Z system 12.63
| EUR/USD | BB:S +5 | CY:LS +4 | HP:LS +13 | VO:L -24 | |||||
| USD/CHF | VO:L -1 | ||||||||
| GBP/USD | CY: -8 | HP:S +22 | VO:S -7 | ||||||
| USD/CAD | CT:S +3 | CY:LS +8 | HP:LS +7 | VO:LS +1 | |||||
| USD/JPY | VO:L +1 | ||||||||
| AUD/USD | CY: -6 |
|
{EUR/USD:HP:l0201} Stop 1@1.14736: -3.71. [EUR/USD:HP:L4890] Sell 1@1.14736: -3.31 [Thu 18-10-18 20:03] 932 +56.86 -39.27 \\\\\\\ (1.14590) [Fri 18-10-19 00:03] 928 +56.86 -42.40 \\\\\\\ (1.14559) Friday 18-10-19 Loss -36.54 ---- [Fri 18-10-19 04:03] 933 +56.86 -37.07 \\\\\\\ (1.14566) [Fri 18-10-19 08:03] 936 +56.86 -34.61 \\\\\\\ (1.14477) [GBP/USD:HP:L] Skipped (Margin 6 Min 65) {USD/CAD:HP:s6401} Short 1@1.30569 Risk 17 ts. [USD/CAD:HP:S0840] Short 1@1.30565 Pool trade [Fri 18-10-19 12:03] 949 +56.86 -21.34 ///\\\\\ (1.14691) {EUR/USD:HP:l6501} Long 1@1.14695 Risk 9 ts. [EUR/USD:HP:L2506] Long 1@1.14698 Pool trade [Fri 18-10-19 16:03] 925 +56.86 -45.15 1/8 (1.15140) [GBP/USD:A2:L] Skipped (Margin 9 Min 65) Weekend on 19.10. 20:00 |
| Trade | ID | Lots | Entry Time | Entry | Price | Stop | Trail | Target | Risk | Profit | Pips |
| [USD/CAD:CT:S8558] | 3588558 | 1 | 10-11 12:03 | 1.3043 | 1.3111 | - - - - | - - - - | - - - - | - - - - | -5.42$ | -70.7p |
| [USD/CAD:HP:S8572] | 3588572 | 1 | 10-11 12:03 | 1.3043 | 1.3111 | - - - - | - - - - | - - - - | - - - - | -5.36$ | -69.9p |
| [USD/CAD:CY:S1766] | 3601766 | 1 | 10-12 00:04 | 1.3033 | 1.3111 | - - - - | - - - - | - - - - | - - - - | -6.11$ | -79.6p |
| [USD/CAD:VO:S7282] | 3637282 | 1 | 10-15 14:59 | 1.2984 | 1.3111 | - - - - | - - - - | - - - - | - - - - | -9.87$ | -128.6p |
| [USD/CAD:VO:S7310] | 3637310 | 1 | 10-15 15:00 | 1.2982 | 1.3111 | - - - - | - - - - | - - - - | - - - - | -10.09$ | -131.5p |
| [EUR/USD:BB:L5774] | 3665774 | 1 | 10-17 16:03 | 1.1539 | 1.1521 | - - - - | - - - - | - - - - | - - - - | -2.00$ | -20.0p |
| [GBP/USD:HP:L1115] | 3671115 | 1 | 10-18 00:03 | 1.3104 | 1.3071 | - - - - | - - - - | - - - - | - - - - | -3.56$ | -35.6p |
| [USD/CAD:HP:S0840] | 3690840 | 1 | 10-19 08:04 | 1.3056 | 1.3111 | - - - - | - - - - | - - - - | - - - - | -4.42$ | -57.7p |
| [EUR/USD:HP:L2506] | 3692506 | 1 | 10-19 12:03 | 1.1470 | 1.1520 | - - - - | - - - - | - - - - | - - - - | 4.84$ | 48.4p |
| {EUR/USD:VO:s9901} | 59901 | 1 | 10-04 04:03 | 1.1472 | 1.1521 | 1.1677 | 1.1266 | - - - - | -20.77$ | -5.16$ | -51.6p |
| {EUR/USD:CY:l0401} | 60401 | 1 | 10-05 00:03 | 1.1517 | 1.1521 | 1.1381 | 1.1654 | - - - - | -13.83$ | 0.14$ | 1.4p |
| {USD/CAD:HP:s1401} | 61401 | 1 | 10-08 20:03 | 1.2958 | 1.3111 | 1.3133 | 1.2782 | - - - - | -13.81$ | -12.00$ | -155.5p |
| {USD/CAD:CT:s1501} | 61501 | 1 | 10-09 00:03 | 1.2961 | 1.3111 | 1.3134 | 1.2788 | - - - - | -13.64$ | -11.77$ | -152.6p |
| {USD/CAD:CY:s1601} | 61601 | 1 | 10-09 04:03 | 1.2963 | 1.3111 | 1.3236 | 1.2690 | - - - - | -21.35$ | -11.60$ | -150.4p |
| {EUR/USD:CY:l2101} | 62101 | 1 | 10-10 00:03 | 1.1505 | 1.1521 | 1.1372 | 1.1637 | - - - - | -13.47$ | 1.42$ | 14.2p |
| {USD/CAD:CT:s3001} | 63001 | 1 | 10-11 12:03 | 1.3043 | 1.3111 | 1.3247 | 1.2838 | - - - - | -15.96$ | -5.45$ | -71.0p |
