - - - | 1.46$ | 14.5p |
| [USD/CHF:A2:L8423] | 2668423 | 1 | 07-09 08:22 | 0.9867 | 0.9952 | - - - - | - - - - | - - - - | - - - - | 8.31$ | 82.0p |
| [USD/CHF:CT:L5797] | 2765797 | 1 | 07-18 04:18 | 1.0015 | 0.9952 | - - - - | - - - - | - - - - | - - - - | -6.58$ | -65.4p |
| [EUR/USD:BB:S5035] | 2895035 | 1 | 07-31 12:18 | 1.1735 | 1.1593 | - - - - | - - - - | - - - - | - - - - | 14.03$ | 140.3p |
| [GBP/USD:ES:S8239] | 2898239 | 1 | 07-31 16:18 | 1.3126 | 1.2966 | - - - - | - - - - | - - - - | - - - - | 15.75$ | 157.5p |
| [USD/CAD:HU:L3116] | 2923116 | 1 | 08-02 12:18 | 1.3037 | 1.2972 | - - - - | - - - - | - - - - | - - - - | -5.15$ | -67.1p |
| [EUR/USD:VO:S4510] | 2934510 | 1 | 08-03 07:57 | 1.1567 | 1.1593 | - - - - | - - - - | - - - - | - - - - | -2.70$ | -27.0p |
| [USD/JPY:CY:S8932] | 2938932 | 1 | 08-03 16:18 | 111.17 | 111.24 | - - - - | - - - - | - - - - | - - - - | -0.74$ | -8.2p |
| [GBP/USD:VO:S9125] | 2949125 | 1 | 08-06 16:18 | 1.2939 | 1.2966 | - - - - | - - - - | - - - - | - - - - | -2.81$ | -28.1p |
| {EUR/USD:HP:s7801} | 67801 | 1 | 06-11 20:22 | 1.1787 | 1.1593 | 1.1761 | 1.1678 | - - - - | 2.45$ | 19.26$ | 192.6p |
| {EUR/USD:CY:s3501} | 73501 | 1 | 06-25 16:22 | 1.1701 | 1.1593 | 1.1794 | 1.1227 | - - - - | -9.51$ | 10.66$ | 106.6p |
| {EUR/USD:CY:s4001} | 74001 | 1 | 06-26 12:22 | 1.1680 | 1.1593 | 1.1794 | 1.1221 | - - - - | -11.61$ | 8.56$ | 85.6p |
| {USD/CHF:A2:l6301} | 76301 | 1 | 07-02 12:22 | 0.9935 | 0.9952 | 0.9745 | 1.0125 | - - - - | -19.37$ | 1.91$ | 19.0p |
| {USD/CHF:A2:l9101} | 79101 | 1 | 07-09 08:22 | 0.9867 | 0.9952 | 0.9699 | 1.0035 | - - - - | -17.29$ | 8.76$ | 86.4p |
| {USD/CHF:CT:l8201} | 68201 | 1 | 07-18 04:18 | 0.9940 | 0.9952 | 0.9781 | 1.0099 | - - - - | -16.27$ | 1.24$ | 12.3p |
| {GBP/USD:VO:s2201} | 72201 | 1 | 07-27 00:18 | 1.3109 | 1.2966 | 1.3127 | 1.3025 | - - - - | -2.05$ | 13.93$ | 139.3p |
| {EUR/USD:VO:l2801} | 72801 | 1 | 07-30 04:18 | 1.1654 | 1.1593 | 1.1517 | 1.1792 | - - - - | -13.94$ | -6.38$ | -63.8p |
| {USD/CAD:HU:l4801} | 74801 | 1 | 08-02 12:18 | 1.3037 | 1.2972 | 1.2921 | 1.3152 | - - - - | -9.14$ | -5.29$ | -68.9p |
| {USD/JPY:CY:s5501} | 75501 | 1 | 08-03 16:18 | 111.17 | 111.24 | 114.35 | 107.99 | - - - - | -28.78$ | -0.81$ | -9.0p |
| {GBP/USD:VO:s6001} | 76001 | 1 | 08-06 16:18 | 1.2939 | 1.2966 | 1.3044 | 1.2835 | - - - - | -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