Z system 12.28
| EUR/USD | CT:S +52 | HP:S -144 | |||||||
| USD/CHF | HP: -4 | LP:L -7 | LS:L -7 | ||||||
| GBP/USD | LP:LS -7 | LS:S -55 | |||||||
| USD/CAD | BB:L +419 | HP:LS -114 | ES:S -12 | ||||||
| USD/JPY | LP:L -110 | ||||||||
| AUD/USD | HP: -269 | LP:LS -61 | ES:S +112 | LS:LS +123 |
| Trade | ID | Lots | Entry Time | Entry | Price | Stop | Trail | Target | Risk | Profit | Pips |
| [USD/CAD:BB:L5611] | 22935611 | 11 | 03.04. 16:18 | 1.2475 | 1.2602 | 0.9980 | - - - - | - - - - | -2005$ | 103$ | 128.8p |
| [USD/CAD:HP:L5848] | 22935848 | 2 | 03.04. 17:12 | 1.2482 | 1.2602 | 0.9986 | - - - - | - - - - | -365$ | 18$ | 121.6p |
| [USD/CAD:ES:L8794] | 22938794 | 4 | 06.04. 10:02 | 1.2485 | 1.2602 | 0.9985 | - - - - | - - - - | -730$ | 35$ | 119.0p |
| [USD/JPY:HU:L5299] | 22945299 | 12 | 07.04. 00:17 | 119.51 | 120.25 | 95.61 | - - - - | - - - - | -2195$ | 69$ | 75.2p |
| [USD/CHF:HP:L3285] | 22973285 | 1 | 08.04. 18:48 | 0.9651 | 0.9773 | 0.7724 | - - - - | - - - - | -186$ | 12$ | 119.9p |
| [EUR/USD:HP:S4120] | 22974120 | 1 | 09.04. 00:08 | 1.0785 | 1.0630 | 1.2942 | - - - - | - - - - | -200$ | 15$ | 157.0p |
| [GBP/USD:LS:S8875] | 22978875 | 5 | 09.04. 08:17 | 1.4773 | 1.4684 | 1.7728 | - - - - | - - - - | -1375$ | 41$ | 88.2p |
| [EUR/USD:CT:S8880] | 22978880 | 2 | 09.04. 08:18 | 1.0743 | 1.0630 | 1.2895 | - - - - | - - - - | -400$ | 21$ | 113.3p |
| [AUD/USD:CY:S0146] | 22990146 | 5 | 10.04. 04:18 | 0.7703 | 0.7690 | 0.9243 | - - - - | - - - - | -721$ | 6$ | 13.6p |
| {GBP/USD:VO:l3602} | 73602 | 1 | 23.03. 00:17 | 1.4947 | 1.4681 | 1.4561 | 1.5332 | - - - - | -36$ | -25$ | -269.7p |
| {USD/CHF:ES:l8729} | 78729 | 1 | 02.04. 16:17 | 0.9577 | 0.9771 | 0.9598 | - - - - | - - - - | -10$ | 18$ | 191.7p |
| {USD/CAD:BB:l9332} | 79332 | 17 | 03.04. 16:18 | 1.2475 | 1.2602 | 1.2442 | - - - - | - - - - | -433$ | 153$ | 123.2p |
| {USD/JPY:HU:l0036} | 80036 | 12 | 07.04. 00:17 | 119.52 | 120.24 | 116.89 | 122.15 | - - - - | -242$ | 66$ | 71.8p |
| {EUR/USD:HU:s0337} | 80337 | 3 | 07.04. 12:17 | 1.0851 | 1.0631 | 1.1119 | 1.0583 | - - - - | -74$ | 61$ | 219.0p |
| {GBP/USD:LP:s1447} | 81447 | 1 | 09.04. 08:17 | 1.4772 | 1.4681 | 1.4840 | 1.4701 | - - - - | -7$ | 8$ | 89.6p |
| {GBP/USD:LS:s1448} | 81448 | 5 | 09.04. 08:17 | 1.4773 | 1.4681 | 1.4942 | - - - - | - - - - | -79$ | 42$ | 90.2p |
| {EUR/USD:HP:l1949} | 81949 | 2 | 10.04. 04:17 | 1.0679 | 1.0631 | 1.0374 | - - - - | - - - - | -57$ | -9$ | -49.2p |
| {USD/CHF:HP:s1950} | 81950 | 1 | 10.04. 04:18 | 0.9760 | 0.9771 | 0.9848 | - - - - | - - - - | -9$ | -1$ | -12.9p |
| {AUD/USD:CY:s1951} | 81951 | 5 | 10.04. 04:18 | 0.7703 | 0.7690 | 0.7773 | - - - - | - - - - | -40$ | 6$ | 12.6p |
