Z12 Trading Status

System Start: 12-26 14:51 UTC (09:51 Local)
Last Update: 02-21 20:38 UTC (15:38 Local)
System State: 654 -75.91 -16.93 8/7
Current DD: 222$ (100.0%) in 8 days (new low), CBI 6.3%

Z system 12.66

EUR/USDBB:S +23CT:S +13CY:LS +35HP:LS +88VO:LS -168
USD/CHFBB:S +1VO:L +11
GBP/USDBB:S -23CT:L +1HP:S -3A2:S -35VO:S -15
USD/CADBB:L -3CY:S +11VO:LS +14HU:L -10
USD/JPYVO:L +3
AUD/USDCY:L -42A2:L -17

{GBP/USD:CT:l6701} Sell 1@1.30423: +0.51.
[GBP/USD:CT:S2290] Short 1@1.30443 Pool
[GBP/USD:CT:S] Skipped (Total Margin 520)
[GBP/USD:HP:S] Skipped (Margin 30 Min 65)
{USD/CAD:BB:l} Long 1@1.31850 Entry limit
{USD/CAD:BB:l3201} Long 1@1.31888 Risk 19 ts.
[USD/CAD:BB:L2292] Long 1@1.31894 Pool.

[Wed 19-02-20 12:13] 613 -75.91 -70.92 7/8 (1.13301)..
[Wed 19-02-20 16:13] 574 -75.91 -116 5/10 (1.13554)..
[Wed 19-02-20 20:13] 575 -75.91 -113 5/10 (1.13469)
[Thu 19-02-21 00:13] 594 -75.91 -93.04 6/9 (1.13470)

Thursday 19-02-21 Loss -34.61 ----
Current DD: 222$ (100.0%) in 8 days (new low), CBI 6.3%..
[Thu 19-02-21 04:13] 586 -75.91 -101 5/10 (1.13515).
[Thu 19-02-21 08:13] 604 -75.91 -73.44 5/10 (1.13437)..
[Thu 19-02-21 12:13] 596 -75.91 -81.72 5/10 (1.13538)...
[Thu 19-02-21 16:13] 609 -75.91 -60.84 7/8 (1.13345).
[Thu 19-02-21 20:13] 651 -75.91 -19.47 8/7 (1.13351)