| {USD/CAD:HP:s3002} | 63002 | 1 | 10-11 12:03 | 1.3044 | 1.3111 | 1.3248 | 1.2839 | - - - - | -15.98$ | -5.37$ | -70.0p |
| {USD/CAD:CY:s3301} | 63301 | 1 | 10-12 00:04 | 1.3033 | 1.3111 | 1.3377 | 1.2690 | - - - - | -26.65$ | -6.15$ | -80.1p |
| {USD/CAD:HU:l5401} | 65401 | 1 | 10-17 16:03 | 1.2990 | 1.3111 | 1.2806 | 1.3173 | - - - - | -14.40$ | 9.02$ | 117.2p |
| {GBP/USD:HP:l5601} | 65601 | 1 | 10-18 00:03 | 1.3104 | 1.3071 | 1.2785 | 1.3423 | - - - - | -32.19$ | -3.56$ | -35.6p |
| {USD/CAD:HP:s6401} | 66401 | 1 | 10-19 08:04 | 1.3057 | 1.3111 | 1.3279 | 1.2834 | - - - - | -17.32$ | -4.41$ | -57.5p |
| {EUR/USD:HP:l6501} | 66501 | 1 | 10-19 12:03 | 1.1470 | 1.1521 | 1.1381 | 1.1558 | - - - - | -9.05$ | 4.97$ | 49.7p |
Trade Z12 (TICKS) Bar period 4 hours (avg 410 min) Trade period 2018-10-01..2018-10-19 Gross win/loss 152$ / -94.68$ (+879p) Virtual win/loss 185$ / -104$ Average profit 989$/year, 82.41$/month, 3.80$/day Max drawdown -76.66$ 134.8% (MAE -98.54$ 173.3%) Max down time 12 days from Oct 2018 Max open margin 289$ Max open risk 478$ Trade volume 43039$ (748570$/year) Transaction costs -7.14$ spr, -0.47$ slp, 0.0080000$ rol, -2.98$ com Capital required 519$ Number of trades 40 (696/year, 14/week, 3/day) Percent winning 60.0% Max win/loss 18.58$ / -17.84$ Avg trade profit 1.42$ 22.0p (+97.6p / -91.4p) Avg trade slippage -0.0117$ -0.2p (+0.2p / -0.7p) Avg trade bars 12 (+14 / -10) Max trade bars 47 (11 days) Max open trades 11 Max loss streak 10 Annual return 190% Profit factor 1.60 (PRR 1.02) Portfolio analysis OptF ProF Win/Loss Result AUD/USD avg .087 0.00 0/1 -6 EUR/USD avg .155 0.97 5/4 -1 GBP/USD avg .245 1.83 2/2 +13 USD/CAD avg .250 5.58 9/3 +76 USD/CHF avg .080 0.84 4/4 -1 USD/JPY avg .099 1.06 3/3 +1 A2 avg .105 ---- 0/0 +0 BB avg .209 ++++ 1/0 +5 CT avg .178 ++++ 1/0 +20 CY avg .251 1.52 3/3 +15 ES avg .080 ---- 0/0 +0 HP avg .218 5.53 6/2 +66 HU avg .058 ---- 0/0 +0 LP avg .073 ---- 0/0 +0 VO avg .241 0.58 12/12 -26 AUD/USD:CY .146 0.00 0/1 -6 AUD/USD:CY:L .306 0.00 0/1 -6 AUD/USD:CY:S .000 ---- 0/0 +0 EUR/USD:BB .202 ++++ 1/0 +5 EUR/USD:BB:L .000 ---- 0/0 +0 EUR/USD:BB:S .337 ++++ 1/0 +5 EUR/USD:CY .350 1.28 1/1 +4 EUR/USD:CY:L .271 0.00 0/1 -15 EUR/USD:CY:S .431 ++++ 1/0 +19 EUR/USD:HP .362 1.59 3/2 +9 EUR/USD:HP:L .418 0.61 2/2 -6 EUR/USD:HP:S .321 ++++ 1/0 +14 EUR/USD:VO .349 0.00 0/1 -19 EUR/USD:VO:L .411 0.00 0/1 -19 EUR/USD:VO:S .278 ---- 0/0 +0 GBP/USD:CY .335 0.00 0/1 -8 GBP/USD:CY:L .244 0.00 0/1 -8 GBP/USD:CY:S .501 ---- 0/0 +0 GBP/USD:HP .215 ++++ 1/0 +29 GBP/USD:HP:L .120 ---- 0/0 +0 GBP/USD:HP:S .332 ++++ 1/0 +29 GBP/USD:VO .258 0.10 1/1 -7 GBP/USD:VO:L .000 ---- 0/0 +0 GBP/USD:VO:S .581 0.10 1/1 -7 USD/CAD:CT .243 ++++ 1/0 +20 USD/CAD:CT:L .204 ---- 0/0 +0 USD/CAD:CT:S .275 ++++ 1/0 +20 USD/CAD:CY .355 ++++ 2/0 +25 USD/CAD:CY:L .502 ++++ 1/0 +10 USD/CAD:CY:S .266 ++++ 1/0 +15 USD/CAD:HP .581 ++++ 2/0 +28 USD/CAD:HP:L .553 ++++ 1/0 +11 USD/CAD:HP:S .599 ++++ 1/0 +18 USD/CAD:VO .362 1.09 4/3 +1 USD/CAD:VO:L .408 1.32 2/2 +4 USD/CAD:VO:S .330 0.62 2/1 -2 USD/CHF:VO .130 0.84 4/4 -1 USD/CHF:VO:L .356 0.84 4/4 -1 USD/CHF:VO:S .000 ---- 0/0 +0 USD/JPY:VO .228 1.06 3/3 +1 USD/JPY:VO:L .535 1.06 3/3 +1 USD/JPY:VO:S .000 ---- 0/0 +0