Trade Z12 portfolio - performance report Bar period 4 hours Trade period 20.03.2015-10.04.2015 Gross win/loss 680$ / -792$ (-606p) Virtual win/loss 671$ / -808$ Average profit -1889$/year, -157$/month, -7.27$/day Max drawdown -332$ -297% (MAE -368$ -328%) Total down time 0% (TAE 0%) Max down time 12 days from Mar 2015 Largest margin 623$ Trade volume 189483$ (3194661$/year) Transaction costs -17$ spr, 4.44$ slp, -17$ rol, -17$ com Capital required 1620$ Number of trades 44 (742/year, 15/week, 3/day) Percent winning 36% Max win/loss 243$ / -106$ Avg trade profit -2.55$ -13.8p (+229.6p / -152.8p) Avg trade slippage 0.10$ 0.5p (+5.8p / -2.5p) Avg trade bars 10 (+14 / -6) Max trade bars 45 (10 days) Max open trades 10 Max loss streak 9 Annual return -117% Profit factor 0.86 (PRR 0.54) Portfolio analysis OptF ProF Win/Loss Result AUD/USD avg .021 0.74 4/6 -96$ EUR/USD avg .012 0.55 3/8 -80$ GBP/USD avg .009 0.12 2/6 -110$ USD/CAD avg .028 1.67 3/4 +116$ USD/CHF avg .019 0.00 0/3 -16$ USD/JPY avg .032 0.00 0/2 -110$ BB avg .014 ++++ 1/0 +242$ CT avg .025 2.83 2/2 +52$ CY avg .013 ---- 0/0 +0$ ES avg .020 9.67 1/2 +100$ HP avg .027 0.15 4/13 -517$ HU avg .016 ---- 0/0 +0$ LP avg .027 0.04 2/7 -193$ LS avg .022 1.18 2/5 +21$ VO avg .019 ---- 0/0 +0$ AUD/USD:ES .016 ++++ 1/0 +112$ AUD/USD:ES:L .000 ---- 0/0 +0$ AUD/USD:ES:S .043 ++++ 1/0 +112$ AUD/USD:HP .032 0.09 1/4 -269$ AUD/USD:HP:L .000 ---- 0/0 +0$ AUD/USD:HP:S .080 0.09 1/4 -269$ AUD/USD:LP .033 0.08 1/1 -61$ AUD/USD:LP:L .042 0.00 0/1 -66$ AUD/USD:LP:S .023 ++++ 1/0 +5$ AUD/USD:LS .021 58.85 1/1 +123$ AUD/USD:LS:L .004 0.00 0/1 -2$ AUD/USD:LS:S .047 ++++ 1/0 +125$ EUR/USD:CT .021 2.83 2/2 +52$ EUR/USD:CT:L .011 0.00 0/2 -28$ EUR/USD:CT:S .027 ++++ 2/0 +80$ EUR/USD:HP .021 0.12 1/6 -132$ EUR/USD:HP:L .014 0.66 1/3 -10$ EUR/USD:HP:S .026 0.00 0/3 -122$ GBP/USD:LP .012 0.14 1/3 -15$ GBP/USD:LP:L .011 0.00 0/1 -7$ GBP/USD:LP:S .013 0.23 1/2 -8$ GBP/USD:LS .033 0.11 1/3 -95$ GBP/USD:LS:L .019 0.00 0/1 -31$ GBP/USD:LS:S .046 0.16 1/2 -64$ USD/CAD:BB .028 ++++ 1/0 +242$ USD/CAD:BB:L .113 ++++ 1/0 +242$ USD/CAD:BB:S .000 ---- 0/0 +0$ USD/CAD:ES .054 0.00 0/2 -12$ USD/CAD:ES:L .079 ---- 0/0 +0$ USD/CAD:ES:S .028 0.00 0/2 -12$ USD/CAD:HP .047 0.29 2/2 -114$ USD/CAD:HP:L .077 0.00 0/2 -161$ USD/CAD:HP:S .012 ++++ 2/0 +46$ USD/CHF:HP .024 0.00 0/1 -1$ USD/CHF:HP:L .036 ---- 0/0 +0$ USD/CHF:HP:S .004 0.00 0/1 -1$ USD/CHF:LP .024 0.00 0/1 -7$ USD/CHF:LP:L .051 0.00 0/1 -7$ USD/CHF:LP:S .000 ---- 0/0 +0$ USD/CHF:LS .045 0.00 0/1 -7$ USD/CHF:LS:L .080 0.00 0/1 -7$ USD/CHF:LS:S .005 ---- 0/0 +0$ USD/JPY:LP .029 0.00 0/2 -110$ USD/JPY:LP:L .094 0.00 0/2 -110$ USD/JPY:LP:S .000 ---- 0/0 +0$