Back Tested Results EUR / CHF 1-2011

EUR/CHF (Euro vs Swiss Franc)

Bars in test 29279 Ticks modelled 24372418 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28065.00
Total net profit 1837.22 Gross profit 2500.38 Gross loss -663.16
Profit factor 3.77 Expected payoff 47.11
Absolute drawdown 58.42 Maximal drawdown 1021.94 (3.52%) Relative drawdown 3.52% (1021.94)
Total trades 39 Short positions (won %) 7 (85.71%) Long positions (won %) 32 (100.00%)
Profit trades (% of total) 38 (97.44%) Loss trades (% of total) 1 (2.56%)
Largest profit trade 146.92 loss trade -663.16
Average profit trade 65.80 loss trade -663.16
Maximum consecutive wins (profit in money) 24 (1602.15) consecutive losses (loss in money) 1 (-663.16)
Maximal consecutive profit (count of wins) 1602.15 (24) consecutive loss (count of losses) -663.16 (1)
Average consecutive wins 19 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.01.03 22:02 buy 1 1.50 1.24650 0.00000 0.00000
2 2011.01.03 22:02 modify 1 1.50 1.24650 1.24250 1.24740
3 2011.01.03 22:25 t/p 1 1.50 1.24740 1.24250 1.24740 146.90 28211.90
4 2011.01.03 23:02 buy 2 1.50 1.24670 0.00000 0.00000
5 2011.01.03 23:02 modify 2 1.50 1.24670 1.24270 1.24760
6 2011.01.03 23:32 close 2 1.50 1.24720 1.24270 1.24760 81.61 28293.51
7 2011.01.04 00:00 sell 3 1.50 1.24780 0.00000 0.00000
8 2011.01.04 00:00 modify 3 1.50 1.24780 1.25180 1.24690
9 2011.01.04 00:17 t/p 3 1.50 1.24690 1.25180 1.24690 146.89 28440.40
10 2011.01.04 00:19 buy 4 1.50 1.24680 0.00000 0.00000
11 2011.01.04 00:19 modify 4 1.50 1.24680 1.24280 1.24770
12 2011.01.04 01:26 close 4 1.50 1.24710 1.24280 1.24770 48.97 28489.37
13 2011.01.04 21:30 buy 5 1.50 1.26180 0.00000 0.00000
14 2011.01.04 21:30 modify 5 1.50 1.26180 1.25780 1.26270
15 2011.01.04 22:00 close 5 1.50 1.26220 1.25780 1.26270 65.29 28554.66
16 2011.01.04 23:27 buy 6 1.50 1.26170 0.00000 0.00000
17 2011.01.04 23:27 modify 6 1.50 1.26170 1.25770 1.26260
18 2011.01.04 23:46 t/p 6 1.50 1.26260 1.25770 1.26260 146.91 28701.57
19 2011.01.04 23:58 buy 7 1.50 1.26170 0.00000 0.00000
20 2011.01.04 23:58 modify 7 1.50 1.26170 1.25770 1.26260
21 2011.01.05 05:37 close 7 1.50 1.26170 1.25770 1.26260 0.16 28701.73
22 2011.01.05 21:30 buy 8 1.50 1.27060 0.00000 0.00000
23 2011.01.05 21:30 modify 8 1.50 1.27060 1.26660 1.27150
24 2011.01.05 23:03 close 8 1.50 1.27070 1.26660 1.27150 16.32 28718.05
25 2011.01.06 00:00 sell 9 1.50 1.27110 0.00000 0.00000
26 2011.01.06 00:00 modify 9 1.50 1.27110 1.27510 1.27020
27 2011.01.06 02:07 close 9 1.50 1.27080 1.27510 1.27020 48.97 28767.02
28 2011.01.06 21:50 buy 10 1.50 1.25540 0.00000 0.00000
29 2011.01.06 21:50 modify 10 1.50 1.25540 1.25140 1.25630
30 2011.01.06 23:09 close 10 1.50 1.25540 1.25140 1.25630 0.00 28767.02
