Z12 Trading Status

System Start: 09-30 21:41 UTC (17:41 Local)
Last Update: 11-23 18:53 UTC (13:53 Local)
System State: 888 -36.36 +17.55 6/4
Last DD: 172$ (156.1%) in 20 days (7 days ago)

Z system 12.63

EUR/USDBB:S +16CY:LS -11HP:LS +34A2:S +22VO:LS -24
USD/CHFVO:L -1
GBP/USDCT:S +13CY:L -8HP:LS +7VO: -21
USD/CADCT:S -9CY:LS -11HP:LS -18VO:S -15HU:L +11
USD/JPYVO:L +12
AUD/USDCY:L -6

[Thu 18-11-22 12:03] 858 -45.24 -3.07 5/4 (1.14182).
{USD/CAD:VO:l9502} Stop 1@1.32070: -8.37.
[USD/CAD:VO:S6040] Short 1@1.32070 Pool trade

[Thu 18-11-22 16:03] 862 -45.24 +0.43 6/4 (1.14067)
{USD/CAD:VO:l9601} Stop 1@1.31979: -8.59.
[USD/CAD:VO:S6451] Short 1@1.31972 Pool trade

[Thu 18-11-22 20:03] 870 -45.24 +7.92 7/4 (1.14055)
[Fri 18-11-23 00:03] 874 -45.24 +11.66 8/3 (1.14031)

Friday 18-11-23 Loss -0.60 ----
[Fri 18-11-23 04:03] 866 -45.24 +4.16 7/4 (1.14166)
[GBP/USD:HP:S] Skipped (Margin 24 Min 64)

[Fri 18-11-23 08:03] 863 -45.24 +1.62 7/4 (1.14150)
[Fri 18-11-23 12:03] 881 -45.24 +19.92 7/4 (1.13473)
[Fri 18-11-23 16:03] 879 -45.24 +18.02 6/5 (1.13421)
{EUR/USD:BB:s8301} Cover 1@1.13447: +6.60.
[EUR/USD:HP:S2751] Cover 1@1.13447: +8.88


Trade ID Lots Entry Time Entry Price Stop Trail Target Risk Profit Pips
[USD/CAD:CY:S0168]3920168
1
11-13 12:031.32351.3224 - - - - - - - - - - - - - - - -
0.65$
8.6p
[EUR/USD:CY:S2785]3992785
1
11-20 08:521.14321.1333 - - - - - - - - - - - - - - - -
9.76$
97.6p
[EUR/USD:HP:S3752]3993752
1
11-20 12:031.14311.1333 - - - - - - - - - - - - - - - -
9.63$
96.3p
[EUR/USD:CY:S9056]3999056
1
11-20 20:031.13651.1333 - - - - - - - - - - - - - - - -
3.02$
30.2p
[EUR/USD:VO:S0283]4000283
1
11-21 00:031.13731.1333 - - - - - - - - - - - - - - - -
3.80$
38.0p
[USD/CAD:HP:S3515]4003515
1
11-21 12:031.32921.3225 - - - - - - - - - - - - - - - -
4.79$
63.6p
[USD/CAD:HU:S3634]4013634
1
11-22 04:031.32241.3224 - - - - - - - - - - - - - - - -
-0.31$
-4.1p
[GBP/USD:VO:L4622]4014622
1
11-22 10:261.29071.2809 - - - - - - - - - - - - - - - -
-10.07$
-100.7p
[USD/CAD:VO:S6040]4016040
1
11-22 15:451.32071.3224 - - - - - - - - - - - - - - - -
-1.58$
-20.9p
[USD/CAD:VO:S6451]4016451
1
11-22 17:141.31971.3224 - - - - - - - - - - - - - - - -
-2.34$
-30.9p
{USD/CAD:CY:s3301}63301
1
10-12 00:041.30331.32241.33771.2690 - - - -
-26.86$
-14.53$
-189.4p
{USD/CAD:HP:s5502}75502
1
11-12 04:041.31881.32241.34221.2953 - - - -
-18.24$
-2.95$
-38.8p
{USD/CAD:HP:s6201}76201
1
11-13 08:031.32311.32241.34561.3007 - - - -
-17.42$
0.34$
4.5p
{USD/CAD:CY:s6302}76302
1
11-13 12:031.32351.32241.35871.2883 - - - -
-27.06$
0.63$
8.3p
{EUR/USD:A2:s7101}77101
1
11-14 20:031.13411.13331.15691.1112 - - - -
-23.10$
0.58$
5.8p
{GBP/USD:CT:l7901}77901
1
11-16 04:031.27951.28091.22531.3336 - - - -
-54.43$
1.19$
11.9p
{EUR/USD:HP:s9201}79201
1
11-20 12:031.14311.13331.15381.1324 - - - -
-10.91$
9.62$
96.2p
{EUR/USD:CY:s9401}79401
1
11-20 20:031.13651.13331.15111.1219 - - - -
-14.81$
3.02$
30.2p
{EUR/USD:VO:s9501}79501
1
11-21 00:031.13731.13331.16051.1141 - - - -
-23.43$
3.80$
38.0p
{USD/CAD:HP:s9801}79801
1
11-21 12:031.32911.32241.35471.3036 - - - -
-19.71$
4.77$
63.4p