Trade ID Lots Entry Time Entry Price Stop Trail Target Risk Profit Pips
[AUD/USD:NET:S5631]4375631
1
01-03 00:130.692970.70820 - - - - - - - - - - - - - - - -
-17.77$
-177.7p
[AUD/USD:CY:S1108]4411108
1
01-07 16:130.713490.70820 - - - - - - - - - - - - - - - -
3.02$
30.2p
[USD/CAD:HP:L2488]4632488
2
01-31 16:171.31511.3230 - - - - - - - - - - - - - - - -
10.92$
71.8p
[USD/CAD:CY:L5041]4635041
2
02-01 00:141.31281.3230 - - - - - - - - - - - - - - - -
14.37$
94.3p
[USD/CAD:VO:L9421]4689421
2
02-07 11:341.32551.3230 - - - - - - - - - - - - - - - -
-4.67$
-30.9p
[USD/CAD:VO:L0481]4690481
2
02-07 13:071.32641.3230 - - - - - - - - - - - - - - - -
-6.01$
-39.8p
[EUR/USD:HP:L1297]4751297
1
02-14 12:131.12701.1335 - - - - - - - - - - - - - - - -
6.33$
63.3p
[USD/CAD:HU:L1299]4751299
2
02-14 12:131.32681.3230 - - - - - - - - - - - - - - - -
-6.45$
-42.8p
[EUR/USD:CY:L5169]4755169
1
02-14 20:131.12981.1335 - - - - - - - - - - - - - - - -
3.49$
34.9p
[USD/CAD:VO:L5177]4755177
2
02-14 20:141.32881.3230 - - - - - - - - - - - - - - - -
-9.39$
-62.4p
[EUR/USD:HP:L9045]4769045
1
02-18 04:131.13171.1335 - - - - - - - - - - - - - - - -
1.67$
16.7p
[GBP/USD:HP:S2034]4772034
1
02-18 16:131.29291.3035 - - - - - - - - - - - - - - - -
-10.84$
-108.4p
[USD/CAD:HU:L9591]4779591
2
02-19 08:131.32611.3230 - - - - - - - - - - - - - - - -
-5.17$
-34.3p
[GBP/USD:CT:S2290]4792290
1
02-20 08:131.30451.3035 - - - - - - - - - - - - - - - -
0.73$
7.3p
[USD/CAD:BB:L2292]4792292
1
02-20 08:141.31891.3230 - - - - - - - - - - - - - - - -
2.82$
37.2p
{AUD/USD:CY:s2902}72902
1
01-02 08:130.702100.708200.730310.67389 - - - -
-28.39$
-8.64$
-86.4p
{AUD/USD:CY:s4801}74801
1
01-07 16:130.713490.708200.751940.67504 - - - -
-38.63$
3.02$
30.2p
{USD/CAD:CY:l5302}75302
2
01-08 12:141.32861.32301.28371.3735 - - - -
-67.95$
-10.18$
-67.6p
{USD/CAD:HP:l6001}76001
2
01-09 16:131.32281.32301.29601.3497 - - - -
-40.99$
-1.46$
-9.7p
{USD/CAD:HP:l7201}77201
2
01-11 16:131.32601.32301.29771.3543 - - - -
-43.02$
-6.18$
-41.0p
{GBP/USD:A2:s2401}82401
1
01-24 16:141.30371.30351.34201.2655 - - - -
-38.49$
-0.63$
-6.3p
{USD/CAD:HP:l5302}85302
2
01-31 16:171.31461.32301.29271.3366 - - - -
-33.76$
11.65$
76.6p
{USD/CAD:CY:l5502}85502
2
02-01 00:141.31281.32301.27471.3509 - - - -
-58.44$
14.44$
94.8p
{EUR/USD:HP:l8401}88401
1
02-08 00:131.13401.13351.12301.1450 - - - -
-11.11$
-0.77$
-7.7p
{EUR/USD:HP:l1001}91001
1
02-14 12:131.12701.13351.11551.1384 - - - -
-11.57$
6.37$
63.7p
{EUR/USD:CY:l1201}91201
1
02-14 20:131.12981.13351.11891.1408 - - - -
-11.08$
3.49$
34.9p
{USD/CAD:VO:l1202}91202
2
02-14 20:141.32881.32301.31401.3435 - - - -
-22.59$
-9.33$
-62.0p
{EUR/USD:HP:l1901}91901
1
02-18 04:131.13171.13351.11961.1438 - - - -
-12.23$
1.67$
16.7p
{GBP/USD:HP:s2201}92201
1
02-18 16:131.29291.30351.32491.2609 - - - -
-32.22$
-10.86$
-108.6p
{USD/CAD:HU:l2601}92601
2
02-19 08:131.32601.32301.30691.3452 - - - -
-29.26$
-5.10$
-33.8p
{EUR/USD:BB:s3101}93101
1
02-20 04:131.13451.13351.16621.1028 - - - -
-31.80$
0.85$
8.5p
{USD/CAD:BB:l3201}93201
1
02-20 08:141.31891.32301.29451.3433 - - - -
-18.68$
2.87$
37.8p

Trade Z12  (TICKS)

Bar period          4 hours (avg 348 min)
Trade period        2018-12-26..2019-02-21

Gross win/loss      242$ / -318$ (-420p)
Virtual win/loss    347$ / -446$
Average profit      -485$/year, -40.42$/month, -1.87$/day
Max drawdown        -192$ -252.6% (MAE -222$ -292.2%)
Max down time       7 weeks from Dec 2018
Max open margin     581$
Max open risk       1828$
Trade volume        117803$ (752670$/year)
Transaction costs   -19.71$ spr, -0.37$ slp, -6.68$ rol
Capital required    1156$

Number of trades    80 (512/year, 10/week, 3/day)
Percent winning     40.0%
Max win/loss        30.20$ / -26.27$
Avg trade profit    -0.95$ -5.2p (+41.7p / -36.6p)
Avg trade slippage  -0.0046757$ -0.0p (+0.9p / -0.6p)
Avg trade bars      23 (+28 / -19)
Max trade bars      95 (22 days)
Max open trades     16
Max loss streak     10

Annual return       -42%
Profit factor       0.76 (PRR 0.55)

Portfolio analysis  OptF  ProF  Win/Loss  Result

AUD/USD avg         .030  0.00    0/3      -54   
EUR/USD avg         .046  0.89   13/8      -20   
GBP/USD avg         .049  0.25    3/7      -62   
USD/CAD avg         .051  1.19    8/20     +21   
USD/CHF avg         .032  2.28    4/3      +12   
USD/JPY avg         .028  2.16    3/2       +3   