31 2011.01.06 23:21 buy 11 1.50 1.25480 0.00000 0.00000
32 2011.01.06 23:21 modify 11 1.50 1.25480 1.25080 1.25570
33 2011.01.07 00:08 close 11 1.50 1.25510 1.25080 1.25570 49.13 28816.16
34 2011.01.10 21:44 buy 12 1.50 1.25310 0.00000 0.00000
35 2011.01.10 21:44 modify 12 1.50 1.25310 1.24910 1.25400
36 2011.01.10 22:31 close 12 1.50 1.25340 1.24910 1.25400 48.97 28865.13
37 2011.01.10 22:48 buy 13 1.50 1.25270 0.00000 0.00000
38 2011.01.10 22:48 modify 13 1.50 1.25270 1.24870 1.25360
39 2011.01.11 00:04 close 13 1.50 1.25270 1.24870 1.25360 0.16 28865.29
40 2011.01.11 22:00 buy 14 1.50 1.26310 0.00000 0.00000
41 2011.01.11 22:00 modify 14 1.50 1.26310 1.25910 1.26400
42 2011.01.11 22:45 close 14 1.50 1.26370 1.25910 1.26400 97.94 28963.23
43 2011.01.11 23:28 sell 15 1.50 1.26390 0.00000 0.00000
44 2011.01.11 23:28 modify 15 1.50 1.26390 1.26790 1.26300
45 2011.01.12 07:46 s/l 15 1.50 1.26790 1.26790 1.26300 -663.16 28300.07
46 2011.01.12 21:30 buy 16 1.50 1.26920 0.00000 0.00000
47 2011.01.12 21:30 modify 16 1.50 1.26920 1.26520 1.27010
48 2011.01.12 22:10 close 16 1.50 1.26960 1.26520 1.27010 65.30 28365.37
49 2011.01.12 23:00 buy 17 1.50 1.26900 0.00000 0.00000
50 2011.01.12 23:00 modify 17 1.50 1.26900 1.26500 1.26990
51 2011.01.12 23:30 close 17 1.50 1.26950 1.26500 1.26990 81.62 28446.99
52 2011.01.13 00:15 sell 18 1.50 1.27000 0.00000 0.00000
53 2011.01.13 00:15 modify 18 1.50 1.27000 1.27400 1.26910
54 2011.01.13 02:06 close 18 1.50 1.26990 1.27400 1.26910 16.32 28463.31
55 2011.01.13 22:21 buy 19 1.50 1.28720 0.00000 0.00000
56 2011.01.13 22:21 modify 19 1.50 1.28720 1.28320 1.28810
57 2011.01.13 22:52 close 19 1.50 1.28750 1.28320 1.28810 48.97 28512.28
58 2011.01.13 22:53 buy 20 1.50 1.28730 0.00000 0.00000
59 2011.01.13 22:53 modify 20 1.50 1.28730 1.28330 1.28820
60 2011.01.14 01:44 close 20 1.50 1.28730 1.28330 1.28820 0.16 28512.44
61 2011.01.17 22:01 buy 21 1.50 1.28180 0.00000 0.00000
62 2011.01.17 22:08 modify 21 1.50 1.28180 1.27780 1.28270
63 2011.01.18 06:58 close 21 1.50 1.28180 1.27780 1.28270 0.16 28512.60
64 2011.01.18 22:14 buy 22 1.50 1.28940 0.00000 0.00000
65 2011.01.18 22:14 modify 22 1.50 1.28940 1.28540 1.29030
66 2011.01.18 23:06 close 22 1.50 1.28980 1.28540 1.29030 65.29 28577.89
67 2011.01.19 00:09 sell 23 1.50 1.29010 0.00000 0.00000
68 2011.01.19 00:09 modify 23 1.50 1.29010 1.29410 1.28920
69 2011.01.19 08:21 close 23 1.50 1.29010 1.29410 1.28920 0.00 28577.89
70 2011.01.19 22:20 buy 24 1.50 1.28610 0.00000 0.00000
71 2011.01.19 22:20 modify 24 1.50 1.28610 1.28210 1.28700
72 2011.01.19 22:50 close 24 1.50 1.28650 1.28210 1.28700 65.30 28643.19
73 2011.01.19 23:00 buy 25 1.50 1.28620 0.00000 0.00000
74 2011.01.19 23:00 modify 25 1.50 1.28620 1.28220 1.28710