Trade Z12  (TICKS)

Bar period          4 hours (avg 398 min)
Trade period        2018-10-01..2018-11-23

Gross win/loss      226$ / -262$ (-385p)
Virtual win/loss    321$ / -330$
Average profit      -237$/year, -19.76$/month, -0.91$/day
Max drawdown        -150$ -413.3% (MAE -172$ -473.5%)
Max down time       5 weeks from Oct 2018
Max open margin     312$
Max open risk       992$
Trade volume        77863$ (507846$/year)
Transaction costs   -12.37$ spr, -2.05$ slp, 1.51$ rol, -5.06$ com
Capital required    763$

Number of trades    70 (457/year, 9/week, 2/day)
Percent winning     54.3%
Max win/loss        18.58$ / -28.99$
Avg trade profit    -0.52$ -5.5p (+63.0p / -86.8p)
Avg trade slippage  -0.0293$ -0.3p (+0.2p / -1.0p)
Avg trade bars      23 (+15 / -32)
Max trade bars      126 (4 weeks)
Max open trades     11
Max loss streak     10

Annual return       -31%
Profit factor       0.86 (PRR 0.61)

Portfolio analysis  OptF  ProF  Win/Loss  Result

AUD/USD avg         .087  0.00    0/1       -6   
EUR/USD avg         .155  1.21   14/10     +23   
GBP/USD avg         .245  0.84    5/5      -10   
USD/CAD avg         .250  0.79   11/11     -27   
USD/CHF avg         .080  0.84    4/4       -1   
USD/JPY avg         .099  2.39    4/3      +12   

A2 avg              .105  ++++    1/0      +22   
BB avg              .209  ++++    3/0      +16   
CT avg              .178  1.11    2/2       +3   
CY avg              .251  0.74    5/7      -23   
ES avg              .080  ----    0/0       +0   
HP avg              .218  1.14   10/7      +14   
HU avg              .058  ++++    2/0      +11   
LP avg              .073  ----    0/0       +0   
VO avg              .241  0.51   15/18     -53   

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:A2          .162  ++++    1/0      +22   
EUR/USD:A2:L        .000  ----    0/0       +0   
EUR/USD:A2:S        .188  ++++    1/0      +22   
EUR/USD:BB          .202  ++++    3/0      +16   
EUR/USD:BB:L        .000  ----    0/0       +0   
EUR/USD:BB:S        .337  ++++    3/0      +16   
EUR/USD:CY          .350  0.75    3/4      -13   
EUR/USD:CY:L        .271  0.41    2/4      -32   
EUR/USD:CY:S        .431  ++++    1/0      +19   
EUR/USD:HP          .362  2.08    6/3      +25   
EUR/USD:HP:L        .418  1.48    5/3      +11   
EUR/USD:HP:S        .321  ++++    1/0      +14   
EUR/USD:VO          .349  0.20    1/3      -27   
EUR/USD:VO:L        .411  0.00    0/2      -33   
EUR/USD:VO:S        .278  6.58    1/1       +6   
GBP/USD:CT          .458  ++++    1/0      +12   
GBP/USD:CT:L        .507  ----    0/0       +0   
GBP/USD:CT:S        .428  ++++    1/0      +12   
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  1.22    2/1       +7   
GBP/USD:HP:L        .120  0.33    1/1      -21   
GBP/USD:HP:S        .332  ++++    1/0      +29   
GBP/USD:VO          .258  0.11    2/3      -21   
GBP/USD:VO:L        .000  ----    0/0       +0   
GBP/USD:VO:S        .581  0.11    2/3      -21   
USD/CAD:CT          .243  0.69    1/2       -9   
USD/CAD:CT:L        .204  ----    0/0       +0   
USD/CAD:CT:S        .275  0.69    1/2       -9   
USD/CAD:CY          .355  1.20    2/1       +4   
USD/CAD:CY:L        .502  ++++    1/0      +10   
USD/CAD:CY:S        .266  0.71    1/1       -6   
USD/CAD:HP          .581  0.61    2/3      -18   
USD/CAD:HP:L        .553  ++++    1/0      +11   
USD/CAD:HP:S        .599  0.38    1/3      -29   
USD/CAD:HU          .260  ++++    2/0      +11   
USD/CAD:HU:L        .330  ++++    2/0      +11   
USD/CAD:HU:S        .131  ----    0/0       +0   
USD/CAD:VO          .362  0.54    4/5      -15   
USD/CAD:VO:L        .408  0.52    2/4      -13   
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  2.39    4/3      +12   
USD/JPY:VO:L        .535  2.39    4/3      +12   
USD/JPY:VO:S        .000  ----    0/0       +0