Back Test Results EUR/CHF 1-2010

EURCHF (Euro vs Swiss Franc)

Bars in test 28993 Ticks modelled 18341226 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 75.55 Gross profit 276.68 Gross loss -201.13
Profit factor 1.38 Expected payoff 3.98
Absolute drawdown 28.39 Maximal drawdown 189.21 (1.84%) Relative drawdown 1.84% (189.21)
Total trades 19 Short positions (won %) 6 (66.67%) Long positions (won %) 13 (92.31%)
Profit trades (% of total) 16 (84.21%) Loss trades (% of total) 3 (15.79%)
Largest profit trade 37.85 loss trade -189.21
Average profit trade 17.29 loss trade -67.04
Maximum consecutive wins (profit in money) 9 (182.06) consecutive losses (loss in money) 2 (-11.92)
Maximal consecutive profit (count of wins) 182.06 (9) consecutive loss (count of losses) -189.21 (1)
Average consecutive wins 8 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.01.04 22:17 sell 1 0.44 1.48450 0.00000 0.00000
2 2010.01.04 22:17 modify 1 0.44 1.48450 1.48850 1.48370
3 2010.01.04 23:32 close 1 0.44 1.48450 1.48850 1.48370 0.00 10000.00
4 2010.01.05 22:00 buy 2 0.44 1.48490 0.00000 0.00000
5 2010.01.05 22:00 modify 2 0.44 1.48490 1.48090 1.48570
6 2010.01.05 23:07 close 2 0.44 1.48530 1.48090 1.48570 18.92 10018.92
7 2010.01.06 22:00 buy 3 0.44 1.48080 0.00000 0.00000
8 2010.01.06 22:00 modify 3 0.44 1.48080 1.47680 1.48160
9 2010.01.06 23:41 close 3 0.44 1.48080 1.47680 1.48160 0.00 10018.92
10 2010.01.07 22:00 buy 4 0.44 1.47960 0.00000 0.00000
11 2010.01.07 22:00 modify 4 0.44 1.47960 1.47560 1.48040
12 2010.01.07 22:14 t/p 4 0.44 1.48040 1.47560 1.48040 37.85 10056.77
13 2010.01.07 22:37 sell 5 0.44 1.48060 0.00000 0.00000
14 2010.01.07 22:37 modify 5 0.44 1.48060 1.48460 1.47980
15 2010.01.07 23:09 close 5 0.44 1.48020 1.48460 1.47980 18.92 10075.69
16 2010.01.07 23:19 buy 6 0.44 1.47970 0.00000 0.00000
17 2010.01.07 23:19 modify 6 0.44 1.47970 1.47570 1.48050
18 2010.01.07 23:59 close 6 0.44 1.48010 1.47570 1.48050 18.93 10094.62
19 2010.01.11 22:07 buy 7 0.44 1.47470 0.00000 0.00000
20 2010.01.11 22:07 modify 7 0.44 1.47470 1.47070 1.47550
21 2010.01.11 23:22 close 7 0.44 1.47470 1.47070 1.47550 0.00 10094.62
22 2010.01.13 23:48 sell 8 0.44 1.47800 0.00000 0.00000
23 2010.01.13 23:48 modify 8 0.44 1.47800 1.48200 1.47720
24 2010.01.14 01:05 close 8 0.44 1.47800 1.48200 1.47720 -8.94 10085.68
25 2010.01.14 23:36 sell 9 0.44 1.47730 0.00000 0.00000
26 2010.01.14 23:36 modify 9 0.44 1.47730 1.48130 1.47650
27 2010.01.15 00:54 close 9 0.44 1.47730 1.48130 1.47650 -2.98 10082.70
28 2010.01.18 22:21 buy 10 0.44 1.47390 0.00000 0.00000
29 2010.01.18 22:22 modify 10 0.44 1.47390 1.46990 1.47470
30 2010.01.18 22:52 close 10 0.44 1.47430 1.46990 1.47470 18.93 10101.63
31 2010.01.18 23:00 sell 11 0.44 1.47460 0.00000 0.00000
32 2010.01.18 23:00 modify 11 0.44 1.47460 1.47860 1.47380
33 2010.01.19 01:14 close 11 0.44 1.47430 1.47860 1.47380 11.21 10112.84
34 2010.01.19 22:00 buy 12 0.44 1.47500 0.00000 0.00000
35 2010.01.19 22:00 modify 12 0.44 1.47500 1.47100 1.47580
36 2010.01.19 22:47 close 12 0.44 1.47540 1.47100 1.47580 18.92 10131.76
37 2010.01.19 23:02 buy 13 0.44 1.47500 0.00000 0.00000
38 2010.01.19 23:03 modify 13 0.44 1.47500 1.47100 1.47580
39 2010.01.19 23:32 close 13 0.44 1.47540 1.47100 1.47580 18.92 10150.68
40 2010.01.21 22:01 buy 14 0.44 1.46840 0.00000 0.00000
41 2010.01.21 22:01 modify 14 0.44 1.46840 1.46440 1.46920
42 2010.01.21 22:09 t/p 14 0.44 1.46920 1.46440 1.46920 37.85 10188.53
43 2010.01.21 22:54 buy 15 0.44 1.46840 0.00000 0.00000
44 2010.01.21 22:54 modify 15 0.44 1.46840 1.46440 1.46920
45 2010.01.21 23:54 close 15 0.44 1.46870 1.46440 1.46920 14.20 10202.73
46 2010.01.25 22:37 buy 16 0.44 1.47110 0.00000 0.00000
47 2010.01.25 22:38 modify 16 0.44 1.47110 1.46710 1.47190
48 2010.01.25 23:12 close 16 0.44 1.47150 1.46710 1.47190 18.93 10221.66
49 2010.01.26 22:00 buy 17 0.44 1.47240 0.00000 0.00000
50 2010.01.26 22:00 modify 17 0.44 1.47240 1.46840 1.47320
51 2010.01.26 22:29 t/p 17 0.44 1.47320 1.46840 1.47320 37.85 10259.51
52 2010.01.27 23:34 sell 18 0.44 1.47290 0.00000 0.00000
53 2010.01.27 23:34 modify 18 0.44 1.47290 1.47690 1.47210
54 2010.01.28 01:45 close 18 0.44 1.47260 1.47690 1.47210 5.25 10264.76
55 2010.01.28 23:10 buy 19 0.44 1.46940 0.00000 0.00000
56 2010.01.28 23:10 modify 19 0.44 1.46940 1.46540 1.47020
57 2010.01.29 01:09 s/l 19 0.44 1.46540 1.46540 1.47020 -189.21 10075.55

 

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