75 2011.01.19 23:34 close 25 1.50 1.28660 1.28220 1.28710 65.29 28708.48
76 2011.01.20 00:05 buy 26 1.50 1.28600 0.00000 0.00000
77 2011.01.20 00:05 modify 26 1.50 1.28600 1.28200 1.28690
78 2011.01.20 00:39 close 26 1.50 1.28640 1.28200 1.28690 65.30 28773.78
79 2011.01.20 21:33 buy 27 1.50 1.30300 0.00000 0.00000
80 2011.01.20 21:33 modify 27 1.50 1.30300 1.29900 1.30390
81 2011.01.20 22:06 close 27 1.50 1.30330 1.29900 1.30390 48.97 28822.75
82 2011.01.20 22:25 buy 28 1.50 1.30290 0.00000 0.00000
83 2011.01.20 22:25 modify 28 1.50 1.30290 1.29890 1.30380
84 2011.01.21 01:05 close 28 1.50 1.30300 1.29890 1.30380 16.49 28839.25
85 2011.01.24 21:38 buy 29 1.50 1.29420 0.00000 0.00000
86 2011.01.24 21:38 modify 29 1.50 1.29420 1.29020 1.29510
87 2011.01.24 22:21 t/p 29 1.50 1.29510 1.29020 1.29510 146.91 28986.16
88 2011.01.25 00:03 sell 30 1.50 1.29560 0.00000 0.00000
89 2011.01.25 00:03 modify 30 1.50 1.29560 1.29960 1.29470
90 2011.01.25 00:17 t/p 30 1.50 1.29470 1.29960 1.29470 146.90 29133.06
91 2011.01.25 22:01 buy 31 1.50 1.28870 0.00000 0.00000
92 2011.01.25 22:03 modify 31 1.50 1.28870 1.28470 1.28960
93 2011.01.25 22:42 close 31 1.50 1.28910 1.28470 1.28960 65.29 29198.35
94 2011.01.25 22:42 buy 32 1.50 1.28870 0.00000 0.00000
95 2011.01.25 22:42 modify 32 1.50 1.28870 1.28470 1.28960
96 2011.01.25 23:12 close 32 1.50 1.28930 1.28470 1.28960 97.94 29296.29
97 2011.01.26 00:11 buy 33 1.50 1.28890 0.00000 0.00000
98 2011.01.26 00:11 modify 33 1.50 1.28890 1.28490 1.28980
99 2011.01.26 01:41 close 33 1.50 1.28890 1.28490 1.28980 0.00 29296.29
100 2011.01.26 21:37 buy 34 1.50 1.29150 0.00000 0.00000
101 2011.01.26 21:37 modify 34 1.50 1.29150 1.28750 1.29240
102 2011.01.26 22:07 t/p 34 1.50 1.29240 1.28750 1.29240 146.92 29443.21
103 2011.01.26 22:07 buy 35 1.50 1.29140 0.00000 0.00000
104 2011.01.26 22:07 modify 35 1.50 1.29140 1.28740 1.29230
105 2011.01.26 22:35 t/p 35 1.50 1.29230 1.28740 1.29230 146.91 29590.12
106 2011.01.26 23:51 sell 36 1.50 1.29230 0.00000 0.00000
107 2011.01.26 23:51 modify 36 1.50 1.29230 1.29630 1.29140
108 2011.01.27 00:31 close 36 1.50 1.29190 1.29630 1.29140 34.45 29624.56
109 2011.01.27 22:12 buy 37 1.50 1.29810 0.00000 0.00000
110 2011.01.27 22:12 modify 37 1.50 1.29810 1.29410 1.29900
111 2011.01.27 22:25 t/p 37 1.50 1.29900 1.29410 1.29900 146.91 29771.47
112 2011.01.27 22:30 buy 38 1.50 1.29820 0.00000 0.00000
113 2011.01.27 22:30 modify 38 1.50 1.29820 1.29420 1.29910
114 2011.01.27 23:20 close 38 1.50 1.29860 1.29420 1.29910 65.29 29836.76
115 2011.01.27 23:24 buy 39 1.50 1.29800 0.00000 0.00000
116 2011.01.27 23:24 modify 39 1.50 1.29800 1.29400 1.29890
117 2011.01.28 00:01 close 39 1.50 1.29840 1.29400 1.29890 65.45 29902.22

 

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