Z system 12.66
| EUR/USD | BB:S +23 | CT:S +13 | CY:LS +35 | HP:LS +88 | VO:LS -168 | ||||
| USD/CHF | BB:S +1 | VO:L +11 | |||||||
| GBP/USD | BB:S -23 | CT:L +1 | HP:S -3 | A2:S -35 | VO:S -15 | ||||
| USD/CAD | BB:L -3 | CY:S +11 | VO:LS +14 | HU:L -10 | |||||
| USD/JPY | VO:L +3 | ||||||||
| AUD/USD | CY:L -42 | A2: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 00:13 | 0.69297 | 0.70820 | - - - - | - - - - | - - - - | - - - - | -17.77$ | -177.7p |
| [AUD/USD:CY:S1108] | 4411108 | 1 | 01-07 16:13 | 0.71349 | 0.70820 | - - - - | - - - - | - - - - | - - - - | 3.02$ | 30.2p |
| [USD/CAD:HP:L2488] | 4632488 | 2 | 01-31 16:17 | 1.3151 | 1.3230 | - - - - | - - - - | - - - - | - - - - | 10.92$ | 71.8p |
| [USD/CAD:CY:L5041] | 4635041 | 2 | 02-01 00:14 | 1.3128 | 1.3230 | - - - - | - - - - | - - - - | - - - - | 14.37$ | 94.3p |
| [USD/CAD:VO:L9421] | 4689421 | 2 | 02-07 11:34 | 1.3255 | 1.3230 | - - - - | - - - - | - - - - | - - - - | -4.67$ | -30.9p |
| [USD/CAD:VO:L0481] | 4690481 | 2 | 02-07 13:07 | 1.3264 | 1.3230 | - - - - | - - - - | - - - - | - - - - | -6.01$ | -39.8p |
| [EUR/USD:HP:L1297] | 4751297 | 1 | 02-14 12:13 | 1.1270 | 1.1335 | - - - - | - - - - | - - - - | - - - - | 6.33$ | 63.3p |
| [USD/CAD:HU:L1299] | 4751299 | 2 | 02-14 12:13 | 1.3268 | 1.3230 | - - - - | - - - - | - - - - | - - - - | -6.45$ | -42.8p |
| [EUR/USD:CY:L5169] | 4755169 | 1 | 02-14 20:13 | 1.1298 | 1.1335 | - - - - | - - - - | - - - - | - - - - | 3.49$ | 34.9p |
| [USD/CAD:VO:L5177] | 4755177 | 2 | 02-14 20:14 | 1.3288 | 1.3230 | - - - - | - - - - | - - - - | - - - - | -9.39$ | -62.4p |
| [EUR/USD:HP:L9045] | 4769045 | 1 | 02-18 04:13 | 1.1317 | 1.1335 | - - - - | - - - - | - - - - | - - - - | 1.67$ | 16.7p |
| [GBP/USD:HP:S2034] | 4772034 | 1 | 02-18 16:13 | 1.2929 | 1.3035 | - - - - | - - - - | - - - - | - - - - | -10.84$ | -108.4p |
| [USD/CAD:HU:L9591] | 4779591 | 2 | 02-19 08:13 | 1.3261 | 1.3230 | - - - - | - - - - | - - - - | - - - - | -5.17$ | -34.3p |
| [GBP/USD:CT:S2290] | 4792290 | 1 | 02-20 08:13 | 1.3045 | 1.3035 | - - - - | - - - - | - - - - | - - - - | 0.73$ | 7.3p |
| [USD/CAD:BB:L2292] | 4792292 | 1 | 02-20 08:14 | 1.3189 | 1.3230 | - - - - | - - - - | - - - - | - - - - | 2.82$ | 37.2p |
| {AUD/USD:CY:s2902} | 72902 | 1 | 01-02 08:13 | 0.70210 | 0.70820 | 0.73031 | 0.67389 | - - - - | -28.39$ | -8.64$ | -86.4p |
| {AUD/USD:CY:s4801} | 74801 | 1 | 01-07 16:13 | 0.71349 | 0.70820 | 0.75194 | 0.67504 | - - - - | -38.63$ | 3.02$ | 30.2p |
| {USD/CAD:CY:l5302} | 75302 | 2 | 01-08 12:14 | 1.3286 | 1.3230 | 1.2837 | 1.3735 | - - - - | -67.95$ | -10.18$ | -67.6p |
| {USD/CAD:HP:l6001} | 76001 | 2 | 01-09 16:13 | 1.3228 | 1.3230 | 1.2960 | 1.3497 | - - - - | -40.99$ | -1.46$ | -9.7p |
| {USD/CAD:HP:l7201} | 77201 | 2 | 01-11 16:13 | 1.3260 | 1.3230 | 1.2977 | 1.3543 | - - - - | -43.02$ | -6.18$ | -41.0p |
| {GBP/USD:A2:s2401} | 82401 | 1 | 01-24 16:14 | 1.3037 | 1.3035 | 1.3420 | 1.2655 | - - - - | -38.49$ | -0.63$ | -6.3p |
| {USD/CAD:HP:l5302} | 85302 | 2 | 01-31 16:17 | 1.3146 | 1.3230 | 1.2927 | 1.3366 | - - - - | -33.76$ | 11.65$ | 76.6p |
| {USD/CAD:CY:l5502} | 85502 | 2 | 02-01 00:14 | 1.3128 | 1.3230 | 1.2747 | 1.3509 | - - - - | -58.44$ | 14.44$ | 94.8p |
| {EUR/USD:HP:l8401} | 88401 | 1 | 02-08 00:13 | 1.1340 | 1.1335 | 1.1230 | 1.1450 | - - - - | -11.11$ | -0.77$ | -7.7p |
| {EUR/USD:HP:l1001} | 91001 | 1 | 02-14 12:13 | 1.1270 | 1.1335 | 1.1155 | 1.1384 | - - - - | -11.57$ | 6.37$ | 63.7p |
| {EUR/USD:CY:l1201} | 91201 | 1 | 02-14 20:13 | 1.1298 | 1.1335 | 1.1189 | 1.1408 | - - - - | -11.08$ | 3.49$ | 34.9p |
| {USD/CAD:VO:l1202} | 91202 | 2 | 02-14 20:14 | 1.3288 | 1.3230 | 1.3140 | 1.3435 | - - - - | -22.59$ | -9.33$ | -62.0p |
| {EUR/USD:HP:l1901} | 91901 | 1 | 02-18 04:13 | 1.1317 | 1.1335 | 1.1196 | 1.1438 | - - - - | -12.23$ | 1.67$ | 16.7p |
| {GBP/USD:HP:s2201} | 92201 | 1 | 02-18 16:13 | 1.2929 | 1.3035 | 1.3249 | 1.2609 | - - - - | -32.22$ | -10.86$ | -108.6p |
| {USD/CAD:HU:l2601} | 92601 | 2 | 02-19 08:13 | 1.3260 | 1.3230 | 1.3069 | 1.3452 | - - - - | -29.26$ | -5.10$ | -33.8p |
| {EUR/USD:BB:s3101} | 93101 | 1 | 02-20 04:13 | 1.1345 | 1.1335 | 1.1662 | 1.1028 | - - - - | -31.80$ | 0.85$ | 8.5p |
| {USD/CAD:BB:l3201} | 93201 | 1 | 02-20 08:14 | 1.3189 | 1.3230 | 1.2945 | 1.3433 | - - - - | -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