Z system 12.63
| EUR/USD | BB:S +16 | CY:LS -11 | HP:LS +34 | A2:S +22 | VO:LS -24 | ||||
| USD/CHF | VO:L -1 | ||||||||
| GBP/USD | CT:S +13 | CY:L -8 | HP:LS +7 | VO: -21 | |||||
| USD/CAD | CT:S -9 | CY:LS -11 | HP:LS -18 | VO:S -15 | HU:L +11 | ||||
| USD/JPY | VO:L +12 | ||||||||
| AUD/USD | CY: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 12:03 | 1.3235 | 1.3224 | - - - - | - - - - | - - - - | - - - - | 0.65$ | 8.6p |
| [EUR/USD:CY:S2785] | 3992785 | 1 | 11-20 08:52 | 1.1432 | 1.1333 | - - - - | - - - - | - - - - | - - - - | 9.76$ | 97.6p |
| [EUR/USD:HP:S3752] | 3993752 | 1 | 11-20 12:03 | 1.1431 | 1.1333 | - - - - | - - - - | - - - - | - - - - | 9.63$ | 96.3p |
| [EUR/USD:CY:S9056] | 3999056 | 1 | 11-20 20:03 | 1.1365 | 1.1333 | - - - - | - - - - | - - - - | - - - - | 3.02$ | 30.2p |
| [EUR/USD:VO:S0283] | 4000283 | 1 | 11-21 00:03 | 1.1373 | 1.1333 | - - - - | - - - - | - - - - | - - - - | 3.80$ | 38.0p |
| [USD/CAD:HP:S3515] | 4003515 | 1 | 11-21 12:03 | 1.3292 | 1.3225 | - - - - | - - - - | - - - - | - - - - | 4.79$ | 63.6p |
| [USD/CAD:HU:S3634] | 4013634 | 1 | 11-22 04:03 | 1.3224 | 1.3224 | - - - - | - - - - | - - - - | - - - - | -0.31$ | -4.1p |
| [GBP/USD:VO:L4622] | 4014622 | 1 | 11-22 10:26 | 1.2907 | 1.2809 | - - - - | - - - - | - - - - | - - - - | -10.07$ | -100.7p |
| [USD/CAD:VO:S6040] | 4016040 | 1 | 11-22 15:45 | 1.3207 | 1.3224 | - - - - | - - - - | - - - - | - - - - | -1.58$ | -20.9p |
| [USD/CAD:VO:S6451] | 4016451 | 1 | 11-22 17:14 | 1.3197 | 1.3224 | - - - - | - - - - | - - - - | - - - - | -2.34$ | -30.9p |
| {USD/CAD:CY:s3301} | 63301 | 1 | 10-12 00:04 | 1.3033 | 1.3224 | 1.3377 | 1.2690 | - - - - | -26.86$ | -14.53$ | -189.4p |
| {USD/CAD:HP:s5502} | 75502 | 1 | 11-12 04:04 | 1.3188 | 1.3224 | 1.3422 | 1.2953 | - - - - | -18.24$ | -2.95$ | -38.8p |
| {USD/CAD:HP:s6201} | 76201 | 1 | 11-13 08:03 | 1.3231 | 1.3224 | 1.3456 | 1.3007 | - - - - | -17.42$ | 0.34$ | 4.5p |
| {USD/CAD:CY:s6302} | 76302 | 1 | 11-13 12:03 | 1.3235 | 1.3224 | 1.3587 | 1.2883 | - - - - | -27.06$ | 0.63$ | 8.3p |
| {EUR/USD:A2:s7101} | 77101 | 1 | 11-14 20:03 | 1.1341 | 1.1333 | 1.1569 | 1.1112 | - - - - | -23.10$ | 0.58$ | 5.8p |
| {GBP/USD:CT:l7901} | 77901 | 1 | 11-16 04:03 | 1.2795 | 1.2809 | 1.2253 | 1.3336 | - - - - | -54.43$ | 1.19$ | 11.9p |
| {EUR/USD:HP:s9201} | 79201 | 1 | 11-20 12:03 | 1.1431 | 1.1333 | 1.1538 | 1.1324 | - - - - | -10.91$ | 9.62$ | 96.2p |
| {EUR/USD:CY:s9401} | 79401 | 1 | 11-20 20:03 | 1.1365 | 1.1333 | 1.1511 | 1.1219 | - - - - | -14.81$ | 3.02$ | 30.2p |
| {EUR/USD:VO:s9501} | 79501 | 1 | 11-21 00:03 | 1.1373 | 1.1333 | 1.1605 | 1.1141 | - - - - | -23.43$ | 3.80$ | 38.0p |
| {USD/CAD:HP:s9801} | 79801 | 1 | 11-21 12:03 | 1.3291 | 1.3224 | 1.3547 | 1.3036 | - - - - | -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