A2 avg              .048  0.00    0/2      -51   
BB avg              .055  0.87    5/4       -5   
CT avg              .057  ++++    2/0      +14   
CY avg              .054  1.07    5/4       +3   
ES avg              .011  ----    0/0       +0   
HP avg              .052  ++++    6/0      +89   
HU avg              .017  0.00    0/1       -4   
LP avg              .011  ----    0/0       +0   
VO avg              .060  0.53   13/32    -144   

AUD/USD:A2          .075  0.00    0/1      -17   
AUD/USD:A2:L        .060  0.00    0/1      -17   
AUD/USD:A2:S        .091  ----    0/0       +0   
AUD/USD:CY          .069  0.00    0/2      -36   
AUD/USD:CY:L        .072  0.00    0/2      -36   
AUD/USD:CY:S        .066  ----    0/0       +0   
EUR/USD:BB          .061  6.69    3/1      +22   
EUR/USD:BB:L        .000  ----    0/0       +0   
EUR/USD:BB:S        .113  6.69    3/1      +22   
EUR/USD:CT          .084  ++++    1/0      +13   
EUR/USD:CT:L        .000  ----    0/0       +0   
EUR/USD:CT:S        .099  ++++    1/0      +13   
EUR/USD:CY          .084  4.24    4/1      +32   
EUR/USD:CY:L        .089  1.51    2/1       +5   
EUR/USD:CY:S        .079  ++++    2/0      +27   
EUR/USD:HP          .091  ++++    5/0      +80   
EUR/USD:HP:L        .066  ++++    3/0      +26   
EUR/USD:HP:S        .123  ++++    2/0      +54   
EUR/USD:VO          .104  0.00    0/6     -168   
EUR/USD:VO:L        .115  0.00    0/4     -107   
EUR/USD:VO:S        .092  0.00    0/2      -61   
GBP/USD:A2          .084  0.00    0/1      -34   
GBP/USD:A2:L        .071  ----    0/0       +0   
GBP/USD:A2:S        .089  0.00    0/1      -34   
GBP/USD:BB          .072  0.00    0/1      -23   
GBP/USD:BB:L        .000  ----    0/0       +0   
GBP/USD:BB:S        .148  0.00    0/1      -23   
GBP/USD:CT          .115  ++++    1/0       +1   
GBP/USD:CT:L        .104  ++++    1/0       +1   
GBP/USD:CT:S        .121  ----    0/0       +0   
GBP/USD:HP          .077  ++++    1/0       +8   
GBP/USD:HP:L        .000  ----    0/0       +0   
GBP/USD:HP:S        .102  ++++    1/0       +8   
GBP/USD:VO          .077  0.45    1/5      -15   
GBP/USD:VO:L        .000  ----    0/0       +0   
GBP/USD:VO:S        .115  0.45    1/5      -15   
USD/CAD:BB          .068  0.46    1/2       -5   
USD/CAD:BB:L        .093  0.46    1/2       -5   
USD/CAD:BB:S        .000  ----    0/0       +0   
USD/CAD:CY          .087  33.54    1/1      +8   
USD/CAD:CY:L        .118  ----    0/0       +0   
USD/CAD:CY:S        .067  33.54    1/1      +8   
USD/CAD:HU          .078  0.00    0/1       -4   
USD/CAD:HU:L        .093  0.00    0/1       -4   
USD/CAD:HU:S        .000  ----    0/0       +0   
USD/CAD:VO          .087  1.23    6/16     +24   
USD/CAD:VO:L        .102  0.86    4/8       -9   
USD/CAD:VO:S        .078  2.01    2/8      +33   
USD/CHF:BB          .073  ++++    1/0       +1   
USD/CHF:BB:L        .000  ----    0/0       +0   
USD/CHF:BB:S        .084  ++++    1/0       +1   
USD/CHF:VO          .060  2.17    3/3      +11   
USD/CHF:VO:L        .109  2.17    3/3      +11   
USD/CHF:VO:S        .000  ----    0/0       +0   
USD/JPY:VO          .075  2.16    3/2       +3   
USD/JPY:VO:L        .117  2.16    3/2       +3   
USD/JPY:VO:S        .000  ----    0/0       +0